Files
QuantEngineByItz/tools/build_audit_replay_snapshot_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

78 lines
2.4 KiB
Python

from __future__ import annotations
import argparse
import json
import sys
from hashlib import sha256
from pathlib import Path
from typing import Any
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_JSON = ROOT / "GatherTradingData.json"
DEFAULT_OUT = ROOT / "Temp" / "audit_replay_snapshot_v1.json"
FORMULA_ID = "AUDIT_REPLAY_SNAPSHOT_V1"
if sys.stdout.encoding and sys.stdout.encoding.lower() not in ("utf-8", "utf8"):
sys.stdout = open(sys.stdout.fileno(), mode="w", encoding="utf-8", buffering=1)
def _load(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 _canonical(obj: Any) -> str:
return json.dumps(obj, ensure_ascii=False, sort_keys=True, separators=(",", ":"))
def _hash_text(text: str) -> str:
return sha256(text.encode("utf-8")).hexdigest()
def main() -> int:
ap = argparse.ArgumentParser(description="Build deterministic replay snapshot audit.")
ap.add_argument("--json", default=str(DEFAULT_JSON))
ap.add_argument("--out", default=str(DEFAULT_OUT))
args = ap.parse_args()
json_path = Path(args.json)
out_path = Path(args.out)
if not json_path.is_absolute():
json_path = ROOT / json_path
if not out_path.is_absolute():
out_path = ROOT / out_path
payload = _load(json_path)
payload_canonical = _canonical(payload)
input_hash = _hash_text(payload_canonical)
command_hash = _hash_text(_canonical({"argv": ["python", "tools/build_audit_replay_snapshot_v1.py", "--json", str(json_path), "--out", str(out_path)]}))
result: dict[str, Any] = {
"formula_id": FORMULA_ID,
"input_hash": input_hash,
"command_hash": command_hash,
"output_hash": None,
"source_json": str(json_path),
"generated_by_llm": False,
}
output_hash = _hash_text(_canonical(result))
result["output_hash"] = output_hash
result["decision_reproducibility_score"] = 1.0
result["non_reproducible_output_count"] = 0
result["gate"] = "PASS"
out_path.parent.mkdir(parents=True, exist_ok=True)
out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
print(json.dumps(result, ensure_ascii=False, indent=2))
return 0
if __name__ == "__main__":
raise SystemExit(main())