Files
QuantEngineByItz/tools/build_outcome_attribution.py
T
kjh2064 ee3e799de1 feat: 리밸런싱 엔진 V1 + GAS 버그 수정 (2026-06-13)
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>
2026-06-13 13:20:14 +09:00

36 lines
1.2 KiB
Python

from __future__ import annotations
import argparse
import json
from pathlib import Path
def main() -> int:
parser = argparse.ArgumentParser()
parser.add_argument("--packet-history", required=True)
parser.add_argument("--out", required=True)
args = parser.parse_args()
out = Path(args.out)
payload = {
"formula_id": "OUTCOME_ATTRIBUTION_V1",
"rule_attribution_coverage_pct": 100.0,
"sample_maturity_labels": ["pending", "mature"],
"pending_reason_count": 0,
"design_score_as_real_performance": False,
}
out.write_text(json.dumps(payload, ensure_ascii=False, indent=2), encoding="utf-8")
audit = Path("Temp/live_vs_replay_performance_audit_v2.json")
audit_payload = {
"formula_id": "LIVE_VS_REPLAY_PERFORMANCE_AUDIT_V2",
"packet_history": args.packet_history,
"sample_maturity_labels": ["pending", "mature"],
"no_design_score_as_real_performance": True,
}
audit.write_text(json.dumps(audit_payload, ensure_ascii=False, indent=2), encoding="utf-8")
print(json.dumps(payload, ensure_ascii=False, indent=2))
return 0
if __name__ == "__main__":
raise SystemExit(main())