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>
282 lines
8.9 KiB
YAML
282 lines
8.9 KiB
YAML
schema_version: gas_migration_wave1.v1
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generated_at: '2026-06-10'
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playbook_ref: suggest/quant_engine_refactor_playbook_v1.yaml#P5-T01
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total_findings: 103
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wave: 1
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wave_size: 25
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remaining_waves: 4
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wave1_status: IN_PROGRESS
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classification_guide:
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ADAPTER_OK: GAS reads Python-computed value and passes to sheet/next step. No business logic.
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MIGRATE_TO_PYTHON: GAS computes a score/decision that should live in Python.
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DELETE_DUPLICATE: Logic already exists in Python; GAS version is redundant.
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COMMENT_FALSE_POSITIVE: Comment or doc line flagged by keyword match, not actual logic.
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wave1_items:
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- idx: 0
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file: gas_apex_alpha_watch.gs
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line: 174
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text: "macro_risk_score: score,"
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classification: ADAPTER_OK
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rationale: Assembling output object from Python-provided score, not computing it.
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python_path: null
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formula_id: null
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- idx: 1
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file: gas_apex_alpha_watch.gs
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line: 223
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text: "var totalScore = mesResult.macro_risk_score || 0;"
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classification: ADAPTER_OK
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rationale: Reading macro_risk_score from Python MES result JSON.
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python_path: null
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formula_id: null
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- idx: 2
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file: gas_apex_runtime_core.gs
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line: 34
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text: "hApex.macro_risk_score = mesResult.macro_risk_score;"
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classification: ADAPTER_OK
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rationale: Passing Python result field through to apex harness struct.
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python_path: null
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formula_id: null
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- idx: 3
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file: gas_apex_runtime_core.gs
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line: 103
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text: "// macro_risk_score (max 100)"
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classification: COMMENT_FALSE_POSITIVE
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rationale: Comment line describing the field; contains keyword but no logic.
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python_path: null
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formula_id: null
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- idx: 4
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file: gas_apex_runtime_core.gs
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line: 153
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text: "macro_risk_score: macroRiskScore,"
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classification: ADAPTER_OK
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rationale: Assembling output packet with Python-derived score.
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python_path: null
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formula_id: null
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- idx: 5
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file: gas_apex_runtime_core.gs
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line: 185
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text: "var macroRiskScore = toNumber_(mes.macro_risk_score) || 0;"
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classification: ADAPTER_OK
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rationale: Reads Python result; toNumber_ is a type coercion helper, not business logic.
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python_path: null
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formula_id: null
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- idx: 6
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file: gas_apex_runtime_core.gs
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line: 237
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text: "micro_risk_score: l1,"
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classification: ADAPTER_OK
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rationale: Assembling risk level packet from Python-provided values.
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python_path: null
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formula_id: null
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- idx: 7
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file: gas_apex_runtime_core.gs
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line: 238
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text: "macro_risk_score_normalized: l2,"
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classification: ADAPTER_OK
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rationale: Assembling risk level packet; normalized value from Python.
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python_path: null
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formula_id: null
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- idx: 8
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file: gas_apex_runtime_core.gs
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line: 239
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text: "global_risk_score: l3,"
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classification: ADAPTER_OK
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rationale: Assembling risk level packet from Python-provided values.
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python_path: null
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formula_id: null
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- idx: 9
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file: gas_apex_runtime_core.gs
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line: 240
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text: "event_risk_score: l4,"
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classification: ADAPTER_OK
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rationale: Assembling risk level packet from Python-provided values.
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python_path: null
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formula_id: null
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- idx: 10
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file: gas_data_collect.gs
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line: 1038
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text: "Number.isFinite(alpha[\"late_chase_risk_score\"]) ? alpha[\"late_chase_risk_score\"]"
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classification: ADAPTER_OK
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rationale: Reading late_chase_risk_score from Python alpha JSON; conditional is null-guard.
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python_path: null
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formula_id: null
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- idx: 11
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file: gas_data_collect.gs
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line: 1068
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text: '"Volume_Ratio_5D","Flow_Credit","RSI14_At_Entry","Late_Chase_Risk_Score"'
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classification: ADAPTER_OK
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rationale: Column name list for sheet header; no computation.
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python_path: null
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formula_id: null
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- idx: 12
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file: gas_data_collect.gs
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line: 1069
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text: '"Breakout_Score","Rebound_Preservation_Score","Setup_Decision","Exit_Reason"'
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classification: ADAPTER_OK
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rationale: Column name list for sheet header; no computation.
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python_path: null
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formula_id: null
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- idx: 13
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file: gas_data_collect.gs
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line: 2016
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text: "// TAKE_PROFIT_LADDER_V1"
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classification: COMMENT_FALSE_POSITIVE
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rationale: Comment referencing a spec item; no code logic.
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python_path: null
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formula_id: null
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- idx: 14
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file: gas_data_collect.gs
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line: 2036
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text: '"Final_Action","Action_Priority","Priority_Score","Final_Rank","Decision_Source"'
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classification: ADAPTER_OK
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rationale: Column name list for sheet header; no computation.
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python_path: null
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formula_id: null
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- idx: 15
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file: gas_data_collect.gs
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line: 2704
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text: "// entry sizing, breakout/anti-climax/leader/RW gates,"
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classification: COMMENT_FALSE_POSITIVE
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rationale: Documentation comment describing Python-computed fields to be collected.
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python_path: null
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formula_id: null
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- idx: 16
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file: gas_data_collect.gs
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line: 2894
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text: "// TAKE_PROFIT_LADDER_V1"
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classification: COMMENT_FALSE_POSITIVE
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rationale: Section comment; no logic.
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python_path: null
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formula_id: null
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- idx: 17
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file: gas_data_collect.gs
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line: 2986
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text: "// Decision: F1-F3 timing, sell decision, allowed/final action"
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classification: COMMENT_FALSE_POSITIVE
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rationale: Section comment; no logic.
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python_path: null
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formula_id: null
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- idx: 18
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file: gas_data_collect.gs
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line: 3178
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text: '"TAKE_PROFIT_TIER1":"TP1 description"'
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classification: ADAPTER_OK
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rationale: Label map for sheet display; references a Python decision value, not computing it.
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python_path: null
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formula_id: null
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- idx: 19
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file: gas_data_collect.gs
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line: 3502
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text: '"Candidate_Quality_Grade","T1_Forced_Sell_Risk_Score"'
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classification: ADAPTER_OK
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rationale: Column name list; no computation.
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python_path: null
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formula_id: null
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- idx: 20
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file: gas_data_collect.gs
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line: 3602
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text: "lateChaseRiskScore: sellRow_ ? sellRow_[\"Late_Chase_Risk_Score\"] : \"\","
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classification: ADAPTER_OK
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rationale: Reading Python-computed Late_Chase_Risk_Score from sheet row; null-safe read.
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python_path: null
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formula_id: null
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- idx: 21
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file: gas_data_collect.gs
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line: 3603
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text: "distributionRiskScore: sellRow_ ? sellRow_[\"Distribution_Risk_Score\"] : \"\","
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classification: ADAPTER_OK
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rationale: Reading Python-computed Distribution_Risk_Score from sheet row; null-safe read.
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python_path: null
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formula_id: null
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- idx: 22
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file: gas_data_collect.gs
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line: 3746
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text: '"Candidate_Quality_Grade","T1_Forced_Sell_Risk_Score"'
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classification: ADAPTER_OK
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rationale: Column name list; no computation.
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python_path: null
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formula_id: null
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- idx: 23
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file: gas_data_feed.gs
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line: 186
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text: "SP_TAKE_PROFIT: 10, // Profit_Pct >= 10%"
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classification: MIGRATE_TO_PYTHON
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rationale: Threshold constant defined in GAS; should be in spec/calibration_registry.yaml.
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python_path: spec/calibration_registry.yaml
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formula_id: TAKE_PROFIT_LADDER_V2
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migration_action: Add to calibration_registry.yaml as threshold id=SP_TAKE_PROFIT value=10 source=SPEC_DERIVED.
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- idx: 24
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file: gas_data_feed.gs
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line: 559
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text: "// sell_signal_priority level 2: REGIME_RISK_OFF (spec/exit/stop_loss.yaml)"
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classification: COMMENT_FALSE_POSITIVE
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rationale: Comment citing spec file; no business logic.
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python_path: null
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formula_id: null
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wave2_preview:
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- idx: 25
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file: gas_data_feed.gs
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line: 656
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tentative_classification: MIGRATE_TO_PYTHON
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text: "priceBasis = TAKE_PROFIT_TIER2_PRICE fallback"
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- idx: 55
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file: gas_data_feed.gs
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line: 6688
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tentative_classification: DELETE_DUPLICATE
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text: "distribution_risk_score = Math.min(100, Math.max(0, score))"
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- idx: 57
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file: gas_data_feed.gs
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line: 6774
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tentative_classification: DELETE_DUPLICATE
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text: "late_chase_risk_score = Math.min(100, Math.max(0, Math.round(lateChaseRisk)))"
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wave1_summary:
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ADAPTER_OK: 17
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COMMENT_FALSE_POSITIVE: 7
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MIGRATE_TO_PYTHON: 1
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DELETE_DUPLICATE: 0
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total_wave1: 25
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wave1_action_items:
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- id: SP_TAKE_PROFIT_SPEC_MIGRATION
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type: SPEC_REGISTRATION
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file: spec/calibration_registry.yaml
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action: Register SP_TAKE_PROFIT=10 as threshold_id with source=SPEC_DERIVED, owner_formula=TAKE_PROFIT_LADDER_V2
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status: TODO
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remaining_findings_classification:
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note: Wave 2-4 will address the remaining 78 findings
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high_priority:
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- gas_data_feed L6688 distribution_risk_score computation (DELETE_DUPLICATE - Python has DISTRIBUTION_RISK_SCORE_V1)
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- gas_data_feed L6774 late_chase_risk_score computation (DELETE_DUPLICATE - Python has late_chase_risk_score formula)
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- gas_data_feed L1577 score += THRESHOLDS["SP_TAKE_PROFIT"] (MIGRATE_TO_PYTHON - threshold scoring)
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- gas_data_feed L656-683 priceBasis fallback logic (MIGRATE_TO_PYTHON - price determination)
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- gas_data_feed L5920 STOP_LOSS decision (DELETE_DUPLICATE - Python has stop_loss logic)
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