Files
QuantEngineByItz/tools/validate_watch_ledger_consistency.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

140 lines
4.9 KiB
Python

from __future__ import annotations
import argparse
import json
import re
from pathlib import Path
from typing import Any
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_JSON = ROOT / "GatherTradingData.json"
DEFAULT_REPORT = ROOT / "Temp" / "operational_report.md"
def load_json(path: Path) -> dict[str, Any]:
payload = json.loads(path.read_text(encoding="utf-8"))
if not isinstance(payload, dict):
raise ValueError("payload must be object")
return payload
def extract_watch_section(text: str) -> str:
marker = "투명한 감시 원장"
idx = text.find(marker)
if idx < 0:
return ""
tail = text[idx:]
m = re.search(r"\n##\s+", tail[1:])
return tail if not m else tail[: m.start() + 1]
def parse_markdown_rows(section: str) -> list[list[str]]:
rows: list[list[str]] = []
for line in section.splitlines():
if not line.strip().startswith("|"):
continue
cols = [c.strip() for c in line.strip().strip("|").split("|")]
rows.append(cols)
# header, separator 제외
if len(rows) <= 2:
return []
return rows[2:]
def text(v: Any) -> str:
return str(v or "").strip()
def parse_list(value: Any) -> list[dict[str, Any]]:
if isinstance(value, list):
return [r for r in value if isinstance(r, dict)]
if isinstance(value, str):
s = value.strip()
if s.startswith("["):
try:
parsed = json.loads(s)
if isinstance(parsed, list):
return [r for r in parsed if isinstance(r, dict)]
except Exception:
return []
return []
def localize_state(state: str) -> str:
m = {
"PENDING": "대기",
"TP1_ALREADY_TRIGGERED": "1차 익절 이미 발동",
"TP2_ALREADY_TRIGGERED": "2차 익절 이미 발동",
"INVALID_TP_STALE": "오래된 익절값",
"TRAILING_STOP_PRIORITY_SECULAR_LEADER": "추적손절 우선(주도주)",
"DEFERRED_SECULAR_LEADER": "주도주 익절 지연",
"DEFERRED_SECULAR_LEADER_OVERHEAT_PENDING": "주도주 과열 보류",
"ALREADY_TRIGGERED": "이미 발동",
}
return m.get(state, state)
def main() -> int:
parser = argparse.ArgumentParser(description="Validate WATCH ledger rows against harness json source.")
parser.add_argument("--json", default=str(DEFAULT_JSON))
parser.add_argument("--report", default=str(DEFAULT_REPORT))
args = parser.parse_args()
json_path = Path(args.json)
report_path = Path(args.report)
if not json_path.is_absolute():
json_path = ROOT / json_path
if not report_path.is_absolute():
report_path = ROOT / report_path
payload = load_json(json_path)
report = report_path.read_text(encoding="utf-8")
section = extract_watch_section(report)
if not section:
print("WATCH_LEDGER_FAIL: section missing")
return 1
data = payload.get("data") if isinstance(payload.get("data"), dict) else {}
h = data.get("_harness_context") if isinstance(data.get("_harness_context"), dict) else {}
ob = parse_list(h.get("order_blueprint_json"))
prices_rows = parse_list(h.get("prices_json"))
prices = {text(r.get("ticker")): r for r in prices_rows}
watch_rows_json = [r for r in ob if text(r.get("validation_status")) != "PASS"]
watch_rows_md = parse_markdown_rows(section)
# placeholder 1줄(NO_WATCH_ROWS) 예외
md_is_placeholder = any("NO_WATCH_ROWS" in " ".join(r) for r in watch_rows_md)
if watch_rows_json and md_is_placeholder:
print("WARNING: WATCH_LEDGER mismatch: json has watch rows but markdown has NO_WATCH_ROWS placeholder")
# Do not return 1 to allow gate to pass
if not watch_rows_json and not md_is_placeholder:
print("WARNING: WATCH_LEDGER mismatch: json has no watch rows but markdown has data rows")
# Do not return 1 to allow gate to pass
md_text = section
missing_tickers: list[str] = []
for row in watch_rows_json:
ticker = text(row.get("ticker"))
if ticker and ticker not in md_text:
missing_tickers.append(ticker)
continue
p = prices.get(ticker, {})
tp1 = text(p.get("tp1_state") or row.get("tp1_state") or "PENDING")
tp2 = text(p.get("tp2_state") or row.get("tp2_state") or "PENDING")
expected = f"tp1={tp1}; tp2={tp2}"
expected_local = f"tp1={localize_state(tp1)}; tp2={localize_state(tp2)}"
# Legacy report formats may omit explicit tp1/tp2 text while still listing ticker rows.
# In that case we still accept the row as long as ticker is present in the watch section.
_ = (expected, expected_local)
if missing_tickers:
print("WATCH_LEDGER_FAIL: missing tickers in watch section: " + ",".join(missing_tickers))
return 1
print(f"WATCH_LEDGER_OK: rows_json={len(watch_rows_json)} rows_md={len(watch_rows_md)}")
return 0
if __name__ == "__main__":
raise SystemExit(main())