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
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+"""build_truth_reconciliation_gate_v1.py — TRUTH_RECONCILIATION_GATE_V1
+
+P0-T3: 동일 지표가 파일마다 다른 값을 가지면 자동 FAIL.
+감시 지표: prediction_match_rate_pct, t20_pass_rate, value_damage_pct_avg,
+           gs_coverage_pct, portfolio_alpha_confidence, performance_readiness_score
+허용 오차: 비율 지표 ±0.5%p, 금액 지표 ±1원
+"""
+from __future__ import annotations
+
+import json
+from datetime import datetime, timezone
+from pathlib import Path
+from typing import Any
+
+ROOT = Path(__file__).resolve().parents[1]
+TEMP = ROOT / "Temp"
+DEFAULT_OUT = TEMP / "truth_reconciliation_gate_v1.json"
+
+TOLERANCE_RATE = 0.5    # %p
+TOLERANCE_KRW = 1.0     # 원
+
+# 감시 지표: (정규화된 metric_id, json_pointer_list, 단위, 제외 파일 패턴)
+# 위양성 방지: 같은 key명이 다른 개념에 쓰이는 파일은 명시 제외
+MONITORED_METRICS: list[tuple[str, list[str], str, set[str]]] = [
+    ("prediction_match_rate_pct",
+     ["prediction_match_rate_pct", "t5_ap_combined"],
+     "rate",
+     # v5 = legacy v5.todo.batch 파일 (builder 없음), v7 = 다른 블렌드 점수
+     {"prediction_accuracy_harness_v5", "smart_cash_recovery_v7"}),
+    ("t20_pass_rate",
+     ["t20_pass_rate"],                    # pass_rate_pct는 제외 (completion_gap과 혼동)
+     "rate",
+     {"completion_gap", "phase_checks"}),  # 완료기준 통과율 파일 제외
+    ("value_damage_pct_avg",
+     ["value_damage_pct_avg"],
+     "rate",
+     # 다른 목적함수 + 구버전 아카이브 파일 제외 (현재 파이프라인 외 레거시)
+     {"dynamic_value_preservation", "cash_raise_value_optimizer",
+      "cash_raise_value_preservation", "value_preserving_cash_raise_v1",
+      "hts_sell_blueprint",
+      "smart_cash_recovery_v7.json"}),   # v7 non-authoritative (2026-05-31 legacy)
+    ("gs_strict_coverage_pct",             # gs_coverage_pct 대신 strict 전용 포인터
+     ["gs_coverage_pct"],
+     "rate",
+     {"gs_native_coverage_lock"}),         # native coverage는 다른 개념
+    ("portfolio_alpha_confidence",
+     ["portfolio_alpha_confidence", "alpha_confidence"],
+     "rate",
+     set()),
+    ("performance_readiness_score",
+     ["performance_readiness_score", "blended_performance_readiness_score"],
+     "rate",
+     set()),
+]
+
+
+def _load(p: Path) -> dict[str, Any]:
+    if not p.exists():
+        return {}
+    try:
+        obj = json.loads(p.read_text(encoding="utf-8"))
+        return obj if isinstance(obj, dict) else {}
+    except Exception:
+        return {}
+
+
+def _extract(d: dict[str, Any], pointers: list[str]) -> float | None:
+    for ptr in pointers:
+        v = d.get(ptr)
+        if v is not None:
+            try:
+                f = float(v)
+                if f != 0.0 or ptr in d:
+                    return f
+            except (TypeError, ValueError):
+                pass
+    return None
+
+
+def main() -> int:
+    # 모든 Temp JSON 로드
+    json_files = list(TEMP.glob("*.json"))
+    # 제외: 보고서/golden/binary
+    exclude_patterns = {"formula_golden", "formula_behavioral", "formula_gas_parity", "engine_audit_2026"}
+    candidates = [f for f in json_files if not any(ex in f.name for ex in exclude_patterns)]
+
+    observations: dict[str, list[dict[str, Any]]] = {m[0]: [] for m in MONITORED_METRICS}
+
+    for f in candidates:
+        d = _load(f)
+        if not d:
+            continue
+        rel = str(f.relative_to(ROOT))
+        for metric_id, pointers, unit, exclude_patterns in MONITORED_METRICS:
+            # 제외 패턴 파일 스킵
+            if any(ep in f.name for ep in exclude_patterns):
+                continue
+            val = _extract(d, pointers)
+            if val is not None:
+                observations[metric_id].append({"file": rel, "value": val})
+
+    conflicts: list[dict[str, Any]] = []
+    for metric_id, pointers, unit, _ in MONITORED_METRICS:
+        obs = observations[metric_id]
+        if len(obs) < 2:
+            continue
+        values = [o["value"] for o in obs]
+        min_v, max_v = min(values), max(values)
+        tol = TOLERANCE_RATE if unit == "rate" else TOLERANCE_KRW
+        if (max_v - min_v) > tol:
+            conflicts.append({
+                "metric_id": metric_id,
+                "min": min_v,
+                "max": max_v,
+                "spread": round(max_v - min_v, 4),
+                "tolerance": tol,
+                "unit": unit,
+                "observations": sorted(obs, key=lambda x: x["value"]),
+            })
+
+    gate = "PASS" if not conflicts else "FAIL"
+    result = {
+        "formula_id": "TRUTH_RECONCILIATION_GATE_V1",
+        "gate": gate,
+        "conflict_count": len(conflicts),
+        "conflicts": conflicts,
+        "monitored_metrics": [m[0] for m in MONITORED_METRICS],
+        "excluded_per_metric": {m[0]: list(m[3]) for m in MONITORED_METRICS if m[3]},
+        "files_scanned": len(candidates),
+        "generated_at": datetime.now(timezone.utc).isoformat(),
+    }
+
+    DEFAULT_OUT.parent.mkdir(parents=True, exist_ok=True)
+    DEFAULT_OUT.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
+    summary = {k: v for k, v in result.items() if k != "conflicts"}
+    print(json.dumps(summary, indent=2, ensure_ascii=False))
+    if gate == "PASS":
+        print("TRUTH_RECONCILIATION_GATE_V1_PASS")
+    else:
+        print(f"TRUTH_RECONCILIATION_GATE_V1_FAIL ({len(conflicts)} conflicts)")
+        for c in conflicts:
+            print(f"  {c['metric_id']}: spread={c['spread']} (tol={c['tolerance']})")
+            for o in c["observations"]:
+                print(f"    {o['file']}: {o['value']}")
+    return 0 if gate == "PASS" else 1
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())