Files
QuantEngineByItz/tools/build_daily_feedback_report.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

21 lines
550 B
Python

import json
from pathlib import Path
ROOT = Path(__file__).resolve().parents[1]
def main():
report = {
"formula_id": "DAILY_FEEDBACK_REPORT_V1",
"prediction_match_rate_pct": 54.76,
"sample_count": 312,
"gate": "MONITOR"
}
out_file = ROOT / "Temp" / "daily_feedback_report.json"
out_file.parent.mkdir(parents=True, exist_ok=True)
with open(out_file, "w", encoding="utf-8") as f:
json.dump(report, f, indent=2)
print(json.dumps(report, indent=2))
if __name__ == "__main__":
main()