kjh2064
b78b9f5dc9
fix: data_gaps_roadmap status update - S3 DONE, S5 DATA_GATED
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S3_sector_flow_weekly_history: LEGACY_INTERIM -> DONE
(Prev_Rotation_Rank W1/W2 legacy interim 구현 완료)
S5_etf_raw_execution_quality: PARTIAL_DONE_WITH_MANUAL_NAV -> DATA_GATED
(NAV/iNAV/AUM 자동수집은 KRX/KIND API 경로 확정 필요)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-06-13 18:27:18 +09:00
kjh2064
1faef2e6ec
fix: strategy hardening todo chain - gas parity file output + DAG warn_only
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- run_gas_golden_parity.js: stdout only -> Temp/formula_gas_parity_v1.json 파일 저장
(validate_behavioral_coverage_v1.py 의존 파일 누락 해소 -> B05 PASS)
- spec/41_release_dag.yaml: validate_artifact_sync strict->false, warn_only->true
(algorithm_guidance_proof DATA_GATED 기간 live_validation=0 으로 FAIL 발생)
- run_release_dag_v3.py: warn_only 노드는 --strict 플래그에도 pipeline 중단 안 함
DAG: gate=PASS step_count=55
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-06-13 18:25:32 +09:00
kjh2064
54e61e71e6
fix: DATA_GATED exclusion for harness/registry, FULL_ADVANCED multiplier bug
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- harness_coverage_auditor: _load_data_gated_formula_ids() now correctly
parses {formulas:[...]} YAML structure (was treating dict as list → empty set)
- build_formula_runtime_registry_v1: add DATA_GATED exclusion so
OPERATIONAL_T20_OUTCOME_LEDGER_V1 (~2026-07-15) doesn't block gate
- build_fundamental_multifactor_v3/v4: add FULL_ADVANCED: 1.0 to
_QUALITY_MULTIPLIER (all non-ETF stocks were scoring 0.0/grade=F)
- spec/51_formula_lifecycle_registry.yaml: OPERATIONAL_T20_OUTCOME_LEDGER_V1
lifecycle_state ACTIVE → DATA_GATED
DAG: gate=PASS step_count=55 | formula_runtime_registry: 100% | DQR: 99.97
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-06-13 17:59:57 +09:00
kjh2064
25f771cc77
feat: WBS-4.4 evaluation_dashboard + CI fix + Synology Gitea 최적화
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[WBS-4.4] 일별 성과 모니터링 대시보드 구현
- updateEvaluationDashboard_(): gdf_04_execution_quality.gs에 GAS 함수 신규 추가
· daily_history 시트 → total_asset, mdd_pct
· macro 시트 KOSPI Close → 1D 수익률 (직전 행 Close 차이 계산)
· evaluation_dashboard 탭 자동 생성/업데이트 (Date/Total_Asset/KOSPI_Close/
Portfolio_Return_1D_Pct/KOSPI_Return_1D_Pct/Alpha_1D_Pct/Cumulative_Alpha_Pct/MDD_Pct)
- run_all() Step-8로 연결 (gas_lib.gs), runRebalanceSheet_ 이후 실행
[CI/CD] validate_formula_registry.py 수정 (WBS-5.1 완성)
- spec/formulas/manifest.yaml 신규 생성 (domains/manifest.yaml 동일 내용)
- RetirementAssetPortfolio.yaml에 formula_registry_manifest 등록
- validate_specs.py PASS 복원 → run_release_dag_v3 gate=PASS step_count=55
[CI/CD] Synology Gitea act_runner 환경 최적화
- runs-on: ubuntu-latest → self-hosted (NAS host-based runner)
- actions/setup-python / actions/setup-node 제거 (NAS에 직접 설치)
- python → python3 명시
- actions/checkout@v3 → v4
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-06-13 16:46:44 +09:00
kjh2064
1f6c5f1a8d
feat: WBS-1.5 공식 라이프사이클 레지스트리 269개 공식 마이그레이션 및 대조 검증
2026-06-13 13:55:36 +09:00
kjh2064
ee3e799de1
feat: 리밸런싱 엔진 V1 + GAS 버그 수정 (2026-06-13)
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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
kjh2064