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>
22 lines
1.0 KiB
YAML
22 lines
1.0 KiB
YAML
schema_version: profit_preservation_contract.v2
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goal: Define rules and metrics to preserve unrealized profits and enforce trailing stop policies.
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metrics:
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- id: profit_giveback
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description: "Ratio of profit returned from peak price since entry"
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- id: trailing_stop
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description: "Trailing stop price level determined by ratchet stage"
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- id: ratchet_stage
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description: "Lock tier based on maximum achieved profit percentage (e.g. PROFIT_LOCK_10, APEX_SUPER)"
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- id: sell_slippage_budget
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description: "Allowed slippage threshold during execution"
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rules:
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- id: RULE_PROFIT_GIVEBACK_GUARD
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condition: "profit_pct >= 20% and profit_giveback > 30% of peak gain"
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action: "Enforce trailing stop / lock remaining profit"
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- id: RULE_DRAWDOWN_GUARD_PRIORITY
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condition: "portfolio in value_preservation_stage"
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action: "Prioritize drawdown guard over new alpha signals"
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- id: RULE_VALUE_DAMAGE_LIMIT
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condition: "unrealized maximum drawdown per ticker"
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limit: "value_damage_pct_avg <= 10%"
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