Files
QuantEngineByItz/tools/validate_execution_readiness_matrix_v1.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

131 lines
4.5 KiB
Python

from __future__ import annotations
import argparse
import json
from pathlib import Path
from typing import Any
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_PATH = ROOT / "Temp" / "execution_readiness_matrix_v1.json"
REQUIRED_AXES = {
"data_integrity",
"routing_serving",
"serving_output_lock",
"decision_governance",
"final_judgment_lock",
"fundamental_basis",
"horizon_policy",
"smart_money_liquidity",
"cash_recovery_execution",
"execution_availability",
"performance_readiness",
"report_consistency",
}
def _load(path: Path) -> dict[str, Any]:
if not path.exists():
return {}
try:
obj = json.loads(path.read_text(encoding="utf-8"))
except Exception:
return {}
return obj if isinstance(obj, dict) else {}
def main() -> int:
ap = argparse.ArgumentParser(description="Validate EXECUTION_READINESS_MATRIX_V1.")
ap.add_argument("--json", default=str(DEFAULT_PATH))
args = ap.parse_args()
path = Path(args.json)
if not path.is_absolute():
path = ROOT / path
payload = _load(path)
errors: list[str] = []
if str(payload.get("formula_id") or "") != "EXECUTION_READINESS_MATRIX_V1":
errors.append("formula_id mismatch")
gate = str(payload.get("gate") or "")
if gate not in {"PASS_100", "WATCH_PENDING_SAMPLE", "BLOCK_EXECUTION"}:
errors.append(f"gate={gate}")
axes = payload.get("axes")
if not isinstance(axes, list) or not axes:
errors.append("axes must be non-empty list")
axes = []
seen: set[str] = set()
scores: list[float] = []
block_count = 0
for idx, row in enumerate(axes):
if not isinstance(row, dict):
errors.append(f"axes[{idx}] must be object")
continue
axis = str(row.get("axis") or "")
seen.add(axis)
score = row.get("score_0_100")
if not isinstance(score, (int, float)):
errors.append(f"axes[{idx}].score_0_100 must be numeric")
continue
score_f = float(score)
if score_f < 0 or score_f > 100:
errors.append(f"axes[{idx}].score_0_100 out of range")
scores.append(score_f)
row_gate = str(row.get("gate") or "")
if row_gate not in {"PASS_100", "WATCH", "BLOCK"}:
errors.append(f"axes[{idx}].gate={row_gate}")
if row_gate == "BLOCK":
block_count += 1
if row_gate != "PASS_100" and not str(row.get("blocking_reason") or "").strip():
errors.append(f"axes[{idx}].blocking_reason missing")
if not str(row.get("source_json") or "").strip():
errors.append(f"axes[{idx}].source_json missing")
if not str(row.get("formula_id") or "").strip():
errors.append(f"axes[{idx}].formula_id missing")
missing_axes = sorted(REQUIRED_AXES - seen)
if missing_axes:
errors.append(f"missing_axes={missing_axes}")
if scores:
expected_min = round(min(scores), 2)
actual_min = payload.get("min_axis_score")
if not isinstance(actual_min, (int, float)) or round(float(actual_min), 2) != expected_min:
errors.append(f"min_axis_score mismatch expected={expected_min} actual={actual_min}")
expected_avg = round(sum(scores) / len(scores), 2)
actual_avg = payload.get("average_axis_score")
if not isinstance(actual_avg, (int, float)) or round(float(actual_avg), 2) != expected_avg:
errors.append(f"average_axis_score mismatch expected={expected_avg} actual={actual_avg}")
actual_blocks = payload.get("hard_block_count")
if not isinstance(actual_blocks, int) or actual_blocks != block_count:
errors.append(f"hard_block_count mismatch expected={block_count} actual={actual_blocks}")
if gate == "PASS_100":
if block_count != 0:
errors.append("PASS_100 cannot have BLOCK axes")
if scores and min(scores) < 100.0:
errors.append("PASS_100 requires all axes score_0_100=100")
if gate == "BLOCK_EXECUTION" and block_count == 0:
errors.append("BLOCK_EXECUTION requires at least one BLOCK axis")
if errors:
print("EXECUTION_READINESS_MATRIX_V1_FAIL")
for err in errors:
print(f" {err}")
return 1
print("EXECUTION_READINESS_MATRIX_V1_OK")
print(f" gate: {gate}")
print(f" min_axis_score: {float(payload.get('min_axis_score')):.2f}")
print(f" hard_block_count: {block_count}")
return 0
if __name__ == "__main__":
raise SystemExit(main())