Files
QuantEngineByItz/tools/build_root_cause_attribution_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

65 lines
2.1 KiB
Python

from __future__ import annotations
import argparse
import json
from pathlib import Path
from typing import Any
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_OUT = ROOT / "Temp" / "root_cause_attribution_v1.json"
def _load(path: Path) -> dict[str, Any]:
if not path.exists():
return {}
data = json.loads(path.read_text(encoding="utf-8"))
return data if isinstance(data, dict) else {}
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--out", default=str(DEFAULT_OUT))
args = ap.parse_args()
out_path = Path(args.out)
if not out_path.is_absolute():
out_path = ROOT / out_path
di = _load(ROOT / "Temp" / "data_integrity_score_v1.json")
dv = _load(ROOT / "Temp" / "derivation_validity_score_v1.json")
eg = _load(ROOT / "Temp" / "engine_harness_gate_result.json")
failed = eg.get("failed_checks") if isinstance(eg.get("failed_checks"), list) else []
data_risk = max(0.0, 100.0 - float(di.get("score") or 0.0))
deriv_risk = max(0.0, 100.0 - float(dv.get("score") or 0.0))
decision_risk = 20.0 if any("BUY_BLOCK" in x or "LOCK" in x for x in failed) else 5.0
execution_risk = 20.0 if any("report_quality" in x for x in failed) else 5.0
total = data_risk + deriv_risk + decision_risk + execution_risk
if total <= 0:
total = 1.0
breakdown = {
"data": round(data_risk / total * 100.0, 2),
"derivation": round(deriv_risk / total * 100.0, 2),
"decision": round(decision_risk / total * 100.0, 2),
"execution": round(execution_risk / total * 100.0, 2),
}
top = max(breakdown, key=breakdown.get)
result = {
"formula_id": "ROOT_CAUSE_ATTRIBUTION_V1",
"breakdown_pct": breakdown,
"top_priority_layer": top,
"failed_checks": failed,
}
out_path.parent.mkdir(parents=True, exist_ok=True)
out_path.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())