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 +1,77 @@
+import yaml
+import argparse
+import sys
+import json
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+
+def main():
+    parser = argparse.ArgumentParser()
+    parser.add_argument("--taxonomy", default="spec/43_quant_factor_taxonomy.yaml")
+    args = parser.parse_args()
+
+    taxonomy_path = ROOT / args.taxonomy
+    if not taxonomy_path.exists():
+        print(f"Taxonomy file not found: {taxonomy_path}")
+        return 1
+
+    try:
+        tax = yaml.safe_load(taxonomy_path.read_text(encoding="utf-8"))
+    except Exception as e:
+        print(f"Error parsing taxonomy: {e}")
+        return 1
+
+    required_fields = tax.get("required_lifecycle_fields", [])
+    if not required_fields:
+        # Fallback to 14 fields if not in taxonomy
+        required_fields = [
+            "factor_id", "hypothesis", "horizon", "decay_half_life",
+            "input_fields", "formula_id", "conflict_precedence",
+            "activation_threshold", "retirement_condition", "owner",
+            "reviewer", "lifecycle_state", "activation_date", "expected_edge_formula"
+        ]
+
+    factors_path = ROOT / "spec" / "factor_lifecycle_registry.yaml"
+    if not factors_path.exists():
+        print(f"Factors registry not found: {factors_path}")
+        return 1
+    
+    try:
+        factors_data = yaml.safe_load(factors_path.read_text(encoding="utf-8"))
+    except Exception as e:
+        print(f"Error parsing factors: {e}")
+        return 1
+
+    factors = factors_data.get("factors", [])
+    if isinstance(factors_data, dict) and "factors" not in factors_data:
+        factors = list(factors_data.values())
+
+    report = {
+        "formula_id": "FACTOR_LIFECYCLE_COMPLETENESS_V2",
+        "factor_count": len(factors),
+        "missing_fields": []
+    }
+
+    total_fields = len(factors) * len(required_fields)
+    filled_fields = 0
+
+    for factor in factors:
+        if not isinstance(factor, dict): continue
+        for field in required_fields:
+            if field in factor and factor[field]:
+                filled_fields += 1
+            else:
+                report["missing_fields"].append({
+                    "factor_id": factor.get("factor_id", "unknown"),
+                    "field": field
+                })
+
+    report["completeness_pct"] = (filled_fields / total_fields * 100) if total_fields > 0 else 100
+    report["gate"] = "PASS" if report["completeness_pct"] == 100 else "WARN"
+
+    print(json.dumps(report, indent=2))
+    return 0
+
+if __name__ == "__main__":
+    main()