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>
113 lines
3.9 KiB
Python
113 lines
3.9 KiB
Python
#!/usr/bin/env python3
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from __future__ import annotations
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import argparse
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import json
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import re
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import yaml
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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# List of allowed labels indicating origin
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ALLOWED_LABELS = [
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"operational_live",
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"shadow_live",
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"replay",
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"estimated",
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"참고용",
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"백테스트",
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"미검증",
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"리플레이",
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"시뮬레이션",
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"라이브",
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"주의",
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"예상"
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]
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--registry", default="spec/25_canonical_metrics_registry.yaml")
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ap.add_argument("--report", default="Temp/operational_report.json")
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args = ap.parse_args()
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registry_path = ROOT / args.registry
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report_path = ROOT / args.report
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if not registry_path.exists():
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print(f"Registry file not found: {registry_path}")
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return 1
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if not report_path.exists():
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print(f"Report file not found: {report_path}")
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return 1
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registry = yaml.safe_load(registry_path.read_text(encoding="utf-8"))
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report_data = json.loads(report_path.read_text(encoding="utf-8"))
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# Extract all markdown text to scan
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report_text = ""
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if isinstance(report_data, dict) and "sections" in report_data:
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report_text = "\n".join([str(s.get("markdown", "")) for s in report_data["sections"] if isinstance(s, dict)])
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else:
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report_text = str(report_data)
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metrics = registry.get("metrics", {})
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per_ticker_metrics = registry.get("per_ticker_metrics", {})
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collisions = []
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unlabeled_replay_metrics = []
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# 1. Alias collision check: ensure no wrong aliases exist in the report markdown
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for m_id, item in metrics.items():
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fallback_sources = item.get("fallback_sources", [])
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for fallback in fallback_sources:
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if fallback in report_text:
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collisions.append({
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"metric_id": m_id,
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"found_fallback": fallback,
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"reason": "Report references a non-canonical/fallback metric source."
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})
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for m_id, item in per_ticker_metrics.items():
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wrong_alias = item.get("wrong_alias_in_renderer") or item.get("alias_in_renderer_wrong")
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if wrong_alias and wrong_alias in report_text:
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collisions.append({
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"metric_id": m_id,
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"found_wrong_alias": wrong_alias,
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"reason": f"Report contains wrong alias for per_ticker_metric: {wrong_alias}"
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})
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# 2. Replay labeling check:
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lines = report_text.splitlines()
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for lineno, line in enumerate(lines, start=1):
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# Trigger on keywords indicating simulation or replay
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if "리플레이" in line or "replay" in line or "estimated" in line or "시뮬레이션" in line:
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# Ensure the line has at least one allowed label/origin marker
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if not any(lbl.lower() in line.lower() for lbl in ALLOWED_LABELS):
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unlabeled_replay_metrics.append({
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"line": lineno,
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"text": line.strip(),
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"reason": "Replay/estimated metric found without clear source/origin label."
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})
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result = {
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"formula_id": "METRIC_ALIAS_COLLISION_AUDIT_V1",
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"metric_alias_collision_count": len(collisions),
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"unlabeled_replay_metric_count": len(unlabeled_replay_metrics),
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"collisions": collisions[:50],
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"unlabeled_metrics": unlabeled_replay_metrics[:50],
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"gate": "PASS" if (len(collisions) == 0 and len(unlabeled_replay_metrics) == 0) else "FAIL"
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}
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out_path = ROOT / "Temp" / "metric_alias_collision_audit_v1.json"
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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=True, indent=2))
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return 0 if result["gate"] == "PASS" else 1
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if __name__ == "__main__":
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import sys
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sys.exit(main())
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