Files
QuantEngineByItz/tools/apply_request_result_adoption_v1.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

280 lines
11 KiB
Python

from __future__ import annotations
import argparse
import json
from datetime import datetime
from pathlib import Path
from typing import Any
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_JSON = ROOT / "GatherTradingData.json"
DEFAULT_REQUEST = ROOT / "Temp" / "request_result.txt"
DEFAULT_OUT_TXT = ROOT / "Temp" / "request_result_adoption.txt"
DEFAULT_OUT_JSON = ROOT / "Temp" / "request_result_adoption_v1.json"
def _load_json(path: Path) -> dict[str, Any]:
if not path.exists():
return {}
try:
obj = json.loads(path.read_text(encoding="utf-8"))
except Exception:
return {}
return obj if isinstance(obj, dict) else {}
def _parse_jsonish(value: Any) -> Any:
if isinstance(value, (dict, list)):
return value
if isinstance(value, str) and value.strip():
try:
return json.loads(value)
except Exception:
return value
return value
def _to_json_string_if_needed(original: Any, value: Any) -> Any:
if isinstance(original, str):
return json.dumps(value, ensure_ascii=False)
return value
def _rows(v: Any) -> list[dict[str, Any]]:
p = _parse_jsonish(v)
if isinstance(p, list):
return [x for x in p if isinstance(x, dict)]
return []
def _obj(v: Any) -> dict[str, Any]:
p = _parse_jsonish(v)
return p if isinstance(p, dict) else {}
def _latest_snapshot_captured_at_iso(rows: list[dict[str, Any]]) -> str | None:
latest_dt: datetime | None = None
latest_iso: str | None = None
for row in rows:
if not isinstance(row, dict):
continue
for key in ("captured_at", "last_updated"):
raw = str(row.get(key) or "").strip()
if not raw:
continue
try:
dt = datetime.fromisoformat(raw.replace("Z", "+00:00"))
except Exception:
continue
if dt.tzinfo is None:
dt = dt.astimezone()
if latest_dt is None or dt > latest_dt:
latest_dt = dt
latest_iso = raw
return latest_iso
def _build_predictive_dialectic_bridge(h: dict[str, Any]) -> dict[str, Any]:
src = _rows(h.get("predictive_alpha_json"))
if not src:
return {
"formula_id": "PREDICTIVE_ALPHA_DIALECTIC_ENGINE_V1_BRIDGE",
"status": "DATA_MISSING",
"source": "predictive_alpha_json",
"rows": [],
}
out: list[dict[str, Any]] = []
for row in src:
thesis = float(row.get("thesis_score") or 0.0)
anti = float(row.get("antithesis_score") or 0.0)
verdict = str(row.get("synthesis_verdict") or "")
allowed = verdict not in {"EXIT_SIGNAL", "TRIM_SIGNAL"}
out.append(
{
"ticker": str(row.get("ticker") or ""),
"name": str(row.get("name") or ""),
"thesis_score": thesis,
"antithesis_score": anti,
"synthesis_verdict": verdict,
"action_allowed": allowed,
"direction_confidence": row.get("direction_confidence"),
"prediction_confidence_pct": row.get("prediction_confidence_pct"),
"source_formula_id": str(row.get("formula_id") or ""),
"bridge_rule": "B1_PREDICTIVE_ALPHA_JSON_TO_DIALECTIC",
}
)
return {
"formula_id": "PREDICTIVE_ALPHA_DIALECTIC_ENGINE_V1_BRIDGE",
"status": "BRIDGED",
"source": "predictive_alpha_json",
"rows": out,
}
def _build_dynamic_value_preservation_bridge(h: dict[str, Any]) -> dict[str, Any]:
src = _rows(h.get("sell_value_preservation_json"))
if not src:
return {
"formula_id": "DYNAMIC_VALUE_PRESERVATION_SELL_V3_BRIDGE",
"status": "DATA_MISSING",
"source": "sell_value_preservation_json",
"rows": [],
}
out: list[dict[str, Any]] = []
for row in src:
imm = row.get("immediate_qty")
reb = row.get("rebound_wait_qty")
imm_n = float(imm) if isinstance(imm, (int, float)) else 0.0
reb_n = float(reb) if isinstance(reb, (int, float)) else 0.0
total = imm_n + reb_n
if total > 0:
imm_ratio = round(imm_n / total, 4)
reb_ratio = round(reb_n / total, 4)
elif imm_n > 0:
imm_ratio = 1.0
reb_ratio = 0.0
else:
imm_ratio = 0.0
reb_ratio = 0.0
out.append(
{
"ticker": str(row.get("ticker") or ""),
"name": str(row.get("name") or ""),
"immediate_sell_ratio": imm_ratio,
"rebound_wait_ratio": reb_ratio,
"trailing_ratchet_active": bool(row.get("auto_trailing_stop")),
"auto_trailing_stop": row.get("auto_trailing_stop"),
"sell_value_preservation_state": str(row.get("sell_value_preservation_state") or ""),
"reason_codes": row.get("reason_codes") if isinstance(row.get("reason_codes"), list) else [],
"source_formula_id": str(row.get("formula_id") or ""),
"bridge_rule": "B2_SELL_VALUE_PRESERVATION_TO_DYNAMIC_VALUE",
}
)
return {
"formula_id": "DYNAMIC_VALUE_PRESERVATION_SELL_V3_BRIDGE",
"status": "BRIDGED",
"source": "sell_value_preservation_json",
"rows": out,
}
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--json", default=str(DEFAULT_JSON))
ap.add_argument("--request", default=str(DEFAULT_REQUEST))
ap.add_argument("--out-txt", default=str(DEFAULT_OUT_TXT))
ap.add_argument("--out-json", default=str(DEFAULT_OUT_JSON))
args = ap.parse_args()
json_path = Path(args.json)
req_path = Path(args.request)
out_txt = Path(args.out_txt)
out_json = Path(args.out_json)
if not json_path.is_absolute():
json_path = ROOT / json_path
if not req_path.is_absolute():
req_path = ROOT / req_path
if not out_txt.is_absolute():
out_txt = ROOT / out_txt
if not out_json.is_absolute():
out_json = ROOT / out_json
payload = _load_json(json_path)
if not payload:
print("REQUEST_RESULT_ADOPTION_FAIL: invalid json payload")
return 1
request_text = req_path.read_text(encoding="utf-8") if req_path.exists() else ""
data = payload.get("data") if isinstance(payload.get("data"), dict) else {}
hctx = data.get("_harness_context") if isinstance(data.get("_harness_context"), dict) else {}
hapex = payload.get("hApex") if isinstance(payload.get("hApex"), dict) else {}
merged = dict(hctx)
merged.update(hapex)
fresh_captured_at = _latest_snapshot_captured_at_iso(data.get("account_snapshot", []) if isinstance(data.get("account_snapshot"), list) else [])
if fresh_captured_at:
hctx["captured_at"] = fresh_captured_at
hapex["captured_at"] = fresh_captured_at
merged["captured_at"] = fresh_captured_at
artifacts = {
"gas_engine_upgrade_v7.gs": (ROOT / "gas_engine_upgrade_v7.gs").exists(),
"tools/apply_engine_upgrade_v7.py": (ROOT / "tools" / "apply_engine_upgrade_v7.py").exists(),
"spec/strategy/fundamental_quality_v2.yaml": (ROOT / "spec" / "strategy" / "fundamental_quality_v2.yaml").exists(),
"spec/strategy/predictive_alpha_dialectic_v1.yaml": (ROOT / "spec" / "strategy" / "predictive_alpha_dialectic_v1.yaml").exists(),
"spec/strategy/horizon_allocation_v1.yaml": (ROOT / "spec" / "strategy" / "horizon_allocation_v1.yaml").exists(),
"spec/exit/dynamic_value_preservation_sell_v3.yaml": (ROOT / "spec" / "exit" / "dynamic_value_preservation_sell_v3.yaml").exists(),
"spec/routing_trace_v2.yaml": (ROOT / "spec" / "routing_trace_v2.yaml").exists(),
}
adopted: list[dict[str, Any]] = []
for key, exists in artifacts.items():
adopted.append(
{
"item": key,
"decision": "ADOPT" if exists else "REJECT",
"reason": "artifact_exists" if exists else "artifact_missing",
}
)
bridge_applied: list[str] = []
if merged.get("predictive_alpha_dialectic_json") in (None, "", [], {}):
merged["predictive_alpha_dialectic_json"] = _build_predictive_dialectic_bridge(merged)
bridge_applied.append("predictive_alpha_dialectic_json")
if merged.get("dynamic_value_preservation_json") in (None, "", [], {}):
merged["dynamic_value_preservation_json"] = _build_dynamic_value_preservation_bridge(merged)
bridge_applied.append("dynamic_value_preservation_json")
# write back preserving json-string contract where needed
hctx["predictive_alpha_dialectic_json"] = _to_json_string_if_needed(hctx.get("predictive_alpha_dialectic_json"), merged.get("predictive_alpha_dialectic_json"))
hctx["dynamic_value_preservation_json"] = _to_json_string_if_needed(hctx.get("dynamic_value_preservation_json"), merged.get("dynamic_value_preservation_json"))
hapex["predictive_alpha_dialectic_json"] = _to_json_string_if_needed(hapex.get("predictive_alpha_dialectic_json"), merged.get("predictive_alpha_dialectic_json"))
hapex["dynamic_value_preservation_json"] = _to_json_string_if_needed(hapex.get("dynamic_value_preservation_json"), merged.get("dynamic_value_preservation_json"))
data["_harness_context"] = hctx
payload["data"] = data
payload["hApex"] = hapex
json_path.write_text(json.dumps(payload, ensure_ascii=False, indent=2), encoding="utf-8")
summary = {
"formula_id": "REQUEST_RESULT_ADOPTION_V1",
"request_path": str(req_path),
"request_loaded": bool(request_text.strip()),
"artifact_adoption": adopted,
"bridge_applied": bridge_applied,
"post_keys": {
"predictive_alpha_dialectic_json": merged.get("predictive_alpha_dialectic_json") is not None,
"dynamic_value_preservation_json": merged.get("dynamic_value_preservation_json") is not None,
},
}
out_json.parent.mkdir(parents=True, exist_ok=True)
out_json.write_text(json.dumps(summary, ensure_ascii=False, indent=2), encoding="utf-8")
lines = [
"# REQUEST_RESULT 채택/보완 결과",
"",
f"- formula_id: {summary['formula_id']}",
f"- request_loaded: {summary['request_loaded']}",
f"- bridge_applied: {', '.join(bridge_applied) if bridge_applied else 'none'}",
"",
"## 채택 판정",
]
for row in adopted:
lines.append(f"- {row['item']}: {row['decision']} ({row['reason']})")
lines.extend(
[
"",
"## 근본 원인/정석 조치",
"- 원인: 제안 아티팩트는 존재하나 실행 컨텍스트에 일부 키(predictive_alpha_dialectic_json, dynamic_value_preservation_json) 누락.",
"- 조치: 기존 산출키(predictive_alpha_json, sell_value_preservation_json)에서 결정론적 브리지 적용.",
"- 통제: 브리지 레코드에 source_formula_id/bridge_rule를 기록해 임의 수치 생성 금지.",
]
)
out_txt.write_text("\n".join(lines) + "\n", encoding="utf-8")
print(json.dumps(summary, ensure_ascii=False))
return 0
if __name__ == "__main__":
raise SystemExit(main())