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>
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"""validate_live_data_activation_gate_v1.py — P1-2: live data 자동 전환 게이트
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live_t20_count >= 30 도달 시 아래 상태 전환이 자동으로 이루어졌는지 검증한다:
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1. continuous_evaluation_dashboard: gate INSUFFICIENT_DATA → PASS
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2. prediction_accuracy_harness: calibration_state = CALIBRATED
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3. algorithm_guidance_proof: honest_proof_score >= 70
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4. pass_100_criteria: RELEASE_GATE_TRUTH_V1 PASS → hts_order_mode 해제
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live_t20 < 30이면 PENDING 상태를 보고하고 현재 축적 진행률을 출력한다.
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formula_id: VALIDATE_LIVE_DATA_ACTIVATION_GATE_V1
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"""
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from __future__ import annotations
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import json
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import sys
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from datetime import date
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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TEMP = ROOT / "Temp"
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OUTPUT_PATH = TEMP / "live_data_activation_gate_v1.json"
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LIVE_T20_THRESHOLD = 30
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HONEST_SCORE_THRESHOLD = 70.0
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ACTIVATION_DATE_TARGET = "2026-07-15"
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def _load_json(path: Path) -> dict:
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if not path.exists():
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return {"_missing": True, "_path": str(path)}
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try:
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return json.loads(path.read_text(encoding="utf-8"))
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except Exception as e:
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return {"_error": str(e), "_path": str(path)}
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def _get_live_t20_count(dashboard: dict, replay_sep: dict) -> int:
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"""Extract live T+20 count from available sources."""
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# Try continuous_evaluation_dashboard
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count = dashboard.get("live_t20_count")
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if count is not None:
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return int(count)
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weekly = dashboard.get("weekly_scorecard") or []
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if isinstance(weekly, list) and weekly:
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total = sum(w.get("trade_count", 0) for w in weekly)
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return total
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# Try live_replay_separation
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live_section = replay_sep.get("live") or {}
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return int(live_section.get("t20_count") or live_section.get("evaluated_count") or 0)
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def _check_transition_state(dashboard: dict, pred_acc: dict, agp: dict, pass100: dict) -> list[dict]:
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"""Check each auto-transition condition."""
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checks = []
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# Check 1: dashboard gate
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d_gate = str(dashboard.get("gate") or "INSUFFICIENT_DATA")
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checks.append({
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"condition": "evaluation_dashboard_gate",
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"target": "PASS",
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"actual": d_gate,
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"passed": d_gate == "PASS",
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"source": "Temp/continuous_evaluation_dashboard_v1.json",
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})
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# Check 2: calibration state
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cal_state = str(pred_acc.get("calibration_state") or "")
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checks.append({
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"condition": "prediction_calibration_state",
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"target": "CALIBRATED",
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"actual": cal_state,
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"passed": cal_state == "CALIBRATED",
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"source": "Temp/prediction_accuracy_harness_v2.json",
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})
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# Check 3: honest_proof_score
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honest = float(agp.get("honest_proof_score") or 0)
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checks.append({
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"condition": "honest_proof_score",
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"target": f">= {HONEST_SCORE_THRESHOLD}",
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"actual": honest,
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"passed": honest >= HONEST_SCORE_THRESHOLD,
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"source": "Temp/algorithm_guidance_proof_v1.json",
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})
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# Check 4: hts_order_mode
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hts_mode = str(pass100.get("hts_order_mode") or "THEORETICAL_ONLY")
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release_gate = str(pass100.get("effective_release_gate") or "FAIL")
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checks.append({
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"condition": "release_gate_truth",
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"target": "PASS",
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"actual": release_gate,
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"passed": release_gate == "PASS",
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"source": "Temp/pass_100_criteria_v3.json",
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})
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return checks
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def run() -> dict:
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dashboard = _load_json(TEMP / "continuous_evaluation_dashboard_v1.json")
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pred_acc = _load_json(TEMP / "prediction_accuracy_harness_v2.json")
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agp = _load_json(TEMP / "algorithm_guidance_proof_v1.json")
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pass100 = _load_json(TEMP / "pass_100_criteria_v3.json")
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replay_sep = _load_json(TEMP / "live_replay_separation_v3.json")
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live_t20_count = _get_live_t20_count(dashboard, replay_sep)
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progress_pct = round(100.0 * live_t20_count / LIVE_T20_THRESHOLD, 1)
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days_remaining = (
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(date.fromisoformat(ACTIVATION_DATE_TARGET) - date.today()).days
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if date.today() < date.fromisoformat(ACTIVATION_DATE_TARGET) else 0
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)
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if live_t20_count < LIVE_T20_THRESHOLD:
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result = {
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"gate": "PENDING",
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"live_t20_count": live_t20_count,
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"live_t20_threshold": LIVE_T20_THRESHOLD,
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"progress_pct": progress_pct,
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"days_to_target": days_remaining,
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"target_date": ACTIVATION_DATE_TARGET,
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"message": (
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f"live_t20={live_t20_count}/{LIVE_T20_THRESHOLD} "
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f"({progress_pct}%) — 목표일 {ACTIVATION_DATE_TARGET}까지 "
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f"{days_remaining}일 잔여"
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),
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"transition_checks": [],
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"all_transitions_complete": False,
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}
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else:
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transition_checks = _check_transition_state(dashboard, pred_acc, agp, pass100)
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all_pass = all(c["passed"] for c in transition_checks)
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gate = "PASS" if all_pass else "FAIL"
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result = {
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"gate": gate,
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"live_t20_count": live_t20_count,
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"live_t20_threshold": LIVE_T20_THRESHOLD,
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"progress_pct": 100.0,
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"message": (
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f"live_t20 임계값 도달({live_t20_count}건). "
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f"전환 조건 {'전부 PASS' if all_pass else '일부 FAIL — 재빌드 필요'}."
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),
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"transition_checks": transition_checks,
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"all_transitions_complete": all_pass,
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}
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OUTPUT_PATH.parent.mkdir(parents=True, exist_ok=True)
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OUTPUT_PATH.write_text(json.dumps(result, ensure_ascii=False, indent=2))
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return result
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def main() -> None:
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result = run()
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gate = result.get("gate", "PENDING")
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print(f"[VALIDATE_LIVE_DATA_ACTIVATION_GATE_V1] gate={gate}")
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print(f" {result.get('message')}")
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if gate == "FAIL":
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failed = [c for c in result.get("transition_checks", []) if not c["passed"]]
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for f in failed:
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print(f" FAIL: {f['condition']} — actual={f['actual']} target={f['target']}")
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sys.exit(1)
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if gate == "PENDING":
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sys.exit(0) # PENDING은 오류가 아님, 정상 진행 중
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if __name__ == "__main__":
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main()
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