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 +1,58 @@
+from __future__ import annotations
+
+import json
+from pathlib import Path
+
+import yaml
+
+ROOT = Path(__file__).resolve().parents[1]
+
+
+def main() -> int:
+    spec_path = ROOT / "spec" / "36_goal_risk_budget_harness.yaml"
+    if not spec_path.exists():
+        print(json.dumps({"formula_id": "GOAL_RISK_BUDGET_HARNESS_V1", "gate": "FAIL",
+                          "error": f"spec not found: {spec_path}"}))
+        return 1
+
+    spec = yaml.safe_load(spec_path.read_text(encoding="utf-8"))
+    required_fields = spec.get("required_fields", [])
+
+    # D+2 cash counts as immediate defense — confirmed by cash_defense_line_d2_used in spec
+    d2_cash_in_spec = "cash_defense_line_d2_used" in required_fields
+    cash_floor_rule = "D+2 cash counts as immediate defense" if d2_cash_in_spec else "MISSING"
+
+    # Check for risk budget violations from cash ledger artifact
+    ledger_path = ROOT / "Temp" / "cash_ledger_v2.json"
+    risk_budget_violation_count = 0
+    ledger_status = "DATA_MISSING"
+
+    if ledger_path.exists():
+        ledger = json.loads(ledger_path.read_text(encoding="utf-8"))
+        ledger_status = ledger.get("gate", "UNKNOWN")
+        if ledger_status != "PASS":
+            risk_budget_violation_count = 1
+        cross_leak = ledger.get("cross_account_cash_leak_count", 0)
+        if cross_leak > 0:
+            risk_budget_violation_count += cross_leak
+
+    gate = "PASS" if d2_cash_in_spec and risk_budget_violation_count == 0 else "FAIL"
+
+    result = {
+        "formula_id": "GOAL_RISK_BUDGET_HARNESS_V1",
+        "spec_required_fields": required_fields,
+        "cash_floor_rule": cash_floor_rule,
+        "d2_cash_defense_in_spec": d2_cash_in_spec,
+        "ledger_status": ledger_status,
+        "risk_budget_violation_count": risk_budget_violation_count,
+        "gate": gate,
+    }
+
+    out = ROOT / "Temp" / "goal_risk_budget_harness_v1.json"
+    out.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
+    print(json.dumps(result, ensure_ascii=True, indent=2))
+    return 0 if gate == "PASS" else 1
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())