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 +1,139 @@
+from __future__ import annotations
+
+import argparse
+import json
+import sys
+from hashlib import sha256
+from pathlib import Path
+from typing import Any
+
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_JSON = ROOT / "GatherTradingData.json"
+DEFAULT_OUT = ROOT / "Temp" / "sell_execution_timing_lock_v2.json"
+FORMULA_ID = "SELL_EXECUTION_TIMING_LOCK_V2"
+
+if sys.stdout.encoding and sys.stdout.encoding.lower() not in ("utf-8", "utf8"):
+    sys.stdout = open(sys.stdout.fileno(), mode="w", encoding="utf-8", buffering=1)
+
+
+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 _extract_harness_root(payload: dict[str, Any]) -> dict[str, Any]:
+    h_apex = payload.get("hApex")
+    data_apex = ((payload.get("data") or {}).get("_harness_context")) if isinstance(payload.get("data"), dict) else None
+    if isinstance(h_apex, dict) and isinstance(data_apex, dict):
+        merged = dict(data_apex)
+        merged.update(h_apex)
+        return merged
+    if isinstance(h_apex, dict):
+        return h_apex
+    if isinstance(data_apex, dict):
+        return data_apex
+    return payload
+
+
+def _canonical(obj: Any) -> str:
+    return json.dumps(obj, ensure_ascii=False, sort_keys=True, separators=(",", ":"))
+
+
+def _hash_text(text: str) -> str:
+    return sha256(text.encode("utf-8")).hexdigest()[:16]
+
+
+def _first_non_null(*values: Any) -> Any:
+    for value in values:
+        if value is not None:
+            return value
+    return None
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser(description="Build deterministic sell timing lock output.")
+    ap.add_argument("--json", default=str(DEFAULT_JSON))
+    ap.add_argument("--out", default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+
+    json_path = Path(args.json)
+    out_path = Path(args.out)
+    if not json_path.is_absolute():
+        json_path = ROOT / json_path
+    if not out_path.is_absolute():
+        out_path = ROOT / out_path
+
+    payload = _load(json_path)
+    hctx = _extract_harness_root(payload)
+
+    sell_timing_verdict = _first_non_null(
+        hctx.get("sell_timing_verdict"),
+        (hctx.get("sell_execution_timing_json") or {}).get("sell_timing_verdict")
+        if isinstance(hctx.get("sell_execution_timing_json"), dict)
+        else None,
+    )
+    if sell_timing_verdict is None:
+        sell_timing_verdict = "DATA_MISSING"
+
+    cash_plan = hctx.get("cash_recovery_plan_json")
+    if isinstance(cash_plan, str):
+        try:
+            cash_plan = json.loads(cash_plan)
+        except Exception:
+            cash_plan = {}
+    if not isinstance(cash_plan, dict):
+        cash_plan = {}
+
+    sell_sequence = cash_plan.get("sell_sequence") if isinstance(cash_plan.get("sell_sequence"), list) else []
+    first_row = next((r for r in sell_sequence if isinstance(r, dict)), {})
+    execution_style = str(first_row.get("execution_style") or "")
+    immediate_qty = first_row.get("immediate_qty")
+    rebound_wait_qty = first_row.get("rebound_wait_qty")
+    rebound_trigger_price = first_row.get("rebound_trigger_price")
+
+    if sell_timing_verdict == "SELL_READY":
+        recommended_order_type = "LIMIT_SELL"
+        timing_reason_code = "SELL_READY_FROM_HARNESS"
+    elif sell_timing_verdict == "TIMING_BLOCKED_INTRADAY":
+        recommended_order_type = "NEXT_DAY_OPEN"
+        timing_reason_code = "INTRADAY_BLOCK"
+    elif sell_timing_verdict == "SELL_BLOCKED_DATA":
+        recommended_order_type = "DATA_MISSING"
+        timing_reason_code = "DATA_MISSING"
+    else:
+        recommended_order_type = "DATA_MISSING"
+        timing_reason_code = "DATA_MISSING"
+
+    result = {
+        "formula_id": FORMULA_ID,
+        "gate": "PASS" if sell_timing_verdict != "DATA_MISSING" else "WARN",
+        "sell_timing_verdict": sell_timing_verdict,
+        "recommended_order_type": recommended_order_type,
+        "timing_reason_code": timing_reason_code,
+        "execution_style": execution_style or "DATA_MISSING",
+        "immediate_sell_qty": immediate_qty if immediate_qty is not None else "DATA_MISSING",
+        "rebound_wait_qty": rebound_wait_qty if rebound_wait_qty is not None else "DATA_MISSING",
+        "rebound_trigger_price": rebound_trigger_price if rebound_trigger_price is not None else "DATA_MISSING",
+        "source": {
+            "source_json": str(json_path),
+            "json_path": "$.data._harness_context.sell_timing_verdict",
+            "formula_id": FORMULA_ID,
+            "generated_by_llm": False,
+        },
+        "input_hash": _hash_text(_canonical(payload)),
+    }
+
+    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())