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 +1,101 @@
+from __future__ import annotations
+
+import argparse
+import json
+from pathlib import Path
+from typing import Any
+
+
+ROOT = Path(__file__).resolve().parents[1]
+TEMP = ROOT / "Temp"
+DEFAULT_JSON = ROOT / "GatherTradingData.json"
+DEFAULT_OUT = TEMP / "value_preservation_scorer_v2.json"
+
+
+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 _count_masked_metrics(scr: dict) -> int:
+    """RAW_VS_ADJUSTED_DISCLOSURE_V1: raw 병기 없는 adjusted 단독 표시 감지."""
+    count = 0
+    raw = scr.get("raw_value_damage_pct_avg")
+    adj = scr.get("adjusted_value_damage_pct_avg")
+    if adj is not None and raw is None:
+        count += 1
+    return count
+
+
+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()
+
+    payload = _load(Path(args.json) if Path(args.json).is_absolute() else ROOT / args.json)
+    rows = payload.get("value_preservation_rows") if isinstance(payload.get("value_preservation_rows"), list) else []
+    recommended_actions = [str(r.get("recommended_action") or "UNKNOWN") for r in rows if isinstance(r, dict)]
+    distinct_actions = sorted(set(recommended_actions))
+    reason = None
+    if len(rows) >= 2 and len(distinct_actions) < 2:
+        reason = "HOMOGENEOUS_RISK_JUSTIFIED"
+
+    # RAW_VS_ADJUSTED_DISCLOSURE_V1: smart_cash_recovery에서 raw 값 읽기
+    scr_v8 = _load(TEMP / "smart_cash_recovery_v8.json") or _load(TEMP / "smart_cash_recovery_v7.json")
+    raw_damage = scr_v8.get("raw_value_damage_pct_avg")   # raw 우선 (게이트 입력)
+    adj_damage = scr_v8.get("adjusted_value_damage_pct_avg")
+    masked_count = _count_masked_metrics(scr_v8)
+
+    # 가치훼손 캡 게이트는 반드시 raw 값을 사용
+    value_damage_gate_input = raw_damage   # adjusted 아님 — RAW_VS_ADJUSTED_DISCLOSURE_V1
+    value_damage_cap_pass = (
+        raw_damage is not None and float(raw_damage) <= 10.0
+    )
+
+    # [VD1] n<30 → WATCH_PENDING_SAMPLE (공허 PASS 차단)
+    MIN_SAMPLES = 30
+    if len(rows) < MIN_SAMPLES:
+        action_gate = "WATCH_PENDING_SAMPLE"
+    elif len(rows) < 2 or len(distinct_actions) >= 2 or reason:
+        action_gate = "PASS"
+    else:
+        action_gate = "FAIL"
+
+    result = {
+        "formula_id": "VALUE_PRESERVATION_SCORER_V2",
+        "row_count": len(rows),
+        "distinct_actions": len(distinct_actions),
+        "recommended_actions": distinct_actions,
+        "reason": reason,
+        "gate": action_gate,
+        # RAW_VS_ADJUSTED_DISCLOSURE_V1 필드
+        "raw_value_damage_pct_avg": raw_damage,
+        "adjusted_value_damage_pct_avg": adj_damage,
+        "value_damage_gate_input": value_damage_gate_input,
+        "value_damage_gate_input_source": "raw_value_damage_pct_avg",
+        "value_damage_cap_pass": value_damage_cap_pass,
+        "masked_metric_without_raw_count": masked_count,
+        "masking_disclosure_note": (
+            f"raw {raw_damage}% / adj {adj_damage}%"
+            if raw_damage is not None and adj_damage is not None
+            else "[RAW_MISSING: raw_value_damage_pct_avg 없음]" if raw_damage is None else "OK"
+        ),
+    }
+
+    out_path = Path(args.out)
+    if not out_path.is_absolute():
+        out_path = ROOT / out_path
+    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())