Files
QuantEngineByItz/tools/validate_formula_golden_cases.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

81 lines
2.4 KiB
Python

from __future__ import annotations
import argparse
import json
import re
from pathlib import Path
import yaml
ROOT = Path(__file__).resolve().parents[1]
REGISTRY = ROOT / "spec" / "13_formula_registry.yaml"
GOLDEN = ROOT / "spec" / "formula_golden_cases_v2.yaml"
GOLDEN_FALLBACK = ROOT / "Temp" / "formula_golden_cases.yaml"
def _registry_ids() -> set[str]:
if not REGISTRY.exists():
return set()
payload = yaml.safe_load(REGISTRY.read_text(encoding="utf-8"))
text = json.dumps(payload, ensure_ascii=False)
ids = set(re.findall(r'\b([A-Z][A-Z0-9_]+_V[0-9]+)\b', text))
return ids
def main() -> int:
ap = argparse.ArgumentParser()
ap.parse_args()
golden_path = GOLDEN if GOLDEN.exists() else GOLDEN_FALLBACK
if not golden_path.exists():
print("FORMULA_GOLDEN_CASES_FAIL")
print("- missing file: spec/formula_golden_cases_v2.yaml")
return 1
payload = yaml.safe_load(golden_path.read_text(encoding="utf-8"))
rows = payload.get("golden_cases_v2") if isinstance(payload, dict) else None
if rows is None and isinstance(payload, dict):
rows = payload.get("golden_cases")
if not isinstance(rows, list):
print("FORMULA_GOLDEN_CASES_FAIL")
print("- golden_cases must be list")
return 1
reg = _registry_ids()
errors: list[str] = []
warnings: list[str] = []
covered = 0
for i, r in enumerate(rows):
if not isinstance(r, dict):
errors.append(f"golden_cases[{i}] must be object")
continue
fid = str(r.get("formula_id") or "")
if not fid:
errors.append(f"golden_cases[{i}] missing formula_id")
continue
if reg and fid not in reg:
warnings.append(f"golden_cases[{i}] formula_id not in registry: {fid}")
if not isinstance(r.get("cases"), list) or len(r["cases"]) == 0:
errors.append(f"golden_cases[{i}] must include non-empty cases")
else:
covered += 1
if errors:
print("FORMULA_GOLDEN_CASES_FAIL")
for e in errors:
print(f"- {e}")
return 1
if warnings:
print("FORMULA_GOLDEN_CASES_WARN")
for w in warnings:
print(f"- {w}")
else:
print("FORMULA_GOLDEN_CASES_OK")
print(f"rows={len(rows)} covered={covered} warnings={len(warnings)} source={golden_path.name}")
return 0
if __name__ == "__main__":
raise SystemExit(main())