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>
172 lines
6.6 KiB
Python
172 lines
6.6 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_DI = ROOT / "Temp" / "data_integrity_score_v1.json"
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DEFAULT_OUT = ROOT / "Temp" / "data_quality_reconciliation_v1.json"
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DEFAULT_FUND_RAW = ROOT / "Temp" / "fundamental_raw_v1.json"
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DEFAULT_FUND_MF3 = ROOT / "Temp" / "fundamental_multifactor_v3.json"
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DEFAULT_LLM_FREEDOM = ROOT / "Temp" / "llm_freedom_v1.json"
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DEFAULT_COVERAGE = ROOT / "Temp" / "harness_coverage_audit.json"
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def _load_json(path: Path) -> dict[str, Any]:
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if not path.exists():
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return {}
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try:
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obj = json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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return obj if isinstance(obj, dict) else {}
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def _as_float(value: Any, default: float = 0.0) -> float:
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try:
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return float(value)
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except Exception:
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return default
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def _extract_harness_root(payload: dict[str, Any]) -> dict[str, Any]:
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h_apex = payload.get("hApex")
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data_apex = ((payload.get("data") or {}).get("_harness_context")) if isinstance(payload.get("data"), dict) else None
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if isinstance(h_apex, dict) and isinstance(data_apex, dict):
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merged = dict(data_apex)
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merged.update(h_apex)
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return merged
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if isinstance(h_apex, dict):
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return h_apex
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if isinstance(data_apex, dict):
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return data_apex
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return payload
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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("--integrity", default=str(DEFAULT_DI))
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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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if not json_path.is_absolute():
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json_path = ROOT / json_path
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integrity_path = Path(args.integrity)
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if not integrity_path.is_absolute():
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integrity_path = ROOT / integrity_path
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out_path = Path(args.out)
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if not out_path.is_absolute():
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out_path = ROOT / out_path
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data = _load_json(json_path)
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integrity = _load_json(integrity_path)
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fund_raw = _load_json(DEFAULT_FUND_RAW)
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fund_mf3 = _load_json(DEFAULT_FUND_MF3)
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llm_freedom = _load_json(DEFAULT_LLM_FREEDOM)
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coverage = _load_json(DEFAULT_COVERAGE)
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apex = _extract_harness_root(data)
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di_score = _as_float(integrity.get("score"), _as_float(integrity.get("data_integrity_score")))
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dqg = apex.get("data_quality_gate_v2_json") or {}
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if isinstance(dqg, str):
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try:
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dqg = json.loads(dqg)
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except Exception:
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dqg = {}
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# [R2-1b] Python authoritative DQG-V2 우선 사용 — GAS 원본은 필드경로 버그로
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# 실재 데이터를 0으로 까는 false-negative가 있다. py 재산출값이 있으면 그것을 신뢰.
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dqg_py_path = ROOT / "Temp" / "data_quality_gate_v2_py.json"
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dqg_py = _load_json(dqg_py_path)
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if dqg_py.get("formula_id") == "DATA_QUALITY_GATE_V2_PY":
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legacy_completeness_pct = _as_float(dqg_py.get("overall_completeness_pct"))
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completeness_grade = str(dqg_py.get("completeness_grade") or "MISSING")
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else:
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legacy_completeness_pct = _as_float(
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(dqg if isinstance(dqg, dict) else {}).get(
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"overall_completeness_pct",
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(dqg if isinstance(dqg, dict) else {}).get("completeness_pct"),
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)
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)
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completeness_grade = str((dqg if isinstance(dqg, dict) else {}).get("completeness_grade") or "MISSING")
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# Modern quality composition based on deterministic artifacts.
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fund_raw_cov = _as_float(fund_raw.get("coverage_pct"))
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fund_mf3_gate = str(fund_mf3.get("gate") or "FAIL")
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fund_mf3_diverse = bool(fund_mf3.get("grade_diverse"))
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llm_freedom_pct = _as_float(llm_freedom.get("llm_freedom_pct"), 100.0)
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cov_effective = _as_float(coverage.get("effective_coverage_pct"))
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fund_mf3_score = 0.0
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if fund_mf3_gate in ("PASS", "CAUTION"):
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fund_mf3_score = 100.0 if fund_mf3_diverse else 70.0
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llm_score = max(0.0, 100.0 - llm_freedom_pct)
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modern_completeness_pct = round(
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(di_score * 0.30)
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+ (fund_raw_cov * 0.25)
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+ (fund_mf3_score * 0.20)
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+ (llm_score * 0.15)
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+ (cov_effective * 0.10),
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2,
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)
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completeness_pct = max(legacy_completeness_pct, modern_completeness_pct)
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# 정공법: 블렌드/마스킹 금지. 실데이터 기반 min() 산출.
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# legacy=GAS raw field presence, modern=harness artifact quality.
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# 두 값의 min이 실질 신뢰 상한. 수치를 인위적으로 끌어올리면 거짓.
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confidence_cap_basis_score = round(
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min(
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legacy_completeness_pct or completeness_pct,
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modern_completeness_pct or completeness_pct,
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),
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2,
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)
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quality_gap_pct = round(max(0.0, modern_completeness_pct - confidence_cap_basis_score), 2)
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quality_conflict_flag = bool(di_score >= 95.0 and completeness_pct < 50.0)
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quality_conflict_reason = (
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"SCHEMA_PRESENCE_HIGH_BUT_INVESTMENT_QUALITY_LOW"
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if quality_conflict_flag
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else "NONE"
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)
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result = {
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"formula_id": "DATA_QUALITY_RECONCILIATION_V1",
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"schema_presence_score": di_score,
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"investment_quality_score": completeness_pct,
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"investment_quality_grade": completeness_grade,
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"legacy_investment_quality_score": legacy_completeness_pct,
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"modern_investment_quality_score": modern_completeness_pct,
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"confidence_cap_basis_score": confidence_cap_basis_score,
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"quality_gap_pct": quality_gap_pct,
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"component_scores": {
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"schema_presence_score": di_score,
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"fundamental_raw_coverage_pct": fund_raw_cov,
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"fundamental_multifactor_score": fund_mf3_score,
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"llm_grounding_score": llm_score,
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"formula_runtime_coverage_pct": cov_effective,
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},
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"quality_conflict_flag": quality_conflict_flag,
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"quality_conflict_reason": quality_conflict_reason,
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"gate": "CONFLICT" if quality_conflict_flag else "PASS",
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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("DATA_QUALITY_RECONCILIATION_V1")
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print(f" schema_presence_score: {di_score:.2f}")
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print(f" investment_quality_score: {completeness_pct:.2f}")
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print(f" confidence_cap_basis_score: {confidence_cap_basis_score:.2f}")
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print(f" quality_conflict_flag: {quality_conflict_flag}")
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print(f" gate: {result['gate']}")
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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