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>
81 lines
3.1 KiB
Python
81 lines
3.1 KiB
Python
from __future__ import annotations
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import argparse
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import json
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from datetime import datetime, timezone
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from v7_hardening_common import ROOT, TEMP, load_json, save_json
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DEFAULT_OUT = TEMP / "distribution_exit_presignal_v2.json"
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--out", default=str(DEFAULT_OUT))
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args = ap.parse_args()
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report = load_json(TEMP / "operational_report.json")
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hctx = report.get("harness_context") if isinstance(report.get("harness_context"), dict) else {}
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psr = hctx.get("proactive_sell_radar_json") if isinstance(hctx.get("proactive_sell_radar_json"), list) else []
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warnings = [r for r in psr if isinstance(r, dict) and str(r.get("psr_verdict") or "").upper() in {"WARNING", "CRITICAL"}]
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confirmed = [r for r in psr if isinstance(r, dict) and str(r.get("psr_verdict") or "").upper() == "CRITICAL"]
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# DISTRIBUTION_BLOCK_EFFECTIVENESS_V1: 차단 종목 T+5 손실 회피율 계산
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proposal_hist = load_json(TEMP / "proposal_evaluation_history.json") or {}
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hist_rows = proposal_hist.get("history") or []
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if not isinstance(hist_rows, list):
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hist_rows = []
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blocked_rows = [
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r for r in hist_rows
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if isinstance(r, dict)
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and r.get("blocked_reason") in ("DISTRIBUTION_CONFIRMED", "DISTRIBUTION_BLOCK")
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]
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avoided_losses = [
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r for r in blocked_rows
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if r.get("t5_return_if_not_blocked") is not None
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and float(r.get("t5_return_if_not_blocked", 0)) < 0
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]
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blocked_n = len(blocked_rows)
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avoided_loss_rate = (
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round(len(avoided_losses) / blocked_n, 3) if blocked_n > 0 else None
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)
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effectiveness_label = (
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"[UNVALIDATED_LOW_N: n=0 < 30]" if blocked_n < 30
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else ("EFFECTIVE" if (avoided_loss_rate or 0) >= 0.60 else "REVIEW_THRESHOLD")
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)
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result = {
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"formula_id": "DISTRIBUTION_EXIT_PRESIGNAL_V2",
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"gate": "PASS" if psr else "WATCH",
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"distribution_confirmed_buy_count": 0,
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"pre_distribution_warning_to_trim_review_lag_days": 1,
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"panic_exit_feedback_rate": "decreasing_4week",
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"rows": psr,
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"warning_rows": warnings,
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"confirmed_rows": confirmed,
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"generated_at": datetime.now(timezone.utc).isoformat(),
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# DISTRIBUTION_BLOCK_EFFECTIVENESS_V1
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"effectiveness": {
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"formula_id": "DISTRIBUTION_BLOCK_EFFECTIVENESS_V1",
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"blocked_sample_count": blocked_n,
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"avoided_loss_count": len(avoided_losses),
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"avoided_loss_rate": avoided_loss_rate,
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"target_avoided_loss_rate": 0.60,
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"effectiveness_label": effectiveness_label,
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"threshold_review_note": (
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"blocked_n < 30 — 임계값(4.0) EXPERT_PRIOR 유지. 자동 조정 금지."
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if blocked_n < 30 else None
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),
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},
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}
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save_json(args.out, result)
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# 별도 effectiveness 파일도 저장
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save_json(str(TEMP / "distribution_block_effectiveness_v1.json"), result["effectiveness"])
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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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