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>
118 lines
3.7 KiB
Python
118 lines
3.7 KiB
Python
from __future__ import annotations
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import argparse
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import json
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from datetime import datetime, timezone
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from pathlib import Path
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from typing import Any
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ROOT = Path(__file__).resolve().parents[1]
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DEFAULT_HISTORY = ROOT / "Temp" / "proposal_evaluation_history.json"
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DEFAULT_OUT = ROOT / "Temp" / "live_trade_outcome_ledger_v1.json"
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FORMULA_ID = "LIVE_TRADE_OUTCOME_LEDGER_V1"
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def _load(path: Path) -> dict[str, Any]:
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if not path.exists():
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return {}
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try:
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obj = json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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return obj if isinstance(obj, dict) else {}
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def _f(v: Any, default: float | None = None) -> float | None:
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try:
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return float(v)
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except Exception:
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return default
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def _origin(rec: dict[str, Any]) -> str:
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proposal_id = str(rec.get("proposal_id") or "")
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if proposal_id.startswith("REPLAY:"):
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return "REPLAY"
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origin = str(rec.get("data_origin") or rec.get("validation_status") or "").upper()
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if origin in {"LIVE", "PAPER", "REPLAY"}:
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return origin
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if origin == "REPLAY_BACKFILL":
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return "REPLAY"
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return "LIVE" if origin.startswith("OPERATIONAL") or origin == "" else "PAPER"
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--history", default=str(DEFAULT_HISTORY))
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ap.add_argument("--out", default=str(DEFAULT_OUT))
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args = ap.parse_args()
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hist_path = Path(args.history)
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if not hist_path.is_absolute():
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hist_path = ROOT / hist_path
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out_path = Path(args.out)
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if not out_path.is_absolute():
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out_path = ROOT / out_path
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hist = _load(hist_path)
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records = hist.get("records") if isinstance(hist.get("records"), list) else []
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rows: list[dict[str, Any]] = []
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live_count = paper_count = replay_count = 0
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operational_count = 0
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for rec in records:
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if not isinstance(rec, dict):
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continue
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origin = _origin(rec)
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if origin == "LIVE":
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live_count += 1
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operational_count += 1
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elif origin == "PAPER":
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paper_count += 1
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operational_count += 1
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else:
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replay_count += 1
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rows.append({
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"proposal_id": rec.get("proposal_id"),
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"ticker": rec.get("ticker"),
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"name": rec.get("name"),
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"proposal_date": rec.get("proposal_date"),
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"action": rec.get("action") or rec.get("recommended_action"),
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"origin": origin,
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"is_replay": origin == "REPLAY",
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"t5_return_pct": _f(rec.get("t5_return_pct")),
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"t20_return_pct": _f(rec.get("t20_return_pct")),
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"decision_correct": rec.get("decision_correct"),
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"generated_at": rec.get("generated_at"),
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})
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result = {
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"formula_id": FORMULA_ID,
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"generated_at": datetime.now(timezone.utc).isoformat(),
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"builder_version": "v1.live_trade_ledger",
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"live_sample_count": live_count,
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"paper_sample_count": paper_count,
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"replay_sample_count": replay_count,
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"t20_operational_sample": live_count + paper_count,
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"operational_sample_count": operational_count,
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"split_by_origin": {
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"LIVE": live_count,
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"PAPER": paper_count,
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"REPLAY": replay_count,
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},
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"rows": rows[:2000],
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"note": "LIVE/PAPER sample rows are separated from REPLAY backfill; operational sample count excludes replay.",
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}
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out_path.parent.mkdir(parents=True, exist_ok=True)
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out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps(result, ensure_ascii=False, indent=2))
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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