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>
62 lines
2.0 KiB
Python
62 lines
2.0 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 yaml
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--registry", default="spec/13_formula_registry.yaml")
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ap.add_argument("--out", default="spec/factor_lifecycle_registry.yaml")
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args = ap.parse_args()
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reg_path = ROOT / args.registry
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out_path = ROOT / args.out
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if not reg_path.exists():
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print(f"Registry not found: {reg_path}")
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return 1
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try:
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data = yaml.safe_load(reg_path.read_text(encoding="utf-8"))
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except Exception as e:
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print(f"Failed to parse registry: {e}")
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return 1
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formulas = data.get("formula_registry", {}).get("formulas", {})
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factors = []
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for fid, formula in formulas.items():
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# Build basic factor structure for lifecycle management
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factor = {
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"factor_id": fid,
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"formula_id": fid,
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"hypothesis": formula.get("notes", "Expert prior hypothesis for quant edge"),
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"owner": formula.get("owner", "quant_architect"),
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"promotion_gate": "draft",
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"required_data": formula.get("inputs", []),
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"position_sizing_impact": "diagnostic",
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"exit_impact": "none",
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"golden_cases": [],
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"retirement_condition": "drawdown_limit_breach"
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}
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factors.append(factor)
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lifecycle_registry = {
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"schema_version": "factor_lifecycle_registry.v1",
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"description": "Lifecycle states (draft, shadow, candidate, active, retired) for all registered quant factors",
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"factors": factors
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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(yaml.safe_dump(lifecycle_registry, sort_keys=False, allow_unicode=True), encoding="utf-8")
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print(f"Successfully generated lifecycle registry: {out_path}")
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return 0
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if __name__ == "__main__":
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import sys
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sys.exit(main())
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