feat: sector trend analysis + ETF representative monitor (DAG step_count 81->83)

- src/quant_engine/sector_trend_analysis.py: ETF proxy 기반 11개 섹터 동향 + smart money lens
- src/quant_engine/etf_representative_monitor.py: ETF 대표 종목 8개 추적 + 벤치마크 연동
- tools/build_sector_trend_analysis_v1.py: SECTOR_TREND_ANALYSIS_V1 Temp JSON 생성
- tools/build_etf_representative_monitor_v1.py: ETF_REPRESENTATIVE_MONITOR_V1 Temp JSON 생성
- tools/update_workbook_sector_insights.py: Google Sheets 섹터 인사이트 동기화
- spec/41_release_dag.yaml: step_count 81->83, wave_1에 2개 신규 노드 등록
- validate_engine_harness_gate.py: CHECK_87B (SECTOR_TREND_ANALYSIS_V1) + ETF monitor DAG 스텝 추가
- render_operational_report.py: sector_trend_analysis_v1 / etf_representative_monitor_v1 / portfolio_performance_summary 섹션 추가
- gas_lib.gs: doPost + syncSectorInsightSheets_ (섹터 인사이트 GAS 동기화 엔드포인트)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
2026-06-14 20:52:17 +09:00
parent e5ef9f1d3b
commit f56dd37286
16 changed files with 2227 additions and 6 deletions
+7
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@@ -2,6 +2,7 @@ import json
import os
import requests
import time
import subprocess
from pathlib import Path
ROOT = Path(__file__).resolve().parent.parent
@@ -93,6 +94,12 @@ def main():
print("\nDownload failed. Please check Drive API scopes.")
else:
print("\nGAS execution failed. Process aborted.")
print("Falling back to local workbook sector-insight build...")
fallback = subprocess.run(["python", "tools/update_workbook_sector_insights.py"], cwd=str(ROOT))
if fallback.returncode == 0:
print("Local sector-insight workbook updated.")
else:
print("Local sector-insight workbook build failed.")
except Exception as e:
print(f"Error: {e}")
@@ -0,0 +1,42 @@
from __future__ import annotations
import json
import sys
from pathlib import Path
ROOT = Path(__file__).resolve().parents[1]
if str(ROOT) not in sys.path:
sys.path.insert(0, str(ROOT))
from src.quant_engine.etf_representative_monitor import build_etf_representative_monitor
DEFAULT_JSON = ROOT / "GatherTradingData.json"
DEFAULT_OUT = ROOT / "Temp" / "etf_representative_monitor_v1.json"
def _ensure_utf8_stdio() -> None:
if sys.stdout.encoding and sys.stdout.encoding.lower() not in ("utf-8", "utf8"):
sys.stdout = open(sys.stdout.fileno(), mode="w", encoding="utf-8", buffering=1)
if sys.stderr.encoding and sys.stderr.encoding.lower() not in ("utf-8", "utf8"):
sys.stderr = open(sys.stderr.fileno(), mode="w", encoding="utf-8", buffering=1)
def main() -> int:
_ensure_utf8_stdio()
payload = {}
if DEFAULT_JSON.exists():
try:
payload = json.loads(DEFAULT_JSON.read_text(encoding="utf-8"))
except Exception:
payload = {}
result = build_etf_representative_monitor(payload if isinstance(payload, dict) else {})
DEFAULT_OUT.parent.mkdir(parents=True, exist_ok=True)
DEFAULT_OUT.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
print("ETF_REPRESENTATIVE_MONITOR_V1")
print(json.dumps(result, ensure_ascii=False, indent=2))
return 0
if __name__ == "__main__":
raise SystemExit(main())
+33
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@@ -0,0 +1,33 @@
from __future__ import annotations
import json
import sys
from pathlib import Path
ROOT = Path(__file__).resolve().parents[1]
if str(ROOT) not in sys.path:
sys.path.insert(0, str(ROOT))
from src.quant_engine.sector_trend_analysis import build_sector_trend_analysis
DEFAULT_JSON = ROOT / "GatherTradingData.json"
DEFAULT_OUT = ROOT / "Temp" / "sector_trend_analysis_v1.json"
def main() -> int:
payload = {}
if DEFAULT_JSON.exists():
try:
payload = json.loads(DEFAULT_JSON.read_text(encoding="utf-8"))
except Exception:
payload = {}
result = build_sector_trend_analysis(payload if isinstance(payload, dict) else {})
DEFAULT_OUT.parent.mkdir(parents=True, exist_ok=True)
DEFAULT_OUT.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
print("SECTOR_TREND_ANALYSIS_V1")
print(json.dumps(result, ensure_ascii=False, indent=2))
return 0
if __name__ == "__main__":
raise SystemExit(main())
+105
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@@ -8,6 +8,7 @@ import shutil
import json
import argparse
import subprocess
import urllib.request
from pathlib import Path
ROOT = Path(__file__).resolve().parent.parent
@@ -54,7 +55,12 @@ BUNDLE_MAP: dict[str, list[str]] = {
}
SCRIPT_ID = "1xfeBAeeknmnBtSvrIqWXO_2hc3ByeriLUOSuOOB4YxLLHhN3zdnL7tVh"
PROJECT_ID = "1072944905499"
DEPLOYMENT_ID = "AKfycbzq1XM53XafyCNYurnF9TAQHT3FHBDsBd36rCbCoWSmJD3SaZ1BHCPDYZYhclG9qD5Y"
DEFAULT_WEBAPP_URL = f"https://script.google.com/macros/s/{DEPLOYMENT_ID}/exec"
SECTOR_TREND_JSON = ROOT / "Temp" / "sector_trend_analysis_v1.json"
ETF_REP_JSON = ROOT / "Temp" / "etf_representative_monitor_v1.json"
SECTOR_INSIGHT_BUNDLE = DEPLOY_DIR / "gas_sector_insight_payload.gs"
def get_now_kst() -> str:
@@ -113,6 +119,7 @@ def build_deploy(dry_run: bool = False) -> bool:
if not dry_run:
clasp_cfg = {
"scriptId": SCRIPT_ID,
"projectId": PROJECT_ID,
"rootDir": str(DEPLOY_DIR.relative_to(ROOT)).replace("\\", "/"),
}
(ROOT / ".clasp.json").write_text(
@@ -166,10 +173,96 @@ def clasp_deploy() -> bool:
return False
def _sector_insight_payload() -> dict:
if not SECTOR_TREND_JSON.exists():
raise FileNotFoundError(SECTOR_TREND_JSON)
if not ETF_REP_JSON.exists():
raise FileNotFoundError(ETF_REP_JSON)
return {
"action": "sync_sector_insights",
"sector_trend_analysis": json.loads(SECTOR_TREND_JSON.read_text(encoding="utf-8")),
"etf_representative_monitor": json.loads(ETF_REP_JSON.read_text(encoding="utf-8")),
}
def write_sector_insight_bundle() -> bool:
try:
payload = _sector_insight_payload()
except Exception as exc:
print("[deploy_gas] cannot build sector insight payload: " + str(exc))
return False
bundle = (
"// Auto-generated by tools/deploy_gas.py\n"
"// Contains the latest sector insight payload for clasp run fallback.\n"
"const __SECTOR_INSIGHT_PAYLOAD__ = "
+ json.dumps(payload, ensure_ascii=False, indent=2)
+ ";\n"
"function syncSectorInsightSheetsFromBundle_() {\n"
" return syncSectorInsightSheets(__SECTOR_INSIGHT_PAYLOAD__);\n"
"}\n"
)
SECTOR_INSIGHT_BUNDLE.write_text(bundle, encoding="utf-8")
print("[deploy_gas] write " + str(SECTOR_INSIGHT_BUNDLE))
return True
def sync_sector_insights(webapp_url: str) -> bool:
if not webapp_url:
print("[deploy_gas] sync-sector-insights requires --webapp-url")
return False
try:
payload = _sector_insight_payload()
except Exception as exc:
print("[deploy_gas] missing sector insight data: " + str(exc))
return False
body = json.dumps(payload, ensure_ascii=False).encode("utf-8")
req = urllib.request.Request(
webapp_url,
data=body,
headers={"Content-Type": "application/json; charset=utf-8"},
method="POST",
)
try:
with urllib.request.urlopen(req, timeout=120) as resp:
text = resp.read().decode("utf-8", errors="replace")
print("[deploy_gas] sync_sector_insights OK")
print(text)
return True
except Exception as exc:
print("[deploy_gas] sync_sector_insights FAILED: " + str(exc))
return False
def sync_sector_insights_via_clasp_run() -> bool:
if not SECTOR_INSIGHT_BUNDLE.exists():
print(f"[deploy_gas] missing {SECTOR_INSIGHT_BUNDLE.name}")
return False
print("[deploy_gas] clasp run syncSectorInsightSheetsFromBundle_ ...")
res = subprocess.run(
["npx", "@google/clasp", "run", "syncSectorInsightSheetsFromBundle_", "--nondev"],
cwd=str(ROOT),
shell=True,
capture_output=True,
text=True,
encoding="utf-8",
errors="replace",
)
print(res.stdout)
if res.stderr:
print("STDERR: " + res.stderr[:500])
if res.returncode != 0:
print("[deploy_gas] clasp run syncSectorInsightSheetsFromBundle_ FAILED rc=" + str(res.returncode))
return False
print("[deploy_gas] clasp run syncSectorInsightSheetsFromBundle_ OK")
return True
def main() -> None:
parser = argparse.ArgumentParser(description="GAS auto-deploy")
parser.add_argument("--dry-run", action="store_true", help="List files without writing")
parser.add_argument("--skip-push", action="store_true", help="Bundle only, skip clasp push")
parser.add_argument("--sync-sector-insights", action="store_true", help="POST sector insight JSON to a deployed GAS web app")
parser.add_argument("--webapp-url", default=os.environ.get("GAS_WEBAPP_URL", DEFAULT_WEBAPP_URL), help="Apps Script web app URL for sync POST")
args = parser.parse_args()
ok = build_deploy(dry_run=args.dry_run)
@@ -177,8 +270,14 @@ def main() -> None:
print("[deploy_gas] Some source files missing -- check warnings above")
raise SystemExit(1)
if args.sync_sector_insights and not args.dry_run and not args.skip_push:
if not write_sector_insight_bundle():
raise SystemExit(1)
if args.dry_run or args.skip_push:
print("[deploy_gas] dry-run/skip-push -- push skipped")
if args.sync_sector_insights:
print("[deploy_gas] sync skipped because push/deploy was skipped")
return
if not clasp_push():
@@ -187,6 +286,12 @@ def main() -> None:
if not clasp_deploy():
raise SystemExit(1)
if args.sync_sector_insights:
if not sync_sector_insights(args.webapp_url):
print("[deploy_gas] webapp sync failed; falling back to clasp run")
if not sync_sector_insights_via_clasp_run():
raise SystemExit(1)
print("[deploy_gas] Done. To run_all: python tools/automate_routine.py")
+3
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@@ -15,6 +15,9 @@ REPORT_SECTION_ORDER = [
"single_conclusion",
"immediate_execution_playbook",
"market_context_learning_note",
"portfolio_performance_summary",
"sector_trend_analysis_v1",
"etf_representative_monitor_v1",
# PHASE-2: quality + readiness scores
"investment_quality_headline",
"operational_truth_score",
+321 -1
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@@ -7,17 +7,25 @@ from __future__ import annotations
import argparse
import json
import sys
from datetime import datetime, timezone
from pathlib import Path
from typing import Any
ROOT = Path(__file__).resolve().parents[1]
if str(ROOT) not in sys.path:
sys.path.insert(0, str(ROOT))
from src.quant_engine.etf_representative_monitor import build_etf_representative_monitor
from src.quant_engine.sector_trend_analysis import build_sector_trend_analysis
SECTION_ORDER = [
"exec_safety_declaration", "final_judgment_table", "final_execution_decision",
"concise_hts_input_sheet", "watch_breakout_gate",
"single_conclusion", "immediate_execution_playbook", "market_context_learning_note",
"investment_quality_headline", "operational_truth_score",
"portfolio_performance_summary",
"portfolio_sector_exposure_summary",
"sector_trend_analysis_v1", "etf_representative_monitor_v1", "investment_quality_headline", "operational_truth_score",
"execution_readiness_matrix", "pass_100_criteria",
"today_decision_summary_card", "routing_serving_trace",
"export_gate_diagnosis", "QEH_AUDIT_BLOCK",
@@ -48,6 +56,10 @@ SECTION_TITLES = {
"single_conclusion": "단일 결론",
"immediate_execution_playbook": "즉시 실행 플레이북",
"market_context_learning_note": "시장 컨텍스트 학습 노트",
"portfolio_performance_summary": "포트폴리오 성과 요약",
"portfolio_sector_exposure_summary": "포트폴리오 섹터 노출",
"sector_trend_analysis_v1": "섹터 동향 분석",
"etf_representative_monitor_v1": "ETF 대표 종목 모니터",
"investment_quality_headline": "투자 품질 헤드라인",
"operational_truth_score": "운영 진실성 점수",
"execution_readiness_matrix": "실행 준비도 매트릭스",
@@ -142,6 +154,34 @@ def _first_keys(items: list, n: int = 6) -> list[str]:
return []
def _num(value: Any, default: float = 0.0) -> float:
try:
return float(value)
except Exception:
return default
def _sparkline(values: list[Any]) -> str:
points: list[float] = []
for value in values:
try:
points.append(float(value))
except Exception:
continue
if not points:
return "n/a"
lo = min(points)
hi = max(points)
bars = "▁▂▃▄▅▆▇█"
if hi == lo:
return bars[len(bars) // 2] * len(points)
out = []
for value in points:
idx = int(round((value - lo) / (hi - lo) * (len(bars) - 1)))
out.append(bars[max(0, min(len(bars) - 1, idx))])
return "".join(out)
# ── PHASE-0 렌더러 ────────────────────────────────────────────────────────────
def _exec_safety_declaration(hctx: dict, se: list) -> str:
@@ -263,6 +303,283 @@ def _market_context_learning_note(hctx: dict, se: list) -> str:
return _kv(rows)
def _portfolio_performance_summary(data_root: dict, hctx: dict, se: list) -> str:
data = data_root.get("data", {}) if isinstance(data_root.get("data"), dict) else {}
daily = _sj(data.get("daily_history", []))
monthly = _sj(data.get("monthly_history", []))
account = _sj(data.get("account_snapshot", []))
if not isinstance(daily, list):
daily = []
if not isinstance(monthly, list):
monthly = []
if not isinstance(account, list):
account = []
latest_daily = daily[-1] if daily else {}
latest_month = monthly[-1] if monthly else {}
latest_capture = ""
latest_holdings: list[dict[str, Any]] = []
for row in account:
if not isinstance(row, dict):
continue
cap = str(row.get("captured_at", "") or "")
if cap and cap >= latest_capture:
latest_capture = cap
if latest_capture:
latest_holdings = [r for r in account if isinstance(r, dict) and str(r.get("captured_at", "") or "") == latest_capture]
asset_series = []
mdd_series = []
monthly_return_series = []
for row in daily[-10:]:
if isinstance(row, dict):
asset_series.append(row.get("Total_Asset_KRW", row.get("total_asset_krw", "")))
mdd_series.append(row.get("MDD_Pct", row.get("mdd_pct", "")))
for row in monthly[-10:]:
if isinstance(row, dict):
monthly_return_series.append(row.get("Actual_Return_Pct", row.get("actual_return_pct", "")))
rows = [
("최신 일간 자산", latest_daily.get("Total_Asset_KRW", latest_daily.get("total_asset_krw", ""))),
("최신 일간 MDD(%)", latest_daily.get("MDD_Pct", latest_daily.get("mdd_pct", ""))),
("최신 월간 자산", latest_month.get("Total_Asset", latest_month.get("total_asset", ""))),
("최신 월간 실현 수익률(%)", latest_month.get("Actual_Return_Pct", latest_month.get("actual_return_pct", ""))),
("최신 월간 MoM 수익률(%)", latest_month.get("MoM_Return_Pct", latest_month.get("mom_return_pct", ""))),
("최신 월간 YTD 수익률(%)", latest_month.get("YTD_Return_Pct", latest_month.get("ytd_return_pct", ""))),
("최신 스냅샷 시각", latest_capture or hctx.get("captured_at", "")),
("최신 보유 수", len(latest_holdings)),
]
md = "## 포트폴리오 성과 요약\n\n" + _kv(rows)
md += "\n\n**일간 자산 추이** \n" + _sparkline(asset_series)
md += "\n\n**일간 MDD 추이** \n" + _sparkline(mdd_series)
md += "\n\n**월간 수익률 추이** \n" + _sparkline(monthly_return_series)
if latest_holdings:
md += "\n\n**최신 보유 상위 스냅샷**\n\n"
md += _tbl(latest_holdings[:10], ["name", "ticker", "holding_quantity", "market_value", "return_pct"], max_rows=10)
else:
md += "\n\n_최신 보유 스냅샷 없음_"
return md
def _sector_trend_analysis_v1(data_root: dict, hctx: dict, se: list) -> str:
inner_data = data_root.get("data", {}) if isinstance(data_root.get("data"), dict) else {}
payload = {"data": inner_data, "data_root": data_root, "_harness_context": hctx}
result = build_sector_trend_analysis(payload)
if not isinstance(result, dict) or not result:
return _err(se, "sector_trend_analysis_v1", "sector trend analysis unavailable")
summary = result.get("summary") if isinstance(result.get("summary"), dict) else {}
concentration = result.get("concentration") if isinstance(result.get("concentration"), dict) else {}
rows = [
("최신 스냅샷", result.get("latest_snapshot_date", "")),
("이전 스냅샷", result.get("previous_snapshot_date", "")),
("섹터 수", result.get("sector_count", "")),
("ETF 프록시 섹터 수", summary.get("etf_proxy_count", "")),
("상승 섹터 수", summary.get("rising_count", "")),
("하락 섹터 수", summary.get("fading_count", "")),
("정체 섹터 수", summary.get("stable_count", "")),
("탑아웃 섹터 수", summary.get("topping_out_count", "")),
("양(+) breadth", summary.get("positive_breadth_count", "")),
("스마트자금 유입", summary.get("smart_money_inflow_count", "")),
("스마트자금 유출", summary.get("smart_money_outflow_count", "")),
("수급 정렬", summary.get("flow_aligned_count", "")),
("수급 이탈", summary.get("flow_diverging_count", "")),
("프록시 저신뢰", summary.get("low_proxy_confidence_count", "")),
("트렌드 포지션", summary.get("trend_posture", "")),
("집중 섹터", concentration.get("top_sector", "")),
("집중도 Top1%", concentration.get("top_sector_weight_pct", "")),
("집중도 Top2%", concentration.get("top2_weight_pct", "")),
]
md = _kv(rows)
md += "\n\n**ETF/수급 교차 진단**\n\n"
md += _kv([
("ETF 프록시 커버리지(%)", result.get("source", {}).get("proxy_coverage_pct", "")),
("유동성 경고 섹터", ", ".join(summary.get("outflow_warning_sectors", [])[:3]) if isinstance(summary.get("outflow_warning_sectors"), list) else ""),
("스마트머니 강세", ", ".join(summary.get("strong_smart_money_sectors", [])[:3]) if isinstance(summary.get("strong_smart_money_sectors"), list) else ""),
])
md += "\n\n**최근 시계열 추세**\n\n"
timeline = result.get("timeline") if isinstance(result.get("timeline"), list) else []
if timeline:
recent_timeline = timeline[-6:]
md += _tbl(recent_timeline, [
"snapshot_date", "sector_count", "avg_sector_score", "top_sector",
"top_sector_score", "positive_breadth_count", "liquidity_warn_count",
"net_smart_money_5d_krw",
], max_rows=6)
score_line = _sparkline([r.get("avg_sector_score") for r in recent_timeline])
money_line = _sparkline([r.get("net_smart_money_5d_krw") for r in recent_timeline])
md += "\n\n| 추세 | 그래프 |\n| --- | --- |\n"
md += f"| 섹터 평균 점수 | {score_line} |\n"
md += f"| 5D 스마트머니 합계 | {money_line} |\n"
else:
md += "_시계열 데이터 없음_"
md += "\n\n**섹터 상위 유입/경고**\n\n"
md += _kv([
("상위 유입", ", ".join(summary.get("top_inflow_sectors", [])[:3]) or "없음"),
("경고 섹터", ", ".join(summary.get("outflow_warning_sectors", [])[:3]) or "없음"),
("강한 수급", ", ".join(summary.get("strong_smart_money_sectors", [])[:3]) or "없음"),
])
rows_data = result.get("rows") if isinstance(result.get("rows"), list) else []
if rows_data:
md += "\n\n**섹터 상세 트렌드**\n\n" + _tbl(rows_data, [
"sector", "proxy_ticker", "proxy_name", "proxy_type", "etf_execution_use",
"etf_liquidity_status", "etf_nav_risk", "proxy_confidence", "rank",
"rank_delta_w1", "rank_delta_w2", "sector_score", "score_delta",
"sector_ret5d", "sector_ret20d", "etf_return_5d", "etf_return_20d",
"sector_etf_ret_gap_5d", "sector_etf_ret_gap_20d",
"smart_money_5d_krw_raw", "smart_money_20d_krw_raw", "smart_money_direction",
"flow_breadth_5d_raw", "liquidity_direction", "flow_alignment_state",
"alert_level", "decision_use", "momentum_state", "concentration_weight_pct",
], max_rows=20)
history_rows = data_root.get("data", {}).get("sector_flow_history", [])
if isinstance(history_rows, list) and history_rows:
sector_histories: dict[str, list[dict[str, Any]]] = {}
for item in history_rows:
if not isinstance(item, dict):
continue
sector = str(item.get("Sector") or "").strip()
if not sector:
continue
sector_histories.setdefault(sector, []).append(item)
tracked = [r.get("sector") for r in rows_data[:6] if r.get("sector")]
spark_rows = []
for sector in tracked:
series = sorted(sector_histories.get(sector, []), key=lambda r: str(r.get("Snapshot_Date") or ""))
latest_row = next((r for r in rows_data if r.get("sector") == sector), {})
spark_rows.append({
"sector": sector,
"score_trend": _sparkline([r.get("Sector_Score") for r in series[-6:]]),
"smart_money_trend": _sparkline([r.get("SmartMoney_5D_KRW") for r in series[-6:]]),
"latest_score": series[-1].get("Sector_Score", "") if series else "",
"latest_smart_money_5d": series[-1].get("SmartMoney_5D_KRW", "") if series else "",
"sector_ret20d": latest_row.get("sector_ret20d", ""),
"smart_money_direction": latest_row.get("smart_money_direction", ""),
"flow_alignment_state": latest_row.get("flow_alignment_state", ""),
})
if spark_rows:
md += "\n\n**섹터별 시계열 그래프**\n\n"
md += _tbl(spark_rows, [
"sector", "score_trend", "smart_money_trend", "latest_score", "latest_smart_money_5d",
"sector_ret20d", "smart_money_direction", "flow_alignment_state",
], max_rows=6)
md += "\n\n**포트폴리오 / 자금 맥락**\n\n"
beta_gate = _sj(hctx.get("portfolio_beta_gate_json", {}))
corr_gate = _sj(hctx.get("portfolio_correlation_gate_json", {}))
md += _kv([
("목표 자산", hctx.get("goal_asset_krw", "")),
("현재 자산", hctx.get("goal_current_asset_krw", hctx.get("total_asset_krw", ""))),
("목표 달성율(%)", hctx.get("goal_achievement_pct", "")),
("목표 상태", hctx.get("goal_status", "")),
("남은 목표액", hctx.get("goal_remaining_krw", "")),
("ETA", hctx.get("goal_eta_label", "")),
("ETA(개월)", hctx.get("goal_eta_months", "")),
("수익 보전 단계", hctx.get("profit_lock_stage", hctx.get("profit_preservation_lock", ""))),
("포트폴리오 헬스", (hctx.get("portfolio_health_json", {}) or {}).get("label", hctx.get("portfolio_health_label", "")) if isinstance(hctx.get("portfolio_health_json", {}), dict) else hctx.get("portfolio_health_label", "")),
("포트폴리오 점수", (hctx.get("portfolio_health_json", {}) or {}).get("score", hctx.get("portfolio_health_score", "")) if isinstance(hctx.get("portfolio_health_json", {}), dict) else hctx.get("portfolio_health_score", "")),
("알파 신뢰도", hctx.get("portfolio_alpha_confidence", "")),
("드로우다운 상태", hctx.get("drawdown_guard_state", hctx.get("portfolio_drawdown_gate", ""))),
("베타 게이트", beta_gate.get("gate_status", beta_gate.get("gate", "")) if isinstance(beta_gate, dict) else ""),
("포트폴리오 베타", beta_gate.get("portfolio_beta", "") if isinstance(beta_gate, dict) else ""),
("상관 게이트", corr_gate.get("correlation_gate_status", "") if isinstance(corr_gate, dict) else ""),
("상관 유효베타", corr_gate.get("effective_portfolio_beta", "") if isinstance(corr_gate, dict) else ""),
])
md += "\n\n**개선 제안**\n\n"
md += (
"- 섹터 수급은 ETF 프록시와 직접 스마트머니를 분리해서 보여주고, 둘이 어긋날 때 경고를 강화해야 합니다.\n"
"- 현재 시계열은 스코어와 스마트머니 중심이므로, 다음 단계에서는 5D/20D 수익률 변화를 동일한 스파크라인 패널에 추가하는 것이 좋습니다.\n"
"- 포트폴리오 자금 패널은 목표 달성율, 드로우다운, 베타, 알파 신뢰도를 함께 묶어 보여줘야 실제 투자 판단과 연결됩니다.\n"
)
return md
def _etf_representative_monitor_v1(data_root: dict, hctx: dict, se: list) -> str:
inner_data = data_root.get("data", {}) if isinstance(data_root.get("data"), dict) else {}
payload = {"data": inner_data, "data_root": data_root, "_harness_context": hctx}
result = build_etf_representative_monitor(payload)
if not isinstance(result, dict) or not result:
return _err(se, "etf_representative_monitor_v1", "etf representative monitor unavailable")
summary = result.get("summary") if isinstance(result.get("summary"), dict) else {}
rows_data = result.get("rows") if isinstance(result.get("rows"), list) else []
md = _kv([
("ETF 섹터 수", result.get("etf_sector_count", "")),
("추적 대표 종목 수", result.get("tracked_count", "")),
("BUY_REVIEW", summary.get("buy_review_count", "")),
("TRACK", summary.get("track_count", "")),
("WATCH", summary.get("watch_count", "")),
("CAUTION", summary.get("caution_count", "")),
("정렬(ETF vs 대표종목)", summary.get("aligned_count", "")),
("구성비중 기반", summary.get("weighted_basis_count", "")),
("리퀴디티 대체", summary.get("fallback_basis_count", "")),
("완전 바스켓", summary.get("complete_basket_count", "")),
("부분 바스켓", summary.get("partial_basket_count", "")),
("바스켓 미싱", summary.get("basket_missing_total", "")),
])
md += "\n\n**ETF 대표 종목 추출 원칙**\n\n"
md += (
"- 대표 종목은 우선 ETF 구성비중이 가장 큰 종목을 선택하고, 그 종목이 현재 유동성/호가/추세 조건을 충족하는지로 계속 모니터링합니다.\n"
"- 구성비중 데이터가 비어 있거나 비정상일 때만 같은 섹터의 유동성 우선 후보로 대체합니다.\n"
"- BUY_REVIEW는 ETF 수급이 대표 종목의 추세와 같이 붙을 때만 후보로 승격합니다.\n"
)
if rows_data:
display_rows = []
for row in rows_data:
reps = row.get("representatives", [])
rep_names = []
rep_states = []
rep_weights = []
if isinstance(reps, list):
for rep in reps[:3]:
if isinstance(rep, dict):
rep_names.append(f"{rep.get('name', '')}({rep.get('ticker', '')})")
rep_states.append(str(rep.get("monitor_state", "")))
rep_weights.append(str(rep.get("weight", "")))
display_rows.append({
"sector": row.get("sector", ""),
"etf_proxy_ticker": row.get("etf_proxy_ticker", ""),
"etf_proxy_name": row.get("etf_proxy_name", ""),
"representative_basket": " / ".join(rep_names),
"representative_count": row.get("representative_count", ""),
"basket_weights": ", ".join(rep_weights),
"basket_states": ", ".join(rep_states),
"representative_basis": row.get("representative_basis", ""),
"representative_basis_detail": row.get("representative_basis_detail", ""),
"basket_quality_state": row.get("basket_quality_state", ""),
"basket_coverage_pct": row.get("basket_coverage_pct", ""),
"selection_source": ", ".join(str(rep.get("selection_source", "")) for rep in reps[:3] if isinstance(rep, dict)),
"selection_score": ", ".join(str(rep.get("selection_score", "")) for rep in reps[:3] if isinstance(rep, dict)),
"basket_state": row.get("monitor_state", ""),
"basket_buy_review_count": row.get("basket_buy_review_count", ""),
"basket_caution_count": row.get("basket_caution_count", ""),
"basket_aligned_count": row.get("basket_aligned_count", ""),
"monitor_reason": row.get("monitor_reason", ""),
})
md += "\n\n**대표 종목 모니터 테이블**\n\n"
md += _tbl(display_rows, [
"sector", "etf_proxy_ticker", "etf_proxy_name", "representative_basket",
"representative_count", "basket_weights", "basket_states", "representative_basis",
"representative_basis_detail", "basket_quality_state", "basket_coverage_pct",
"selection_source", "selection_score", "basket_state", "basket_buy_review_count",
"basket_aligned_count", "monitor_reason",
], max_rows=20)
spark_rows = []
for row in rows_data[:5]:
reps = row.get("representatives", [])
rep_states = ", ".join(str(rep.get("monitor_state", "")) for rep in reps if isinstance(rep, dict))
spark_rows.append({
"sector": row.get("sector", ""),
"basket_states": rep_states,
"basket_bars": _sparkline([
_num(row.get("basket_buy_review_count"), 0.0),
_num(row.get("basket_aligned_count"), 0.0),
_num(row.get("basket_aligned_count"), 0.0) - _num(row.get("basket_caution_count"), 0.0),
]),
"primary_ret20d": row.get("representative_ret20d", ""),
"basket_state": row.get("monitor_state", ""),
})
md += "\n\n**대표 종목 추세 미니차트**\n\n"
md += _tbl(spark_rows, ["sector", "basket_states", "basket_bars", "primary_ret20d", "basket_state"], max_rows=5)
return md
# ── PHASE-2 렌더러 ────────────────────────────────────────────────────────────
def _investment_quality_headline(hctx: dict, se: list) -> str:
@@ -834,6 +1151,8 @@ def main() -> int:
"single_conclusion": lambda: _single_conclusion(hctx, se),
"immediate_execution_playbook": lambda: _immediate_execution_playbook(hctx, se),
"market_context_learning_note": lambda: _market_context_learning_note(hctx, se),
"portfolio_performance_summary": lambda: _portfolio_performance_summary(data_root, hctx, se),
"sector_trend_analysis_v1": lambda: _sector_trend_analysis_v1(data_root, hctx, se),
"investment_quality_headline": lambda: _investment_quality_headline(hctx, se),
"operational_truth_score": lambda: _operational_truth_score(hctx, se),
"execution_readiness_matrix": lambda: _execution_readiness_matrix(hctx, packet, se),
@@ -842,6 +1161,7 @@ def main() -> int:
"routing_serving_trace": lambda: _routing_serving_trace(hctx, se),
"export_gate_diagnosis": lambda: _export_gate_diagnosis(hctx, se),
"QEH_AUDIT_BLOCK": lambda: _qeh_audit_block(hctx, se),
"etf_representative_monitor_v1": lambda: _etf_representative_monitor_v1(data_root, hctx, se),
"fundamental_quality_gate_v1": lambda: _fundamental_quality_gate_v1(hctx, se),
"horizon_allocation_lock_v1": lambda: _horizon_allocation_lock_v1(hctx, se),
"smart_money_liquidity_gate_v1": lambda: _smart_money_liquidity_gate_v1(hctx, se),
+658
View File
@@ -0,0 +1,658 @@
from __future__ import annotations
import json
from datetime import datetime
from pathlib import Path
from openpyxl import load_workbook
from openpyxl.chart import BarChart, LineChart, Reference
from openpyxl.styles import Font, PatternFill, Alignment
from openpyxl.utils import get_column_letter
ROOT = Path(__file__).resolve().parent.parent
INPUT_XLSX = ROOT / "GatherTradingData.xlsx"
OUTPUT_DIR = ROOT / "outputs" / "sector_insights_enhanced"
OUTPUT_XLSX = OUTPUT_DIR / "GatherTradingData_sector_insights.xlsx"
SECTOR_JSON = ROOT / "Temp" / "sector_trend_analysis_v1.json"
ETF_JSON = ROOT / "Temp" / "etf_representative_monitor_v1.json"
HEADER_FILL = PatternFill("solid", fgColor="1F4E78")
SUBHEADER_FILL = PatternFill("solid", fgColor="D9EAF7")
KPI_FILL = PatternFill("solid", fgColor="F3F7FB")
KPI_LABEL_FILL = PatternFill("solid", fgColor="E2F0D9")
KPI_VALUE_FILL = PatternFill("solid", fgColor="FFF2CC")
WHITE_FONT = Font(color="FFFFFF", bold=True)
BOLD_FONT = Font(bold=True)
TITLE_FONT = Font(size=14, bold=True)
NOTE_FONT = Font(italic=True, color="666666")
def load_json(path: Path) -> dict:
return json.loads(path.read_text(encoding="utf-8"))
def remove_if_exists(wb, name: str) -> None:
if name in wb.sheetnames:
del wb[name]
def style_title(ws, title: str, subtitle: str | None = None, end_col: int = 8) -> None:
ws.merge_cells(start_row=1, start_column=1, end_row=1, end_column=end_col)
ws["A1"] = title
ws["A1"].font = TITLE_FONT
ws["A1"].fill = HEADER_FILL
ws["A1"].font = WHITE_FONT
ws["A1"].alignment = Alignment(horizontal="left")
if subtitle:
ws.merge_cells(start_row=2, start_column=1, end_row=2, end_column=end_col)
ws["A2"] = subtitle
ws["A2"].font = NOTE_FONT
def write_table(ws, start_row: int, start_col: int, headers: list[str], rows: list[list], header_fill=HEADER_FILL) -> int:
for j, header in enumerate(headers, start=start_col):
cell = ws.cell(start_row, j)
cell.value = header
cell.font = WHITE_FONT
cell.fill = header_fill
cell.alignment = Alignment(horizontal="center", vertical="center")
for i, row in enumerate(rows, start=start_row + 1):
for j, value in enumerate(row, start=start_col):
cell = ws.cell(i, j)
cell.value = value
cell.alignment = Alignment(vertical="top")
return start_row + len(rows)
def add_kpi_block(ws, start_row: int, items: list[tuple[str, object]]) -> int:
ws.cell(start_row, 1).value = "KPI"
ws.cell(start_row, 1).fill = SUBHEADER_FILL
ws.cell(start_row, 1).font = BOLD_FONT
row = start_row + 1
for label, value in items:
ws.cell(row, 1).value = label
ws.cell(row, 1).fill = KPI_LABEL_FILL
ws.cell(row, 1).font = BOLD_FONT
ws.cell(row, 2).value = value
ws.cell(row, 2).fill = KPI_VALUE_FILL
row += 1
return row
def set_col_widths(ws, widths: dict[str, int]) -> None:
for col, width in widths.items():
ws.column_dimensions[col].width = width
def style_sheet(ws) -> None:
ws.freeze_panes = "A3"
ws.sheet_view.showGridLines = False
def extract_sheet_rows(wb, sheet_name: str) -> tuple[list[str], list[list]]:
ws = wb[sheet_name]
headers = [ws.cell(1, c).value for c in range(1, ws.max_column + 1)]
rows: list[list] = []
for r in range(2, ws.max_row + 1):
row = [ws.cell(r, c).value for c in range(1, ws.max_column + 1)]
if any(v is not None and v != "" for v in row):
rows.append(row)
return headers, rows
def build_portfolio_summary(wb) -> None:
daily_headers, daily_rows = extract_sheet_rows(wb, "daily_history")
monthly_headers, monthly_rows = extract_sheet_rows(wb, "monthly_history")
account_headers, account_rows = extract_sheet_rows(wb, "account_snapshot")
ws = wb.create_sheet("portfolio_performance_summary")
style_sheet(ws)
style_title(
ws,
"포트폴리오 성과 요약",
"내 자금의 일간/월간 추이와 최신 보유 비중을 함께 보는 요약 시트",
end_col=10,
)
latest_daily = daily_rows[-1] if daily_rows else []
latest_month = monthly_rows[-1] if monthly_rows else []
latest_total_asset = latest_daily[1] if len(latest_daily) > 1 else None
latest_peak_asset = latest_daily[2] if len(latest_daily) > 2 else None
latest_mdd = latest_daily[3] if len(latest_daily) > 3 else None
latest_month_total = latest_month[1] if len(latest_month) > 1 else None
latest_month_return = latest_month[8] if len(latest_month) > 8 else None
latest_ytd_return = latest_month[10] if len(latest_month) > 10 else None
latest_capture = None
if account_rows:
latest_capture = account_rows[0][0]
for row in account_rows:
if row and row[0] and row[0] > latest_capture:
latest_capture = row[0]
latest_holdings = [r for r in account_rows if r and r[0] == latest_capture]
holdings_sorted = sorted(
latest_holdings,
key=lambda r: (r[10] if len(r) > 10 and isinstance(r[10], (int, float)) else 0),
reverse=True,
)
total_mv = sum(r[10] for r in holdings_sorted if len(r) > 10 and isinstance(r[10], (int, float)))
total_cost = sum(r[8] for r in holdings_sorted if len(r) > 8 and isinstance(r[8], (int, float)))
total_pl = sum(r[11] for r in holdings_sorted if len(r) > 11 and isinstance(r[11], (int, float)))
items = [
("latest_daily_asset", latest_total_asset or ""),
("latest_peak_asset", latest_peak_asset or ""),
("latest_daily_mdd_pct", latest_mdd or ""),
("latest_month_total_asset", latest_month_total or ""),
("latest_month_return_pct", latest_month_return or ""),
("latest_ytd_return_pct", latest_ytd_return or ""),
("latest_capture", latest_capture or ""),
("latest_holdings_count", len(latest_holdings)),
("latest_holdings_market_value", total_mv),
("latest_holdings_profit_loss", total_pl),
]
add_kpi_block(ws, 4, items)
ws["D4"] = "Portfolio view"
ws["D4"].fill = SUBHEADER_FILL
ws["D4"].font = BOLD_FONT
ws["D5"] = "일간/월간 자산 추이는 실제 계좌 스냅샷 기반입니다."
ws["D6"] = "보유 비중 차트는 최신 스냅샷의 시장가치 기준입니다."
ws["D7"] = "수익률이 음수여도 숨기지 않고 그대로 보여줍니다."
ws["G4"] = "Top holdings"
ws["G4"].fill = SUBHEADER_FILL
ws["G4"].font = BOLD_FONT
for i, row in enumerate(holdings_sorted[:10], start=5):
name = row[4] if len(row) > 4 else ""
mv = row[10] if len(row) > 10 else ""
ws.cell(i, 7).value = f"{name} ({mv})"
# Daily history chart helper
daily_sheet = wb["daily_history"]
daily_max = daily_sheet.max_row
daily_chart = LineChart()
daily_chart.title = "Daily Asset / MDD"
daily_chart.y_axis.title = "KRW / %"
daily_chart.x_axis.title = "Date"
daily_chart.height = 7
daily_chart.width = 13
daily_data = Reference(daily_sheet, min_col=2, max_col=4, min_row=1, max_row=daily_max)
daily_cats = Reference(daily_sheet, min_col=1, min_row=2, max_row=daily_max)
daily_chart.add_data(daily_data, titles_from_data=True, from_rows=False)
daily_chart.set_categories(daily_cats)
daily_chart.style = 2
ws.add_chart(daily_chart, "A13")
# Monthly history chart
monthly_sheet = wb["monthly_history"]
monthly_max = monthly_sheet.max_row
monthly_chart = LineChart()
monthly_chart.title = "Monthly Return Trend"
monthly_chart.y_axis.title = "%"
monthly_chart.x_axis.title = "Month"
monthly_chart.height = 7
monthly_chart.width = 13
monthly_data = Reference(monthly_sheet, min_col=8, max_col=11, min_row=1, max_row=monthly_max)
monthly_cats = Reference(monthly_sheet, min_col=1, min_row=2, max_row=monthly_max)
monthly_chart.add_data(monthly_data, titles_from_data=True, from_rows=False)
monthly_chart.set_categories(monthly_cats)
monthly_chart.style = 3
ws.add_chart(monthly_chart, "G13")
# Top holdings bar chart
hold_chart = BarChart()
hold_chart.type = "bar"
hold_chart.title = "Top Holdings by Market Value"
hold_chart.y_axis.title = "Holding"
hold_chart.x_axis.title = "KRW"
hold_chart.height = 8
hold_chart.width = 13
ws_hold = wb.create_sheet("_portfolio_holdings_helper")
helper_headers = ["name", "market_value"]
helper_rows = [[r[4], r[10]] for r in holdings_sorted[:10] if len(r) > 10]
write_table(ws_hold, 1, 1, helper_headers, helper_rows)
hold_data = Reference(ws_hold, min_col=2, min_row=1, max_row=1 + len(helper_rows))
hold_cats = Reference(ws_hold, min_col=1, min_row=2, max_row=1 + len(helper_rows))
hold_chart.add_data(hold_data, titles_from_data=True)
hold_chart.set_categories(hold_cats)
hold_chart.legend = None
ws.add_chart(hold_chart, "A30")
set_col_widths(ws, {"A": 22, "B": 18, "C": 18, "D": 24, "E": 18, "F": 18, "G": 26, "H": 26, "I": 18, "J": 18})
def build_portfolio_sector_exposure(wb) -> None:
daily_headers, daily_rows = extract_sheet_rows(wb, "daily_history")
account_headers, account_rows = extract_sheet_rows(wb, "account_snapshot")
universe_headers, universe_rows = extract_sheet_rows(wb, "universe")
sector_map: dict[str, str] = {}
for row in universe_rows:
if len(row) >= 3 and row[0] and row[2]:
ticker = str(row[0]).zfill(6)
sector_map[ticker] = str(row[2])
latest_capture = ""
for row in account_rows:
cap = str(row[0] or "")
if cap and cap >= latest_capture:
latest_capture = cap
latest_rows = [r for r in account_rows if str(r[0] or "") == latest_capture]
exposure: dict[str, dict[str, float]] = {}
for row in latest_rows:
ticker = str(row[3] or "").zfill(6)
sector = sector_map.get(ticker, "미분류")
mv = float(row[10] or 0)
pl = float(row[11] or 0)
cost = float(row[8] or 0)
bucket = exposure.setdefault(sector, {"market_value": 0.0, "profit_loss": 0.0, "cost": 0.0, "count": 0.0})
bucket["market_value"] += mv
bucket["profit_loss"] += pl
bucket["cost"] += cost
bucket["count"] += 1
total_mv = sum(v["market_value"] for v in exposure.values()) or 1.0
rows = []
for sector, vals in sorted(exposure.items(), key=lambda kv: kv[1]["market_value"], reverse=True):
pct = vals["market_value"] / total_mv * 100.0
ret_pct = (vals["profit_loss"] / vals["cost"] * 100.0) if vals["cost"] else 0.0
rows.append([sector, vals["count"], vals["market_value"], pct, vals["profit_loss"], ret_pct])
ws = wb.create_sheet("portfolio_sector_exposure")
style_sheet(ws)
style_title(
ws,
"포트폴리오 섹터 노출",
"최신 계좌 스냅샷 기준으로 섹터별 보유 시장가치와 손익률을 집계",
end_col=8,
)
items = [
("latest_capture", latest_capture),
("sector_count", len(rows)),
("top_sector", rows[0][0] if rows else ""),
("top_sector_weight_pct", rows[0][3] if rows else 0),
("top3_sector_weight_pct", sum(r[3] for r in rows[:3]) if rows else 0),
("total_market_value", total_mv),
]
add_kpi_block(ws, 4, items)
headers = ["sector", "holding_count", "market_value", "weight_pct", "profit_loss", "return_pct"]
write_table(ws, 4, 4, headers, rows)
ws["D4"] = "Sector exposure"
ws["D4"].fill = SUBHEADER_FILL
ws["D4"].font = BOLD_FONT
ws.freeze_panes = "A5"
ws.column_dimensions["A"].width = 24
ws.column_dimensions["B"].width = 14
ws.column_dimensions["C"].width = 18
ws.column_dimensions["D"].width = 24
ws.column_dimensions["E"].width = 14
ws.column_dimensions["F"].width = 14
ws.column_dimensions["G"].width = 16
ws.column_dimensions["H"].width = 14
chart = BarChart()
chart.type = "bar"
chart.style = 10
chart.title = "Sector Exposure by Market Value"
chart.y_axis.title = "Sector"
chart.x_axis.title = "KRW"
chart.height = 8
chart.width = 14
data_ref = Reference(ws, min_col=6, min_row=4, max_row=4 + len(rows))
cats = Reference(ws, min_col=4, min_row=5, max_row=4 + len(rows))
chart.add_data(data_ref, titles_from_data=True)
chart.set_categories(cats)
chart.legend = None
ws.add_chart(chart, "J4")
def build_sector_summary(wb, data: dict) -> None:
ws = wb.create_sheet("sector_trend_summary")
style_sheet(ws)
style_title(
ws,
"섹터 동향 분석 요약",
"ETF 프록시, 스마트머니 유입, 수익률, 유동성 경고를 한 장에 요약한 시트",
end_col=8,
)
summary = data.get("summary") or {}
concentration = data.get("concentration") or {}
items = [
("formula_id", data.get("formula_id", "")),
("gate", data.get("gate", "")),
("latest_snapshot_date", data.get("latest_snapshot_date", "")),
("previous_snapshot_date", data.get("previous_snapshot_date", "")),
("sector_count", data.get("sector_count", 0)),
("trend_posture", summary.get("trend_posture", "")),
("rising_count", summary.get("rising_count", 0)),
("fading_count", summary.get("fading_count", 0)),
("stable_count", summary.get("stable_count", 0)),
("etf_proxy_count", summary.get("etf_proxy_count", 0)),
("smart_money_inflow_count", summary.get("smart_money_inflow_count", 0)),
("smart_money_outflow_count", summary.get("smart_money_outflow_count", 0)),
("flow_aligned_count", summary.get("flow_aligned_count", 0)),
("flow_diverging_count", summary.get("flow_diverging_count", 0)),
]
add_kpi_block(ws, 4, items)
ws["D4"] = "Concentration"
ws["D4"].fill = SUBHEADER_FILL
ws["D4"].font = BOLD_FONT
for idx, (label, value) in enumerate(
[
("top_sector", concentration.get("top_sector", "")),
("top_sector_weight_pct", concentration.get("top_sector_weight_pct", 0)),
("top2_weight_pct", concentration.get("top2_weight_pct", 0)),
("concentration_gate", concentration.get("concentration_gate", "")),
],
start=5,
):
ws.cell(idx, 4).value = label
ws.cell(idx, 4).fill = KPI_LABEL_FILL
ws.cell(idx, 4).font = BOLD_FONT
ws.cell(idx, 5).value = value
ws.cell(idx, 5).fill = KPI_VALUE_FILL
top_inflow = summary.get("top_inflow_sectors") or []
outflow = summary.get("outflow_warning_sectors") or []
ws["G4"] = "Top Inflow"
ws["G4"].fill = SUBHEADER_FILL
ws["G4"].font = BOLD_FONT
for i, item in enumerate(top_inflow, start=5):
ws.cell(i, 7).value = item
ws["H4"] = "Outflow Warning"
ws["H4"].fill = SUBHEADER_FILL
ws["H4"].font = BOLD_FONT
for i, item in enumerate(outflow, start=5):
ws.cell(i, 8).value = item
ws["A20"] = "Notes"
ws["A20"].fill = SUBHEADER_FILL
ws["A20"].font = BOLD_FONT
ws["A21"] = "섹터별 ETF 프록시와 스마트머니 방향이 다르면 매수 근거를 보수적으로 해석해야 합니다."
ws["A21"].alignment = Alignment(wrap_text=True)
ws["A22"] = "데이터 결측은 하네스 업데이트가 필요합니다."
ws["A22"].alignment = Alignment(wrap_text=True)
chart = LineChart()
chart.title = "Average Sector Score / Breadth Trend"
chart.y_axis.title = "Score / Count"
chart.x_axis.title = "Snapshot"
chart.height = 7.5
chart.width = 13
timeline_sheet = wb["sector_trend_timeline"]
max_row = timeline_sheet.max_row
data_ref = Reference(timeline_sheet, min_col=13, min_row=4, max_row=max_row, max_col=17)
cats = Reference(timeline_sheet, min_col=12, min_row=5, max_row=max_row)
chart.add_data(data_ref, titles_from_data=True, from_rows=False)
chart.set_categories(cats)
chart.style = 2
ws.add_chart(chart, "G12")
set_col_widths(ws, {"A": 28, "B": 18, "C": 16, "D": 24, "E": 16, "F": 18, "G": 24, "H": 24})
def build_sector_analysis(wb, data: dict) -> None:
ws = wb.create_sheet("sector_trend_analysis")
style_sheet(ws)
style_title(
ws,
"섹터 동향 분석",
"섹터별 ETF 프록시, 스마트머니 유입, 수익률, 유동성 방향을 함께 보는 상세 시트",
end_col=18,
)
headers = [
"sector", "proxy_ticker", "proxy_name", "proxy_type", "etf_code",
"etf_execution_use", "etf_liquidity_score", "etf_liquidity_status", "etf_nav_risk",
"proxy_confidence", "rank", "rank_delta_w1", "rank_delta_w2", "sector_score",
"score_delta", "sector_ret5d", "sector_ret20d", "etf_return_5d", "etf_return_20d",
"sector_etf_ret_gap_5d", "sector_etf_ret_gap_20d", "smart_money_5d_krw_raw",
"smart_money_20d_krw_raw", "smart_money_direction", "liquidity_direction",
"flow_alignment_state", "momentum_state", "concentration_weight_pct"
]
rows = []
for row in data.get("rows") or []:
rows.append([row.get(h, "") for h in headers])
write_table(ws, 4, 1, headers, rows)
ws.auto_filter.ref = f"A4:{get_column_letter(len(headers))}{4 + len(rows)}"
ws.freeze_panes = "A5"
for col in ["F", "G", "H", "I", "J", "K", "L", "M", "N", "O", "P", "Q", "R", "S", "T", "U", "V", "W", "X", "Y", "Z", "AA", "AB"]:
ws.column_dimensions[col].width = 16
ws.column_dimensions["C"].width = 18
ws.column_dimensions["A"].width = 16
ws.column_dimensions["B"].width = 12
ws.column_dimensions["D"].width = 12
ws.column_dimensions["E"].width = 12
ws.column_dimensions["J"].width = 14
ws.column_dimensions["P"].width = 12
ws.column_dimensions["Q"].width = 12
ws.column_dimensions["AA"].width = 18
ws.column_dimensions["AB"].width = 18
chart = BarChart()
chart.type = "bar"
chart.style = 10
chart.title = "Sector 20D Return by Sector"
chart.y_axis.title = "Sector"
chart.x_axis.title = "20D Return"
chart.height = 8
chart.width = 14
data_ref = Reference(ws, min_col=17, min_row=4, max_row=4 + len(rows))
cats = Reference(ws, min_col=1, min_row=5, max_row=4 + len(rows))
chart.add_data(data_ref, titles_from_data=True)
chart.set_categories(cats)
chart.legend = None
ws.add_chart(chart, "AD4")
def build_sector_timeline(wb, data: dict) -> None:
ws = wb.create_sheet("sector_trend_timeline")
style_sheet(ws)
style_title(ws, "섹터 시계열", "최근 스냅샷 기준 경향성 추세", end_col=10)
headers = [
"snapshot_date", "sector_count", "avg_sector_score", "top_sector", "top_sector_score",
"positive_breadth_count", "liquidity_warn_count", "net_smart_money_5d_krw",
"top_sector_rank", "top_sector_smart_money_5d_krw"
]
rows = []
for row in data.get("timeline") or []:
parsed_date = row.get("snapshot_date", "")
if isinstance(parsed_date, str) and parsed_date:
try:
parsed_date = datetime.fromisoformat(parsed_date.replace("Z", "+00:00")).date()
except Exception:
pass
rows.append([
parsed_date,
row.get("sector_count", ""),
row.get("avg_sector_score", ""),
row.get("top_sector", ""),
row.get("top_sector_score", ""),
row.get("positive_breadth_count", ""),
row.get("liquidity_warn_count", ""),
row.get("net_smart_money_5d_krw", ""),
row.get("top_sector_rank", ""),
row.get("top_sector_smart_money_5d_krw", ""),
])
write_table(ws, 4, 1, headers, rows)
helper_headers = [
"snapshot_date", "avg_sector_score", "top_sector_score",
"positive_breadth_count", "liquidity_warn_count", "net_smart_money_5d_krw"
]
helper_rows = []
for row in rows:
helper_rows.append([row[0], row[2], row[4], row[5], row[6], row[7]])
write_table(ws, 4, 12, helper_headers, helper_rows)
ws.freeze_panes = "A5"
ws.column_dimensions["A"].width = 14
ws.column_dimensions["B"].width = 12
ws.column_dimensions["C"].width = 14
ws.column_dimensions["D"].width = 16
ws.column_dimensions["E"].width = 14
ws.column_dimensions["F"].width = 16
ws.column_dimensions["G"].width = 16
ws.column_dimensions["H"].width = 18
ws.column_dimensions["I"].width = 14
ws.column_dimensions["J"].width = 18
chart = LineChart()
chart.title = "Trend Score / Breadth / Liquidity"
chart.y_axis.title = "Count / Score"
chart.x_axis.title = "Snapshot"
chart.height = 8
chart.width = 15
data_ref = Reference(ws, min_col=13, max_col=17, min_row=4, max_row=4 + len(helper_rows))
cats = Reference(ws, min_col=12, min_row=5, max_row=4 + len(helper_rows))
chart.add_data(data_ref, titles_from_data=True, from_rows=False)
chart.set_categories(cats)
chart.style = 3
ws.add_chart(chart, "L4")
def build_etf_summary(wb, data: dict) -> None:
ws = wb.create_sheet("etf_representative_summary")
style_sheet(ws)
style_title(
ws,
"ETF 대표 종목 요약",
"ETF 구성비중 우선, 부족분은 유동성 우선 후보로 보강한 3종목 바스켓 요약",
end_col=8,
)
summary = data.get("summary") or {}
items = [
("formula_id", data.get("formula_id", "")),
("gate", data.get("gate", "")),
("etf_sector_count", data.get("etf_sector_count", 0)),
("tracked_count", data.get("tracked_count", 0)),
("complete_basket_count", summary.get("complete_basket_count", 0)),
("partial_basket_count", summary.get("partial_basket_count", 0)),
("basket_missing_total", summary.get("basket_missing_total", 0)),
("weighted_basis_count", summary.get("weighted_basis_count", 0)),
("fallback_basis_count", summary.get("fallback_basis_count", 0)),
("selected_sector_count", summary.get("selected_sector_count", 0)),
]
add_kpi_block(ws, 4, items)
ws["D4"] = "Representative principle"
ws["D4"].fill = SUBHEADER_FILL
ws["D4"].font = BOLD_FONT
ws["D5"] = "1) ETF constituent weight first"
ws["D6"] = "2) Missing slots filled with same-sector live candidates"
ws["D7"] = "3) Missing data stays explicit as DATA_MISSING"
ws["D8"] = "4) Minimum 3 names per sector basket"
ws["G4"] = "Top reps"
ws["G4"].fill = SUBHEADER_FILL
ws["G4"].font = BOLD_FONT
for i, item in enumerate(summary.get("top_rep_names") or [], start=5):
ws.cell(i, 7).value = item
set_col_widths(ws, {"A": 28, "B": 18, "C": 16, "D": 30, "E": 18, "F": 18, "G": 24, "H": 24})
def build_etf_monitor(wb, data: dict) -> None:
ws = wb.create_sheet("etf_representative_monitor")
style_sheet(ws)
style_title(
ws,
"ETF 대표 종목 모니터",
"섹터별 3종목 바스켓과 선택 근거, 커버리지, 품질 상태를 추적",
end_col=18,
)
headers = [
"sector", "etf_proxy_ticker", "etf_proxy_name", "etf_proxy_type", "sector_rank",
"sector_score", "sector_smart_money_5d_krw", "sector_ret20d", "representative_count",
"representative_ticker", "representative_name", "representative_basis",
"representative_basis_detail", "constituent_weight", "basket_quality_state",
"basket_coverage_pct", "basket_state", "basket_buy_review_count",
"basket_track_count", "basket_watch_count", "basket_caution_count",
"basket_aligned_count", "basket_missing_count", "basket_real_count",
"selection_source", "selection_score", "monitor_reason"
]
rows = []
for row in data.get("rows") or []:
rows.append([row.get(h, "") for h in headers])
write_table(ws, 4, 1, headers, rows)
ws.auto_filter.ref = f"A4:{get_column_letter(len(headers))}{4 + len(rows)}"
ws.freeze_panes = "A5"
for col, width in {"A": 18, "B": 12, "C": 16, "D": 12, "E": 12, "F": 12, "G": 18, "H": 12,
"I": 14, "J": 12, "K": 18, "L": 18, "M": 24, "N": 14, "O": 14,
"P": 14, "Q": 14, "R": 14, "S": 14, "T": 14, "U": 14, "V": 14,
"W": 14, "X": 18, "Y": 14, "Z": 12, "AA": 24}.items():
ws.column_dimensions[col].width = width
chart = BarChart()
chart.type = "bar"
chart.style = 10
chart.title = "Basket Coverage by Sector"
chart.y_axis.title = "Sector"
chart.x_axis.title = "Coverage %"
chart.height = 8
chart.width = 14
data_ref = Reference(ws, min_col=16, min_row=4, max_row=4 + len(rows))
cats = Reference(ws, min_col=1, min_row=5, max_row=4 + len(rows))
chart.add_data(data_ref, titles_from_data=True)
chart.set_categories(cats)
chart.legend = None
ws.add_chart(chart, "AC4")
def main() -> None:
if not INPUT_XLSX.exists():
raise FileNotFoundError(INPUT_XLSX)
if not SECTOR_JSON.exists():
raise FileNotFoundError(SECTOR_JSON)
if not ETF_JSON.exists():
raise FileNotFoundError(ETF_JSON)
sector = load_json(SECTOR_JSON)
etf = load_json(ETF_JSON)
wb = load_workbook(INPUT_XLSX)
for name in [
"portfolio_performance_summary",
"portfolio_sector_exposure",
"_portfolio_holdings_helper",
"sector_trend_summary",
"sector_trend_analysis",
"sector_trend_timeline",
"etf_representative_summary",
"etf_representative_monitor",
]:
remove_if_exists(wb, name)
# Build data sheets first so summary sheets can reference the timeline sheet.
build_portfolio_summary(wb)
build_portfolio_sector_exposure(wb)
build_sector_timeline(wb, sector)
build_sector_analysis(wb, sector)
build_sector_summary(wb, sector)
build_etf_monitor(wb, etf)
build_etf_summary(wb, etf)
# Put summary sheets near the front.
order = [
"settings",
"portfolio_performance_summary",
"portfolio_sector_exposure",
"sector_trend_summary",
"sector_trend_analysis",
"sector_trend_timeline",
"etf_representative_summary",
"etf_representative_monitor",
]
existing = [s for s in wb.sheetnames if s not in order]
wb._sheets = [wb[s] for s in order if s in wb.sheetnames] + [wb[s] for s in existing]
if "_portfolio_holdings_helper" in wb.sheetnames:
wb["_portfolio_holdings_helper"].sheet_state = "hidden"
wb.active = wb.sheetnames.index("sector_trend_summary")
OUTPUT_DIR.mkdir(parents=True, exist_ok=True)
wb.save(OUTPUT_XLSX)
print(f"saved {OUTPUT_XLSX}")
print("sheets", wb.sheetnames[:10])
if __name__ == "__main__":
main()
+111
View File
@@ -15,6 +15,7 @@ DEFAULT_HARNESS_JSON = ROOT / "Temp" / "prediction_improvement_harness.json"
DEFAULT_GATE_RESULT_JSON = ROOT / "Temp" / "engine_harness_gate_result.json"
DEFAULT_RULE_LIFECYCLE_JSON = ROOT / "Temp" / "rule_lifecycle_policy.json"
DEFAULT_STRATEGY_HARNESS_JSON = ROOT / "Temp" / "strategy_harness_v2.json"
DEFAULT_SECTOR_TREND_JSON = ROOT / "Temp" / "sector_trend_analysis_v1.json"
def _ensure_utf8_stdio() -> None:
@@ -64,6 +65,7 @@ def main() -> int:
result_json_path = Path(args.result_json_path)
rule_lifecycle_json_path = Path(args.rule_lifecycle_json_path)
strategy_harness_json_path = Path(args.strategy_harness_json_path)
sector_trend_json_path = DEFAULT_SECTOR_TREND_JSON
if not json_path.is_absolute():
json_path = ROOT / json_path
if not report_path.is_absolute():
@@ -138,6 +140,16 @@ def main() -> int:
],
["REPORT RENDERED OK", "PREDICTION_IMPROVEMENT_HARNESS_EXPORTED"],
),
(
"build_sector_trend_analysis_v1",
["python", "tools/build_sector_trend_analysis_v1.py"],
["SECTOR_TREND_ANALYSIS_V1"],
),
(
"build_etf_representative_monitor_v1",
["python", "tools/build_etf_representative_monitor_v1.py"],
["ETF_REPRESENTATIVE_MONITOR_V1"],
),
("validate_report_quality", ["python", "tools/validate_report_quality.py", str(report_path)], ["PASS: report quality validation"]),
("validate_specs", ["python", "tools/validate_specs.py"], ["VALIDATION OK"]),
("validate_harness_sync_markdown", ["python", "tools/validate_harness_sync.py", "--from-markdown", str(json_path), str(report_path)], ["MARKDOWN_SYNC_OK"]),
@@ -1710,6 +1722,105 @@ def main() -> int:
if not check87_ok:
failed = True
# CHECK_87B: SECTOR_TREND_ANALYSIS_V1 — ETF proxy + smart money lens exported
sector_path = ROOT / "Temp" / "sector_trend_analysis_v1.json"
sector_data = _load_json(sector_path)
sector_rows = sector_data.get("rows") if isinstance(sector_data, dict) else []
sector_summary = sector_data.get("summary") if isinstance(sector_data, dict) else {}
sector_source = sector_data.get("source") if isinstance(sector_data, dict) else {}
sector_gate = str(sector_data.get("gate") or "") if isinstance(sector_data, dict) else ""
first_sector = sector_rows[0] if isinstance(sector_rows, list) and sector_rows and isinstance(sector_rows[0], dict) else {}
sector_section_present = "sector_trend_analysis_v1" in section_names
sector_md_has_etf = False
if isinstance(op_report, dict):
for sec in report_sections or []:
if isinstance(sec, dict) and sec.get("name") == "sector_trend_analysis_v1":
md_text = str(sec.get("markdown") or "")
sector_md_has_etf = (
("Proxy_Ticker" in md_text or "ETF 프록시" in md_text)
and "최근 시계열" in md_text
and "포트폴리오 / 자금 맥락" in md_text
)
break
check87b_ok = (
isinstance(sector_data, dict)
and str(sector_data.get("formula_id") or "") == "SECTOR_TREND_ANALYSIS_V1"
and sector_gate == "PASS"
and isinstance(sector_rows, list)
and len(sector_rows) > 0
and isinstance(first_sector.get("proxy_ticker"), str)
and isinstance(first_sector.get("proxy_name"), str)
and "smart_money_direction" in first_sector
and "flow_alignment_state" in first_sector
and isinstance(sector_summary, dict)
and "trend_posture" in sector_summary
and isinstance(sector_data.get("timeline"), list)
and len(sector_data.get("timeline") or []) > 0
and isinstance(sector_source, dict)
and sector_section_present
and sector_md_has_etf
)
results.append({
"name": "CHECK_87B_SECTOR_TREND_ANALYSIS_V1",
"exit_code": 0 if check87b_ok else 1,
"output": (
f"sector_trend gate={sector_gate or 'MISSING'} rows={len(sector_rows) if isinstance(sector_rows, list) else 0} "
f"etf_proxy={first_sector.get('proxy_ticker', 'MISSING') if first_sector else 'MISSING'} "
f"section_present={sector_section_present}"
+ (" OK" if check87b_ok else " => FAIL — sector trend harness 재생성 필요")
),
})
if not check87b_ok:
failed = True
# CHECK_87C: ETF_REPRESENTATIVE_MONITOR_V1 — ETF proxy와 대표 종목의 지속 모니터링
etf_rep_path = ROOT / "Temp" / "etf_representative_monitor_v1.json"
etf_rep_data = _load_json(etf_rep_path)
etf_rep_rows = etf_rep_data.get("rows") if isinstance(etf_rep_data, dict) else []
etf_rep_summary = etf_rep_data.get("summary") if isinstance(etf_rep_data, dict) else {}
etf_rep_gate = str(etf_rep_data.get("gate") or "") if isinstance(etf_rep_data, dict) else ""
etf_rep_section_present = "etf_representative_monitor_v1" in section_names
etf_rep_md_has_monitor = False
if isinstance(op_report, dict):
for sec in report_sections or []:
if isinstance(sec, dict) and sec.get("name") == "etf_representative_monitor_v1":
md_text = str(sec.get("markdown") or "")
etf_rep_md_has_monitor = (
"대표 종목 추출 원칙" in md_text
and "구성비중" in md_text
and "대표 종목 모니터 테이블" in md_text
and "대표 종목 추세 미니차트" in md_text
)
break
check87c_ok = (
isinstance(etf_rep_data, dict)
and str(etf_rep_data.get("formula_id") or "") == "ETF_REPRESENTATIVE_MONITOR_V1"
and etf_rep_gate == "PASS"
and isinstance(etf_rep_rows, list)
and len(etf_rep_rows) > 0
and isinstance(etf_rep_rows[0], dict)
and "representative_basis" in etf_rep_rows[0]
and "constituent_weight" in etf_rep_rows[0]
and int(etf_rep_rows[0].get("representative_count") or 0) >= 3
and isinstance(etf_rep_rows[0].get("representatives"), list)
and len(etf_rep_rows[0].get("representatives") or []) >= 3
and isinstance(etf_rep_summary, dict)
and "buy_review_count" in etf_rep_summary
and etf_rep_section_present
and etf_rep_md_has_monitor
)
results.append({
"name": "CHECK_87C_ETF_REPRESENTATIVE_MONITOR_V1",
"exit_code": 0 if check87c_ok else 1,
"output": (
f"etf_rep_monitor gate={etf_rep_gate or 'MISSING'} rows={len(etf_rep_rows) if isinstance(etf_rep_rows, list) else 0} "
f"section_present={etf_rep_section_present}"
+ (" OK" if check87c_ok else " => FAIL — ETF 대표 종목 모니터 재생성 필요")
),
})
if not check87c_ok:
failed = True
# CHECK_88: effective_coverage_pct=100.0 (GAS+Python)
cov_path = ROOT / "Temp" / "harness_coverage_audit.json"
cov_data = _load_json(cov_path)
@@ -18,6 +18,9 @@ REPORT_SECTION_ORDER = [
"exec_safety_declaration", "final_judgment_table", "final_execution_decision",
"concise_hts_input_sheet", "watch_breakout_gate",
"single_conclusion", "immediate_execution_playbook", "market_context_learning_note",
"portfolio_performance_summary",
"sector_trend_analysis_v1",
"etf_representative_monitor_v1",
"investment_quality_headline", "operational_truth_score",
"execution_readiness_matrix", "pass_100_criteria",
"today_decision_summary_card", "routing_serving_trace",