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>
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from __future__ import annotations
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import argparse
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import json
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import re
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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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DEFAULT_OUT = ROOT / "Temp" / "decision_evidence_score_v1.json"
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DEFAULT_POLICY = ROOT / "spec" / "strategy_execution_lock_policy.yaml"
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def _load(path: Path) -> dict[str, Any]:
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data = json.loads(path.read_text(encoding="utf-8"))
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return data if isinstance(data, dict) else {}
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def _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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return _rows(json.loads(v))
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except Exception:
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return []
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return []
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def _load_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("decision_evidence_score_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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ap.add_argument("--out", default=str(DEFAULT_OUT))
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ap.add_argument("--policy", default=str(DEFAULT_POLICY))
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args = ap.parse_args()
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json_path = Path(args.json)
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out_path = Path(args.out)
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policy_path = Path(args.policy)
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if not json_path.is_absolute():
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json_path = ROOT / json_path
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if not out_path.is_absolute():
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out_path = ROOT / out_path
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if not policy_path.is_absolute():
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policy_path = ROOT / policy_path
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# GAS 규칙 코드 → 공식 ID 역산 맵
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# GAS가 버전 없는 규칙 코드를 사용할 때 정규식이 매칭하지 못하는 경우를 보완
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_RULE_CODE_TO_FORMULA: dict[str, str] = {
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"SELL_RULE:": "SELL_WATERFALL_ENGINE_V1", # 매도 규칙 엔진
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"DE1_": "LLM_SERVING_CONSTRAINT_V1", # Direction E1 #1 수동 검토
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"WHIPSAW_V1": "ANTI_WHIPSAW_GATE_V1", # 반등 의심 게이트 (이미 regex 매칭)
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}
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payload = _load(json_path)
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policy = _load_policy(policy_path)
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data = payload.get("data") if isinstance(payload.get("data"), dict) else {}
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h = data.get("_harness_context") if isinstance(data.get("_harness_context"), dict) else {}
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bp = _rows(h.get("order_blueprint_json"))
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required_keys = tuple(policy.get("required_keys")) if isinstance(policy.get("required_keys"), list) else ("ticker", "order_type", "validation_status", "rationale_code")
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actionable = {str(x).upper() for x in (policy.get("actionable_order_types") if isinstance(policy.get("actionable_order_types"), list) else ["BUY", "SELL", "STOP_LOSS", "ADD_ON", "STAGED_BUY"])}
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rationale_pat = str(policy.get("rationale_formula_regex") or r"([A-Z][A-Z0-9_]*_V[0-9]+|NO_EXECUTION:[A-Z_]+)")
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rationale_re = re.compile(rationale_pat)
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complete = 0
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conflicts = 0
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rationale_ok = 0
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rationale_total = 0
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decisions_out: list[dict[str, Any]] = []
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for r in bp:
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if all(str(r.get(k) or "").strip() for k in required_keys):
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complete += 1
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ot = str(r.get("order_type") or "").upper()
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vs = str(r.get("validation_status") or "").upper()
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if ot in ("BUY", "ADD_ON", "STAGED_BUY") and vs == "PASS" and str(r.get("blocked_by_gate") or "").strip():
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conflicts += 1
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if ot in actionable and vs in ("PASS", "BLOCKED", "REVIEW_ONLY"):
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rationale_total += 1
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rc = str(r.get("rationale_code") or "")
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inferred_formula = ""
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matched = bool(rationale_re.search(rc))
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if not matched:
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# 정규식 미매칭 시 규칙 코드 역산 맵으로 공식 ID 보완
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for prefix, fid in _RULE_CODE_TO_FORMULA.items():
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if prefix in rc:
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inferred_formula = fid
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matched = bool(rationale_re.search(rc + "|" + fid))
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break
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if matched:
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rationale_ok += 1
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decisions_out.append({
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"ticker": str(r.get("ticker") or ""),
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"order_type": ot,
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"validation_status": vs,
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"rationale_code": rc,
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"inferred_formula": inferred_formula,
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"rationale_ok": matched,
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})
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total = max(1, len(bp))
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completeness_pct = complete / total * 100.0
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conflict_rate = conflicts / total * 100.0
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rationale_quality_pct = 100.0 if rationale_total == 0 else (rationale_ok / rationale_total) * 100.0
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w = policy.get("weights") if isinstance(policy.get("weights"), dict) else {}
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wc = float(w.get("completeness_pct") or 0.55)
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wf = float(w.get("conflict_safety_pct") or 0.20)
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wr = float(w.get("rationale_quality_pct") or 0.25)
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score = round(max(0.0, min(100.0, wc * completeness_pct + wf * (100.0 - conflict_rate) + wr * rationale_quality_pct)), 2)
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pass_th = float(policy.get("pass_threshold") or 92.0)
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caution_th = float(policy.get("caution_threshold") or 80.0)
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no_action_state = str(policy.get("no_actionable_orders_state") or "NO_ACTIONABLE_ORDERS")
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if rationale_total == 0:
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gate = no_action_state
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else:
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gate = "PASS" if score >= pass_th else ("NO_NEW_BUY" if score >= caution_th else "BLOCK")
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result = {
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"formula_id": "DECISION_EVIDENCE_SCORE_V1",
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"score": score,
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"gate": gate,
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"metrics": {
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"completeness_pct": round(completeness_pct, 2),
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"conflict_rate_pct": round(conflict_rate, 2),
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"rationale_quality_pct": round(rationale_quality_pct, 2),
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"rationale_total": rationale_total,
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"rationale_ok": rationale_ok,
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"rows": len(bp),
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},
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"decisions": decisions_out,
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"policy_used": {
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"policy_path": str(policy_path),
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"pass_threshold": pass_th,
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"caution_threshold": caution_th,
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"actionable_order_types": sorted(actionable),
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"rationale_formula_regex": rationale_pat,
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"no_actionable_orders_state": no_action_state,
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},
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}
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out_path.parent.mkdir(parents=True, exist_ok=True)
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out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps(result, ensure_ascii=False, indent=2))
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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