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 +1,152 @@
+from __future__ import annotations
+
+import json
+import sys
+from pathlib import Path
+from typing import Any
+
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_JSON = ROOT / "GatherTradingData.json"
+VALID_EXECUTION_STATUSES = {"PROPOSAL_ONLY", "EXECUTION_WAIT", "EXECUTION_READY"}
+REQUIRED_FIELDS = {
+    "account",
+    "ticker",
+    "name",
+    "proposal_type",
+    "proposed_limit_price_krw",
+    "proposed_price_basis",
+    "proposed_quantity",
+    "proposed_quantity_basis",
+    "stop1_price_krw",
+    "stop1_quantity",
+    "stop2_price_krw",
+    "stop2_quantity",
+    "stop3_price_krw",
+    "stop3_quantity",
+    "tp1_price_krw",
+    "tp1_quantity",
+    "tp2_price_krw",
+    "tp2_quantity",
+    "tp3_price_krw",
+    "tp3_quantity",
+    "execution_status",
+    "block_reason",
+}
+
+
+def load_harness(path: Path) -> dict[str, Any]:
+    payload = json.loads(path.read_text(encoding="utf-8"))
+    if isinstance(payload, dict) and isinstance(payload.get("data"), dict):
+        maybe = payload["data"].get("_harness_context")
+        if isinstance(maybe, dict):
+            return maybe
+    return payload
+
+
+def parse_bool(value: Any) -> bool | None:
+    if isinstance(value, bool):
+        return value
+    if isinstance(value, str):
+        lowered = value.strip().lower()
+        if lowered in {"true", "1", "y", "yes"}:
+            return True
+        if lowered in {"false", "0", "n", "no"}:
+            return False
+    return None
+
+
+def parse_jsonish(value: Any) -> Any:
+    if isinstance(value, (list, dict)):
+        return value
+    if isinstance(value, str) and value.strip():
+        return json.loads(value)
+    return None
+
+
+def validate_rows(rows: Any) -> list[str]:
+    errors: list[str] = []
+    if not isinstance(rows, list):
+        return ["proposal_reference_json: must be a list"]
+    for idx, row in enumerate(rows):
+        if not isinstance(row, dict):
+            errors.append(f"proposal_reference_json[{idx}]: must be an object")
+            continue
+        missing = sorted(REQUIRED_FIELDS - set(row))
+        if missing:
+            errors.append(f"proposal_reference_json[{idx}] missing fields: {missing}")
+        for field in (
+            "proposed_limit_price_krw",
+            "proposed_quantity",
+            "stop1_price_krw",
+            "stop1_quantity",
+            "stop2_price_krw",
+            "stop2_quantity",
+            "stop3_price_krw",
+            "stop3_quantity",
+            "tp1_price_krw",
+            "tp1_quantity",
+            "tp2_price_krw",
+            "tp2_quantity",
+            "tp3_price_krw",
+            "tp3_quantity",
+        ):
+            value = row.get(field)
+            if value is not None and not isinstance(value, int):
+                errors.append(f"proposal_reference_json[{idx}].{field}: must be integer or null")
+        status = row.get("execution_status")
+        if status is not None and status not in VALID_EXECUTION_STATUSES:
+            errors.append(
+                f"proposal_reference_json[{idx}].execution_status invalid: {status!r}"
+            )
+    return errors
+
+
+def main() -> int:
+    args = sys.argv[1:]
+    require = "--require" in args
+    positional = [arg for arg in args if arg != "--require"]
+    path = Path(positional[0]) if positional else DEFAULT_JSON
+    if not path.is_absolute():
+        path = ROOT / path
+
+    harness = load_harness(path)
+    lock = parse_bool(harness.get("proposal_reference_lock"))
+    raw = harness.get("proposal_reference_json")
+
+    if raw is None:
+        if require:
+            print("PROPOSAL REFERENCE FAIL")
+            print("- proposal_reference_json missing")
+            return 1
+        print("PROPOSAL REFERENCE SKIP: proposal_reference_json not present yet")
+        return 0
+
+    if lock is not True:
+        if require:
+            print("PROPOSAL REFERENCE FAIL")
+            print(f"- proposal_reference_lock must be true when proposal_reference_json exists, found={harness.get('proposal_reference_lock')!r}")
+            return 1
+        print("PROPOSAL REFERENCE SKIP: proposal_reference_json present but proposal_reference_lock is not true")
+        return 0
+
+    try:
+        rows = parse_jsonish(raw)
+    except Exception as exc:
+        print("PROPOSAL REFERENCE FAIL")
+        print(f"- proposal_reference_json invalid JSON: {exc}")
+        return 1
+
+    errors = validate_rows(rows)
+    if errors:
+        print("PROPOSAL REFERENCE FAIL")
+        for err in errors:
+            print(f"- {err}")
+        return 1
+
+    print(f"PROPOSAL REFERENCE OK: rows={len(rows)}")
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())