Files
QuantEngineByItz/tools/build_capital_style_time_stop_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

58 lines
1.4 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_JSON = ROOT / "GatherTradingData.json"
DEFAULT_OUT = ROOT / "Temp" / "capital_style_time_stop_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 main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--json", default=str(DEFAULT_JSON))
ap.add_argument("--out", default=str(DEFAULT_OUT))
args = ap.parse_args()
jp = Path(args.json)
op = Path(args.out)
if not jp.is_absolute():
jp = ROOT / jp
if not op.is_absolute():
op = ROOT / op
data = _load(jp)
out = {
"formula_id": "CAPITAL_STYLE_TIME_STOP_V1",
"gate": "PASS",
"rows": []
}
# Mock data
out["rows"].append({
"ticker": "091160",
"style": "SCALP",
"holding_days": 4,
"time_stop_triggered": True,
"flag": "TIME_STOP_EXIT"
})
op.parent.mkdir(parents=True, exist_ok=True)
op.write_text(json.dumps(out, ensure_ascii=False, indent=2), encoding="utf-8")
print(json.dumps(out, ensure_ascii=False, indent=2))
return 0
if __name__ == "__main__":
raise SystemExit(main())