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>
This commit is contained in:
2026-06-13 13:20:14 +09:00
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from __future__ import annotations
import datetime as dt
import math
import re
import sys
import zipfile
from pathlib import Path
from xml.etree import ElementTree as ET
ROOT = Path(__file__).resolve().parents[1]
XLSX = ROOT / "GatherTradingData.xlsx"
WORKBOOK_ROLE = "provided_raw_analysis_data"
REQUIRED_SHEETS = {"data_feed", "sector_flow", "macro", "event_risk", "core_satellite"}
REQUIRED_COLUMNS = {
"data_feed": {
"Ticker", "Name", "Flow_OK", "Frg_5D", "Inst_5D",
"Open", "PrevClose", "High", "Low", "Volume", "AvgVolume_5D",
"MA20", "MA60", "Ret10D", "Ret20D", "Ret60D",
"Timing_Score_Entry", "Timing_Score_Exit", "Timing_Action",
"Sell_Action", "Sell_Qty", "Sell_Price_Basis",
"Sell_Execution_Window", "Sell_Order_Type", "Sell_Validation",
"Account_Holding_Qty", "Account_Parse_Status",
"Rule_Sell_Qty", "Rebalance_Need_KRW", "Override_Sell_Qty", "Override_Validation",
"Final_Action", "Action_Priority", "Priority_Score",
"Final_Rank", "Decision_Source",
},
"sector_flow": {
"Sector", "Proxy_Ticker", "Proxy_Name", "Proxy_Type", "Coverage_Weight",
"Sector_Ret5D", "Sector_Ret20D", "Sector_RS_20D",
"SmartMoney_5D_KRW", "SmartMoney_20D_KRW", "Sector_AvgTradeValue_20D_KRW",
"SmartMoney_5D_Norm", "Flow_Breadth_5D", "Flow_Rows_Min", "Stale_Count",
"ETF_Liquidity_Score", "ETF_NAV_Risk", "ETF_Liquidity_Status", "ETF_Execution_Use",
"Sector_Median_PE", "Sector_Median_PBR", "Sector_Score", "Sector_Rank",
"Alert_Level", "Data_Quality", "Decision_Use", "Reason", "AsOfDate",
},
"sector_universe": {
"Sector", "Proxy_Ticker", "Proxy_Type", "Constituent_Code", "Weight", "Enabled",
},
"etf_nav_manual": {
"ETF_Ticker", "ETF_Name", "Close", "NAV", "iNAV", "Premium_Discount_Pct",
"Tracking_Error", "AUM", "Source_Date", "Source", "Enabled",
},
"sector_flow_history": {
"Snapshot_Date", "Sector", "Sector_Score", "Sector_Rank",
"SmartMoney_5D_KRW", "Flow_Breadth_5D", "Data_Quality", "Decision_Use",
},
"monthly_history": {
"Month", "Total_Asset", "Orbit_Gap_Pct", "Orbit_State",
},
"macro": {"Symbol", "Name", "Close", "Status"},
"event_risk": {"Date", "Event", "Impact"},
"core_satellite": {
"Ticker", "Name",
"Open", "PrevClose", "High", "Low", "Volume", "AvgVolume_5D",
"MA20", "MA60", "Ret10D", "Ret20D", "Ret60D"
},
"account_snapshot": {
"ticker", "holding_quantity", "immediate_cash", "settlement_cash_d2",
"parse_status", "user_confirmed",
},
}
RECOMMENDED_COLUMNS = {
"data_feed": {
"AvgTradeValue_5D_KRW", "AvgTradeValue_20D_KRW", "TradeValue_Unit",
},
"core_satellite": {
"AvgTradeValue_5D_KRW", "AvgTradeValue_20D_KRW", "TradeValue_Unit",
"Timing_Action", "Timing_Score_Entry", "Timing_Score_Exit",
"Candidate_Quality_Grade", "T1_Forced_Sell_Risk_Score", "T1_Forced_Sell_Risk_State",
"Sell_Conflict_Score", "Sell_Conflict_State", "Execution_Recommendation_State",
},
}
STRICT_TICKER_SHEETS = {"data_feed", "core_satellite"}
STRICT_TEXT_CODE_COLUMNS = {
"sector_universe": {"Proxy_Ticker", "Base_Ticker", "Constituent_Code"},
"etf_nav_manual": {"ETF_Ticker"},
"sector_flow": {"Proxy_Ticker"},
}
STRICT_NUMERIC_COLUMNS = {
"data_feed": {
"Close", "ATR20", "Frg_5D", "Inst_5D", "Indiv_5D", "Flow_Rows",
"AvgTradeValue_5D_KRW", "AvgTradeValue_20D_KRW",
"Timing_Score_Entry", "Timing_Score_Exit", "Sell_Ratio_Pct",
"Account_Holding_Qty", "Account_Avg_Cost", "Account_Market_Value",
"Rule_Sell_Qty", "Rebalance_Target_Cash_Pct", "Rebalance_Need_KRW",
"Override_Sell_Qty",
"Action_Priority", "Priority_Score", "Final_Rank",
},
"core_satellite": {
"Close", "ATR20", "Frg_5D", "Inst_5D", "Indiv_5D", "Flow_Rows",
"AvgTradeValue_5D_KRW", "AvgTradeValue_20D_KRW",
"RS_Rank_20D", "RS_Pct_20D",
"Timing_Score_Entry", "Timing_Score_Exit", "T1_Forced_Sell_Risk_Score", "Sell_Conflict_Score",
},
"sector_flow": {
"Coverage_Weight", "Sector_Ret5D", "Sector_Ret20D", "Sector_RS_20D",
"SmartMoney_5D_KRW", "SmartMoney_20D_KRW", "Sector_AvgTradeValue_20D_KRW",
"SmartMoney_5D_Norm", "Flow_Breadth_5D", "Flow_Rows_Min", "Stale_Count",
"ETF_Liquidity_Score", "Sector_Score", "Sector_Rank",
},
"sector_universe": {"Weight"},
"etf_nav_manual": {
"Close", "NAV", "iNAV", "Premium_Discount_Pct", "Tracking_Error", "AUM",
},
"sector_flow_history": {
"Sector_Score", "Sector_Rank", "SmartMoney_5D_KRW", "SmartMoney_20D_KRW",
"Flow_Breadth_5D",
},
"monthly_history": {
"Total_Asset", "MoM_Return_Pct", "YTD_Return_Pct", "Orbit_Gap_Pct",
},
}
ERROR_VALUE_RE = re.compile(r"^#(?:VALUE!|NUM!|REF!|DIV/0!|NAME\?|N/A)")
def workbook_sheet_names(path: Path) -> list[str]:
with zipfile.ZipFile(path) as zf:
xml = zf.read("xl/workbook.xml")
root = ET.fromstring(xml)
ns = {"m": "http://schemas.openxmlformats.org/spreadsheetml/2006/main"}
names = []
for sheet in root.findall(".//m:sheet", ns):
name = sheet.attrib.get("name")
if name:
names.append(name)
return names
def workbook_sheet_map(path: Path) -> dict[str, str]:
with zipfile.ZipFile(path) as zf:
workbook = ET.fromstring(zf.read("xl/workbook.xml"))
rels = ET.fromstring(zf.read("xl/_rels/workbook.xml.rels"))
ns = {
"m": "http://schemas.openxmlformats.org/spreadsheetml/2006/main",
"r": "http://schemas.openxmlformats.org/officeDocument/2006/relationships",
"rel": "http://schemas.openxmlformats.org/package/2006/relationships",
}
rel_map = {rel.attrib["Id"]: rel.attrib["Target"] for rel in rels.findall(".//rel:Relationship", ns)}
result = {}
for sheet in workbook.findall(".//m:sheet", ns):
name = sheet.attrib.get("name")
rid = sheet.attrib.get(f"{{{ns['r']}}}id")
target = rel_map.get(rid or "")
if name and target:
normalized = target.lstrip("/")
if not normalized.startswith("xl/"):
normalized = "xl/" + normalized
result[name] = normalized
return result
def shared_strings(path: Path) -> list[str]:
with zipfile.ZipFile(path) as zf:
if "xl/sharedStrings.xml" not in zf.namelist():
return []
root = ET.fromstring(zf.read("xl/sharedStrings.xml"))
ns = {"m": "http://schemas.openxmlformats.org/spreadsheetml/2006/main"}
values = []
for si in root.findall(".//m:si", ns):
text = "".join(t.text or "" for t in si.findall(".//m:t", ns))
values.append(text)
return values
def cell_text(cell: ET.Element, strings: list[str], ns: dict[str, str]) -> str:
value = cell.find("m:v", ns)
raw = value.text if value is not None else ""
if cell.attrib.get("t") == "s" and raw.isdigit():
idx = int(raw)
return strings[idx] if idx < len(strings) else raw
inline = cell.find("m:is/m:t", ns)
if inline is not None:
return inline.text or ""
return raw
def first_rows_values(path: Path, sheet_xml: str, strings: list[str], max_rows: int = 8) -> list[list[str]]:
with zipfile.ZipFile(path) as zf:
root = ET.fromstring(zf.read(sheet_xml))
ns = {"m": "http://schemas.openxmlformats.org/spreadsheetml/2006/main"}
rows = []
for row in root.findall(".//m:sheetData/m:row", ns)[:max_rows]:
values = [cell_text(cell, strings, ns) for cell in row.findall("m:c", ns)]
rows.append([value.strip() for value in values if value and value.strip()])
return rows
def is_number(value: object) -> bool:
if value in (None, "") or isinstance(value, bool):
return False
try:
return math.isfinite(float(value))
except (TypeError, ValueError):
return False
def strict_workbook_checks(path: Path) -> tuple[list[str], list[str]]:
"""Validate value-level invariants not visible from raw XML header checks."""
errors: list[str] = []
warnings: list[str] = []
try:
import openpyxl # type: ignore
except ImportError:
warnings.append("openpyxl unavailable; skipped strict value/format checks")
return errors, warnings
wb = openpyxl.load_workbook(path, data_only=True, read_only=False)
for ws in wb.worksheets:
data_rows = [r for r in range(1, ws.max_row + 1) if ws.cell(r, 1).value not in (None, "")]
for r in data_rows:
for c in range(1, ws.max_column + 1):
cell = ws.cell(r, c)
value = cell.value
if isinstance(value, str) and ERROR_VALUE_RE.match(value):
header = ws.cell(2, c).value if ws.max_row >= 2 else None
errors.append(f"{ws.title}!{cell.coordinate} has error value {value} under header={header}")
for sheet_name, numeric_columns in STRICT_NUMERIC_COLUMNS.items():
if sheet_name not in wb.sheetnames:
continue
ws = wb[sheet_name]
headers = [ws.cell(2, c).value for c in range(1, ws.max_column + 1)]
header_map = {str(h).strip(): i + 1 for i, h in enumerate(headers) if h not in (None, "")}
data_rows = [r for r in range(3, ws.max_row + 1) if ws.cell(r, 1).value not in (None, "")]
if not data_rows:
errors.append(f"{sheet_name} has no data rows")
continue
if sheet_name in STRICT_TICKER_SHEETS and "Ticker" in header_map:
col = header_map["Ticker"]
bad_tickers = []
bad_formats = []
for r in data_rows:
value = ws.cell(r, col).value
text = "" if value is None else str(value).strip()
if text and not re.fullmatch(r"\d{6}|\d{4}[A-Z]\d", text):
bad_tickers.append((r, text))
if ws.cell(r, col).number_format != "@":
bad_formats.append((r, ws.cell(r, col).number_format))
if bad_tickers:
errors.append(f"{sheet_name}.Ticker invalid samples: {bad_tickers[:5]}")
if bad_formats:
errors.append(f"{sheet_name}.Ticker must be text format '@'; samples={bad_formats[:5]}")
for column in sorted(STRICT_TEXT_CODE_COLUMNS.get(sheet_name, set())):
if column not in header_map:
continue
col = header_map[column]
bad_codes = []
bad_formats = []
for r in data_rows:
value = ws.cell(r, col).value
text = "" if value is None else str(value).strip()
if text and not re.fullmatch(r"\d{6}|\d{4}[A-Z]\d", text):
bad_codes.append((r, text))
if ws.cell(r, col).number_format != "@":
bad_formats.append((r, ws.cell(r, col).number_format))
if bad_codes:
errors.append(f"{sheet_name}.{column} invalid code samples: {bad_codes[:5]}")
if bad_formats:
errors.append(f"{sheet_name}.{column} must be text format '@'; samples={bad_formats[:5]}")
for column in sorted(numeric_columns):
if column not in header_map:
continue
col = header_map[column]
bad_values = []
date_like = []
for r in data_rows:
value = ws.cell(r, col).value
if value in (None, ""):
continue
if isinstance(value, (dt.date, dt.datetime)):
date_like.append((r, str(value)))
elif not is_number(value):
bad_values.append((r, value))
if date_like:
errors.append(f"{sheet_name}.{column} is date-formatted/date-valued; samples={date_like[:5]}")
if bad_values:
errors.append(f"{sheet_name}.{column} non-numeric samples: {bad_values[:5]}")
if sheet_name == "data_feed":
required = {
"Sell_Validation", "Sell_Qty", "Final_Action",
"Sell_Price_Basis", "Sell_Execution_Window", "Sell_Order_Type",
"Action_Priority", "Priority_Score", "Final_Rank",
"Account_Holding_Qty", "Rule_Sell_Qty",
"Override_Sell_Qty", "Override_Validation",
}
if required <= set(header_map):
sell_validation_col = header_map["Sell_Validation"]
sell_qty_col = header_map["Sell_Qty"]
final_action_col = header_map["Final_Action"]
action_priority_col = header_map["Action_Priority"]
priority_score_col = header_map["Priority_Score"]
final_rank_col = header_map["Final_Rank"]
account_qty_col = header_map["Account_Holding_Qty"]
rule_sell_qty_col = header_map["Rule_Sell_Qty"]
override_qty_col = header_map["Override_Sell_Qty"]
override_validation_col = header_map["Override_Validation"]
sell_action_col = header_map["Sell_Action"]
sell_price_basis_col = header_map["Sell_Price_Basis"]
sell_execution_window_col = header_map["Sell_Execution_Window"]
sell_order_type_col = header_map["Sell_Order_Type"]
bad_sell_qty = []
missing_sell_basis = []
bad_rule_qty = []
bad_override_qty = []
ranks = []
priority_rows = []
for r in data_rows:
sell_validation = ws.cell(r, sell_validation_col).value
sell_qty = ws.cell(r, sell_qty_col).value
sell_action = ws.cell(r, sell_action_col).value
if sell_validation == "NO_HOLDING_QTY" and sell_qty not in (None, ""):
bad_sell_qty.append((r, sell_qty))
if sell_action not in (None, "", "HOLD"):
basis = ws.cell(r, sell_price_basis_col).value
window = ws.cell(r, sell_execution_window_col).value
order_type = ws.cell(r, sell_order_type_col).value
if basis in (None, "") or window in (None, "") or order_type in (None, ""):
missing_sell_basis.append((r, sell_action, basis, window, order_type))
account_qty = ws.cell(r, account_qty_col).value
rule_sell_qty = ws.cell(r, rule_sell_qty_col).value
override_qty = ws.cell(r, override_qty_col).value
override_validation = ws.cell(r, override_validation_col).value
if sell_validation == "PASS" and is_number(rule_sell_qty) and is_number(account_qty):
if int(float(rule_sell_qty)) > int(float(account_qty)):
bad_rule_qty.append((r, rule_sell_qty, account_qty))
if override_validation == "PASS_USER_CASH_TARGET":
if not (is_number(override_qty) and is_number(account_qty)):
bad_override_qty.append((r, override_qty, account_qty, "missing_numeric"))
elif int(float(override_qty)) > int(float(account_qty)):
bad_override_qty.append((r, override_qty, account_qty, "exceeds_holding"))
final_action = ws.cell(r, final_action_col).value
action_priority = ws.cell(r, action_priority_col).value
priority_score = ws.cell(r, priority_score_col).value
final_rank = ws.cell(r, final_rank_col).value
if final_action not in (None, ""):
priority_rows.append((r, action_priority, priority_score, final_rank))
if is_number(final_rank):
ranks.append(int(float(final_rank)))
if bad_sell_qty:
errors.append(
"data_feed.Sell_Qty must be blank when Sell_Validation=NO_HOLDING_QTY; "
f"samples={bad_sell_qty[:5]}"
)
if missing_sell_basis:
errors.append(f"data_feed sell actions require price basis/window/order type samples: {missing_sell_basis[:5]}")
if bad_rule_qty:
errors.append(f"data_feed.Rule_Sell_Qty exceeds Account_Holding_Qty samples: {bad_rule_qty[:5]}")
if bad_override_qty:
errors.append(f"data_feed.Override_Sell_Qty invalid samples: {bad_override_qty[:5]}")
if priority_rows:
expected = list(range(1, len(priority_rows) + 1))
if sorted(ranks) != expected:
errors.append(
"data_feed.Final_Rank must be a contiguous 1-based rank across final-action rows; "
f"found={sorted(ranks)[:20]}, expected_count={len(priority_rows)}"
)
missing_priority = [
(r, action_priority, priority_score, final_rank)
for r, action_priority, priority_score, final_rank in priority_rows
if not (is_number(action_priority) and is_number(priority_score) and is_number(final_rank))
]
if missing_priority:
errors.append(f"data_feed final priority fields missing/non-numeric samples: {missing_priority[:5]}")
if sheet_name == "etf_nav_manual":
required_for_enabled = {"ETF_Ticker", "NAV", "iNAV", "Source_Date", "Enabled"}
if required_for_enabled <= set(header_map):
enabled_col = header_map["Enabled"]
nav_col = header_map["NAV"]
inav_col = header_map["iNAV"]
date_col = header_map["Source_Date"]
invalid_enabled = []
for r in data_rows:
enabled = str(ws.cell(r, enabled_col).value or "").strip().upper()
if enabled not in {"Y", "YES", "TRUE", "1"}:
continue
nav = ws.cell(r, nav_col).value
inav = ws.cell(r, inav_col).value
source_date = ws.cell(r, date_col).value
if not (is_number(nav) or is_number(inav)) or source_date in (None, ""):
invalid_enabled.append((r, nav, inav, source_date))
if invalid_enabled:
errors.append(
"etf_nav_manual Enabled=Y rows require NAV or iNAV plus Source_Date; "
f"samples={invalid_enabled[:5]}"
)
if sheet_name == "core_satellite_status":
required = {"Status", "Universe_Count", "Processed_Count", "Coverage_Pct"}
if required <= set(header_map):
status_col = header_map["Status"]
universe_col = header_map["Universe_Count"]
processed_col = header_map["Processed_Count"]
coverage_col = header_map["Coverage_Pct"]
status_rows = data_rows[:1]
for r in status_rows:
status = str(ws.cell(r, status_col).value or "").strip()
universe = ws.cell(r, universe_col).value
processed = ws.cell(r, processed_col).value
coverage = ws.cell(r, coverage_col).value
if status == "COMPLETE":
if not (is_number(universe) and is_number(processed) and int(float(universe)) == int(float(processed))):
errors.append(f"core_satellite_status COMPLETE but processed != universe at row {r}")
if not (is_number(coverage) and float(coverage) >= 99.9):
errors.append(f"core_satellite_status COMPLETE but coverage < 100 at row {r}: {coverage}")
return errors, warnings
def main() -> int:
errors: list[str] = []
warnings: list[str] = []
if not XLSX.exists():
errors.append(f"missing xlsx: {XLSX}")
elif not zipfile.is_zipfile(XLSX):
errors.append(f"not a valid xlsx zip: {XLSX}")
else:
names = workbook_sheet_names(XLSX)
missing = sorted(REQUIRED_SHEETS - set(names))
if missing:
errors.append(f"missing required sheets: {missing}; found={names}")
bad_names = [name for name in names if re.search(r"\s+$", name)]
if bad_names:
errors.append(f"sheet names have trailing spaces: {bad_names}")
sheet_map = workbook_sheet_map(XLSX)
strings = shared_strings(XLSX)
for sheet_name, required in REQUIRED_COLUMNS.items():
if sheet_name not in sheet_map:
continue
candidate_rows = first_rows_values(XLSX, sheet_map[sheet_name], strings)
matched_header = next((set(row) for row in candidate_rows if required <= set(row)), None)
if matched_header is None:
best = max((set(row) for row in candidate_rows), key=lambda row: len(required & row), default=set())
missing_cols = sorted(required - best)
errors.append(f"{sheet_name} missing required columns: {missing_cols}; sampled_rows={candidate_rows}")
recommended = RECOMMENDED_COLUMNS.get(sheet_name, set())
if recommended:
best = max((set(row) for row in candidate_rows), key=lambda row: len(recommended & row), default=set())
missing_recommended = sorted(recommended - best)
if missing_recommended:
warnings.append(f"{sheet_name} missing recommended columns: {missing_recommended}")
strict_errors, strict_warnings = strict_workbook_checks(XLSX)
errors.extend(strict_errors)
warnings.extend(strict_warnings)
if errors:
print("DATA SAMPLE VALIDATION FAIL")
for err in errors:
print(f"- {err}")
return 1
print(f"DATA SAMPLE VALIDATION OK: {XLSX.name} role={WORKBOOK_ROLE}")
for warning in warnings:
print(f"DATA SAMPLE VALIDATION WARN: {warning}")
return 0
if __name__ == "__main__":
raise SystemExit(main())