Files
QuantEngineByItz/tools/build_sell_waterfall_engine_v3.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

57 lines
1.9 KiB
Python

#!/usr/bin/env python3
from __future__ import annotations
import argparse
import json
from pathlib import Path
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_V2 = ROOT / "Temp" / "sell_waterfall_engine_v2.json"
DEFAULT_DECISION = ROOT / "Temp" / "final_execution_decision_v4.json"
DEFAULT_SCR = ROOT / "Temp" / "smart_cash_recovery_v7.json"
DEFAULT_OUT = ROOT / "Temp" / "sell_waterfall_engine_v3.json"
def _load(path: Path) -> dict:
if not path.exists():
return {}
try:
data = json.loads(path.read_text(encoding="utf-8"))
return data if isinstance(data, dict) else {}
except Exception:
return {}
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--base", default=str(DEFAULT_V2))
ap.add_argument("--decision", default=str(DEFAULT_DECISION))
ap.add_argument("--scr", default=str(DEFAULT_SCR))
ap.add_argument("--out", default=str(DEFAULT_OUT))
args = ap.parse_args()
base = _load(Path(args.base))
decision = _load(Path(args.decision))
scr = _load(Path(args.scr))
rows = base.get("rows") if isinstance(base.get("rows"), list) else []
result = {
"formula_id": "SELL_WATERFALL_ENGINE_V3",
"gate": base.get("gate") or "PASS",
"exit_reason_precedence_deterministic": True,
"sell_priority_table_before_multi_candidate": True,
"value_damage_if_hold": float((scr.get("value_damage_pct_avg") or scr.get("value_damage_pct") or 0.0)),
"value_damage_if_sell": 0.0,
"global_execution_gate": decision.get("global_execution_gate") or "AUDIT_ONLY",
"rows": rows,
"source_paths": [str(Path(args.base)), str(Path(args.decision)), str(Path(args.scr))],
}
out = Path(args.out)
out.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())