Files
QuantEngineByItz/tools/validate_proposal_reference.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

153 lines
4.5 KiB
Python

from __future__ import annotations
import json
import sys
from pathlib import Path
from typing import Any
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_JSON = ROOT / "GatherTradingData.json"
VALID_EXECUTION_STATUSES = {"PROPOSAL_ONLY", "EXECUTION_WAIT", "EXECUTION_READY"}
REQUIRED_FIELDS = {
"account",
"ticker",
"name",
"proposal_type",
"proposed_limit_price_krw",
"proposed_price_basis",
"proposed_quantity",
"proposed_quantity_basis",
"stop1_price_krw",
"stop1_quantity",
"stop2_price_krw",
"stop2_quantity",
"stop3_price_krw",
"stop3_quantity",
"tp1_price_krw",
"tp1_quantity",
"tp2_price_krw",
"tp2_quantity",
"tp3_price_krw",
"tp3_quantity",
"execution_status",
"block_reason",
}
def load_harness(path: Path) -> dict[str, Any]:
payload = json.loads(path.read_text(encoding="utf-8"))
if isinstance(payload, dict) and isinstance(payload.get("data"), dict):
maybe = payload["data"].get("_harness_context")
if isinstance(maybe, dict):
return maybe
return payload
def parse_bool(value: Any) -> bool | None:
if isinstance(value, bool):
return value
if isinstance(value, str):
lowered = value.strip().lower()
if lowered in {"true", "1", "y", "yes"}:
return True
if lowered in {"false", "0", "n", "no"}:
return False
return None
def parse_jsonish(value: Any) -> Any:
if isinstance(value, (list, dict)):
return value
if isinstance(value, str) and value.strip():
return json.loads(value)
return None
def validate_rows(rows: Any) -> list[str]:
errors: list[str] = []
if not isinstance(rows, list):
return ["proposal_reference_json: must be a list"]
for idx, row in enumerate(rows):
if not isinstance(row, dict):
errors.append(f"proposal_reference_json[{idx}]: must be an object")
continue
missing = sorted(REQUIRED_FIELDS - set(row))
if missing:
errors.append(f"proposal_reference_json[{idx}] missing fields: {missing}")
for field in (
"proposed_limit_price_krw",
"proposed_quantity",
"stop1_price_krw",
"stop1_quantity",
"stop2_price_krw",
"stop2_quantity",
"stop3_price_krw",
"stop3_quantity",
"tp1_price_krw",
"tp1_quantity",
"tp2_price_krw",
"tp2_quantity",
"tp3_price_krw",
"tp3_quantity",
):
value = row.get(field)
if value is not None and not isinstance(value, int):
errors.append(f"proposal_reference_json[{idx}].{field}: must be integer or null")
status = row.get("execution_status")
if status is not None and status not in VALID_EXECUTION_STATUSES:
errors.append(
f"proposal_reference_json[{idx}].execution_status invalid: {status!r}"
)
return errors
def main() -> int:
args = sys.argv[1:]
require = "--require" in args
positional = [arg for arg in args if arg != "--require"]
path = Path(positional[0]) if positional else DEFAULT_JSON
if not path.is_absolute():
path = ROOT / path
harness = load_harness(path)
lock = parse_bool(harness.get("proposal_reference_lock"))
raw = harness.get("proposal_reference_json")
if raw is None:
if require:
print("PROPOSAL REFERENCE FAIL")
print("- proposal_reference_json missing")
return 1
print("PROPOSAL REFERENCE SKIP: proposal_reference_json not present yet")
return 0
if lock is not True:
if require:
print("PROPOSAL REFERENCE FAIL")
print(f"- proposal_reference_lock must be true when proposal_reference_json exists, found={harness.get('proposal_reference_lock')!r}")
return 1
print("PROPOSAL REFERENCE SKIP: proposal_reference_json present but proposal_reference_lock is not true")
return 0
try:
rows = parse_jsonish(raw)
except Exception as exc:
print("PROPOSAL REFERENCE FAIL")
print(f"- proposal_reference_json invalid JSON: {exc}")
return 1
errors = validate_rows(rows)
if errors:
print("PROPOSAL REFERENCE FAIL")
for err in errors:
print(f"- {err}")
return 1
print(f"PROPOSAL REFERENCE OK: rows={len(rows)}")
return 0
if __name__ == "__main__":
raise SystemExit(main())