Files
QuantEngineByItz/tools/build_sector_flow_history_progress_v1.py

92 lines
3.2 KiB
Python

"""build_sector_flow_history_progress_v1.py — SECTOR_FLOW_HISTORY_PROGRESS_V1
WBS-2.5 진척도를 실데이터로 요약한다.
sector_flow_history 누적 일수와 Flow_Credit 커버리지를 정직하게 노출한다.
"""
from __future__ import annotations
import argparse
import json
from collections import defaultdict
from pathlib import Path
from typing import Any
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_JSON = ROOT / "GatherTradingData.json"
DEFAULT_OUT = ROOT / "Temp" / "sector_flow_history_progress_v1.json"
FORMULA_ID = "SECTOR_FLOW_HISTORY_PROGRESS_V1"
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 _rows(data: dict[str, Any], key: str) -> list[dict[str, Any]]:
rows = (data.get("data") or {}).get(key) or []
return [r for r in rows if isinstance(r, dict)]
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()
json_path = Path(args.json)
json_path = json_path if json_path.is_absolute() else ROOT / json_path
out_path = Path(args.out)
out_path = out_path if out_path.is_absolute() else ROOT / out_path
payload = _load(json_path)
sector_rows = _rows(payload, "sector_flow_history")
data_feed_rows = _rows(payload, "data_feed")
by_date: dict[str, int] = defaultdict(int)
for row in sector_rows:
snap = row.get("Snapshot_Date") or row.get("snapshot_date") or ""
day = str(snap)[:10]
if day:
by_date[day] += 1
distinct_dates = len(by_date)
row_count = len(sector_rows)
target_dates = 30
status = "DONE" if distinct_dates >= target_dates else "DATA_GATED"
coverage = round(min(100.0, distinct_dates / target_dates * 100.0), 2)
flow_credit_values = [row.get("Flow_Credit") for row in data_feed_rows]
nonnull_flow_credit = sum(1 for v in flow_credit_values if v is not None)
flow_credit_coverage = round((nonnull_flow_credit / len(flow_credit_values) * 100.0), 2) if flow_credit_values else 0.0
result = {
"formula_id": FORMULA_ID,
"status": status,
"current_dates": distinct_dates,
"target_dates": target_dates,
"coverage_pct": coverage,
"row_count": row_count,
"rows_per_date": sorted(by_date.items()),
"flow_credit_coverage_pct": flow_credit_coverage,
"flow_credit_nonnull_count": nonnull_flow_credit,
"flow_credit_total_count": len(flow_credit_values),
"source": "GatherTradingData.json:data.sector_flow_history + data.data_feed",
}
out_path.parent.mkdir(parents=True, exist_ok=True)
out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2) + "\n", encoding="utf-8")
print(
f"[{FORMULA_ID}] status={status} dates={distinct_dates}/{target_dates} "
f"rows={row_count} flow_credit={nonnull_flow_credit}/{len(flow_credit_values)}"
)
return 0
if __name__ == "__main__":
raise SystemExit(main())