Files
QuantEngineByItz/tools/validate_operating_cadence_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
1.9 KiB
Python

from __future__ import annotations
import json
from pathlib import Path
import yaml
ROOT = Path(__file__).resolve().parents[1]
def main() -> int:
spec_path = ROOT / "spec" / "operating_cadence.yaml"
if not spec_path.exists():
print(json.dumps({"formula_id": "OPERATING_CADENCE_V1", "gate": "FAIL",
"error": f"spec not found: {spec_path}"}))
return 1
spec = yaml.safe_load(spec_path.read_text(encoding="utf-8"))
cadence = spec.get("cadence", {})
weekly = cadence.get("weekly_rebalance", {})
rebalance_days = weekly.get("days", [])
weekend_rebalance_flag = "Saturday" in rebalance_days and "Sunday" in rebalance_days
interim = cadence.get("interim_check", {})
monthly_midcheck_dates = sorted(interim.get("dates", []))
midcheck_ok = monthly_midcheck_dates == [1, 11, 21]
# Cross-check against live signal artifact if available
signal_path = ROOT / "Temp" / "operating_cadence_signal_v1.json"
signal_status = "DATA_MISSING"
if signal_path.exists():
sig = json.loads(signal_path.read_text(encoding="utf-8"))
sig_id = sig.get("formula_id", "")
if sig_id == "OPERATING_CADENCE_SIGNAL_V1":
signal_status = "PRESENT"
gate = "PASS" if weekend_rebalance_flag and midcheck_ok else "FAIL"
result = {
"formula_id": "OPERATING_CADENCE_V1",
"weekend_rebalance_flag": weekend_rebalance_flag,
"rebalance_days": rebalance_days,
"monthly_midcheck_dates": monthly_midcheck_dates,
"signal_artifact_status": signal_status,
"gate": gate,
}
out = ROOT / "Temp" / "operating_cadence_v1.json"
out.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
print(json.dumps(result, ensure_ascii=True, indent=2))
return 0 if gate == "PASS" else 1
if __name__ == "__main__":
raise SystemExit(main())