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 +1,136 @@
+from __future__ import annotations
+
+import argparse
+import datetime as dt
+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" / "strategy_decision_result_v3.json"
+
+
+def _as_obj(value: Any) -> dict[str, Any]:
+    if isinstance(value, dict):
+        return value
+    if isinstance(value, str):
+        try:
+            parsed = json.loads(value)
+            return parsed if isinstance(parsed, dict) else {}
+        except Exception:
+            return {}
+    return {}
+
+
+def _as_rows(value: Any) -> list[dict[str, Any]]:
+    if isinstance(value, list):
+        return [v for v in value if isinstance(v, dict)]
+    if isinstance(value, str):
+        try:
+            parsed = json.loads(value)
+            return _as_rows(parsed)
+        except Exception:
+            return []
+    return []
+
+
+def _load_json(path: Path) -> dict[str, Any]:
+    try:
+        data = json.loads(path.read_text(encoding="utf-8"))
+    except Exception:
+        return {}
+    return data if isinstance(data, dict) else {}
+
+
+def _safe_bool(v: Any, default: bool = False) -> bool:
+    if isinstance(v, bool):
+        return v
+    if isinstance(v, (int, float)):
+        return bool(v)
+    if isinstance(v, str):
+        return v.strip().lower() in ("1", "true", "y", "yes")
+    return default
+
+
+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()
+
+    json_path = Path(args.json)
+    if not json_path.is_absolute():
+        json_path = ROOT / json_path
+    out_path = Path(args.out)
+    if not out_path.is_absolute():
+        out_path = ROOT / out_path
+
+    payload = _load_json(json_path)
+    if not payload:
+        print("STRATEGY_DECISION_V3_FAIL: input json missing/invalid")
+        return 1
+
+    data = _as_obj(payload.get("data"))
+    apex = _as_obj(payload.get("hApex"))
+    hctx = _as_obj(data.get("_harness_context"))
+    h = dict(hctx)
+    h.update(apex)
+
+    export_gate_obj = _as_obj(h.get("export_gate_json"))
+    export_allowed = export_gate_obj.get("hts_entry_allowed")
+    if export_allowed is True:
+        export_gate = "PASS"
+    elif export_allowed is False:
+        export_gate = "BLOCKED"
+    else:
+        export_gate = "REVIEW_ONLY"
+
+    blueprint = _as_rows(h.get("order_blueprint_json"))
+    shadow = [row for row in blueprint if str(row.get("validation_status", "")).upper() != "PASS"]
+
+    oq_obj = _as_obj(h.get("outcome_quality_score_v1_json"))
+    oq_gate = str(oq_obj.get("gate") or "")
+    buy_allowed = export_allowed is True and oq_gate != "CRITICAL_MODE"
+    sell_allowed = "ALLOW" if export_allowed is True else "REVIEW_ONLY"
+
+    out = {
+        "schema_version": "strategy-decision-result-v3",
+        "as_of": dt.datetime.now(dt.timezone.utc).isoformat(),
+        "source_truth": {
+            "price_basis": "HARNESS_ONLY",
+            "cash_basis": "D_PLUS_2"
+        },
+        "route": {
+            "route_id": str(h.get("request_route") or "PIPELINE_EOD_BATCH"),
+            "serving_mode": "JSON_ONLY_LLM_EXPLAIN"
+        },
+        "global_gates": {
+            "export_gate": export_gate,
+            "llm_numeric_generation_allowed": False
+        },
+        "portfolio_decision": {
+            "buy_allowed": _safe_bool(buy_allowed, False),
+            "sell_allowed": sell_allowed
+        },
+        "order_blueprint": blueprint,
+        "shadow_ledger": shadow,
+        "audit_ledger": [
+            {
+                "formula_id": "STRATEGY_DECISION_RESULT_V3",
+                "source_json": str(json_path.name),
+                "blueprint_rows": len(blueprint),
+                "shadow_rows": len(shadow)
+            }
+        ]
+    }
+
+    out_path.parent.mkdir(parents=True, exist_ok=True)
+    out_path.write_text(json.dumps(out, ensure_ascii=False, indent=2), encoding="utf-8")
+    print(f"STRATEGY_DECISION_V3_OK: {out_path}")
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())