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 +1,135 @@
+from __future__ import annotations
+
+import argparse
+import json
+from pathlib import Path
+from typing import Any
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_JSON = ROOT / "GatherTradingData.json"
+DEFAULT_OUT = ROOT / "Temp" / "ratchet_trailing_general_v1.json"
+
+
+def _load(path: Path) -> dict[str, Any]:
+    try:
+        d = json.loads(path.read_text(encoding="utf-8"))
+    except Exception:
+        return {}
+    return d if isinstance(d, dict) else {}
+
+
+def _rows(v: Any) -> list[dict[str, Any]]:
+    if isinstance(v, list):
+        return [x for x in v if isinstance(x, dict)]
+    if isinstance(v, str):
+        try:
+            return _rows(json.loads(v))
+        except Exception:
+            return []
+    return []
+
+
+def _f(v: Any) -> float:
+    try:
+        return float(v)
+    except Exception:
+        return 0.0
+
+
+def _breakeven_ratchet_price(avg_cost: float) -> int | None:
+    if avg_cost <= 0:
+        return None
+    # BREAKEVEN_RATCHET_V1: 세후/호가 반올림 이전의 보수적 손익분기 래칫 기준선
+    return int(round(avg_cost * 1.005, 0))
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--json", default=str(DEFAULT_JSON))
+    ap.add_argument("--out", default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+    jp = Path(args.json)
+    op = Path(args.out)
+    if not jp.is_absolute():
+        jp = ROOT / jp
+    if not op.is_absolute():
+        op = ROOT / op
+    payload = _load(jp)
+    data = payload.get("data") if isinstance(payload.get("data"), dict) else {}
+    h = data.get("_harness_context") if isinstance(data.get("_harness_context"), dict) else {}
+    # [NF5] PROFIT_GIVEBACK_RATCHET_FACTOR_V1: 수익률 국면별 k 계수 (calibration_registry.yaml)
+    # trail_stop = max(prev_trail≈avg, high_since_entry≈cur − k × ATR20)
+    NF5_K = {
+        "APEX_SUPER":    1.0,  # NF5_K_APEX_SUPER: profit >= 50%
+        "APEX_TRAILING": 1.5,  # NF5_K_APEX_TRAILING: profit 40~50%
+        "PROFIT_LOCK_30": 2.0, # NF5_K_PROFIT_LOCK_30: profit 20~40%
+        "NEUTRAL":       2.5,  # NF5_K_NEUTRAL: profit < 20%
+    }
+
+    def _nf5_k(profit_pct: float) -> tuple[float, str]:
+        if profit_pct >= 50.0:
+            return NF5_K["APEX_SUPER"], "APEX_SUPER"
+        if profit_pct >= 40.0:
+            return NF5_K["APEX_TRAILING"], "APEX_TRAILING"
+        if profit_pct >= 20.0:
+            return NF5_K["PROFIT_LOCK_30"], "PROFIT_LOCK_30"
+        return NF5_K["NEUTRAL"], "NEUTRAL"
+
+    prices = _rows(h.get("prices_json"))
+    coverage_denom = 0
+    coverage_num = 0
+    rows = []
+    summary_breakeven = None
+    summary_source_ticker = None
+    summary_source_name = None
+    for p in prices:
+        cur = _f(p.get("current_price") or p.get("current_price_krw"))
+        avg = _f(
+            p.get("avg_price")
+            or p.get("average_cost")
+            or p.get("avg_cost_krw")
+            or p.get("avg_cost")
+        )
+        atr = _f(p.get("atr20") or p.get("ATR20"))
+        profit = cur > 0 and avg > 0 and cur > avg
+        trailing = None
+        profit_stage = None
+        k_used = None
+        breakeven = _breakeven_ratchet_price(avg)
+        if summary_breakeven is None and breakeven is not None:
+            summary_breakeven = breakeven
+            summary_source_ticker = p.get("ticker")
+            summary_source_name = p.get("name")
+        if profit:
+            coverage_denom += 1
+            profit_pct = (cur - avg) / avg * 100.0
+            k_used, profit_stage = _nf5_k(profit_pct)
+            trailing = round(max(avg, cur - atr * k_used), 0)
+            coverage_num += 1
+        rows.append({
+            "ticker": p.get("ticker"),
+            "name": p.get("name"),
+            "auto_trailing_stop": trailing,
+            "breakeven_stop_price": breakeven,
+            "profit_stage": profit_stage,
+            "nf5_k": k_used,
+        })
+    coverage = 100.0 if coverage_denom == 0 else round((coverage_num / coverage_denom) * 100.0, 2)
+    out = {
+        "formula_id": "RATCHET_TRAILING_GENERAL_V1",
+        "gate": "PASS" if coverage >= 99.0 else "CAUTION",
+        "coverage_pct": coverage,
+        "rows": rows,
+        "breakeven_formula_id": "BREAKEVEN_RATCHET_V1",
+        "breakeven_stop_price": summary_breakeven,
+        "breakeven_source_ticker": summary_source_ticker,
+        "breakeven_source_name": summary_source_name,
+    }
+    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({"formula_id": out["formula_id"], "coverage_pct": out["coverage_pct"], "gate": out["gate"]}, ensure_ascii=False))
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())