Files
QuantEngineByItz/tools/validate_factor_lifecycle_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

57 lines
1.6 KiB
Python

from __future__ import annotations
import argparse
import json
from pathlib import Path
import yaml
ROOT = Path(__file__).resolve().parents[1]
REQUIRED_FIELDS = [
"factor_id",
"hypothesis",
"market_regime_applicability",
"horizon",
"decay_half_life",
"input_fields",
"formula_id",
"data_quality_requirements",
"expected_edge_formula",
"conflict_precedence",
"position_sizing_impact",
"exit_impact",
"golden_cases",
"shadow_start_date",
"activation_threshold",
"retirement_condition",
"owner",
]
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--taxonomy", default="spec/43_quant_factor_taxonomy.yaml")
args = ap.parse_args()
path = ROOT / args.taxonomy if not Path(args.taxonomy).is_absolute() else Path(args.taxonomy)
data = yaml.safe_load(path.read_text(encoding="utf-8")) if path.exists() else {}
lifecycle_fields = data.get("required_lifecycle_fields") if isinstance(data, dict) else []
if not isinstance(lifecycle_fields, list):
lifecycle_fields = []
missing = [field for field in REQUIRED_FIELDS if field not in lifecycle_fields]
ok = not missing
payload = {
"formula_id": "FACTOR_LIFECYCLE_V1",
"gate": "PASS" if ok else "FAIL",
"missing_fields": missing,
"required_field_count": len(REQUIRED_FIELDS),
}
out = ROOT / "Temp" / "factor_lifecycle_v1.json"
out.write_text(json.dumps(payload, ensure_ascii=False, indent=2), encoding="utf-8")
print(json.dumps(payload, ensure_ascii=True, indent=2))
return 0 if ok else 1
if __name__ == "__main__":
raise SystemExit(main())