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
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+"""build_continuous_evaluation_dashboard_v1.py — CONTINUOUS_EVALUATION_DASHBOARD_V1
+
+P2-020: 주간 성과 대시보드.
+- LIVE T+20 표본에서 기대수익/승률/MDD/수익반납 지표 산출
+- REPLAY 표본은 informational 섹션에만 집계 (성과 계산 혼입 금지)
+- T+20 미확정 → None으로 표기, INSUFFICIENT_DATA 게이트
+"""
+from __future__ import annotations
+
+import argparse
+import json
+from collections import defaultdict
+from datetime import datetime, timezone
+from pathlib import Path
+from typing import Any
+
+from v7_hardening_common import ROOT, TEMP, load_json, save_json
+
+DEFAULT_HIST = ROOT / "Temp" / "proposal_evaluation_history.json"
+DEFAULT_OUT  = TEMP / "continuous_evaluation_dashboard_v1.json"
+
+MIN_T20_FOR_METRICS = 30  # 성과 지표 신뢰성 최소 표본 수
+
+_REPLAY_ORIGINS    = {"REPLAY_FROM_KRX_EOD", "HISTORICAL_REPLAY", "BACKTEST"}
+_REPLAY_VALIDATION = {"REPLAY", "HISTORICAL_REPLAY"}
+
+
+def _is_replay(r: dict) -> bool:
+    return (
+        str(r.get("data_origin") or "").upper() in _REPLAY_ORIGINS
+        or str(r.get("validation_status") or "").upper() in _REPLAY_VALIDATION
+        or str(r.get("record_type") or "").upper().startswith("HISTORICAL_REPLAY")
+    )
+
+
+def _is_evaluated_t20(r: dict) -> bool:
+    return (
+        r.get("t20_evaluation_status") == "EVALUATED_T20"
+        and r.get("t20_return_pct") is not None
+    )
+
+
+def _iso_week(date_str: str | None) -> str | None:
+    if not date_str:
+        return None
+    try:
+        dt = datetime.strptime(str(date_str)[:10], "%Y-%m-%d")
+        return dt.strftime("%G-W%V")
+    except ValueError:
+        return None
+
+
+def _compute_metrics(t20_returns: list[float]) -> dict[str, Any]:
+    if not t20_returns:
+        return {
+            "expectancy_pct": None,
+            "win_rate_pct": None,
+            "max_drawdown_pct": None,
+            "trade_count": 0,
+        }
+    wins = [r for r in t20_returns if r > 0]
+    return {
+        "expectancy_pct": round(sum(t20_returns) / len(t20_returns), 4),
+        "win_rate_pct":   round(len(wins) / len(t20_returns) * 100, 2),
+        "max_drawdown_pct": round(min(t20_returns), 4),
+        "trade_count": len(t20_returns),
+    }
+
+
+def _build_weekly_scorecard(live_eval: list[dict]) -> list[dict]:
+    weeks: dict[str, list[float]] = defaultdict(list)
+    for r in live_eval:
+        week = _iso_week(r.get("proposal_date") or r.get("created_at"))
+        if week:
+            weeks[week].append(float(r["t20_return_pct"]))
+
+    scorecard = []
+    for week in sorted(weeks.keys()):
+        returns = weeks[week]
+        m = _compute_metrics(returns)
+        m["week"] = week
+        scorecard.append(m)
+    return scorecard
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--hist", default=str(DEFAULT_HIST))
+    ap.add_argument("--out",  default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+
+    hist_raw = load_json(Path(args.hist))
+    records: list[dict] = (
+        hist_raw.get("records", []) if isinstance(hist_raw, dict)
+        else (hist_raw if isinstance(hist_raw, list) else [])
+    )
+
+    # ── 분류 ─────────────────────────────────────────────────────────────────
+    live_all   = [r for r in records if not _is_replay(r)]
+    replay_all = [r for r in records if _is_replay(r)]
+    live_eval  = [r for r in live_all if _is_evaluated_t20(r)]
+
+    live_t20_count = len(live_eval)
+    insufficient   = live_t20_count < MIN_T20_FOR_METRICS
+
+    # ── 성과 지표 (LIVE T+20 전체) ────────────────────────────────────────
+    returns = [float(r["t20_return_pct"]) for r in live_eval] if live_eval else []
+    overall = _compute_metrics(returns)
+
+    # ── 주간 스코어카드 ──────────────────────────────────────────────────
+    weekly_scorecard = _build_weekly_scorecard(live_eval)
+
+    # ── gate 판정 ─────────────────────────────────────────────────────────
+    exp = overall.get("expectancy_pct")
+    wr  = overall.get("win_rate_pct")
+    if insufficient:
+        gate = "INSUFFICIENT_DATA"
+    elif exp is not None and wr is not None and (exp < 0 or wr < 40):
+        gate = "WARNING"
+    else:
+        gate = "PASS"
+
+    result = {
+        "formula_id": "CONTINUOUS_EVALUATION_DASHBOARD_V1",
+        "generated_at": datetime.now(timezone.utc).isoformat(),
+        "gate": gate,
+        # ── 전체 지표 ────────────────────────────────────────────────────
+        "weekly_scorecard_generated": len(weekly_scorecard) > 0,
+        "expectancy_pct":      overall.get("expectancy_pct"),
+        "win_rate_pct":        overall.get("win_rate_pct"),
+        "max_drawdown_pct":    overall.get("max_drawdown_pct"),
+        "profit_giveback_pct": None,  # T+20 이후 추적 미구현
+        "total_live_evaluated_t20": live_t20_count,
+        "total_live_pending":  len(live_all) - live_t20_count,
+        # ── 주간 스코어카드 ─────────────────────────────────────────────
+        "weekly_scorecard": weekly_scorecard,
+        "weekly_scorecard_count": len(weekly_scorecard),
+        # ── informational (REPLAY 분리) ──────────────────────────────────
+        "replay_informational": {
+            "replay_record_count": len(replay_all),
+            "note": "REPLAY 표본은 성과 지표 계산에 포함되지 않음",
+        },
+        # ── 데이터 신뢰성 ─────────────────────────────────────────────
+        "data_confidence": {
+            "sufficient_for_metrics": not insufficient,
+            "min_required": MIN_T20_FOR_METRICS,
+            "current_live_t20": live_t20_count,
+            "gap": max(0, MIN_T20_FOR_METRICS - live_t20_count),
+            "estimated_ready": "~2026-07-15" if insufficient else "NOW",
+        },
+        "prohibitions": [
+            "REPLAY 표본을 성과 지표 계산에 포함 금지",
+            "T+20 미확정 거래를 EVALUATED_T20으로 분류 금지",
+            "외부 가격 데이터 직접 조회 금지 (history 기록 기준만 사용)",
+        ],
+    }
+    save_json(args.out, result)
+
+    suffix = f"(need {max(0, MIN_T20_FOR_METRICS - live_t20_count)} more LIVE T+20)" if insufficient else ""
+    print(
+        f"[CONTINUOUS_EVALUATION_DASHBOARD_V1] gate={gate} "
+        f"live_t20={live_t20_count} "
+        f"expectancy={overall.get('expectancy_pct')} "
+        f"win_rate={overall.get('win_rate_pct')}% "
+        f"MDD={overall.get('max_drawdown_pct')} "
+        f"weeks={len(weekly_scorecard)} {suffix}"
+    )
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())