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>
98 lines
3.2 KiB
Python
98 lines
3.2 KiB
Python
from __future__ import annotations
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import argparse
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import json
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from datetime import date
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from pathlib import Path
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from typing import Any
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import yaml
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ROOT = Path(__file__).resolve().parents[1]
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DEFAULT_HISTORY = ROOT / "Temp" / "proposal_evaluation_history.json"
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DEFAULT_OUT = ROOT / "Temp" / "evaluation_history_coverage_v1.json"
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DEFAULT_POLICY = ROOT / "spec" / "strategy_execution_lock_policy.yaml"
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def _load_json(path: Path) -> dict[str, Any]:
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if not path.exists():
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return {}
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try:
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payload = json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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return payload if isinstance(payload, dict) else {}
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def _load_policy(path: Path) -> dict[str, Any]:
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if not path.exists():
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return {}
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try:
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payload = yaml.safe_load(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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root = payload.get("strategy_execution_lock_policy") if isinstance(payload, dict) else {}
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obj = root.get("outcome_eval_window_v1") if isinstance(root, dict) else {}
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return obj if isinstance(obj, dict) else {}
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--history", default=str(DEFAULT_HISTORY))
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ap.add_argument("--out", default=str(DEFAULT_OUT))
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ap.add_argument("--policy", default=str(DEFAULT_POLICY))
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args = ap.parse_args()
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hp = Path(args.history)
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op = Path(args.out)
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pp = Path(args.policy)
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if not hp.is_absolute():
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hp = ROOT / hp
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if not op.is_absolute():
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op = ROOT / op
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if not pp.is_absolute():
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pp = ROOT / pp
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h = _load_json(hp)
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pol = _load_policy(pp)
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required_days = int(pol.get("t20_min_days_required") or 28)
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records = h.get("records") if isinstance(h.get("records"), list) else []
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dates = sorted({str(r.get("proposal_date")) for r in records if isinstance(r, dict) and r.get("proposal_date")})
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min_date = dates[0] if dates else None
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max_date = dates[-1] if dates else None
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elapsed = 0
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if min_date and max_date:
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try:
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elapsed = max(0, (date.fromisoformat(max_date) - date.fromisoformat(min_date)).days)
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except Exception:
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elapsed = 0
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maturity_pct = round(min(100.0, (elapsed / float(max(1, required_days))) * 100.0), 2)
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shortage_days = max(0, required_days - elapsed)
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gate = "READY" if shortage_days == 0 else ("NEAR_READY" if shortage_days <= 5 else "NOT_READY")
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out = {
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"formula_id": "EVALUATION_HISTORY_COVERAGE_V1",
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"metrics": {
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"records_count": len(records),
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"history_min_date": min_date,
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"history_max_date": max_date,
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"elapsed_days_from_min": elapsed,
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"required_days_t20": required_days,
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"shortage_days_t20": shortage_days,
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"maturity_pct": maturity_pct,
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},
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"gate": gate,
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"policy_used": {
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"policy_path": str(pp),
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"required_days_t20": required_days,
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},
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}
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op.parent.mkdir(parents=True, exist_ok=True)
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op.write_text(json.dumps(out, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps(out, ensure_ascii=False, indent=2))
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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