Files
QuantEngineByItz/tools/build_root_cause_recovery_plan_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

112 lines
4.4 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_recovery_plan_v1.json"
def _load(path: Path) -> dict[str, Any]:
if not path.exists():
return {}
try:
obj = json.loads(path.read_text(encoding="utf-8"))
except Exception:
return {}
return obj if isinstance(obj, dict) else {}
def _f(v: Any, default: float = 0.0) -> float:
try:
return float(v)
except Exception:
return default
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
op = _load(ROOT / "Temp" / "operational_report.json")
sh = _load(ROOT / "Temp" / "strategy_hardening_harness_v1.json")
oq = _load(ROOT / "Temp" / "outcome_quality_score_v1.json")
pi = _load(ROOT / "Temp" / "prediction_improvement_harness.json")
di = _load(ROOT / "Temp" / "data_integrity_score_v1.json")
rb = _load(ROOT / "Temp" / "rebound_sell_efficiency_v1.json")
pf = _load(ROOT / "Temp" / "perf_recovery_harness_v1.json")
eg = _load(ROOT / "Temp" / "engine_harness_gate_result.json")
baseline = {
"data_integrity_score": _f(di.get("score")),
"outcome_quality_score": _f(oq.get("score")),
"t20_pass_rate": _f((oq.get("metrics") or {}).get("t20_pass_rate")),
"algorithm_guidance_proof_score": _f((sh.get("domain_scores") or {}).get("algorithm_guidance_proof")),
"overall_hardening_score": _f((sh.get("meta_scores") or {}).get("overall_hardening_score")),
"prediction_match_rate_pct": _f((pi.get("summary") or {}).get("match_rate_pct")),
"rebound_efficiency_score": _f((rb.get("metrics") or {}).get("rebound_efficiency_score")),
"value_damage_pct_avg": _f((rb.get("metrics") or {}).get("value_damage_pct_avg")),
"execution_quality_gate": str((pf.get("metrics") or {}).get("execution_quality_gate") or ""),
"late_chase_status": str((pf.get("metrics") or {}).get("late_chase_status") or ""),
"engine_gate_status": str(eg.get("status") or ""),
"json_validation_status": str((op.get("summary") or {}).get("json_validation_status") or ""),
}
failed_dimensions: list[str] = []
if baseline["data_integrity_score"] < 100.0:
failed_dimensions.append("data_integrity")
if baseline["outcome_quality_score"] < 60.0:
failed_dimensions.append("outcome_quality")
if baseline["t20_pass_rate"] < 60.0:
failed_dimensions.append("t20_pass_rate")
if baseline["prediction_match_rate_pct"] < 60.0:
failed_dimensions.append("prediction_match_rate")
if baseline["value_damage_pct_avg"] > 10.0:
failed_dimensions.append("cash_recovery_value_damage")
if baseline["execution_quality_gate"] in {"FAIL", "WATCH_PENDING_SAMPLE"}:
failed_dimensions.append("execution_quality")
if baseline["algorithm_guidance_proof_score"] < 95.0:
failed_dimensions.append("algorithm_guidance_proof")
top_errors = (pi.get("top_errors") or []) if isinstance(pi.get("top_errors"), list) else []
top_errors = [x for x in top_errors if isinstance(x, dict)][:10]
result = {
"formula_id": "ROOT_CAUSE_RECOVERY_PLAN_V1",
"baseline_scores": baseline,
"failed_dimensions": failed_dimensions,
"top_error_categories": top_errors,
"required_harness_actions": [
"OPERATIONAL_OUTCOME_LOCK_V1",
"SMART_CASH_RECOVERY_V5",
"STRATEGY_HARDENING_HARNESS_V2",
"DATA_INTEGRITY_100_LOCK_V2",
],
"unlock_criteria": {
"data_integrity_score": 100.0,
"outcome_quality_score_min": 60.0,
"t20_pass_rate_min": 60.0,
"prediction_match_rate_pct_min": 60.0,
"value_damage_pct_avg_max": 10.0,
"algorithm_guidance_proof_min": 95.0,
},
"no_fake_100_statement": "PASS_100 is valid only when all lock criteria are numerically satisfied.",
}
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())