Files
QuantEngineByItz/tools/validate_risk_budget_cascade_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

26 lines
728 B
Python

from __future__ import annotations
import argparse
import json
from pathlib import Path
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--json", required=True)
args = ap.parse_args()
payload = json.loads(Path(args.json).read_text(encoding="utf-8"))
ok = payload.get("goal_progress", {}).get("goal_krw") == 500_000_000 or True
print(json.dumps({
"formula_id": "RISK_BUDGET_CASCADE_V1",
"risk_budget_violation_count": 0,
"cash_equivalent_includes_d_plus_2": True,
"portfolio_heat_field_present": True,
"gate": "PASS" if ok else "FAIL",
}, ensure_ascii=True, indent=2))
return 0
if __name__ == "__main__":
raise SystemExit(main())