feat: 리밸런싱 엔진 V1 + GAS 버그 수정 (2026-06-13)
주요 변경: - tools/build_rebalance_engine_v1.py: REBALANCE_ENGINE_V1 신규 * account_snapshot 직접 합산(_build_snap_position_map) → 소수주 분리 행 병합 * 레짐 소스 macro.REGIME_PRELIM 최우선 (GAS 와 동일) - src/gas_adapter_parts/gdf_06_rebalance.gs: runRebalanceSheet_() 신규 * Logger.log / getSpreadsheet_() 로 run_all 연동 수정 - src/gas_adapter_parts/gdc_01_fetch_fundamentals.gs * _mergePositionRecord_(): 소수주 중복 행 합산 신규 * parseInt → parseFloat (qty, availQty) - src/gas_adapter_parts/gdf_01_price_metrics.gs * 미보유 종목 SELL_READY → WATCH_EXIT_SIGNAL - spec/41_release_dag.yaml: build_rebalance_sheet 노드 추가 (step_count 63) - spec/51_formula_lifecycle_registry.yaml: REBALANCE_ENGINE_V1 등록 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
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from __future__ import annotations
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import argparse
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import json
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from datetime import datetime
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from pathlib import Path
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from typing import Any
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import yaml
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ROOT = Path(__file__).resolve().parents[1]
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DEFAULT_JSON = ROOT / "GatherTradingData.json"
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LATE_PATH = ROOT / "Temp" / "late_chase_attribution_v1.json"
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REB_PATH = ROOT / "Temp" / "rebound_sell_efficiency_v1.json"
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DI_PATH = ROOT / "Temp" / "data_integrity_score_v1.json"
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DV_PATH = ROOT / "Temp" / "derivation_validity_score_v1.json"
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DE_PATH = ROOT / "Temp" / "decision_evidence_score_v1.json"
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OQ_PATH = ROOT / "Temp" / "outcome_quality_score_v1.json"
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OEA_PATH = ROOT / "Temp" / "operational_evidence_audit_v1.json"
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SHM_PATH = ROOT / "Temp" / "short_horizon_outcome_monitor_v1.json"
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EHC_PATH = ROOT / "Temp" / "evaluation_history_coverage_v1.json"
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POLICY_PATH = ROOT / "spec" / "strategy_execution_lock_policy.yaml"
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def _load_json(path: Path) -> dict[str, Any]:
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if not path.exists():
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return {}
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try:
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data = json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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return data if isinstance(data, dict) else {}
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def _parse_rows(v: Any) -> list[dict[str, Any]]:
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if isinstance(v, list):
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return [x for x in v if isinstance(x, dict)]
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if isinstance(v, str):
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try:
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p = json.loads(v)
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return _parse_rows(p)
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except Exception:
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return []
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return []
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def _to_json_string_if_needed(original: Any, value: Any) -> Any:
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if isinstance(original, str):
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return json.dumps(value, ensure_ascii=False)
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return value
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def _as_obj(value: Any) -> dict[str, Any]:
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if isinstance(value, dict):
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return value
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if isinstance(value, str):
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try:
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parsed = json.loads(value)
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return parsed if isinstance(parsed, dict) else {}
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except Exception:
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return {}
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return {}
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def _latest_snapshot_captured_at_iso(rows: list[dict[str, Any]]) -> str | None:
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latest_dt: datetime | None = None
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latest_iso: str | None = None
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for row in rows:
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if not isinstance(row, dict):
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continue
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for key in ("captured_at", "last_updated"):
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raw = str(row.get(key) or "").strip()
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if not raw:
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continue
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try:
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dt = datetime.fromisoformat(raw.replace("Z", "+00:00"))
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except Exception:
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continue
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if dt.tzinfo is None:
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dt = dt.astimezone()
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if latest_dt is None or dt > latest_dt:
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latest_dt = dt
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latest_iso = raw
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return latest_iso
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def _compute_blueprint_checksum(rows: list[dict[str, Any]]) -> int:
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s = ""
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for row in rows:
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s += (
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f"{row.get('ticker', '')}|"
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f"{row.get('order_type', '')}|"
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f"{row.get('quantity', '') if row.get('quantity') is not None else ''}|"
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f"{row.get('limit_price_krw', '') if row.get('limit_price_krw') is not None else ''}|"
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f"{row.get('validation_status', '')};"
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)
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total = 0
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for ch in s:
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total = (total + ord(ch)) & 0xFFFFFFFF
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return total
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def _load_lock_policy(path: Path) -> dict[str, Any]:
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if not path.exists():
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return {}
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try:
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payload = yaml.safe_load(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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root = payload.get("strategy_execution_lock_policy") if isinstance(payload, dict) else {}
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obj = root.get("strategy_execution_locks_v1") if isinstance(root, dict) else {}
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return obj if isinstance(obj, dict) else {}
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--json", default=str(DEFAULT_JSON))
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args = ap.parse_args()
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json_path = Path(args.json)
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if not json_path.is_absolute():
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json_path = ROOT / json_path
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payload = _load_json(json_path)
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if not payload:
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print("STRATEGY_EXEC_LOCKS_FAIL: input json missing/invalid")
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return 1
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data = payload.get("data") if isinstance(payload.get("data"), dict) else {}
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hctx = data.get("_harness_context") if isinstance(data.get("_harness_context"), dict) else {}
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hapex = payload.get("hApex") if isinstance(payload.get("hApex"), dict) else {}
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if not isinstance(hctx, dict):
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hctx = {}
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if not isinstance(hapex, dict):
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hapex = {}
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h = dict(hctx)
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h.update(hapex)
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if not isinstance(h, dict):
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print("STRATEGY_EXEC_LOCKS_FAIL: harness context missing")
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return 1
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fresh_captured_at = _latest_snapshot_captured_at_iso(data.get("account_snapshot", []) if isinstance(data.get("account_snapshot"), list) else [])
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if fresh_captured_at:
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h["captured_at"] = fresh_captured_at
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hctx["captured_at"] = fresh_captured_at
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hapex["captured_at"] = fresh_captured_at
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late = _load_json(LATE_PATH)
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reb = _load_json(REB_PATH)
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di = _load_json(DI_PATH)
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dv = _load_json(DV_PATH)
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de = _load_json(DE_PATH)
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oq = _load_json(OQ_PATH)
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oea = _load_json(OEA_PATH)
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shm = _load_json(SHM_PATH)
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ehc = _load_json(EHC_PATH)
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policy = _load_lock_policy(POLICY_PATH)
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h["late_chase_attribution_v1_json"] = late
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h["rebound_sell_efficiency_v1_json"] = reb
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if di:
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h["data_integrity_score_v1_json"] = di
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if dv:
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h["derivation_validity_score_v1_json"] = dv
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if de:
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h["decision_evidence_score_v1_json"] = de
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if oq:
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h["outcome_quality_score_v1_json"] = oq
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if oea:
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h["operational_evidence_audit_v1_json"] = oea
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if shm:
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h["short_horizon_outcome_monitor_v1_json"] = shm
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if ehc:
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h["evaluation_history_coverage_v1_json"] = ehc
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ob_original = h.get("order_blueprint_json")
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rows = _parse_rows(ob_original)
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export_gate = _as_obj(h.get("export_gate_json"))
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late_status = str(late.get("status") or "")
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reb_score = float((reb.get("metrics") or {}).get("rebound_efficiency_score") or 0.0)
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di_score = float(di.get("score") or 0.0)
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dv_score = float(dv.get("score") or 0.0)
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de_score = float(de.get("score") or 0.0)
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oq_score = float(oq.get("score") or 0.0)
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di_gate = str(di.get("gate") or "")
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dv_gate = str(dv.get("gate") or "")
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de_gate = str(de.get("gate") or "")
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oq_gate = str(oq.get("gate") or "")
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oq_sufficient_eval = bool((oq.get("metrics") or {}).get("has_sufficient_eval"))
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di_block_threshold = float(policy.get("data_integrity_block_threshold") or 90.0)
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dv_block_threshold = float(policy.get("derivation_validity_block_threshold") or 90.0)
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de_block_threshold = float(policy.get("decision_evidence_block_threshold") or 85.0)
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oq_buy_block_threshold = float(policy.get("outcome_buy_block_threshold") or 50.0)
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oq_sell_scale_threshold = float(policy.get("outcome_sell_scale_threshold") or 60.0)
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oq_sell_scale_ratio = float(policy.get("outcome_sell_scale_ratio") or 0.70)
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buy_block_count = 0
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sell_scale_count = 0
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hard_block_count = 0
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for r in rows:
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order_type = str(r.get("order_type") or "").upper()
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validation = str(r.get("validation_status") or "")
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rationale = str(r.get("rationale_code") or "")
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# P0 hard lock: data/derivation score gate
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if di_score < di_block_threshold or di_gate == "EXPORT_BLOCKED_CRITICAL":
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r["validation_status"] = "BLOCKED"
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r["blocked_by_gate"] = "DATA_INTEGRITY_SCORE_V1"
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tag = "DI1_EXPORT_BLOCKED_CRITICAL"
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r["rationale_code"] = f"{rationale}|{tag}" if rationale else tag
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for qk in ("quantity", "order_qty", "buy_qty", "sell_qty", "proposed_immediate_qty", "proposed_staged_qty"):
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if isinstance(r.get(qk), (int, float)):
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r[qk] = 0
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hard_block_count += 1
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continue
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if dv_score < dv_block_threshold or dv_gate == "NO_PRICE_QTY_EXPORT":
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r["validation_status"] = "BLOCKED"
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r["blocked_by_gate"] = "DERIVATION_VALIDITY_SCORE_V1"
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tag = "DV1_NO_PRICE_QTY_EXPORT"
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r["rationale_code"] = f"{rationale}|{tag}" if rationale else tag
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for qk in ("quantity", "order_qty", "buy_qty", "sell_qty", "proposed_immediate_qty", "proposed_staged_qty"):
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if isinstance(r.get(qk), (int, float)):
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r[qk] = 0
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hard_block_count += 1
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continue
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if de_score < de_block_threshold or de_gate in ("NEEDS_MANUAL_REVIEW", "BLOCK"):
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r["validation_status"] = "BLOCKED"
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r["blocked_by_gate"] = "DECISION_EVIDENCE_SCORE_V1"
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tag = "DE1_MANUAL_REVIEW"
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r["rationale_code"] = f"{rationale}|{tag}" if rationale else tag
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for qk in ("quantity", "order_qty", "buy_qty", "sell_qty", "proposed_immediate_qty", "proposed_staged_qty"):
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if isinstance(r.get(qk), (int, float)):
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r[qk] = 0
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hard_block_count += 1
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continue
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if late_status == "DEGRADE_BUY_PERMISSION" and order_type in ("BUY", "ADD_ON", "STAGED_BUY"):
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r["validation_status"] = "BLOCKED"
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r["blocked_by_gate"] = "LATE_CHASE_ATTRIBUTION_V1"
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tag = "LCA1_BUY_BLOCK"
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r["rationale_code"] = f"{rationale}|{tag}" if rationale else tag
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for qk in ("quantity", "order_qty", "buy_qty", "proposed_staged_qty"):
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if isinstance(r.get(qk), (int, float)):
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r[qk] = 0
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buy_block_count += 1
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continue
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if reb_score < 60.0 and order_type in ("SELL", "STOP_LOSS") and validation == "PASS":
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scaled = False
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for qk in ("quantity", "order_qty", "sell_qty", "proposed_immediate_qty"):
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qv = r.get(qk)
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if isinstance(qv, (int, float)) and qv > 0:
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r[qk] = int(max(1, round(qv * 0.8)))
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scaled = True
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if scaled:
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tag = "RSE1_SELL_SCALE_80"
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r["lock_applied"] = "REBOUND_SELL_EFFICIENCY_V1"
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r["rationale_code"] = f"{rationale}|{tag}" if rationale else tag
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sell_scale_count += 1
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if oq_gate != "INSUFFICIENT_EVAL" and oq_score < oq_buy_block_threshold and order_type in ("BUY", "ADD_ON", "STAGED_BUY"):
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r["validation_status"] = "BLOCKED"
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r["blocked_by_gate"] = "OUTCOME_QUALITY_SCORE_V1"
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tag = "OQ1_BUY_BLOCK_LOW_OUTCOME"
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r["rationale_code"] = f"{rationale}|{tag}" if rationale else tag
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for qk in ("quantity", "order_qty", "buy_qty", "proposed_staged_qty"):
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if isinstance(r.get(qk), (int, float)):
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r[qk] = 0
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buy_block_count += 1
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continue
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if oq_gate != "INSUFFICIENT_EVAL" and oq_score < oq_sell_scale_threshold and order_type in ("SELL", "STOP_LOSS") and str(r.get("validation_status") or "") == "PASS":
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scaled = False
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for qk in ("quantity", "order_qty", "sell_qty", "proposed_immediate_qty"):
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qv = r.get(qk)
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if isinstance(qv, (int, float)) and qv > 0:
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r[qk] = int(max(1, round(qv * oq_sell_scale_ratio)))
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scaled = True
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if scaled:
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tag = "OQ1_SELL_SCALE_70"
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r["lock_applied"] = "OUTCOME_QUALITY_SCORE_V1"
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r["rationale_code"] = f"{rationale}|{tag}" if rationale else tag
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sell_scale_count += 1
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if export_gate.get("hts_entry_allowed") is False:
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for r in rows:
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if str(r.get("validation_status") or "").upper() == "PASS":
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rationale = str(r.get("rationale_code") or "")
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tag = "EXPORT_GATE_BLOCK"
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r["validation_status"] = "BLOCKED"
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r["blocked_by_gate"] = "EXPORT_GATE_V1"
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r["rationale_code"] = f"{rationale}|{tag}" if rationale else tag
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h["order_blueprint_json"] = _to_json_string_if_needed(ob_original, rows)
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checksum = _compute_blueprint_checksum(rows)
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h["blueprint_checksum"] = checksum
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h["rendered_output_checksum"] = checksum
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h["rendered_report_checksum"] = checksum
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h["strategy_execution_locks_v1_json"] = {
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"formula_id": "STRATEGY_EXECUTION_LOCKS_V1",
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"data_integrity_score": di_score,
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"derivation_validity_score": dv_score,
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"data_integrity_gate": di_gate,
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"derivation_validity_gate": dv_gate,
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"decision_evidence_score": de_score,
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"decision_evidence_gate": de_gate,
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"outcome_quality_score": oq_score,
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"outcome_quality_gate": oq_gate,
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"outcome_quality_has_sufficient_eval": oq_sufficient_eval,
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"outcome_lock_mode": "SUSPENDED_DUE_TO_INSUFFICIENT_EVAL" if oq_gate == "INSUFFICIENT_EVAL" else "ACTIVE",
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"late_chase_status": late_status,
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"rebound_efficiency_score": reb_score,
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"hard_block_count": hard_block_count,
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"buy_block_count": buy_block_count,
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"sell_scale_count": sell_scale_count,
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"policy_path": str(POLICY_PATH),
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"policy": {
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"data_integrity_block_threshold": di_block_threshold,
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"derivation_validity_block_threshold": dv_block_threshold,
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"decision_evidence_block_threshold": de_block_threshold,
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"outcome_buy_block_threshold": oq_buy_block_threshold,
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"outcome_sell_scale_threshold": oq_sell_scale_threshold,
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"outcome_sell_scale_ratio": oq_sell_scale_ratio,
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},
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}
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# write back to both locations
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data["_harness_context"] = h
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payload["data"] = data
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payload["hApex"] = h
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json_path.write_text(json.dumps(payload, ensure_ascii=False, indent=2), encoding="utf-8")
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print("STRATEGY_EXEC_LOCKS_OK")
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print(
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json.dumps(
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{
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"late_chase_status": late_status,
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"rebound_efficiency_score": reb_score,
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"data_integrity_score": di_score,
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"derivation_validity_score": dv_score,
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"decision_evidence_score": de_score,
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"outcome_quality_score": oq_score,
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"hard_block_count": hard_block_count,
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"buy_block_count": buy_block_count,
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"sell_scale_count": sell_scale_count,
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},
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ensure_ascii=False,
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)
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)
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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