kjh2064
ee3e799de1
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>
37 lines
1.0 KiB
JSON
37 lines
1.0 KiB
JSON
{
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"formula_id": "VALUE_PRESERVING_CASH_RAISE_V9",
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"generated_at": "2026-06-03T13:32:06.415328+00:00",
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"cash_shortfall_min_krw": 36092555.0,
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"raw_value_damage_pct_avg": 15.7,
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"adjusted_value_damage_pct_avg": 0.0,
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"value_damage_gate_input": 15.7,
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"rebound_capture_probability": 0.0,
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"selected_sell_combo": [
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{
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"ticker": "064350",
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"source": "BREACH_FULL_LIQUIDATION",
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"expected_immediate_krw": 57841575
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}
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],
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"liquidation_policy_check": {
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"breach_full_liquidation_count": 1,
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"breach_violations": [
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{
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"ticker": "064350",
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"issue": "LP002_BREACH_FULL_LIQUIDATION_BAN",
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"note": "oversold 또는 brt_verdict!=BROKEN — K2 50/50 적용 필요"
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}
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],
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"k2_split_applied": [],
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"single_stock_max_concentration_pct": 100.0,
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"value_damage_cap_pass": false,
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"rebound_capture_probability": 0.0,
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"lp004_blocked": true,
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"lp002_blocked": true
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},
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"gate": "FAIL",
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"gate_failures": [
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"LP004_VALUE_DAMAGE_CAP_EXCEEDED",
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"LP002_BREACH_FULL_LIQUIDATION_DETECTED"
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]
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} |