Files
QuantEngineByItz/schemas/generated/satellite_alpha_quality_gate_v1.schema.json
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

50 lines
941 B
JSON

{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/SATELLITE_ALPHA_QUALITY_GATE_V1",
"title": "SATELLITE_ALPHA_QUALITY_GATE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "SATELLITE_ALPHA_QUALITY_GATE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"position_class",
"ss001_grade",
"price.ret20D",
"globalKospiRet20D_",
"recovery_ratio_20d",
"recovery_ratio_5d",
"excess_drawdown_pctp",
"frg_5d_sh",
"inst_5d_sh",
"rs_verdict"
],
"x_formula_outputs": []
}