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>
81 lines
2.8 KiB
Python
81 lines
2.8 KiB
Python
from __future__ import annotations
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import argparse
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import json
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from pathlib import Path
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from typing import Any
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ROOT = Path(__file__).resolve().parents[1]
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DEFAULT_JSON = ROOT / "GatherTradingData.json"
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DEFAULT_OUT = ROOT / "Temp" / "derivation_validity_score_v1.json"
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def _load(path: Path) -> dict[str, Any]:
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data = json.loads(path.read_text(encoding="utf-8"))
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return data if isinstance(data, dict) else {}
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def _rows(v: Any) -> list[dict[str, Any]]:
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if isinstance(v, list):
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return [x for x in v if isinstance(x, dict)]
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if isinstance(v, str):
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try:
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p = json.loads(v)
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return _rows(p)
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except Exception:
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return []
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return []
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--json", default=str(DEFAULT_JSON))
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ap.add_argument("--out", default=str(DEFAULT_OUT))
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args = ap.parse_args()
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json_path = Path(args.json)
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out_path = Path(args.out)
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if not json_path.is_absolute():
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json_path = ROOT / json_path
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if not out_path.is_absolute():
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out_path = ROOT / out_path
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payload = _load(json_path)
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data = payload.get("data") if isinstance(payload.get("data"), dict) else {}
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h = data.get("_harness_context") if isinstance(data.get("_harness_context"), dict) else {}
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ob = _rows(h.get("order_blueprint_json"))
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invalid_rows = [r for r in ob if str(r.get("validation_status") or "").startswith("INVALID")]
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invalid_rate = (len(invalid_rows) / max(1, len(ob))) * 100.0
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coverage = _load(ROOT / "Temp" / "harness_coverage_audit.json")
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# effective_coverage_pct accounts for Python mirror implementations; use it as true coverage
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coverage_pct = float(coverage.get("effective_coverage_pct") or coverage.get("coverage_pct") or 0.0)
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determinism_pct = 100.0 if str(h.get("determinism_status") or "PASS").upper() in ("PASS", "OK", "") else 70.0
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score = round(max(0.0, min(100.0, 0.5 * coverage_pct + 0.3 * (100.0 - invalid_rate) + 0.2 * determinism_pct)), 2)
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grade = "A" if score >= 98 else "B" if score >= 95 else "C" if score >= 90 else "D"
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gate = "PASS" if score >= 95 else "HALVE_NEW_BUY_QUANTITY" if score >= 90 else "NO_PRICE_QTY_EXPORT"
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result = {
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"formula_id": "DERIVATION_VALIDITY_SCORE_V1",
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"score": score,
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"grade": grade,
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"gate": gate,
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"metrics": {
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"coverage_pct": round(coverage_pct, 2),
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"invalid_blueprint_rate_pct": round(invalid_rate, 2),
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"determinism_pct": determinism_pct,
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"order_blueprint_rows": len(ob),
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},
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}
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out_path.parent.mkdir(parents=True, exist_ok=True)
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out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps(result, ensure_ascii=False, indent=2))
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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