Files
QuantEngineByItz/tools/validate_imputed_data_exposure_v1.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

36 lines
1.2 KiB
Python

#!/usr/bin/env python3
from __future__ import annotations
import argparse
import json
from pathlib import Path
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_JSON = ROOT / "Temp" / "fundamental_raw_evidence_v4.json"
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--json", default=str(DEFAULT_JSON))
args = ap.parse_args()
path = Path(args.json)
data = json.loads(path.read_text(encoding="utf-8")) if path.exists() else {}
exposure = data.get("imputed_data_exposure") if isinstance(data.get("imputed_data_exposure"), dict) else {}
has_provenance = bool(data.get("raw_fundamental_value_provenance") is True)
has_fields = isinstance(exposure.get("missing_count"), (int, float)) and isinstance(exposure.get("coverage_pct"), (int, float))
ok = has_provenance and has_fields
payload = {
"formula_id": "IMPUTED_DATA_EXPOSURE_V1",
"gate": "PASS" if ok else "FAIL",
"missing_count": int(exposure.get("missing_count") or 0),
"coverage_pct": float(exposure.get("coverage_pct") or 0.0),
"has_provenance": has_provenance,
}
print(json.dumps(payload, ensure_ascii=True, indent=2))
return 0 if ok else 1
if __name__ == "__main__":
raise SystemExit(main())