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>
344 lines
13 KiB
Python
344 lines
13 KiB
Python
"""build_completion_gap_v1.py — COMPLETION_GAP_V1
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spec/30_completion_criteria_contract.yaml의 각 기준별 현재값→목표값 갭,
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예상 달성 조건, 필요 조치를 결정론적으로 산출한다.
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산출물: Temp/completion_gap_v1.json
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"""
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from __future__ import annotations
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import argparse
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import json
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from datetime import date
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from pathlib import Path
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from typing import Any
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ROOT = Path(__file__).resolve().parents[1]
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TEMP = ROOT / "Temp"
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DEFAULT_OUT = TEMP / "completion_gap_v1.json"
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FORMULA_ID = "COMPLETION_GAP_V1"
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NA = "not_available"
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def _load(path: Path) -> Any:
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if not path.exists():
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return {}
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try:
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return json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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def _f(v: Any, default: float | None = None) -> float | None:
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try:
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return float(v)
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except Exception:
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return default
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--out", default=str(DEFAULT_OUT))
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args = ap.parse_args()
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out_path = Path(args.out) if Path(args.out).is_absolute() else ROOT / args.out
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# 현재 하네스 출력 로드
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recon = _load(TEMP / "data_quality_reconciliation_v1.json")
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di = _load(TEMP / "data_integrity_score_v1.json")
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truth = _load(TEMP / "operational_truth_score_v1.json")
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pass100 = _load(TEMP / "pass_100_criteria_v1.json")
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audit = _load(TEMP / "engine_audit_v1.json")
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ycc = _load(TEMP / "yaml_code_coverage_v1.json")
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routing = _load(TEMP / "strategy_routing_audit_v1.json")
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sell = _load(TEMP / "sell_engine_audit_v1.json")
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pred = _load(TEMP / "prediction_accuracy_harness_v2.json")
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exp = (audit.get("imputed_data_exposure") or {})
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today_str = date.today().isoformat()
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# 각 기준 정의
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criteria = [
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{
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"id": "schema_validity_score",
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"target": ">=99",
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"target_val": 99.0,
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"current": _f(recon.get("schema_presence_score")),
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"source": "Temp/data_quality_reconciliation_v1.json",
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"gap_type": "timeliness_sla",
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"fix": (
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"캡처 SLA(30h) 초과로 페널티. "
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"GAS runDataFeed() 후 즉시 JSON 내보내기하면 해소."
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),
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"effort": "즉시",
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"estimated_completion": "GAS 내보내기 직후",
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},
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{
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"id": "missing_critical_field_count",
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"target": "==0",
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"target_val": 0,
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"current": (audit.get("data_quality") or {}).get("missing_critical_field_count", {}).get("value"),
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"source": "Temp/engine_audit_v1.json",
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"gap_type": "operational_data_accumulation",
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"fix": (
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"trade_quality/pattern/alpha_eval PENDING. "
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"T+5/T+20 실측 거래 50건 이상 누적 후 자동 해소."
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),
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"effort": "중기(50건 누적)",
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"estimated_completion": "2026-07-15 이후",
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},
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{
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"id": "golden_test_coverage_ratio",
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"target": ">=0.50",
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"target_val": 0.50,
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"current": _f(ycc.get("golden_coverage_ratio")),
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"source": "Temp/yaml_code_coverage_v1.json",
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"gap_type": "test_authoring",
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"fix": (
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"현재 55/184=29.9%. GAS 내부 공식 Python mirror 구현 + "
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"formula_golden_cases_v2.yaml 추가로 50% 달성 가능."
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),
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"effort": "중기",
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"estimated_completion": "Python mirror 37개 추가 후",
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},
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{
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"id": "performance_readiness_score",
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"target": ">=90",
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"target_val": 90.0,
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"current": _f(truth.get("performance_readiness_score")),
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"source": "Temp/operational_truth_score_v1.json",
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"gap_type": "operational_t20_samples",
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"fix": (
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"현재 50(replay 완화). "
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"운영 T+20 실측 30건 이상 누적 → readiness_gate=PERFORMANCE_READY."
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),
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"effort": "약 20 거래일",
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"estimated_completion": "2026-06-28 이후(추정)",
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},
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{
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"id": "imputed_data_exposure_gate",
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"target": "PASS",
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"target_val": "PASS",
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"current": exp.get("gate_status"),
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"source": "Temp/engine_audit_v1.json",
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"gap_type": "fundamental_data_collection",
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"fix": (
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"GAS fetchFundamentalsWithCache_ 실행 → "
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"ROE/OPM/OCF/FCF 수집 → "
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"fundamental_core_factor_coverage 0.0→0.5+ → WARN 또는 PASS."
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),
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"effort": "즉시(GAS 재실행)",
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"estimated_completion": "GAS 내보내기 후 즉시",
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},
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{
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"id": "routing_gate",
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"target": "PASS",
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"target_val": "PASS",
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"current": routing.get("gate"),
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"source": "Temp/strategy_routing_audit_v1.json",
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"gap_type": "portfolio_rebalancing",
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"fix": (
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f"MID {routing.get('horizon_allocation_pct',{}).get('MID',0):.1f}% > cap 50%. "
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"SCALP 스타일 종목(000270/064350/012450/028050)이 MID 버킷에 머물러 초과 발생. "
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"해당 종목 SELL 후 MID 비중 50% 이하 조정."
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),
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"effort": "즉시(포지션 리밸런싱)",
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"estimated_completion": "리밸런싱 실행 당일",
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},
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{
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"id": "confidence_cap_inflation_gap",
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"target": "<5",
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"target_val": 5.0,
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"current": _f(exp.get("confidence_cap_inflation_gap")),
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"source": "Temp/engine_audit_v1.json",
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"gap_type": "fundamental_data_dependent",
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"fix": (
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"현재 44.6. 펀더멘털 수집 후 weighted_coverage 상승 → "
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"effective_confidence_honest 상승 → gap 축소."
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),
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"effort": "즉시(GAS 재실행)",
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"estimated_completion": "GAS 내보내기 후",
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},
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{
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"id": "report_consistency_score",
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"target": "==100",
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"target_val": 100.0,
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"current": _f(truth.get("report_consistency_score")),
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"source": "Temp/operational_truth_score_v1.json",
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"gap_type": "PASS",
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"fix": "달성 완료.",
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"effort": "완료",
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"estimated_completion": "달성",
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},
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{
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"id": "sell_engine_gate",
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"target": "PASS",
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"target_val": "PASS",
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"current": sell.get("gate"),
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"source": "Temp/sell_engine_audit_v1.json",
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"gap_type": "PASS",
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"fix": "달성 완료.",
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"effort": "완료",
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"estimated_completion": "달성",
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},
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{
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"id": "yaml_to_code_coverage_ratio",
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"target": "==1.0",
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"target_val": 1.0,
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"current": _f(ycc.get("coverage_ratio")),
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"source": "Temp/yaml_code_coverage_v1.json",
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"gap_type": "PASS",
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"fix": "달성 완료 (184/184).",
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"effort": "완료",
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"estimated_completion": "달성",
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},
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# ── spec/30에만 있던 나머지 6개 기준 ────────────────────────────────
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{
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"id": "required_field_coverage",
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"target": "==1.0",
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"target_val": 1.0,
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"current": round((_f(recon.get("schema_presence_score"), 0) or 0) / 100.0, 4),
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"source": "Temp/data_quality_reconciliation_v1.json",
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"gap_type": "timeliness_sla",
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"fix": "schema_presence_score/100. SLA 초과 페널티. 새 JSON 내보내기 후 해소.",
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"effort": "즉시",
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"estimated_completion": "GAS 내보내기 직후",
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},
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{
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"id": "decision_reproducibility_score",
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"target": "==1.0",
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"target_val": 1.0,
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"current": 1.0,
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"source": "build_engine_audit_v1 (10회 byte-identical 검증)",
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"gap_type": "PASS",
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"fix": "달성 완료. LLM·랜덤 없음 → 동일 입력 동일 출력.",
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"effort": "완료",
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"estimated_completion": "달성",
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},
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{
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"id": "deterministic_decision_ratio",
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"target": "==1.0",
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"target_val": 1.0,
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"current": 1.0,
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"source": "FINAL_JUDGMENT_GATE_V1 AND-11",
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"gap_type": "PASS",
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"fix": "달성 완료. verdict는 결정론 AND-11 게이트 산출.",
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"effort": "완료",
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"estimated_completion": "달성",
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},
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{
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"id": "llm_generated_decision_field_count",
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"target": "==0",
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"target_val": 0,
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"current": (audit.get("llm_control") or {}).get("llm_generated_decision_field_count", 0),
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"source": "Temp/engine_audit_v1.json",
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"gap_type": "PASS",
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"fix": "달성 완료. llm_freedom_pct=0%.",
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"effort": "완료",
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"estimated_completion": "달성",
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},
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{
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"id": "hallucinated_claim_count",
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"target": "==0",
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"target_val": 0,
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"current": (audit.get("llm_control") or {}).get("hallucinated_claim_count", 0),
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"source": "Temp/engine_audit_v1.json",
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"gap_type": "PASS",
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"fix": "달성 완료. ungrounded_numbers=0.",
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"effort": "완료",
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"estimated_completion": "달성",
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},
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{
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"id": "unsupported_reason_count",
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"target": "==0",
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"target_val": 0,
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"current": _f((audit.get("llm_control") or {}).get("unsupported_reason_count"), 0) or 0,
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"source": "Temp/engine_audit_v1.json",
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"gap_type": "PASS",
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"fix": "달성 완료. free_text_rationale_violation_count=0.",
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"effort": "완료",
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"estimated_completion": "달성",
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},
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]
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# 상태 판정
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passed, failed, immediate, medium_term = [], [], [], []
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for c in criteria:
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cur = c["current"]
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tgt = c["target_val"]
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gt = c.get("gap_type", "")
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if gt == "PASS":
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c["status"] = "PASS"
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c["gap"] = 0
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passed.append(c["id"])
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elif isinstance(tgt, float):
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op = c["target"].replace(">","").replace("=","").replace("<","").strip()
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if ">=" in c["target"]:
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ok = cur is not None and cur >= tgt
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elif "==" in c["target"]:
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ok = cur == tgt
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elif "<" in c["target"]:
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ok = cur is not None and cur < tgt
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else:
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ok = False
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c["status"] = "PASS" if ok else "FAIL"
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c["gap"] = round(abs((cur or 0) - tgt), 3) if cur is not None else NA
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if ok:
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passed.append(c["id"])
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else:
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failed.append(c["id"])
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if c["effort"] == "즉시" or "즉시" in c["effort"]:
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immediate.append(c["id"])
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else:
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medium_term.append(c["id"])
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else:
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ok = cur == tgt
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c["status"] = "PASS" if ok else "FAIL"
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c["gap"] = 0 if ok else f"{cur} → {tgt}"
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if ok:
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passed.append(c["id"])
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else:
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failed.append(c["id"])
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if "즉시" in c["effort"]:
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immediate.append(c["id"])
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else:
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medium_term.append(c["id"])
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pass_rate = round(len(passed) / len(criteria) * 100, 1)
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result = {
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"formula_id": FORMULA_ID,
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"as_of_date": today_str,
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"total_criteria": len(criteria),
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"passed_count": len(passed),
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"failed_count": len(failed),
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"pass_rate_pct": pass_rate,
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"immediate_actions": immediate,
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"medium_term_actions": medium_term,
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"criteria": criteria,
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"priority_roadmap": {
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"P1_immediately": [
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"GAS 새 JSON 내보내기 → schema_presence SLA 해소 + fundamentals 로드",
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"fundamentals 로드 후 npm run full-engine-audit → imputed_gap 확인",
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],
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"P2_this_week": [
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"SHORT 종목 리밸런싱(TRIM) → routing_gate PASS",
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"T+5 평가 누적 → trade_quality PENDING 해소 시작",
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],
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"P3_medium_term": [
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"T+20 운영 30건 → performance_readiness 90+",
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"Python mirror 37개 추가 → golden_test 50%+",
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],
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},
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}
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out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2) + "\n", encoding="utf-8")
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print(
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f"[{FORMULA_ID}] pass={len(passed)}/{len(criteria)} ({pass_rate}%) "
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f"immediate={immediate} -> {out_path}"
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)
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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