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>
59 lines
2.1 KiB
Python
59 lines
2.1 KiB
Python
from __future__ import annotations
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import json
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from pathlib import Path
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import yaml
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ROOT = Path(__file__).resolve().parents[1]
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def main() -> int:
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spec_path = ROOT / "spec" / "36_goal_risk_budget_harness.yaml"
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if not spec_path.exists():
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print(json.dumps({"formula_id": "GOAL_RISK_BUDGET_HARNESS_V1", "gate": "FAIL",
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"error": f"spec not found: {spec_path}"}))
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return 1
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spec = yaml.safe_load(spec_path.read_text(encoding="utf-8"))
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required_fields = spec.get("required_fields", [])
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# D+2 cash counts as immediate defense — confirmed by cash_defense_line_d2_used in spec
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d2_cash_in_spec = "cash_defense_line_d2_used" in required_fields
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cash_floor_rule = "D+2 cash counts as immediate defense" if d2_cash_in_spec else "MISSING"
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# Check for risk budget violations from cash ledger artifact
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ledger_path = ROOT / "Temp" / "cash_ledger_v2.json"
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risk_budget_violation_count = 0
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ledger_status = "DATA_MISSING"
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if ledger_path.exists():
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ledger = json.loads(ledger_path.read_text(encoding="utf-8"))
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ledger_status = ledger.get("gate", "UNKNOWN")
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if ledger_status != "PASS":
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risk_budget_violation_count = 1
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cross_leak = ledger.get("cross_account_cash_leak_count", 0)
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if cross_leak > 0:
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risk_budget_violation_count += cross_leak
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gate = "PASS" if d2_cash_in_spec and risk_budget_violation_count == 0 else "FAIL"
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result = {
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"formula_id": "GOAL_RISK_BUDGET_HARNESS_V1",
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"spec_required_fields": required_fields,
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"cash_floor_rule": cash_floor_rule,
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"d2_cash_defense_in_spec": d2_cash_in_spec,
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"ledger_status": ledger_status,
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"risk_budget_violation_count": risk_budget_violation_count,
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"gate": gate,
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}
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out = ROOT / "Temp" / "goal_risk_budget_harness_v1.json"
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out.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps(result, ensure_ascii=True, indent=2))
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return 0 if gate == "PASS" else 1
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if __name__ == "__main__":
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raise SystemExit(main())
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