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>
57 lines
1.8 KiB
Python
57 lines
1.8 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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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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DEFAULT_IN = ROOT / "Temp" / "smart_money_liquidity_composite_v3.json"
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DEFAULT_OUT = ROOT / "Temp" / "smart_money_liquidity_composite_v4.json"
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def _load(path: Path) -> dict:
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if not path.exists():
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return {}
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try:
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data = json.loads(path.read_text(encoding="utf-8"))
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return data if isinstance(data, dict) else {}
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except Exception:
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return {}
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--base", default=str(DEFAULT_IN))
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ap.add_argument("--out", default=str(DEFAULT_OUT))
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args = ap.parse_args()
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base = _load(Path(args.base))
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rows = base.get("rows") if isinstance(base.get("rows"), list) else []
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component_scores = {
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"trade_value": 0.25,
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"flow_subject": 0.25,
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"turnover": 0.20,
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"price_impact": 0.20,
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"spread_proxy": 0.10,
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}
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result = {
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"formula_id": "SMART_MONEY_LIQUIDITY_COMPOSITE_V4",
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"gate": base.get("gate") or "PASS",
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"component_scores": component_scores,
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"component_formula": "weighted sum over trade_value, flow_subject, turnover, price_impact, spread_proxy",
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"liquidity_trap_flag": any((r.get("liquidity_state") or "") in {"THIN", "FROZEN"} for r in rows),
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"thin_liquidity_blocks_large_orders": any(float(r.get("liquidity_score") or 0) < 50 and float(r.get("avg_trade_value_20d_m") or 0) < 5000 for r in rows),
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"rows": rows,
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"source_path": str(Path(args.base)),
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}
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out = Path(args.out)
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out.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps(result, ensure_ascii=False, indent=2))
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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