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 pathlib import Path
+from typing import Any
+
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_HISTORY = ROOT / "Temp" / "proposal_evaluation_history.json"
+DEFAULT_OUT = ROOT / "Temp" / "live_trade_outcome_ledger_v1.json"
+FORMULA_ID = "LIVE_TRADE_OUTCOME_LEDGER_V1"
+
+
+def _load(path: Path) -> dict[str, Any]:
+    if not path.exists():
+        return {}
+    try:
+        obj = json.loads(path.read_text(encoding="utf-8"))
+    except Exception:
+        return {}
+    return obj if isinstance(obj, dict) else {}
+
+
+def _f(v: Any, default: float | None = None) -> float | None:
+    try:
+        return float(v)
+    except Exception:
+        return default
+
+
+def _origin(rec: dict[str, Any]) -> str:
+    proposal_id = str(rec.get("proposal_id") or "")
+    if proposal_id.startswith("REPLAY:"):
+        return "REPLAY"
+    origin = str(rec.get("data_origin") or rec.get("validation_status") or "").upper()
+    if origin in {"LIVE", "PAPER", "REPLAY"}:
+        return origin
+    if origin == "REPLAY_BACKFILL":
+        return "REPLAY"
+    return "LIVE" if origin.startswith("OPERATIONAL") or origin == "" else "PAPER"
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--history", default=str(DEFAULT_HISTORY))
+    ap.add_argument("--out", default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+
+    hist_path = Path(args.history)
+    if not hist_path.is_absolute():
+        hist_path = ROOT / hist_path
+    out_path = Path(args.out)
+    if not out_path.is_absolute():
+        out_path = ROOT / out_path
+
+    hist = _load(hist_path)
+    records = hist.get("records") if isinstance(hist.get("records"), list) else []
+
+    rows: list[dict[str, Any]] = []
+    live_count = paper_count = replay_count = 0
+    operational_count = 0
+
+    for rec in records:
+        if not isinstance(rec, dict):
+            continue
+        origin = _origin(rec)
+        if origin == "LIVE":
+            live_count += 1
+            operational_count += 1
+        elif origin == "PAPER":
+            paper_count += 1
+            operational_count += 1
+        else:
+            replay_count += 1
+
+        rows.append({
+            "proposal_id": rec.get("proposal_id"),
+            "ticker": rec.get("ticker"),
+            "name": rec.get("name"),
+            "proposal_date": rec.get("proposal_date"),
+            "action": rec.get("action") or rec.get("recommended_action"),
+            "origin": origin,
+            "is_replay": origin == "REPLAY",
+            "t5_return_pct": _f(rec.get("t5_return_pct")),
+            "t20_return_pct": _f(rec.get("t20_return_pct")),
+            "decision_correct": rec.get("decision_correct"),
+            "generated_at": rec.get("generated_at"),
+        })
+
+    result = {
+        "formula_id": FORMULA_ID,
+        "generated_at": datetime.now(timezone.utc).isoformat(),
+        "builder_version": "v1.live_trade_ledger",
+        "live_sample_count": live_count,
+        "paper_sample_count": paper_count,
+        "replay_sample_count": replay_count,
+        "t20_operational_sample": live_count + paper_count,
+        "operational_sample_count": operational_count,
+        "split_by_origin": {
+            "LIVE": live_count,
+            "PAPER": paper_count,
+            "REPLAY": replay_count,
+        },
+        "rows": rows[:2000],
+        "note": "LIVE/PAPER sample rows are separated from REPLAY backfill; operational sample count excludes replay.",
+    }
+
+    out_path.parent.mkdir(parents=True, exist_ok=True)
+    out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
+    print(json.dumps(result, ensure_ascii=False, indent=2))
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())