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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from hashlib import sha256
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from pathlib import Path
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from typing import Any
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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" / "execution_method_ladder_v1.json"
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DEFAULT_TIMING = ROOT / "Temp" / "sell_execution_timing_lock_v2.json"
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DEFAULT_WATERFALL = ROOT / "Temp" / "sell_waterfall_engine_v2.json"
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DEFAULT_SCR = ROOT / "Temp" / "smart_cash_recovery_v7.json"
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def _load(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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obj = json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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return obj if isinstance(obj, dict) else {}
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def _hash_text(text: str) -> str:
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return sha256(text.encode("utf-8")).hexdigest()[:16]
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def _rows(value: Any) -> list[dict[str, Any]]:
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if isinstance(value, list):
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return [x for x in value if isinstance(x, dict)]
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return []
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def _extract_harness_root(payload: dict[str, Any]) -> dict[str, Any]:
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h_apex = payload.get("hApex")
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data_apex = ((payload.get("data") or {}).get("_harness_context")) if isinstance(payload.get("data"), dict) else None
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if isinstance(h_apex, dict) and isinstance(data_apex, dict):
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merged = dict(data_apex)
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merged.update(h_apex)
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return merged
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if isinstance(h_apex, dict):
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return h_apex
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if isinstance(data_apex, dict):
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return data_apex
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return payload
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def _method_row(method: str, order_type: str, split_count: int, trigger_rule: str, emergency_full_sell: bool) -> dict[str, Any]:
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return {
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"method": method,
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"order_type": order_type,
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"split_count": split_count,
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"trigger_rule": trigger_rule,
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"emergency_full_sell": emergency_full_sell,
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"market_order_default": order_type.upper() == "MARKET",
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}
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def main() -> int:
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ap = argparse.ArgumentParser(description="Build execution method ladder contract.")
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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("--timing", default=str(DEFAULT_TIMING))
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ap.add_argument("--waterfall", default=str(DEFAULT_WATERFALL))
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ap.add_argument("--scr", default=str(DEFAULT_SCR))
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args = ap.parse_args()
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def _rp(path_str: str) -> Path:
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path = Path(path_str)
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return path if path.is_absolute() else ROOT / path
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json_path = _rp(args.json)
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timing_path = _rp(args.timing)
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waterfall_path = _rp(args.waterfall)
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scr_path = _rp(args.scr)
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out_path = _rp(args.out)
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payload = _load(json_path)
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hctx = _extract_harness_root(payload)
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timing = _load(timing_path)
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waterfall = _load(waterfall_path)
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scr = _load(scr_path)
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sell_timing_verdict = str(timing.get("sell_timing_verdict") or hctx.get("sell_timing_verdict") or "DATA_MISSING")
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waterfall_gate = str(waterfall.get("gate") or "MISSING")
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scr_gate = str(scr.get("status") or "MISSING")
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methods = [
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_method_row(
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"NORMAL_LIQUIDITY",
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"LIMIT_NEAR_BID_OR_MID",
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3,
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"avg_trade_value_20d_m >= 50 and not emergency_full_sell",
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False,
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),
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_method_row(
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"HIGH_LIQUIDITY_BREACH",
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"TWAP_5_SPLIT",
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5,
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"avg_trade_value_20d_m >= 500 and stop_breach_gate == BREACH",
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False,
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),
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_method_row(
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"OVERSOLD_REBOUND",
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"K2_50_50",
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2,
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"execution_style == OVERSOLD_REBOUND_SELL and rebound_trigger_price defined",
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False,
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),
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_method_row(
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"EMERGENCY",
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"EXIT_100",
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1,
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"emergency_full_sell == true",
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True,
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),
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]
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market_order_default_count = sum(1 for row in methods if row["market_order_default"])
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emergency_full_sell_without_flag_count = sum(
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1 for row in methods if row["method"] == "EMERGENCY" and row["emergency_full_sell"] is not True
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)
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gate = "PASS"
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reasons: list[str] = []
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if sell_timing_verdict == "DATA_MISSING":
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gate = "WARN"
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reasons.append("SELL_TIMING_DATA_MISSING")
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if waterfall_gate not in {"PASS", "WARN"}:
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gate = "FAIL"
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reasons.append(f"WATERFALL_GATE={waterfall_gate}")
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if scr_gate not in {"PASS", "WARN"}:
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gate = "FAIL"
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reasons.append(f"SMART_CASH_RECOVERY_GATE={scr_gate}")
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if market_order_default_count != 0:
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gate = "FAIL"
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reasons.append("MARKET_ORDER_DEFAULT_NOT_ZERO")
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if emergency_full_sell_without_flag_count != 0:
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gate = "FAIL"
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reasons.append("EMERGENCY_FULL_SELL_FLAG_MISSING")
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result = {
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"formula_id": "EXECUTION_METHOD_LADDER_V1",
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"gate": gate,
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"sell_timing_verdict": sell_timing_verdict,
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"waterfall_gate": waterfall_gate,
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"smart_cash_recovery_gate": scr_gate,
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"market_order_default_count": market_order_default_count,
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"emergency_full_sell_without_flag_count": emergency_full_sell_without_flag_count,
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"methods": methods,
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"source": {
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"json_path": str(json_path),
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"sell_execution_timing_lock_v2": str(timing_path),
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"sell_waterfall_engine_v2": str(waterfall_path),
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"smart_cash_recovery_v7": str(scr_path),
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"generated_by_llm": False,
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},
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"input_hash": _hash_text(json.dumps(payload, ensure_ascii=False, sort_keys=True)),
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"validation": {
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"all_methods_defined": len(methods) == 4,
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"no_market_order_default": market_order_default_count == 0,
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"emergency_flag_locked": emergency_full_sell_without_flag_count == 0,
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"reasons": reasons,
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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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