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 +1,172 @@
+"""validate_factor_conflict_matrix_v1.py — spec/53: H002_FACTOR_CONFLICT_MATRIX
+
+Verifies that every active factor family pair has a defined conflict precedence
+and that no unresolved conflicts exist in the current decision packet.
+
+formula_id: VALIDATE_FACTOR_CONFLICT_MATRIX_V1
+contract:   spec/53_factor_conflict_matrix.yaml
+"""
+from __future__ import annotations
+
+import json
+import sys
+from pathlib import Path
+
+import yaml
+
+ROOT = Path(__file__).resolve().parents[1]
+
+DEFAULT_TAXONOMY = ROOT / "spec" / "43_quant_factor_taxonomy.yaml"
+DEFAULT_PACKET   = ROOT / "Temp" / "final_decision_packet_active.json"
+DEFAULT_CONFLICT_SPEC = ROOT / "spec" / "53_factor_conflict_matrix.yaml"
+OUTPUT_PATH      = ROOT / "Temp" / "factor_conflict_matrix_v1.json"
+
+# Ordered precedence families (rank 1 = highest)
+CONFLICT_PRECEDENCE = [
+    "portfolio_risk_budget",
+    "execution_quality",
+    "entry_timing",
+    "smart_money_liquidity",
+    "fundamental_quality",
+    "market_regime",
+    "exit_value_preservation",
+]
+
+
+def _load_json(path: Path) -> dict:
+    if not path.exists():
+        return {"_missing": True, "_path": str(path)}
+    try:
+        return json.loads(path.read_text(encoding="utf-8"))
+    except Exception as e:
+        return {"_error": str(e), "_path": str(path)}
+
+
+def _load_yaml(path: Path) -> dict:
+    if not path.exists():
+        return {"_missing": True, "_path": str(path)}
+    try:
+        obj = yaml.safe_load(path.read_text(encoding="utf-8"))
+        return obj if isinstance(obj, dict) else {}
+    except Exception as e:
+        return {"_error": str(e), "_path": str(path)}
+
+
+def _extract_active_families(taxonomy: dict) -> list[str]:
+    families = []
+    factors = taxonomy.get("factors") or {}
+    if isinstance(factors, dict):
+        for fid, fdata in factors.items():
+            if isinstance(fdata, dict) and fdata.get("lifecycle_state") == "active":
+                fam = fdata.get("family") or fdata.get("domain")
+                if fam and fam not in families:
+                    families.append(fam)
+    return families
+
+
+def _check_precedence_coverage(active_families: list[str]) -> tuple[int, list[str]]:
+    """Count families not covered by the precedence matrix."""
+    undefined = [f for f in active_families if f not in CONFLICT_PRECEDENCE]
+    return len(undefined), undefined
+
+
+def _detect_conflicts_in_packet(packet: dict) -> list[dict]:
+    """Look for explicit signal contradictions in per_ticker data."""
+    conflicts = []
+    per_ticker = packet.get("per_ticker") or {}
+    if not isinstance(per_ticker, dict):
+        return conflicts
+
+    for ticker, data in per_ticker.items():
+        if not isinstance(data, dict):
+            continue
+        # Detect buy signal + high heat block simultaneously
+        buy_signal = str(data.get("final_action") or "").upper()
+        heat_gate  = str(data.get("total_heat_gate") or "").upper()
+        if "BUY" in buy_signal and heat_gate in ("BLOCK_NEW_BUY", "HALVE"):
+            conflicts.append({
+                "ticker": ticker,
+                "conflict_type": "BUY_SIGNAL_vs_HEAT_BLOCK",
+                "family_a": "entry_timing",
+                "family_b": "portfolio_risk_budget",
+                "resolution": "portfolio_risk_budget wins (rank=1)",
+                "resolved": True,
+            })
+
+        # Detect sell signal + profit_lock preservation simultaneously
+        if "SELL" in buy_signal or "EXIT" in buy_signal:
+            profit_lock = str(data.get("profit_lock_stage") or "").upper()
+            if profit_lock not in ("", "NORMAL", "NONE"):
+                conflicts.append({
+                    "ticker": ticker,
+                    "conflict_type": "SELL_SIGNAL_vs_PROFIT_LOCK",
+                    "family_a": "exit_value_preservation",
+                    "family_b": "portfolio_risk_budget",
+                    "resolution": "portfolio_risk_budget wins (rank=1)",
+                    "resolved": True,
+                })
+
+    return conflicts
+
+
+def run(taxonomy_path: Path, packet_path: Path) -> dict:
+    taxonomy = _load_yaml(taxonomy_path)
+    packet   = _load_json(packet_path)
+
+    if taxonomy.get("_missing") and packet.get("_missing"):
+        result = {
+            "gate": "SKIP",
+            "reason": "taxonomy and packet both missing",
+            "unresolved_conflict_count": 0,
+            "contract": "spec/53_factor_conflict_matrix.yaml",
+        }
+        OUTPUT_PATH.parent.mkdir(parents=True, exist_ok=True)
+        OUTPUT_PATH.write_text(json.dumps(result, ensure_ascii=False, indent=2))
+        return result
+
+    active_families = _extract_active_families(taxonomy)
+    undefined_count, undefined_families = _check_precedence_coverage(active_families)
+
+    conflicts = []
+    if not packet.get("_missing"):
+        conflicts = _detect_conflicts_in_packet(packet)
+
+    unresolved = [c for c in conflicts if not c.get("resolved")]
+    unresolved_count = unresolved.__len__() + undefined_count
+
+    gate = "PASS" if unresolved_count == 0 else "FAIL"
+
+    result = {
+        "gate": gate,
+        "conflict_matrix": conflicts,
+        "unresolved_conflict_count": unresolved_count,
+        "precedence_undefined_families": undefined_families,
+        "active_families_checked": active_families,
+        "total_conflicts_detected": len(conflicts),
+        "contract": "spec/53_factor_conflict_matrix.yaml",
+    }
+
+    OUTPUT_PATH.parent.mkdir(parents=True, exist_ok=True)
+    OUTPUT_PATH.write_text(json.dumps(result, ensure_ascii=False, indent=2))
+    return result
+
+
+def main() -> None:
+    import argparse
+    parser = argparse.ArgumentParser(description="H002 Factor Conflict Matrix Validator")
+    parser.add_argument("--taxonomy", default=str(DEFAULT_TAXONOMY))
+    parser.add_argument("--packet",   default=str(DEFAULT_PACKET))
+    args = parser.parse_args()
+
+    result = run(Path(args.taxonomy), Path(args.packet))
+    gate = result.get("gate", "FAIL")
+    print(f"[H002_FACTOR_CONFLICT_MATRIX] gate={gate} "
+          f"conflicts={result.get('total_conflicts_detected', 0)} "
+          f"unresolved={result.get('unresolved_conflict_count', 0)}")
+    if gate == "FAIL":
+        print("  FAIL — undefined families:", result.get("precedence_undefined_families"))
+        sys.exit(1)
+
+
+if __name__ == "__main__":
+    main()