#!/usr/bin/env python3 """REBALANCE_CADENCE_GATE_V1 — spec/formulas/domains/portfolio.yaml. Mandatory weekly (Sat/Sun) and monthly (1/11/21) cadence checks always emit a review, but actual rebalancing execution is allowed only when transition utility after tax cost is positive or a hard risk block is active. governance/todo/v8_9_p3_adoption_plan.yaml P3-D. """ from __future__ import annotations import argparse import json from datetime import date from pathlib import Path ROOT = Path(__file__).resolve().parents[1] DEFAULT_OUT = ROOT / "Temp" / "rebalance_cadence_gate_v1.json" WEEKLY_WEEKDAYS = {5, 6} # Saturday=5, Sunday=6 (date.weekday()) MONTHLY_MID_CHECK_DAYS = {1, 11, 21} def cadence_check_required(check_date: date, event_driven_trigger: bool = False) -> tuple[bool, str | None]: if check_date.weekday() in WEEKLY_WEEKDAYS: return True, "weekly_rebalance_required" if check_date.day in MONTHLY_MID_CHECK_DAYS: return True, "mid_check_required" if event_driven_trigger: return True, "event_driven_trigger" return False, None def evaluate_rebalance_gate( check_date: date, transition_utility_after_tax_cost_krw: float | None, hard_risk_block_active: bool | None, event_driven_trigger: bool = False, ) -> dict: required, reason = cadence_check_required(check_date, event_driven_trigger) if not required: return { "cadence_check_required": False, "review_emitted": False, "rebalance_execution_allowed": False, "cadence_trigger_reason": None, } if transition_utility_after_tax_cost_krw is None and hard_risk_block_active is None: return { "cadence_check_required": True, "review_emitted": True, "rebalance_execution_allowed": False, "cadence_trigger_reason": reason, "gate": "DATA_MISSING", } allowed = bool(hard_risk_block_active) or ( transition_utility_after_tax_cost_krw is not None and transition_utility_after_tax_cost_krw > 0 ) return { "cadence_check_required": True, "review_emitted": True, "rebalance_execution_allowed": allowed, "cadence_trigger_reason": reason, } def main() -> int: ap = argparse.ArgumentParser() ap.add_argument("--date", default=None, help="YYYY-MM-DD, default today") ap.add_argument("--transition-utility", type=float, default=None) ap.add_argument("--hard-risk-block", action="store_true") ap.add_argument("--event-driven-trigger", action="store_true") ap.add_argument("--out", default=str(DEFAULT_OUT)) args = ap.parse_args() check_date = date.fromisoformat(args.date) if args.date else date.today() result = { "formula_id": "REBALANCE_CADENCE_GATE_V1", **evaluate_rebalance_gate(check_date, args.transition_utility, args.hard_risk_block, args.event_driven_trigger), "check_date": check_date.isoformat(), } out = Path(args.out) out.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8") print(json.dumps(result, ensure_ascii=False, indent=2)) return 0 if __name__ == "__main__": raise SystemExit(main())