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 +1,106 @@
+from __future__ import annotations
+
+import argparse
+import json
+import re
+from pathlib import Path
+from typing import Any
+
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_JSON = ROOT / "GatherTradingData.json"
+DEFAULT_OUT = ROOT / "Temp" / "decision_evidence_score_v2.json"
+
+
+def _load(path: Path) -> dict[str, Any]:
+    try:
+        data = json.loads(path.read_text(encoding="utf-8"))
+    except Exception:
+        return {}
+    return data if isinstance(data, 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 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)
+    h = {}
+    if isinstance(payload.get("data"), dict) and isinstance(payload["data"].get("_harness_context"), dict):
+        h.update(payload["data"]["_harness_context"])
+    if isinstance(payload.get("hApex"), dict):
+        h.update(payload["hApex"])
+
+    bp = _rows(h.get("order_blueprint_json"))
+    actionable = [r for r in bp if str(r.get("order_type") or "").upper() in {"BUY", "ADD_ON", "STAGED_BUY", "SELL", "STOP_LOSS", "TRIM"}]
+    rationale_re = re.compile(r"([A-Z][A-Z0-9_]*_V[0-9]+|NO_EXECUTION:[A-Z_]+|EXPORT_GATE_[A-Z_]+)")
+    rationale_total = 0
+    rationale_ok = 0
+    free_text_violation = 0
+    numeric_source_cov = 100.0
+
+    for row in actionable:
+        rc = str(row.get("rationale_code") or "")
+        if rc:
+            rationale_total += 1
+            if rationale_re.search(rc):
+                rationale_ok += 1
+            else:
+                free_text_violation += 1
+        for k in ("quantity", "limit_price_krw", "stop_price_krw", "take_profit_price_krw"):
+            if k in row and row.get(k) not in (None, "") and "rationale_code" not in row:
+                numeric_source_cov = 0.0
+
+    if len(actionable) == 0:
+        score = None
+        score_state = "N_A_NO_ACTIONABLE_ORDERS"
+        gate = "NO_ACTIONABLE_ORDERS_NEUTRAL"
+    else:
+        rq = 100.0 if rationale_total == 0 else (rationale_ok / max(1, rationale_total)) * 100.0
+        score = round(max(0.0, min(100.0, rq * 0.7 + numeric_source_cov * 0.3)), 2)
+        score_state = "SCORED"
+        gate = "PASS" if score >= 92 else ("WARN" if score >= 80 else "FAIL")
+
+    out = {
+        "formula_id": "DECISION_EVIDENCE_SCORE_V2",
+        "score": score,
+        "score_state": score_state,
+        "evidence_rows": len(bp),
+        "rationale_rows": rationale_total,
+        "numeric_source_coverage_pct": numeric_source_cov,
+        "free_text_rationale_violation_count": free_text_violation,
+        "gate": gate,
+        "metrics": {
+            "rationale_ok": rationale_ok,
+            "actionable_rows": len(actionable)
+        }
+    }
+
+    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())