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
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+#!/usr/bin/env python3
+from __future__ import annotations
+
+import argparse
+import json
+import yaml
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--snapshot", default="GatherTradingData.json")
+    ap.add_argument("--contract", default="spec/15_account_snapshot_contract.yaml")
+    args = ap.parse_args()
+
+    snapshot_path = ROOT / args.snapshot
+    contract_path = ROOT / args.contract
+
+    if not snapshot_path.exists():
+        print(f"Snapshot file not found: {snapshot_path}")
+        return 1
+
+    data_payload = json.loads(snapshot_path.read_text(encoding="utf-8"))
+    data = data_payload.get("data", {})
+    settings = data.get("settings", {})
+    
+    # 1. Total Asset & Prev Market Regime
+    total_asset = settings.get("total_asset_krw", 0)
+    prev_regime = settings.get("prev_market_regime", "NORMAL")
+
+    # Define cash floor ratio based on regime
+    # normal: 10%, overheated_or_event_week: 15%, risk_off: 25% (or min_cash_ratio 7%/10%/15%)
+    # Let's assume standard target is 10% for normal, 15% for overheated, 25% for risk_off
+    # But settings could provide weekly_target_cash_pct
+    target_ratio = settings.get("weekly_target_cash_pct", 10.0) / 100.0
+    if not settings.get("weekly_target_cash_pct"):
+        if "risk_off" in prev_regime.lower():
+            target_ratio = 0.15 # min 15%
+        elif "overheated" in prev_regime.lower() or "event" in prev_regime.lower():
+            target_ratio = 0.10 # min 10%
+        else:
+            target_ratio = 0.07 # min 7%
+            
+    target_cash_floor = total_asset * target_ratio
+
+    # 2. Gather Cash from snapshot
+    snap = data.get("account_snapshot", [])
+    
+    immediate_cash_map = {}
+    settlement_cash_d2_map = {}
+    
+    # Track accounts by type
+    general_accounts = set()
+    restricted_accounts = set()
+
+    for item in snap:
+        acc = item.get("account")
+        acc_type = item.get("account_type", "")
+        
+        # Handle broken characters for general account type
+        is_general = False
+        if acc_type:
+            acc_type_str = str(acc_type)
+            if "일반" in acc_type_str or "Ϲ" in acc_type_str:
+                is_general = True
+            elif "isa" in acc_type_str.lower() or "연금" in acc_type_str or "pension" in acc_type_str.lower():
+                is_general = False
+            else:
+                is_general = True # Default to general if unknown
+
+        if is_general:
+            if acc:
+                general_accounts.add(acc)
+        else:
+            if acc:
+                restricted_accounts.add(acc)
+
+        # Retrieve cash values if present
+        imm_cash = item.get("immediate_cash")
+        if imm_cash is not None:
+            immediate_cash_map[acc] = max(immediate_cash_map.get(acc, 0.0), float(imm_cash))
+        d2_cash = item.get("settlement_cash_d2")
+        if d2_cash is not None:
+            settlement_cash_d2_map[acc] = max(settlement_cash_d2_map.get(acc, 0.0), float(d2_cash))
+
+    # Backup from settings for general account D+2 cash if empty
+    settings_d2 = settings.get("settlement_cash_d2_krw")
+    if not settlement_cash_d2_map and settings_d2 is not None:
+        # Assign to a stub general account if no accounts exist
+        acc_stub = list(general_accounts)[0] if general_accounts else "general_stub"
+        general_accounts.add(acc_stub)
+        settlement_cash_d2_map[acc_stub] = float(settings_d2)
+
+    # 3. Sum up cash by account priority rules
+    general_immediate = sum(immediate_cash_map.get(acc, 0.0) for acc in general_accounts)
+    general_d2 = sum(settlement_cash_d2_map.get(acc, 0.0) for acc in general_accounts)
+    
+    restricted_cash = sum(immediate_cash_map.get(acc, 0.0) + settlement_cash_d2_map.get(acc, 0.0) for acc in restricted_accounts)
+
+    # Cross account cash leak detection
+    # If restricted cash is added to general cash or general accounts have restricted tags
+    cross_account_cash_leak_count = 0
+    overlap = general_accounts.intersection(restricted_accounts)
+    if overlap:
+        cross_account_cash_leak_count += len(overlap)
+
+    # D+2 Cash Defense Rule Applied
+    d2_cash_defense_rule_applied = True
+    eligible_cash = general_immediate + general_d2
+    
+    cash_shortfall = max(0.0, target_cash_floor - eligible_cash)
+
+    gate = "PASS" if cross_account_cash_leak_count == 0 else "FAIL"
+
+    result = {
+        "formula_id": "CASH_LEDGER_V2",
+        "total_asset_krw": total_asset,
+        "target_cash_floor_krw": target_cash_floor,
+        "immediate_cash": general_immediate,
+        "settlement_cash_d2": general_d2,
+        "restricted_cash": restricted_cash,
+        "cross_account_cash_leak_count": cross_account_cash_leak_count,
+        "d2_cash_defense_rule_applied": d2_cash_defense_rule_applied,
+        "cash_shortfall": cash_shortfall,
+        "gate": gate
+    }
+
+    out_path = ROOT / "Temp" / "cash_ledger_v2.json"
+    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=True, indent=2))
+    
+    # Log information separately
+    print(f"Eligible Cash (General Immediate + D+2): {eligible_cash:,.0f} KRW")
+    print(f"Restricted Cash (ISA + Pension): {restricted_cash:,.0f} KRW")
+    print(f"Cash Shortfall against Target Floor ({target_cash_floor:,.0f} KRW): {cash_shortfall:,.0f} KRW")
+
+    return 0 if gate == "PASS" else 1
+
+if __name__ == "__main__":
+    import sys
+    sys.exit(main())