Files
QuantEngineByItz/tools/build_fundamental_raw_evidence_v4.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

52 lines
1.5 KiB
Python

#!/usr/bin/env python3
from __future__ import annotations
import argparse
import json
from pathlib import Path
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_IN = ROOT / "Temp" / "fundamental_raw_evidence_v3.json"
DEFAULT_OUT = ROOT / "Temp" / "fundamental_raw_evidence_v4.json"
def _load(path: Path) -> dict:
if not path.exists():
return {}
try:
obj = json.loads(path.read_text(encoding="utf-8"))
return obj if isinstance(obj, dict) else {}
except Exception:
return {}
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--raw", default=str(DEFAULT_IN))
ap.add_argument("--out", default=str(DEFAULT_OUT))
args = ap.parse_args()
raw = _load(Path(args.raw))
missing = int(raw.get("roe_opm_ocf_fcf_missing_count") or 0)
coverage = float(raw.get("fundamental_source_field_coverage_pct") or 0.0)
result = {
"formula_id": "FUNDAMENTAL_RAW_EVIDENCE_V4",
"gate": "PASS" if coverage >= 50.0 else "CAUTION",
"raw_fundamental_value_provenance": True,
"imputed_data_exposure": {
"missing_count": missing,
"coverage_pct": coverage,
},
"fundamental_stale_data_blocks_long_horizon_upgrade": bool(missing > 0),
"source_path": str(Path(args.raw)),
}
out = Path(args.out)
out.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())