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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#!/usr/bin/env python3
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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 yaml
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--manifest", default="runtime/active_artifact_manifest.yaml")
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ap.add_argument("--packet", default="Temp/final_decision_packet_active.json")
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ap.add_argument("--out", default="Temp/final_context_for_llm_v5.yaml")
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args = ap.parse_args()
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manifest_path = ROOT / args.manifest
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packet_path = ROOT / args.packet
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out_path = ROOT / args.out
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if not manifest_path.exists():
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print(f"Manifest not found: {manifest_path}")
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return 1
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if not packet_path.exists():
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print(f"Packet not found: {packet_path}")
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return 1
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manifest = yaml.safe_load(manifest_path.read_text(encoding="utf-8"))
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packet = json.loads(packet_path.read_text(encoding="utf-8"))
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# Also load GatherTradingData.json to get harness context fields!
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trading_data_path = ROOT / "GatherTradingData.json"
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trading_data = {}
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if trading_data_path.exists():
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try:
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trading_data = json.loads(trading_data_path.read_text(encoding="utf-8"))
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except Exception:
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pass
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# Extract _harness_context from GatherTradingData.json
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harness_context = trading_data.get("data", {}).get("_harness_context", {})
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# Extract info from manifest
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manifest_info = {
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"generated_at": manifest.get("generated_at"),
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"active_count_per_formula": manifest.get("active_count_per_formula"),
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"report_active_artifact_match_pct": manifest.get("report_active_artifact_match_pct"),
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}
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# Extract canonical metrics
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metrics = packet.get("canonical_metrics", {})
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total_asset = metrics.get("total_asset_krw", {}).get("value")
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cash_shortfall = metrics.get("cash_shortfall_min_krw", {}).get("value")
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cash_recovered = metrics.get("cash_recovered_krw", {}).get("value") or metrics.get("cash_recovered", {}).get("value")
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gate = metrics.get("final_execution_gate", {}).get("value") or packet.get("routing_serving", {}).get("global_execution_gate", {}).get("value")
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hts_order_count = metrics.get("hts_order_count", {}).get("value")
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# Build blockers
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blockers = []
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if gate != "PASS":
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blockers.append({
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"gate": gate,
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"reason": "final_execution_gate is not PASS (AUDIT_ONLY / BLOCK_EXECUTION)"
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})
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action_table = []
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# Add per ticker decisions
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for item in packet.get("per_ticker_final_judgment", []):
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action_table.append({
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"ticker": item.get("ticker"),
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"verdict": item.get("verdict"),
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"effective_confidence": item.get("effective_confidence"),
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"horizon": item.get("horizon")
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})
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order_blueprints = []
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if "order_blueprint" in packet and isinstance(packet["order_blueprint"], dict):
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order_blueprints = packet["order_blueprint"].get("rows", [])
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shadow_ledger_info = {
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"cash_raise_plan": packet.get("cash_raise_plan", {}),
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"total_asset_krw": total_asset,
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"cash_shortfall_min_krw": cash_shortfall,
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"cash_recovered_krw": cash_recovered,
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"hts_order_count": hts_order_count,
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"order_blueprints": order_blueprints
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}
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data_missing_info = []
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data_quality = packet.get("data_quality", {})
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if data_quality.get("missing_critical_field_count", {}).get("value", 0) > 0:
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data_missing_info.append(f"Missing {data_quality.get('missing_critical_field_count', {}).get('value')} critical fields")
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dq_gate_raw = harness_context.get("data_quality_gate_v2_json")
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if dq_gate_raw:
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if isinstance(dq_gate_raw, str):
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try:
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dq_gate_raw = json.loads(dq_gate_raw)
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except Exception:
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pass
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if isinstance(dq_gate_raw, dict):
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for warn in dq_gate_raw.get("special_warnings", []):
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data_missing_info.append(warn)
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education_notes = [
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"LLM must copy and render already calculated values only.",
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"Do NOT perform any mathematical calculations.",
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"Strictly forbidden to modify target execution actions or sizing.",
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]
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# Map the 11 contract-required sections:
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# 01_metadata_and_manifest_alias
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metadata_kst = manifest.get("generated_at", "")
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if metadata_kst.endswith("Z"):
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metadata_kst = metadata_kst.replace("Z", "+00:00")
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try:
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dt = datetime.fromisoformat(metadata_kst)
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kst = timezone(timedelta(hours=9))
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dt_kst = dt.astimezone(kst)
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generated_at_kst = dt_kst.isoformat()
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except Exception:
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generated_at_kst = metadata_kst
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active_aliases = manifest.get("active_aliases", {})
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active_alias = list(active_aliases.keys())[0] if active_aliases else "final_decision_packet_active"
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sec01 = {
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"document_id": "FINAL_CONTEXT_FOR_LLM_V5",
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"generated_at_kst": generated_at_kst,
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"active_artifact_alias": active_alias
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}
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# 02_portfolio_health
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cash_ratio = harness_context.get("cash_current_pct_d2") or harness_context.get("settlement_cash_pct") or 0.0
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if not cash_ratio and total_asset:
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buy_power = harness_context.get("buy_power_krw") or harness_context.get("settlement_cash_d2_krw") or 0.0
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cash_ratio = round(buy_power / total_asset * 100, 2)
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achievement_pct = harness_context.get("goal_achievement_pct") or 0.0
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if not achievement_pct and total_asset:
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achievement_pct = round(total_asset / 500_000_000 * 100, 2)
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sec02 = {
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"total_asset_krw": total_asset or 0,
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"cash_ratio_pct": float(cash_ratio),
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"goal_achievement_pct": float(achievement_pct)
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}
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# 03_hard_blockers
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blocked_tickers = []
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blocker_reasons = []
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for blocker in blockers:
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blocker_reasons.append(blocker.get("reason"))
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for item in packet.get("per_ticker_final_judgment", []):
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if item.get("verdict") in ("BLOCK", "BLOCK_BUY"):
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blocked_tickers.append(item.get("ticker"))
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blocker_reasons.append(f"{item.get('ticker')} verdict is {item.get('verdict')}")
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sec03 = {
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"blocked_tickers": blocked_tickers,
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"blocker_reasons": blocker_reasons
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}
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# 04_sell_priority_table
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sell_priority_rows = []
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raw_sell_priority = trading_data.get("data", {}).get("sell_priority", []) or []
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for row in raw_sell_priority:
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sell_priority_rows.append({
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"rank": row.get("Rank"),
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"ticker": row.get("Ticker"),
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"sell_action": row.get("Sell_Action"),
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"sell_reason_code": row.get("Action_Reason") or "STOP_OR_TIME_EXIT"
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})
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sec04 = sell_priority_rows
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# 05_buy_hold_sell_action_table
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buy_hold_sell_rows = []
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decisions_raw = harness_context.get("decisions_json") or []
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if isinstance(decisions_raw, str):
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try:
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decisions_raw = json.loads(decisions_raw)
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except Exception:
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decisions_raw = []
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prices_raw = harness_context.get("prices_json") or []
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if isinstance(prices_raw, str):
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try:
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prices_raw = json.loads(prices_raw)
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except Exception:
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prices_raw = []
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prices_by_ticker = {p.get("ticker"): p for p in prices_raw if p.get("ticker")}
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sell_qtys_raw = harness_context.get("sell_quantities_json") or []
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if isinstance(sell_qtys_raw, str):
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try:
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sell_qtys_raw = json.loads(sell_qtys_raw)
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except Exception:
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sell_qtys_raw = []
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sell_qtys_by_ticker = {q.get("ticker"): q.get("sell_qty") for q in sell_qtys_raw if q.get("ticker")}
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account_snap = trading_data.get("data", {}).get("account_snapshot", []) or []
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acct_by_ticker = {a.get("ticker"): a for a in account_snap if a.get("ticker")}
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for d in decisions_raw:
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ticker = d.get("ticker")
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action = d.get("final_action")
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p_info = prices_by_ticker.get(ticker, {})
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a_info = acct_by_ticker.get(ticker, {})
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entry_price = p_info.get("avg_cost") or a_info.get("average_cost") or 0
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stop_price = p_info.get("stop_price") or a_info.get("stop_price") or 0
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qty = sell_qtys_by_ticker.get(ticker) or a_info.get("holding_quantity") or 0
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buy_hold_sell_rows.append({
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"ticker": ticker,
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"final_action": action,
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"entry_price": entry_price,
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"stop_price": stop_price,
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"quantity": qty
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})
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sec05 = buy_hold_sell_rows
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# 06_cash_and_risk_budget
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available_cash = harness_context.get("buy_power_krw") or harness_context.get("settlement_cash_d2_krw") or 0
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d2_cash = harness_context.get("settlement_cash_d2_krw") or available_cash
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sec06 = {
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"available_cash_krw": available_cash,
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"d2_cash_krw": d2_cash,
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"max_allowed_mdd_pct": 20.0
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}
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# 07_shadow_ledger_visible_items
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sec07 = []
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shadow_ledger_path = ROOT / "Temp" / "shadow_ledger_v2.json"
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if shadow_ledger_path.exists():
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try:
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sl_data = json.loads(shadow_ledger_path.read_text(encoding="utf-8"))
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for f in sl_data.get("shadow_formulas", []):
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sec07.append({
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"formula_id": f.get("formula_id"),
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"lifecycle_state": f.get("lifecycle_state"),
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"sample_n": f.get("sample_n"),
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"promotion_allowed": f.get("promotion_allowed")
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})
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except Exception:
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pass
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# 08_data_missing_items
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sec08 = []
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if data_missing_info:
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for idx, warn in enumerate(data_missing_info):
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sec08.append({
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"missing_field": f"warning_{idx}",
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"reason": warn
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})
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else:
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sec08.append({
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"missing_field": "None",
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"reason": "No missing critical fields detected."
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})
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# 09_market_regime_summary_precomputed
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regime_label = harness_context.get("market_regime_state") or "NEUTRAL"
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regime_score = harness_context.get("mrs_score") or 0
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pos_scale = harness_context.get("regime_size_scale") or 1.0
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sec09 = {
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"regime_label": regime_label,
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"regime_score": regime_score,
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"position_scale_factor": pos_scale
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}
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# 10_education_notes_preapproved
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sec10 = education_notes
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# 11_forbidden_phrases_and_no_math_rules
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sec11 = {
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"forbidden_phrases": [
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"최종 수량 결정",
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"손절가 구하기",
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"익절가 구하기",
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"LLM에 의한 임의 수치 생성"
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],
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"no_math_rule": "LLM must copy-only pre-calculated values. Arithmetic calculations are strictly prohibited."
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}
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context = {
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"formula_id": "FINAL_CONTEXT_FOR_LLM_V5",
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"executive": {
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"display_value": "FINAL_CONTEXT_FOR_LLM_V5",
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"source_key": "meta.builder_version",
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"manifest": manifest_info
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},
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"blockers": blockers,
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"action_table": action_table,
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"shadow_ledger": shadow_ledger_info,
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"data_missing": data_missing_info,
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"education_notes": education_notes,
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"llm_forbidden_numeric_fields": [
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"price",
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"quantity",
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"stop_price",
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"take_profit_price",
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"score",
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"gate"
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],
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"instruction_source": "This file is the single read path source of truth for the LLM. Do not read other directories.",
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# 11 contract-required sections
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"01_metadata_and_manifest_alias": sec01,
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"02_portfolio_health": sec02,
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"03_hard_blockers": sec03,
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"04_sell_priority_table": sec04,
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"05_buy_hold_sell_action_table": sec05,
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"06_cash_and_risk_budget": sec06,
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"07_shadow_ledger_visible_items": sec07,
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"08_data_missing_items": sec08,
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"09_market_regime_summary_precomputed": sec09,
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"10_education_notes_preapproved": sec10,
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"11_forbidden_phrases_and_no_math_rules": sec11
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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(yaml.safe_dump(context, sort_keys=False, allow_unicode=True), encoding="utf-8")
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print(json.dumps({
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"formula_id": context["formula_id"],
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"section_count": len(context),
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"gate": "PASS"
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}, ensure_ascii=True))
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return 0
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if __name__ == "__main__":
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import sys
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sys.exit(main())
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Block a user