kjh2064
ee3e799de1
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>
33 lines
964 B
JSON
33 lines
964 B
JSON
{
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"formula_id": "ANTI_LATE_ENTRY_PULLBACK_GATE_V4",
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"gate": "WATCH",
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"late_chase_buy_violations": 0,
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"late_chase_false_positive_rate": 33.65,
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"buy_after_5d_runup_without_pullback_count": 0,
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"pullback_quality_required_for_buy": 60,
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"distribution_score_for_buy": 1.5,
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"prediction_match_rate_pct": 54.76,
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"t5_direction_accuracy_pct": 54.76,
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"late_chase_operational_samples": 263,
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"late_chase_gate_hit_miss_rate_published": true,
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"threshold_ledger": [
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{
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"threshold": 75,
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"pullback_quality": 60,
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"distribution_score": 2.0,
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"action": "PILOT_ALLOWED"
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},
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{
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"threshold": 65,
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"pullback_quality": 50,
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"distribution_score": 1.5,
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"action": "CANDIDATE_ONLY"
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}
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],
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"supporting_artifacts": [
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"Temp/alpha_lead_threshold_optimizer_v3.json",
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"Temp/buy_anti_late_entry_lock_v1.json",
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"Temp/late_chase_attribution_v1.json"
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],
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"generated_at": "2026-06-03T15:58:27.382232+00:00"
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} |