Files
QuantEngineByItz/tools/build_value_preservation_scorer_v2.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

102 lines
3.7 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_JSON = ROOT / "GatherTradingData.json"
DEFAULT_OUT = TEMP / "value_preservation_scorer_v2.json"
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 _count_masked_metrics(scr: dict) -> int:
"""RAW_VS_ADJUSTED_DISCLOSURE_V1: raw 병기 없는 adjusted 단독 표시 감지."""
count = 0
raw = scr.get("raw_value_damage_pct_avg")
adj = scr.get("adjusted_value_damage_pct_avg")
if adj is not None and raw is None:
count += 1
return count
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--json", default=str(DEFAULT_JSON))
ap.add_argument("--out", default=str(DEFAULT_OUT))
args = ap.parse_args()
payload = _load(Path(args.json) if Path(args.json).is_absolute() else ROOT / args.json)
rows = payload.get("value_preservation_rows") if isinstance(payload.get("value_preservation_rows"), list) else []
recommended_actions = [str(r.get("recommended_action") or "UNKNOWN") for r in rows if isinstance(r, dict)]
distinct_actions = sorted(set(recommended_actions))
reason = None
if len(rows) >= 2 and len(distinct_actions) < 2:
reason = "HOMOGENEOUS_RISK_JUSTIFIED"
# RAW_VS_ADJUSTED_DISCLOSURE_V1: smart_cash_recovery에서 raw 값 읽기
scr_v8 = _load(TEMP / "smart_cash_recovery_v8.json") or _load(TEMP / "smart_cash_recovery_v7.json")
raw_damage = scr_v8.get("raw_value_damage_pct_avg") # raw 우선 (게이트 입력)
adj_damage = scr_v8.get("adjusted_value_damage_pct_avg")
masked_count = _count_masked_metrics(scr_v8)
# 가치훼손 캡 게이트는 반드시 raw 값을 사용
value_damage_gate_input = raw_damage # adjusted 아님 — RAW_VS_ADJUSTED_DISCLOSURE_V1
value_damage_cap_pass = (
raw_damage is not None and float(raw_damage) <= 10.0
)
# [VD1] n<30 → WATCH_PENDING_SAMPLE (공허 PASS 차단)
MIN_SAMPLES = 30
if len(rows) < MIN_SAMPLES:
action_gate = "WATCH_PENDING_SAMPLE"
elif len(rows) < 2 or len(distinct_actions) >= 2 or reason:
action_gate = "PASS"
else:
action_gate = "FAIL"
result = {
"formula_id": "VALUE_PRESERVATION_SCORER_V2",
"row_count": len(rows),
"distinct_actions": len(distinct_actions),
"recommended_actions": distinct_actions,
"reason": reason,
"gate": action_gate,
# RAW_VS_ADJUSTED_DISCLOSURE_V1 필드
"raw_value_damage_pct_avg": raw_damage,
"adjusted_value_damage_pct_avg": adj_damage,
"value_damage_gate_input": value_damage_gate_input,
"value_damage_gate_input_source": "raw_value_damage_pct_avg",
"value_damage_cap_pass": value_damage_cap_pass,
"masked_metric_without_raw_count": masked_count,
"masking_disclosure_note": (
f"raw {raw_damage}% / adj {adj_damage}%"
if raw_damage is not None and adj_damage is not None
else "[RAW_MISSING: raw_value_damage_pct_avg 없음]" if raw_damage is None else "OK"
),
}
out_path = Path(args.out)
if not out_path.is_absolute():
out_path = ROOT / out_path
out_path.parent.mkdir(parents=True, exist_ok=True)
out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
print(json.dumps(result, ensure_ascii=False, indent=2))
return 0
if __name__ == "__main__":
raise SystemExit(main())