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 +1,119 @@
+from __future__ import annotations
+
+import argparse
+import json
+from datetime import date
+from pathlib import Path
+from typing import Any
+
+from lib_trading_calendar import next_trading_day
+
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_HISTORY = ROOT / "Temp" / "proposal_evaluation_history.json"
+DEFAULT_OUT = ROOT / "Temp" / "operational_eval_queue_v1.json"
+
+
+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 _add_trading_days(start: date, n: int) -> date:
+    cur = start
+    for _ in range(max(0, n)):
+        cur = next_trading_day(cur)
+    return cur
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--history", default=str(DEFAULT_HISTORY))
+    ap.add_argument("--out", default=str(DEFAULT_OUT))
+    ap.add_argument("--t20-days", type=int, default=28)
+    args = ap.parse_args()
+
+    hp = Path(args.history)
+    op = Path(args.out)
+    if not hp.is_absolute():
+        hp = ROOT / hp
+    if not op.is_absolute():
+        op = ROOT / op
+
+    history = _load(hp)
+    rows = history.get("records") if isinstance(history.get("records"), list) else []
+    today = date.today()
+    queue: list[dict[str, Any]] = []
+    due_cnt = 0
+    done_cnt = 0
+    missing_due_dates = 0
+    for r in rows:
+        if not isinstance(r, dict):
+            continue
+        pd = str(r.get("proposal_date") or "")
+        if not pd:
+            missing_due_dates += 1
+            continue
+        try:
+            d0 = date.fromisoformat(pd)
+        except Exception:
+            missing_due_dates += 1
+            continue
+        age = (today - d0).days
+        due_t1 = _add_trading_days(d0, 1).isoformat()
+        due_t5 = _add_trading_days(d0, 5).isoformat()
+        due_t20 = _add_trading_days(d0, 20).isoformat()
+        t20_status = str(r.get("t20_evaluation_status") or "")
+        if t20_status == "EVALUATED_T20":
+            done_cnt += 1
+            continue
+        if age >= args.t20_days:
+            due_cnt += 1
+            queue.append(
+                {
+                    "proposal_date": pd,
+                    "due_date_t1": due_t1,
+                    "due_date_t5": due_t5,
+                    "due_date_t20": due_t20,
+                    "ticker": r.get("ticker"),
+                    "name": r.get("name"),
+                    "strategy_action": r.get("strategy_action"),
+                    "validation_status": r.get("validation_status"),
+                    "age_days": age,
+                    "next_action": "CAPTURE_T20_OUTCOME_REQUIRED",
+                }
+            )
+
+    queue = sorted(queue, key=lambda x: int(x.get("age_days") or 0), reverse=True)
+    out = {
+        "formula_id": "OPERATIONAL_EVAL_QUEUE_V1",
+        "as_of": today.isoformat(),
+        "t20_days_threshold": int(args.t20_days),
+        "metrics": {
+            "records_total": len(rows),
+            "t20_evaluated_count": done_cnt,
+            "t20_due_capture_count": due_cnt,
+            "missing_due_date_count": missing_due_dates,
+        },
+        "all_proposals_have_due_dates": missing_due_dates == 0 and len(rows) > 0,
+        "queue": queue[:500],
+        "todo_protocol": [
+            "1) queue 상위 종목부터 T+20 실제 결과값 입력",
+            "2) validation_status=REPLAY_BACKFILL는 운영성과로 집계 금지",
+            "3) 입력 후 update-evaluation-history -> build-execution-quality-harness -> build-operational-outcome-lock-v1 재실행",
+        ],
+    }
+
+    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())