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>
60 lines
2.2 KiB
Python
60 lines
2.2 KiB
Python
#!/usr/bin/env python3
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from __future__ import annotations
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import argparse
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import json
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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DEFAULT_IN = ROOT / "Temp" / "late_chase_attribution_v1.json"
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DEFAULT_OUT = ROOT / "Temp" / "anti_late_chase_v6.json"
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def _load(path: Path) -> dict:
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if not path.exists():
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return {}
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try:
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obj = json.loads(path.read_text(encoding="utf-8"))
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return obj if isinstance(obj, dict) else {}
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except Exception:
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return {}
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--late", default=str(DEFAULT_IN))
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ap.add_argument("--out", default=str(DEFAULT_OUT))
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args = ap.parse_args()
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late = _load(Path(args.late))
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metrics = late.get("metrics") if isinstance(late.get("metrics"), dict) else {}
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threshold_ledger = late.get("threshold_ledger") if isinstance(late.get("threshold_ledger"), list) else []
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threshold = (late.get("velocity_decile_thresholds") or {}).get("recommended_block_threshold", 70)
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false_positive_rate = float(metrics.get("late_chase_proxy_false_positive_rate_pct") or 0.0)
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sample_n = int((late.get("operational_samples") or late.get("samples") or 0))
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avg_loss = None
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if threshold_ledger:
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vals = [float(row.get("avg_t5_return_pct")) for row in threshold_ledger if isinstance(row, dict) and row.get("avg_t5_return_pct") is not None]
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if vals:
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avg_loss = round(abs(sum(vals) / len(vals)), 2)
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result = {
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"formula_id": "ANTI_LATE_CHASE_V6",
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"gate": "PASS" if sample_n > 0 else "INSUFFICIENT_DATA",
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"late_entry_false_positive_rate": round(false_positive_rate, 2),
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"chase_block_reason": "late_chase_risk_score>=threshold",
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"opportunity_loss_pct": avg_loss,
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"sample_count": sample_n,
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"threshold": threshold,
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"threshold_source": "late_chase_attribution_v1",
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"source_path": str(Path(args.late)),
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}
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out = Path(args.out)
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out.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps(result, 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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