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>
55 lines
2.0 KiB
YAML
55 lines
2.0 KiB
YAML
schema_version: 2026-06-03-anti-late-entry-pullback-gate-v4
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formula_id: ANTI_LATE_ENTRY_GATE_V2_CALIBRATED
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purpose: 뒷박(late-chase) 매수 차단 — T+5 실측 기반 보정 루프.
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required_fields:
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- prediction_match_rate_pct
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- t5_direction_accuracy_pct
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- buy_after_5d_runup_without_pullback_count
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# ── velocity 버킷 기반 실측 보정 (SCAFFOLDED_PENDING_LIVE_DATA) ─────────────
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# [SCAFFOLDED_PENDING_LIVE_DATA: late_chase_attribution_samples=0, target>=30]
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calibration:
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formula_id: ANTI_LATE_ENTRY_GATE_V2_CALIBRATED
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status: SCAFFOLDED_PENDING_LIVE_DATA
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current_samples: 0
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target_samples: 30
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velocity_buckets:
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- id: LOW
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range: "velocity_1d < 1.0%"
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t5_win_rate: null
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t5_avg_return: null
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sample_count: 0
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label: "[UNVALIDATED_LIVE: n=0]"
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- id: MID
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range: "1.0% <= velocity_1d < 3.0%"
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t5_win_rate: null
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t5_avg_return: null
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sample_count: 0
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label: "[UNVALIDATED_LIVE: n=0]"
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- id: HIGH
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range: "velocity_1d >= 3.0%"
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t5_win_rate: null
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t5_avg_return: null
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sample_count: 0
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label: "[UNVALIDATED_LIVE: n=0]"
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gate: GATE1_BLOCK
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gate_basis: EXPERT_PRIOR
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gate_threshold:
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velocity_1d_block_pct: 3.0
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threshold_source: EXPERT_PRIOR
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threshold_note: "[UNVALIDATED: 실측 표본 30건 누적 전까지 EXPERT_PRIOR(3%) 유지]"
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calibration_allowed: false # 표본 < 30 → 자동 적용 금지, 데이터 충족 후 수동 적용
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chase_entry_rate:
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formula: "(velocity_1d>=3% 진입건 / 전체 BUY)"
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current: null
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target: "<= 10%"
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label: "[UNVALIDATED_LIVE: n=0]"
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output:
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- late_chase_attribution_v4.json.samples
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- operational_report.json.summary.chase_entry_rate_pct
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python_tools:
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- tools/build_late_chase_attribution_v1.py
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- tools/build_alpha_lead_threshold_optimizer_v3.py
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gs_coverage: "gas_apex_alpha_watch.gs:calibrateAntiLateEntryV2_()"
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validator: "tools/validate_no_late_chase_buy_v2.py"
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