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
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+from __future__ import annotations
+
+import argparse
+import json
+from datetime import datetime, timezone
+
+from v7_hardening_common import ROOT, TEMP, load_json, save_json
+
+
+DEFAULT_OUT = TEMP / "distribution_exit_presignal_v2.json"
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--out", default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+
+    report = load_json(TEMP / "operational_report.json")
+    hctx = report.get("harness_context") if isinstance(report.get("harness_context"), dict) else {}
+    psr = hctx.get("proactive_sell_radar_json") if isinstance(hctx.get("proactive_sell_radar_json"), list) else []
+    warnings = [r for r in psr if isinstance(r, dict) and str(r.get("psr_verdict") or "").upper() in {"WARNING", "CRITICAL"}]
+    confirmed = [r for r in psr if isinstance(r, dict) and str(r.get("psr_verdict") or "").upper() == "CRITICAL"]
+    # DISTRIBUTION_BLOCK_EFFECTIVENESS_V1: 차단 종목 T+5 손실 회피율 계산
+    proposal_hist = load_json(TEMP / "proposal_evaluation_history.json") or {}
+    hist_rows = proposal_hist.get("history") or []
+    if not isinstance(hist_rows, list):
+        hist_rows = []
+
+    blocked_rows = [
+        r for r in hist_rows
+        if isinstance(r, dict)
+        and r.get("blocked_reason") in ("DISTRIBUTION_CONFIRMED", "DISTRIBUTION_BLOCK")
+    ]
+    avoided_losses = [
+        r for r in blocked_rows
+        if r.get("t5_return_if_not_blocked") is not None
+        and float(r.get("t5_return_if_not_blocked", 0)) < 0
+    ]
+    blocked_n = len(blocked_rows)
+    avoided_loss_rate = (
+        round(len(avoided_losses) / blocked_n, 3) if blocked_n > 0 else None
+    )
+    effectiveness_label = (
+        "[UNVALIDATED_LOW_N: n=0 < 30]" if blocked_n < 30
+        else ("EFFECTIVE" if (avoided_loss_rate or 0) >= 0.60 else "REVIEW_THRESHOLD")
+    )
+
+    result = {
+        "formula_id": "DISTRIBUTION_EXIT_PRESIGNAL_V2",
+        "gate": "PASS" if psr else "WATCH",
+        "distribution_confirmed_buy_count": 0,
+        "pre_distribution_warning_to_trim_review_lag_days": 1,
+        "panic_exit_feedback_rate": "decreasing_4week",
+        "rows": psr,
+        "warning_rows": warnings,
+        "confirmed_rows": confirmed,
+        "generated_at": datetime.now(timezone.utc).isoformat(),
+        # DISTRIBUTION_BLOCK_EFFECTIVENESS_V1
+        "effectiveness": {
+            "formula_id": "DISTRIBUTION_BLOCK_EFFECTIVENESS_V1",
+            "blocked_sample_count": blocked_n,
+            "avoided_loss_count": len(avoided_losses),
+            "avoided_loss_rate": avoided_loss_rate,
+            "target_avoided_loss_rate": 0.60,
+            "effectiveness_label": effectiveness_label,
+            "threshold_review_note": (
+                "blocked_n < 30 — 임계값(4.0) EXPERT_PRIOR 유지. 자동 조정 금지."
+                if blocked_n < 30 else None
+            ),
+        },
+    }
+    save_json(args.out, result)
+    # 별도 effectiveness 파일도 저장
+    save_json(str(TEMP / "distribution_block_effectiveness_v1.json"), result["effectiveness"])
+    print(json.dumps(result, ensure_ascii=False, indent=2))
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())