Files
QuantEngineByItz/tools/build_vacuous_pass_audit_v1.py
T
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

115 lines
4.0 KiB
Python

"""build_vacuous_pass_audit_v1.py — NON_VACUOUS_PASS_GUARD_V1
RC2 수정: row_count=0 / sample_n < min_samples 게이트가 PASS로 집계되어
점수를 부풀리는 문제 감지. 미달 게이트를 WATCH_PENDING_SAMPLE로 강제 강등.
"""
from __future__ import annotations
import json
import re
from pathlib import Path
from v7_hardening_common import ROOT, TEMP, save_json
MIN_SAMPLES_DEFAULT = 30
EFFECTIVE_N_FIELDS = ["sample_count", "row_count", "evaluated_count", "samples", "n",
"sample_n", "cases_analyzed", "t5_sample", "t20_sample",
"op_t5_sample", "op_t20_sample"]
KNOWN_VACUOUS_GATES = [
# (file_stem, gate_field, n_field, label)
("value_preservation_scorer_v2", "gate", "row_count", "VALUE_PRESERVATION_SCORER_V2"),
("rebound_sell_efficiency_v1", "gate", "sample_n", "rebound_efficiency_score"),
("late_rebound_bucket_score_v1", "gate", "sample_n", "late_rebound_bucket_score"),
("late_chase_attribution_v4", "gate", "samples", "late_chase_attribution_v4"),
("smart_money_liquidity_evidence_gate_v5", "gate", "sample_count", "smart_money_liquidity_evidence"),
("live_trade_outcome_ledger_v1", "gate", "live_count", "live_trade_outcome_ledger"),
]
def _get_effective_n(obj: dict) -> int | None:
for field in EFFECTIVE_N_FIELDS:
val = obj.get(field)
if val is not None:
try:
return int(val)
except (TypeError, ValueError):
pass
return None
def _audit_known_gates(violations: list, demotions: list) -> None:
for file_stem, gate_field, n_field, label in KNOWN_VACUOUS_GATES:
path = TEMP / f"{file_stem}.json"
if not path.exists():
continue
try:
obj = json.loads(path.read_text(encoding="utf-8"))
except Exception:
continue
gate_val = str(obj.get(gate_field) or "").upper()
n_val = _get_effective_n({n_field: obj.get(n_field)})
if n_val is None:
n_val = _get_effective_n(obj)
if n_val is None:
n_val = 0
is_pass = gate_val == "PASS"
is_low_n = n_val < MIN_SAMPLES_DEFAULT
if is_pass and is_low_n:
label_str = f"[PASS_INVALID_LOW_N: n={n_val} < {MIN_SAMPLES_DEFAULT}]"
violations.append({
"formula": label,
"file": str(path.name),
"gate_field": gate_field,
"gate_value": gate_val,
"effective_n": n_val,
"min_samples": MIN_SAMPLES_DEFAULT,
"required_demotion": "WATCH_PENDING_SAMPLE",
"label": label_str,
})
elif is_low_n and gate_val not in ("", "UNKNOWN"):
demotions.append({
"formula": label,
"file": str(path.name),
"gate_field": gate_field,
"gate_value": gate_val,
"effective_n": n_val,
"min_samples": MIN_SAMPLES_DEFAULT,
"status": "ALREADY_NON_PASS" if not is_pass else "WATCH_PENDING_SAMPLE",
})
def main() -> int:
violations: list = []
demotions: list = []
_audit_known_gates(violations, demotions)
vacuous_pass_count = len(violations)
gate = "PASS" if vacuous_pass_count == 0 else "FAIL"
result = {
"formula_id": "NON_VACUOUS_PASS_GUARD_V1",
"gate": gate,
"vacuous_pass_gate_count": vacuous_pass_count,
"min_samples_default": MIN_SAMPLES_DEFAULT,
"violations": violations,
"demotions_already_non_pass": demotions,
"enforcement_note": (
"PASS 분자에 포함 금지: " + ", ".join(v["formula"] for v in violations)
if violations else "공허한 PASS 게이트 없음"
),
}
save_json(str(TEMP / "vacuous_pass_audit_v1.json"), result)
print(json.dumps(result, ensure_ascii=False, indent=2))
return 0 if gate == "PASS" else 1
if __name__ == "__main__":
raise SystemExit(main())