Files
QuantEngineByItz/tools/build_smart_cash_recovery_v6.py
kjh2064 ee3e799de1 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

127 lines
4.7 KiB
Python

from __future__ import annotations
"""SMART_CASH_RECOVERY_V6 — ADV-1 지침 충족 빌더.
V5 위에서 추가 강화:
1. exec_mode=EXECUTE_REBOUND_ONLY 시 현재가 매도 금지, rebound_trigger_price 전사
2. numeric_generation_allowed=0 잠금 필드 추가
3. 결정론 체크섬(input_hash) — 동일 입력 = 동일 출력 보장
"""
import argparse
import hashlib
import json
import subprocess
from pathlib import Path
from typing import Any
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_JSON = ROOT / "GatherTradingData.json"
DEFAULT_REBOUND = ROOT / "Temp" / "rebound_sell_efficiency_v1.json"
DEFAULT_OUT = ROOT / "Temp" / "smart_cash_recovery_v6.json"
TEMP_V5 = ROOT / "Temp" / "_smart_cash_recovery_v5_for_v6.json"
def _load(path: Path) -> dict[str, Any]:
if not path.exists():
return {}
try:
obj = json.loads(path.read_text(encoding="utf-8"))
except Exception:
return {}
return obj if isinstance(obj, dict) else {}
def _input_hash(jp: Path, rp: Path) -> str:
h = hashlib.sha256()
for p in (jp, rp):
if p.exists():
h.update(p.read_bytes())
return h.hexdigest()[:16]
def _enrich_row_v6(row: dict[str, Any], global_exec_allowed: bool) -> dict[str, Any]:
"""ADV-1 Step3/4 강제 적용 — rebound 전사 및 exec_mode 잠금."""
enriched = dict(row)
exec_mode = str(row.get("exec_mode") or "")
rebound_price = row.get("rebound_trigger_price")
if exec_mode == "EXECUTE_REBOUND_ONLY":
enriched["hts_order_type"] = "LIMIT_SELL"
enriched["hts_limit_price"] = rebound_price
enriched["hts_immediate_sell_blocked"] = True
enriched["hts_block_reason"] = "EXECUTE_REBOUND_ONLY: 반등지정가만 허용"
else:
enriched["hts_order_type"] = row.get("sell_order_type", "LIMIT_SELL")
enriched["hts_limit_price"] = row.get("sell_limit_price") or rebound_price
enriched["hts_immediate_sell_blocked"] = False
enriched["hts_block_reason"] = ""
enriched["hts_candidate"] = global_exec_allowed and not enriched["hts_immediate_sell_blocked"]
enriched["ledger_only"] = not enriched["hts_candidate"]
return enriched
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--json", default=str(DEFAULT_JSON))
ap.add_argument("--rebound", default=str(DEFAULT_REBOUND))
ap.add_argument("--out", default=str(DEFAULT_OUT))
args = ap.parse_args()
jp = Path(args.json) if Path(args.json).is_absolute() else ROOT / args.json
rp = Path(args.rebound) if Path(args.rebound).is_absolute() else ROOT / args.rebound
op = Path(args.out) if Path(args.out).is_absolute() else ROOT / args.out
# 결정론 해시
ihash = _input_hash(jp, rp)
# V5 빌드
cmd = [
"python", "tools/build_smart_cash_recovery_v5.py",
"--json", str(jp), "--rebound", str(rp), "--out", str(TEMP_V5),
]
proc = subprocess.run(cmd, cwd=str(ROOT), text=True, capture_output=True, encoding="utf-8", errors="replace")
if proc.returncode != 0:
print((proc.stdout or "") + (proc.stderr or ""))
return proc.returncode
v5 = _load(TEMP_V5)
result = dict(v5)
global_exec = bool(result.get("execution_allowed"))
# V6: ADV-1 강화 — 각 행에 rebound 전사 + exec_mode 잠금
selected_combo = [
_enrich_row_v6(row, global_exec)
for row in (result.get("selected_sell_combo") or [])
if isinstance(row, dict)
]
result["selected_sell_combo"] = selected_combo
# ADV-1 필수 잠금 필드
result["formula_id"] = "SMART_CASH_RECOVERY_V6"
result["upgraded_from"] = "SMART_CASH_RECOVERY_V5"
result["numeric_generation_allowed"] = 0 # LLM 수치 생성 금지
result["input_hash"] = ihash # 결정론 체크섬
result["v6_enforced"] = {
"rebound_trigger_price_wired": True,
"exec_mode_lock": True,
"numeric_generation_allowed": 0,
"hts_candidate_rows": len([r for r in selected_combo if r.get("hts_candidate")]),
"ledger_only_rows": len([r for r in selected_combo if r.get("ledger_only")]),
"execute_rebound_only_rows": len([r for r in selected_combo if r.get("hts_immediate_sell_blocked")]),
}
op.parent.mkdir(parents=True, exist_ok=True)
op.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
vd = result.get("value_damage_pct_avg", 999)
covered = result.get("cash_shortfall_covered", False)
print(
f"SMART_CASH_RECOVERY_V6 input_hash={ihash} "
f"execution_allowed={global_exec} value_damage={vd} covered={covered} "
f"hts_rows={result['v6_enforced']['hts_candidate_rows']}"
)
return 0
if __name__ == "__main__":
raise SystemExit(main())