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>
2026-06-13 13:20:14 +09:00
commit ee3e799de1
1474 changed files with 176087 additions and 0 deletions
@@ -0,0 +1,123 @@
+from __future__ import annotations
+
+import argparse
+import json
+from pathlib import Path
+from typing import Any
+
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_JSON = ROOT / "GatherTradingData.json"
+DEFAULT_OUT = ROOT / "Temp" / "cash_raise_value_optimizer_v3.json"
+
+
+def _load(path: Path) -> dict[str, Any]:
+    try:
+        obj = json.loads(path.read_text(encoding="utf-8"))
+    except Exception:
+        return {}
+    return obj if isinstance(obj, dict) else {}
+
+
+def _rows(v: Any) -> list[dict[str, Any]]:
+    if isinstance(v, list):
+        return [x for x in v if isinstance(x, dict)]
+    if isinstance(v, str):
+        try:
+            return _rows(json.loads(v))
+        except Exception:
+            return []
+    return []
+
+
+def _obj(v: Any) -> dict[str, Any]:
+    if isinstance(v, dict):
+        return v
+    if isinstance(v, str):
+        try:
+            x = json.loads(v)
+            return x if isinstance(x, dict) else {}
+        except Exception:
+            return {}
+    return {}
+
+
+def _f(v: Any) -> float:
+    try:
+        return float(v)
+    except Exception:
+        return 0.0
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--json", default=str(DEFAULT_JSON))
+    ap.add_argument("--out", default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+
+    jp = Path(args.json)
+    op = Path(args.out)
+    if not jp.is_absolute():
+        jp = ROOT / jp
+    if not op.is_absolute():
+        op = ROOT / op
+
+    payload = _load(jp)
+    data = payload.get("data") if isinstance(payload.get("data"), dict) else {}
+    h = data.get("_harness_context") if isinstance(data.get("_harness_context"), dict) else {}
+    if isinstance(payload.get("hApex"), dict):
+        h = dict(h) | payload["hApex"]
+
+    cash_shortfall = _f(h.get("cash_shortfall_min_krw"))
+    scrs = _obj(h.get("scrs_v2_json"))
+    selected = _rows(scrs.get("selected_combo"))
+    if not selected:
+        selected = _rows(h.get("trim_plan_to_min_cash_json"))
+
+    ranked = sorted(selected, key=lambda r: (_f(r.get("value_damage_pct")), -_f(r.get("expected_sell_krw"))))
+    immediate_total = _f(scrs.get("total_immediate_sell_krw"))
+    rebound_gain = _f(scrs.get("expected_rebound_gain_krw"))
+    value_damage = _f(scrs.get("value_damage_pct_avg"))
+    cash_after = max(0.0, cash_shortfall - immediate_total)
+    objective = round(
+        cash_after * 1.0
+        + value_damage * 10000.0
+        - rebound_gain * 0.1,
+        2,
+    )
+
+    orders = []
+    for r in ranked[:10]:
+        orders.append(
+            {
+                "ticker": r.get("ticker"),
+                "name": r.get("name"),
+                "immediate_qty": r.get("immediate_qty", r.get("sell_qty")),
+                "rebound_wait_qty": r.get("rebound_wait_qty", 0),
+                "estimated_immediate_krw": r.get("expected_sell_krw", r.get("estimated_sell_krw", 0)),
+                "value_damage_pct": r.get("value_damage_pct"),
+            }
+        )
+
+    out = {
+        "formula_id": "CASH_RAISE_VALUE_OPTIMIZER_V3",
+        "objective_score": objective,
+        "cash_target_krw": round(cash_shortfall),
+        "cash_raised_immediate_krw": round(immediate_total),
+        "cash_raised_rebound_krw": round(max(0.0, _f(scrs.get("total_projected_sell_krw")) - immediate_total)),
+        "expected_rebound_gain_krw": round(rebound_gain),
+        "value_damage_pct_avg": round(value_damage, 2),
+        "leader_damage_score": round(value_damage * 1.2, 2),
+        "cluster_risk_after_pct": round(_f(_obj(h.get("mandatory_reduction_json")).get("cluster_pct")), 2),
+        "orders": orders,
+    }
+
+    op.parent.mkdir(parents=True, exist_ok=True)
+    op.write_text(json.dumps(out, ensure_ascii=False, indent=2), encoding="utf-8")
+    print(json.dumps(out, ensure_ascii=False, indent=2))
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())
+