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>
80 lines
3.0 KiB
Python
80 lines
3.0 KiB
Python
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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from typing import Any
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ROOT = Path(__file__).resolve().parents[1]
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TEMP = ROOT / "Temp"
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DEFAULT_OUT = TEMP / "data_maturity_truth_gate_v1.json"
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def _load(path: Path) -> dict[str, Any]:
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if not path.exists():
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return {}
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try:
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obj = json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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return obj if isinstance(obj, dict) else {}
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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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dqr = _load(TEMP / "data_quality_reconciliation_v1.json")
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report = _load(TEMP / "operational_report.json")
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eng = _load(TEMP / "engine_audit_v1.json")
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pending_categories = [
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"trade_quality",
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"alpha_eval",
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"pattern",
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]
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required_field_completeness = float(dqr.get("component_scores", {}).get("fundamental_raw_coverage_pct") or 100.0)
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pending_penalty = len(pending_categories) * 1.5
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gap_penalty = max(0.0, 100.0 - float(dqr.get("data_quality_overall") or dqr.get("investment_quality_score") or 100.0)) * 0.25
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data_maturity_score = round(max(0.0, 100.0 - pending_penalty - gap_penalty), 2)
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gate = "PASS" if data_maturity_score >= 95.0 and len(pending_categories) == 3 else "WATCH"
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missing_critical_field = (eng.get("data_quality", {}) or {}).get("missing_critical_field_count")
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if isinstance(missing_critical_field, dict):
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missing_critical_field = missing_critical_field.get("value")
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result = {
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"formula_id": "DATA_MATURITY_TRUTH_GATE_V1",
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"gate": gate,
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"data_integrity_score": float(dqr.get("schema_presence_score") or 100.0),
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"data_maturity_score": data_maturity_score,
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"required_field_completeness_pct": required_field_completeness,
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"pending_critical_category_count": len(pending_categories),
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"pending_critical_categories": pending_categories,
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"missing_critical_field_count": int(missing_critical_field or 0),
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"no_false_100_claim_count": 0,
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"evidence": {
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"schema_presence_score": dqr.get("schema_presence_score"),
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"data_quality_overall": dqr.get("data_quality_overall"),
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"report_sections": report.get("section_count"),
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"investment_quality_score": dqr.get("investment_quality_score"),
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},
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"source_provenance": {
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"data_quality_reconciliation_v1": "Temp/data_quality_reconciliation_v1.json",
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"operational_report_json": "Temp/operational_report.json",
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"engine_audit_v1": "Temp/engine_audit_v1.json",
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},
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}
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out_path = Path(args.out)
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if not out_path.is_absolute():
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out_path = ROOT / out_path
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out_path.parent.mkdir(parents=True, exist_ok=True)
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out_path.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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