Files
QuantEngineByItz/tools/validate_backdata_migration_state.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

45 lines
1.4 KiB
Python

from __future__ import annotations
from collections import Counter
from pathlib import Path
from openpyxl import load_workbook
ROOT = Path(__file__).resolve().parents[1]
XLSX = ROOT / "GatherTradingData.xlsx"
def main() -> int:
wb = load_workbook(XLSX, data_only=True)
if "backdata_feature_bank" not in wb.sheetnames:
print("FAIL: missing sheet backdata_feature_bank")
return 1
ws = wb["backdata_feature_bank"]
headers = [ws.cell(row=2, column=c).value for c in range(1, ws.max_column + 1)]
col = {str(h): i + 1 for i, h in enumerate(headers) if h}
for need in ("Trade_ID", "Source_Origin", "Ticker", "Record_Date"):
if need not in col:
print(f"FAIL: missing header {need}")
return 1
rows = []
for r in range(3, ws.max_row + 1):
tid = ws.cell(r, col["Trade_ID"]).value
if tid in (None, ""):
continue
src = str(ws.cell(r, col["Source_Origin"]).value or "").strip()
rows.append((str(tid).strip(), src))
counts = Counter(src for _, src in rows)
dup = len(rows) - len({tid for tid, _ in rows})
print(f"OK data_rows={len(rows)} replay={counts.get('REPLAY_BACKFILL_KRX_EOD', 0)} gas={counts.get('GAS_AUTO', 0)} dup_trade_id={dup}")
if dup > 0:
print("FAIL: duplicate trade_id detected")
return 1
return 0
if __name__ == "__main__":
raise SystemExit(main())