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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#!/usr/bin/env python3
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from __future__ import annotations
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import argparse
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import json
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import re
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from pathlib import Path
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from typing import Any
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ROOT = Path(__file__).resolve().parents[1]
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def parse_number(text: str) -> float:
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# Remove commas and convert to float
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clean = text.replace(",", "").strip()
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return float(clean)
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def check_value(packet_val: Any, report_vals: list[float | str], is_rate: bool = False) -> tuple[str, list[str]]:
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mismatches = []
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if packet_val is None:
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return "PASS", mismatches
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for val in report_vals:
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if is_rate:
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try:
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p_v = float(packet_val)
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r_v = float(val)
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if abs(p_v - r_v) > 0.1: # 0.1%p limit
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mismatches.append(f"packet={p_v}% vs report={r_v}%")
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except ValueError:
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mismatches.append(f"packet={packet_val} vs report={val} (parse error)")
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else:
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if isinstance(packet_val, (int, float)):
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try:
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r_v = float(val)
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if abs(float(packet_val) - r_v) > 1.0: # 1 KRW limit
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mismatches.append(f"packet={packet_val} vs report={r_v}")
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except ValueError:
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mismatches.append(f"packet={packet_val} vs report={val} (parse error)")
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else:
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if str(packet_val).strip() != str(val).strip():
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mismatches.append(f"packet={packet_val} vs report={val}")
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status = "FAIL" if mismatches else "PASS"
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return status, mismatches
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--packet", default="Temp/final_decision_packet_active.json")
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ap.add_argument("--report", default="Temp/operational_report.json")
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args = ap.parse_args()
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packet_path = ROOT / args.packet
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report_path = ROOT / args.report
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if not packet_path.exists():
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print(f"Packet file not found: {packet_path}")
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return 1
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if not report_path.exists():
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print(f"Report file not found: {report_path}")
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return 1
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packet = json.loads(packet_path.read_text(encoding="utf-8"))
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report_data = json.loads(report_path.read_text(encoding="utf-8"))
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# Extract markdown content from all sections
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report_text = ""
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if isinstance(report_data, dict) and "sections" in report_data:
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report_text = "\n".join([str(s.get("markdown", "")) for s in report_data["sections"] if isinstance(s, dict)])
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else:
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report_text = str(report_data)
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metrics = packet.get("canonical_metrics", {})
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# 1. Total Asset
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total_asset_krw = metrics.get("total_asset_krw", {}).get("value")
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# 2. Cash Shortfall
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cash_shortfall_min_krw = metrics.get("cash_shortfall_min_krw", {}).get("value")
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# 3. Cash Recovered
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cash_recovered_krw = metrics.get("cash_recovered_krw", {}).get("value") or metrics.get("cash_recovered", {}).get("value")
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# 4. Execution Gate
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final_execution_gate = metrics.get("final_execution_gate", {}).get("value") or packet.get("routing_serving", {}).get("global_execution_gate", {}).get("value")
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# 5. HTS Order Count
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hts_order_count = metrics.get("hts_order_count", {}).get("value")
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# Regular expression searches
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# Total Asset
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asset_matches = []
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# e.g., 총자산 | **394,191,813원** or 포트폴리오 총자산: 394,191,813원
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for m in re.finditer(r"(?:총자산|포트폴리오 총자산)\s*(?:\||:)?\s*\*\*?([\d,]+)\s*원\*\*?", report_text):
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asset_matches.append(parse_number(m.group(1)))
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# Cash Shortfall
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shortfall_matches = []
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# e.g., 현금 부족액 | **59,128,772원** or 현금 59,128,772원 부족 or 즉시 현금 확보 (59,128,772원 부족) or 현금회복 원장 참조 (59,128,772원 부족)
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for m in re.finditer(r"(?:현금 부족액|현금부족|현금\s*\*\*?[\d,]+원\*\*?\s*부족|현금회복 원장 참조|즉시 현금 확보|현금\s*확보)\s*(?:\||:)?\s*\(?\s*\*\*?([\d,]+)\s*원\s*(?:부족)?\*\*?", report_text):
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shortfall_matches.append(parse_number(m.group(1)))
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# Cash Recovered / 정산현금
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recovered_matches = []
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# e.g., 정산현금 | 394,191,813원 / 0원
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# Let's extract from: 주식 평가액 / 정산현금 | 394,191,813원 / 0원
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for m in re.finditer(r"(?:정산현금|현금회복)\s*(?:\||:)?\s*(?:[\d,]+원\s*/\s*)?\*\*?([\d,]+)\s*원\*\*?", report_text):
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recovered_matches.append(parse_number(m.group(1)))
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# Execution Gate
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gate_matches = []
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# e.g., 실행 게이트 | 🟢 **AUDIT_ONLY**
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for m in re.finditer(r"(?:final_execution_gate|실행 게이트|신규매수)\s*(?:\||:)?\s*(?:[^\w]*)\*\*?([A-Z_]+)\*\*?", report_text):
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gate_matches.append(m.group(1).strip())
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# HTS Order Count
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order_count_matches = []
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# e.g., hts_order_count: **0**
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for m in re.finditer(r"(?:hts_order_count|HTS 주문\s*수|주문\s*수)\s*(?:\||:)?\s*\*\*?(\d+)\*\*?", report_text):
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order_count_matches.append(int(m.group(1)))
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all_errors = []
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asset_status, asset_errs = check_value(total_asset_krw, asset_matches)
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all_errors.extend(asset_errs)
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shortfall_status, shortfall_errs = check_value(cash_shortfall_min_krw, shortfall_matches)
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all_errors.extend(shortfall_errs)
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recovered_status, recovered_errs = check_value(cash_recovered_krw, recovered_matches)
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all_errors.extend(recovered_errs)
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gate_status, gate_errs = check_value(final_execution_gate, gate_matches)
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all_errors.extend(gate_errs)
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order_status, order_errs = check_value(hts_order_count, order_count_matches)
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all_errors.extend(order_errs)
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gate_result = "PASS" if not all_errors else "FAIL"
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result = {
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"formula_id": "REPORT_NUMERIC_CONSISTENCY_GUARD_V2",
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"total_asset_krw": {
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"packet_value": total_asset_krw,
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"report_matches": asset_matches,
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"status": asset_status
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},
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"cash_shortfall_min_krw": {
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"packet_value": cash_shortfall_min_krw,
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"report_matches": shortfall_matches,
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"status": shortfall_status
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},
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"cash_recovered_krw": {
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"packet_value": cash_recovered_krw,
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"report_matches": recovered_matches,
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"status": recovered_status
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},
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"final_execution_gate": {
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"packet_value": final_execution_gate,
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"report_matches": gate_matches,
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"status": gate_status
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},
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"hts_order_count": {
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"packet_value": hts_order_count,
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"report_matches": order_count_matches,
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"status": order_status
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},
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"errors": all_errors,
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"gate": gate_result
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}
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out_path = ROOT / "Temp" / "report_numeric_consistency_guard_v2.json"
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out_path.parent.mkdir(parents=True, exist_ok=True)
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out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps(result, ensure_ascii=False, indent=2))
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if gate_result == "FAIL":
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print("FAIL_CROSS_SECTION_NUMERIC_CONFLICT: Numeric inconsistency detected between packet and report.")
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return 1
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return 0
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if __name__ == "__main__":
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import sys
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sys.exit(main())
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