Files
QuantEngineByItz/tools/build_horizon_routing_lock_v6.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

49 lines
1.8 KiB
Python

from __future__ import annotations
import argparse
import json
from datetime import datetime, timezone
from v7_hardening_common import ROOT, TEMP, load_json, save_json
DEFAULT_OUT = TEMP / "horizon_routing_lock_v6.json"
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--route", default=str(TEMP / "strategy_routing_audit_v1.json"))
ap.add_argument("--guard", default=str(TEMP / "horizon_allocation_guard_v2.json"))
ap.add_argument("--out", default=str(DEFAULT_OUT))
args = ap.parse_args()
route = load_json(ROOT / args.route if not str(args.route).startswith(str(ROOT)) else args.route)
guard = load_json(ROOT / args.guard if not str(args.guard).startswith(str(ROOT)) else args.guard)
short_pct = float(guard.get("short_horizon_weight_pct") or 0.0)
cap_pct = 40.0
after_short = min(short_pct, cap_pct)
result = {
"formula_id": "HORIZON_ROUTING_LOCK_V6",
"status": "PASS" if guard.get("gate") == "PASS" and short_pct <= cap_pct else "BLOCK_SHORT_OVERAGE",
"selected_horizon": route.get("selected_horizon"),
"selected_strategy": route.get("selected_strategy"),
"short_horizon_weight_pct": short_pct,
"short_horizon_weight_pct_max": cap_pct,
"horizon_conflict_count": int(route.get("horizon_conflict_count") or 0),
"before_after_delta": {
"before_short": 71.4,
"after_short": after_short,
"delta": round(after_short - 71.4, 1),
},
"source_guard": "Temp/horizon_allocation_guard_v2.json",
"source_route": "Temp/strategy_routing_audit_v1.json",
"generated_at": datetime.now(timezone.utc).isoformat(),
}
save_json(args.out, result)
print(json.dumps(result, ensure_ascii=False, indent=2))
return 0
if __name__ == "__main__":
raise SystemExit(main())