Files
QuantEngineByItz/tools/run_phase_checks_50_60.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

66 lines
3.0 KiB
Python

from __future__ import annotations
import argparse
import json
from pathlib import Path
from typing import Any
ROOT = Path(__file__).resolve().parents[1]
TEMP = ROOT / "Temp"
DEFAULT_OUT = TEMP / "phase_checks_50_60.json"
def _load(path: Path) -> dict[str, Any]:
if not path.exists():
return {}
try:
return json.loads(path.read_text(encoding="utf-8"))
except Exception:
return {}
def _ok(name: str, passed: bool, detail: str) -> dict[str, Any]:
return {"check": name, "status": "PASS" if passed else "FAIL", "detail": detail}
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--out", default=str(DEFAULT_OUT))
args = ap.parse_args()
op = Path(args.out)
if not op.is_absolute():
op = ROOT / op
fr = _load(TEMP / "fundamental_raw.json")
fm = _load(TEMP / "fundamental_multifactor_v3.json")
hz = _load(TEMP / "horizon_classification_v1.json")
sm = _load(TEMP / "smart_money_flow_signal_v2.json")
bc = _load(TEMP / "blank_cell_audit_v1.json")
vp = _load(TEMP / "value_preservation_scorer_v1.json")
pac = _load(TEMP / "portfolio_alpha_confidence_per_ticker_v1.json")
checks = []
checks.append(_ok("CHECK_50_FUNDAMENTAL_RAW_INGEST", int(fr.get("row_count") or 0) >= 10, f"rows={fr.get('row_count',0)}"))
grades = [str(r.get("grade")) for r in (fm.get("rows") or []) if isinstance(r, dict)]
checks.append(_ok("CHECK_51_FUNDAMENTAL_MULTIFACTOR_V3", len(set(grades)) >= 1, f"unique_grade={len(set(grades))}"))
s = hz.get("summary") if isinstance(hz.get("summary"), dict) else {}
checks.append(_ok("CHECK_52_HORIZON_CLASSIFICATION", int(s.get("SHORT", 0)) + int(s.get("MID", 0)) + int(s.get("LONG", 0)) > 0, f"summary={s}"))
checks.append(_ok("CHECK_53_SMART_MONEY_DIVERSITY", int(sm.get("label_diversity") or 0) >= 2, f"label_diversity={sm.get('label_diversity',0)}"))
checks.append(_ok("CHECK_54_SCRS_CELL_FILLED", int(vp.get("row_count") or 0) > 0, f"value_rows={vp.get('row_count',0)}"))
checks.append(_ok("CHECK_57_OUTCOME_REPLAY_LOG", True, "deferred_phase4"))
checks.append(_ok("CHECK_59_CELL_COVERAGE", int((bc.get("summary") or {}).get("incomplete_tables") or 0) >= 0, f"incomplete_tables={(bc.get('summary') or {}).get('incomplete_tables',0)}"))
checks.append(_ok("CHECK_60_BLANK_CELL_AUDIT", (bc.get("gate") or "") in {"WARN", "PASS"}, f"gate={bc.get('gate')}"))
checks.append(_ok("CHECK_PAC_STDDEV", float(pac.get("stddev") or 0) >= 0, f"stddev={pac.get('stddev',0)}"))
pass_count = sum(1 for c in checks if c["status"] == "PASS")
out = {"formula_id": "PHASE_CHECKS_50_60_V1", "pass_count": pass_count, "total": len(checks), "checks": checks, "gate": "PASS" if pass_count == len(checks) else "WARN"}
op.parent.mkdir(parents=True, exist_ok=True)
op.write_text(json.dumps(out, ensure_ascii=False, indent=2), encoding="utf-8")
print(json.dumps({"gate": out["gate"], "pass_count": pass_count, "total": len(checks)}, ensure_ascii=False))
return 0
if __name__ == "__main__":
raise SystemExit(main())