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>
95 lines
3.0 KiB
YAML
95 lines
3.0 KiB
YAML
meta:
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version: "2026-05-28"
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owner: "engine_harness"
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purpose: "전략 실행락 임계값 단일 소스"
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strategy_execution_lock_policy:
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outcome_quality_score_v1:
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weights:
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t20_pass_rate: 0.30
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trade_quality_score: 0.25
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rebound_efficiency_score: 0.25
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late_rebound_bucket_score: 0.20
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missing_eval_neutral_score: 50.0
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min_effective_eval_samples: 30
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sample_confidence_weight: 0.20
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pass_threshold: 85.0
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caution_threshold: 50.0
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# Phase-4~5: T5 운영 폴백 계층 (거짓 중립 50 제거)
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t20_fallback_policy:
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# 1순위: 운영 T+20 >= min_effective_eval_samples → 실측 T+20
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# 2순위: 운영 T+20 = 0 AND 운영 T+5 >= min_effective_eval_samples → T5 proxy
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# 3순위: 표본 부족 → neutral_score (명시적 INSUFFICIENT)
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t5_proxy_enabled: true
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t5_proxy_source_label: "t5_operational_proxy"
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neutral_label: "neutral_due_to_insufficient_operational_samples"
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trade_quality_basis_policy:
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# T5 거래품질 도구(TRADE_QUALITY_FROM_T5_V1) gate=PASS 이면 t5_operational 우선
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# 아니면 harness_context_tq, 없으면 NEUTRAL_MISSING
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t5_basis_preferred: true
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t5_basis_label: "t5_operational"
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data_integrity_score_v1:
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required_sheets:
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- data_feed
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- sector_flow
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- macro
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- event_risk
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- core_satellite
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- sell_priority
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data_feed_required_fields:
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- Ticker
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- Close
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- MA20
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- ATR20
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- Volume
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placeholder_tokens:
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- DATA_MISSING
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- ""
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- "-"
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- null
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weights:
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sheet_completeness_pct: 0.25
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cross_mismatch_safety_pct: 0.20
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timeliness_pct: 0.15
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type_presence_pct: 0.10
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required_field_completeness_pct: 0.20
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placeholder_safety_pct: 0.10
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pass_threshold: 90.0
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watch_threshold: 80.0
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captured_at_sla_hours: 30
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timeliness_penalty_if_sla_breached_pct: 30.0
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decision_evidence_score_v1:
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required_keys:
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- ticker
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- order_type
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- validation_status
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- rationale_code
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actionable_order_types:
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- BUY
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- SELL
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- STOP_LOSS
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- ADD_ON
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- STAGED_BUY
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# SELL_RULE: = GAS 매도규칙엔진(SELL_WATERFALL_ENGINE_V1 캐노니컬). DE[0-9]+_ = Direction 규칙(DE1_MANUAL_REVIEW=D2#1)
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rationale_formula_regex: "([A-Z][A-Z0-9_]*_V[0-9]+|NO_EXECUTION:[A-Z_]+|SELL_RULE:[A-Z0-9_]+|DE[0-9]+_[A-Z_]+)"
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weights:
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completeness_pct: 0.55
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conflict_safety_pct: 0.20
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rationale_quality_pct: 0.25
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pass_threshold: 92.0
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caution_threshold: 80.0
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no_actionable_orders_state: NO_ACTIONABLE_ORDERS
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strategy_execution_locks_v1:
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data_integrity_block_threshold: 90.0
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derivation_validity_block_threshold: 90.0
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decision_evidence_block_threshold: 85.0
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outcome_buy_block_threshold: 50.0
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outcome_sell_scale_threshold: 60.0
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outcome_sell_scale_ratio: 0.70
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outcome_eval_window_v1:
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t20_min_days_required: 28
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short_horizon_outcome_monitor_v1:
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min_samples_data_insufficient: 20
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low_conf_samples_threshold: 40
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pass_score_threshold: 60.0
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