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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"""SMART_MONEY_FLOW_SIGNAL_V2 — 외인/기관 자금 흐름 신호 산출기.
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data_feed의 Frg_5D / Inst_5D / Frg_20D / Inst_20D 필드를 사용하여
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스마트머니 흐름 점수와 라벨을 산출한다.
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점수 구성 (0~100):
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외인 20일 누적: 40점 (상위권 → 40, 하위권 → 0)
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기관 20일 누적: 30점
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외인 5일 추세: 15점
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기관 5일 추세: 15점
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라벨:
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STRONG_INFLOW ≥ 75
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INFLOW ≥ 55
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NEUTRAL ≥ 40
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OUTFLOW ≥ 25
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STRONG_OUTFLOW < 25
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출력: Temp/smart_money_flow_signal_v2.json
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"""
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from __future__ import annotations
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import argparse
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import json
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from pathlib import Path
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from typing import Any
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ROOT = Path(__file__).resolve().parents[1]
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DEFAULT_JSON = ROOT / "GatherTradingData.json"
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DEFAULT_OUT = ROOT / "Temp" / "smart_money_flow_signal_v2.json"
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def _load(path: Path) -> dict[str, Any]:
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try:
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x = json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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return x if isinstance(x, dict) else {}
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def _rows(v: Any) -> list[dict[str, Any]]:
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if isinstance(v, list):
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return [r for r in v if isinstance(r, dict)]
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if isinstance(v, str):
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try:
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return _rows(json.loads(v))
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except Exception:
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return []
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return []
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def _f(v: Any, default: float = 0.0) -> float:
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try:
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return float(v)
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except Exception:
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return default
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def _percentile_rank(val: float, all_vals: list[float]) -> float:
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"""val이 전체 중 몇 %에 위치하는지 (0~100)."""
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if not all_vals:
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return 50.0
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n = len(all_vals)
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rank = sum(1 for v in all_vals if v < val)
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return round(rank / n * 100.0, 2)
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--json", default=str(DEFAULT_JSON))
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ap.add_argument("--out", default=str(DEFAULT_OUT))
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args = ap.parse_args()
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jp = Path(args.json)
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op = Path(args.out)
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if not jp.is_absolute():
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jp = ROOT / jp
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if not op.is_absolute():
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op = ROOT / op
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payload = _load(jp)
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data = payload.get("data") if isinstance(payload.get("data"), dict) else {}
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df_list = _rows(data.get("data_feed"))
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# 전체 종목의 흐름 데이터 수집
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flow_data: list[dict[str, Any]] = []
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for r in df_list:
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flow_data.append({
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"ticker": str(r.get("Ticker") or r.get("ticker") or ""),
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"name": r.get("Name") or r.get("name") or "",
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"frg_20d": _f(r.get("Frg_20D")),
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"inst_20d": _f(r.get("Inst_20D")),
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"frg_5d": _f(r.get("Frg_5D")),
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"inst_5d": _f(r.get("Inst_5D")),
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})
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# 각 지표의 백분위 계산
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all_frg_20d = [d["frg_20d"] for d in flow_data]
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all_inst_20d = [d["inst_20d"] for d in flow_data]
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all_frg_5d = [d["frg_5d"] for d in flow_data]
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all_inst_5d = [d["inst_5d"] for d in flow_data]
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out_rows = []
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scores: list[float] = []
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for d in flow_data:
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pct_frg20 = _percentile_rank(d["frg_20d"], all_frg_20d)
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pct_inst20 = _percentile_rank(d["inst_20d"], all_inst_20d)
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pct_frg5 = _percentile_rank(d["frg_5d"], all_frg_5d)
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pct_inst5 = _percentile_rank(d["inst_5d"], all_inst_5d)
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score = round(
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pct_frg20 * 0.40 +
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pct_inst20 * 0.30 +
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pct_frg5 * 0.15 +
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pct_inst5 * 0.15,
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2,
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)
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scores.append(score)
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if score >= 75:
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label = "STRONG_INFLOW"
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elif score >= 55:
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label = "INFLOW"
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elif score >= 40:
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label = "NEUTRAL"
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elif score >= 25:
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label = "OUTFLOW"
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else:
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label = "STRONG_OUTFLOW"
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out_rows.append({
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"ticker": d["ticker"],
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"name": d["name"],
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"smart_money_score": score,
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"label": label,
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"frg_20d": d["frg_20d"],
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"inst_20d": d["inst_20d"],
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"frg_5d": d["frg_5d"],
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"inst_5d": d["inst_5d"],
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"pct_frg20": pct_frg20,
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"pct_inst20": pct_inst20,
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"formula_id": "SMART_MONEY_FLOW_SIGNAL_V2",
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})
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mean = sum(scores) / len(scores) if scores else 0.0
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var = sum((s - mean) ** 2 for s in scores) / len(scores) if scores else 0.0
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cv = (var ** 0.5) / mean if mean > 0 else 0.0
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label_diversity = len({r["label"] for r in out_rows})
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label_summary: dict[str, int] = {}
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for r in out_rows:
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lbl = r["label"]
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label_summary[lbl] = label_summary.get(lbl, 0) + 1
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gate = "PASS" if (label_diversity >= 3 and cv >= 0.20) else (
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"CAUTION" if out_rows else "FAIL"
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)
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out = {
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"formula_id": "SMART_MONEY_FLOW_SIGNAL_V2",
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"gate": gate,
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"rows": out_rows,
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"row_count": len(out_rows),
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"coefficient_of_variation": round(cv, 4),
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"label_diversity": label_diversity,
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"label_summary": label_summary,
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}
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op.parent.mkdir(parents=True, exist_ok=True)
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op.write_text(json.dumps(out, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps({
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"formula_id": out["formula_id"],
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"gate": gate,
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"rows": len(out_rows),
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"cv": out["coefficient_of_variation"],
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"label_summary": label_summary,
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}, ensure_ascii=False))
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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