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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+#!/usr/bin/env python3
+"""
+validate_capital_style_allocation_v1.py
+───────────────────────────────────────────────────────────────────────────────
+CAPITAL_STYLE_ALLOCATION_V1 검증기
+
+결정론 및 범위 체크:
+  (1) conviction_score ∈ [0, 100]
+  (2) recommended_pct ∈ {0.0, 1.5, 3.0, 5.0, 7.0}
+  (3) 가중치 합 = 1.0 (각 스타일별)
+  (4) LLM 계산 금지 확인 (meta.llm_computed=false)
+  (5) 결정론 확인 (meta.deterministic=true)
+  (6) 모든 종목에 4개 스타일 행 존재
+  (7) gate=PASS이면 errors=[]
+
+출력 토큰: CAPITAL_ALLOC_OK / CAPITAL_ALLOC_FAIL
+"""
+from __future__ import annotations
+
+import json
+import sys
+from pathlib import Path
+
+ROOT   = Path(__file__).resolve().parent.parent
+INPUT  = ROOT / "Temp" / "capital_style_allocation_v1.json"
+OUTPUT = ROOT / "Temp" / "capital_style_allocation_validation_v1.json"
+
+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)
+
+VALID_STYLES    = {"SCALP", "SWING", "MOMENTUM", "POSITION"}
+VALID_REC_PCTS  = {0.0, 1.5, 3.0, 5.0, 7.0}
+WEIGHT_SUM_TOL  = 0.001
+
+
+def main() -> int:
+    if not INPUT.exists():
+        print("CAPITAL_ALLOC_FAIL")
+        print(f"  MISSING: {INPUT}")
+        print("  먼저 build_capital_style_allocation_v1.py 실행 필요")
+        return 1
+
+    data = json.loads(INPUT.read_text(encoding="utf-8"))
+    violations: list[str] = []
+    warnings:   list[str] = []
+
+    # (4) LLM 계산 금지
+    meta = data.get("meta", {})
+    if meta.get("llm_computed") is not False:
+        violations.append("meta.llm_computed must be false")
+
+    # (5) 결정론
+    if meta.get("deterministic") is not True:
+        violations.append("meta.deterministic must be true")
+
+    # gate 체크
+    gate = data.get("gate")
+    if gate != "PASS":
+        violations.append(f"gate={gate!r} (expected PASS)")
+
+    errors_field = data.get("errors", [])
+    if errors_field:
+        violations.append(f"errors field non-empty: {errors_field[:3]}")
+
+    # (3) 가중치 합 검증
+    weights = data.get("weights", {})
+    for style, w in weights.items():
+        total = sum(w.values())
+        if abs(total - 1.0) > WEIGHT_SUM_TOL:
+            violations.append(f"weights[{style}] sum={total:.4f} != 1.0")
+
+    rows = data.get("rows", [])
+    if not rows:
+        violations.append("rows is empty — no tickers processed")
+
+    # 종목별 검증
+    for row in rows:
+        ticker = row.get("ticker", "?")
+        styles = row.get("styles", [])
+
+        # (6) 4개 스타일 존재
+        style_names = {s.get("style") for s in styles}
+        missing = VALID_STYLES - style_names
+        if missing:
+            violations.append(f"{ticker}: missing styles {missing}")
+
+        for s in styles:
+            sname = s.get("style", "?")
+            conv  = s.get("conviction_score")
+            rpct  = s.get("recommended_pct")
+
+            # (1) conviction_score 범위
+            if conv is None or not isinstance(conv, (int, float)):
+                violations.append(f"{ticker}.{sname}: conviction_score missing or non-numeric")
+            elif not (0.0 <= float(conv) <= 100.0):
+                violations.append(f"{ticker}.{sname}: conviction_score={conv} not in [0,100]")
+
+            # (2) recommended_pct 유효값
+            if rpct is None:
+                violations.append(f"{ticker}.{sname}: recommended_pct missing")
+            elif float(rpct) not in VALID_REC_PCTS:
+                violations.append(f"{ticker}.{sname}: recommended_pct={rpct} not in {VALID_REC_PCTS}")
+
+        # 신호 분해 존재
+        sb = row.get("signal_breakdown", {})
+        for field in ("technical_score", "smart_money_score", "fundamental_score",
+                      "macro_event_score", "liquidity_modifier"):
+            if field not in sb:
+                warnings.append(f"{ticker}: signal_breakdown missing {field}")
+
+    # ── 결과 ───────────────────────────────────────────────────────────────
+    status = "CAPITAL_ALLOC_OK" if not violations else "CAPITAL_ALLOC_FAIL"
+
+    result = {
+        "status":         status,
+        "violation_count": len(violations),
+        "warning_count":  len(warnings),
+        "violations":     violations,
+        "warnings":       warnings,
+        "ticker_count":   len(rows),
+        "styles_checked": sorted(VALID_STYLES),
+        "gate_from_build": gate,
+    }
+
+    OUTPUT.parent.mkdir(parents=True, exist_ok=True)
+    OUTPUT.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
+
+    sep = "=" * 70
+    print(sep)
+    print("  CAPITAL_STYLE_ALLOCATION_V1 검증기")
+    print(sep)
+    print(f"  tickers={len(rows)}  violations={len(violations)}  warnings={len(warnings)}")
+    if violations:
+        print("\n  [위반]:")
+        for v in violations:
+            print(f"    {v}")
+    if warnings:
+        print(f"\n  [경고] {len(warnings)}건 (허용)")
+    print(f"\n  → 저장: {OUTPUT}")
+    print(f"  {status}\n")
+
+    return 0 if not violations else 1
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())