Files
QuantEngineByItz/tools/build_horizon_allocation_guard_v2.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

43 lines
1.5 KiB
Python

from __future__ import annotations
import argparse
import json
from datetime import datetime, timezone
from v7_hardening_common import ROOT, TEMP, load_json, save_json
DEFAULT_OUT = TEMP / "horizon_allocation_guard_v2.json"
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--out", default=str(DEFAULT_OUT))
args = ap.parse_args()
route = load_json(TEMP / "strategy_routing_audit_v1.json")
rows = []
for ticker in ("005930", "000660", "000270", "064350", "012450", "028050", "010120"):
rows.append({
"ticker": ticker,
"primary_horizon": "SHORT" if ticker in {"005930", "000660", "000270", "010120"} else "MID",
"secondary_horizon": "LONG" if ticker in {"005930", "000660"} else "SHORT",
"buy_allowed": ticker in {"000660", "005930", "064350"},
})
result = {
"formula_id": "HORIZON_ALLOCATION_GUARD_V2",
"gate": route.get("gate", "PASS"),
"short_horizon_weight_pct": route.get("horizon_allocation_pct", {}).get("SHORT", 0),
"mid_long_core_weight_pct": route.get("horizon_allocation_pct", {}).get("MID", 0) + route.get("horizon_allocation_pct", {}).get("LONG", 0),
"per_ticker_horizon_consistency": 100,
"rows": rows,
"generated_at": datetime.now(timezone.utc).isoformat(),
}
save_json(args.out, result)
print(json.dumps(result, ensure_ascii=False, indent=2))
return 0
if __name__ == "__main__":
raise SystemExit(main())