Files
QuantEngineByItz/tools/build_distribution_risk_score_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

50 lines
1.5 KiB
Python

#!/usr/bin/env python3
import sys
import json
import argparse
from pathlib import Path
ROOT = Path(__file__).resolve().parents[1]
def main():
parser = argparse.ArgumentParser()
parser.add_argument("--json", default="GatherTradingData.json")
parser.add_argument("--out", default="Temp/distribution_risk_score_v2.json")
args = parser.parse_args()
json_path = ROOT / args.json
if not json_path.exists():
print(f"Input file not found: {json_path}")
sys.exit(1)
raw = json.loads(json_path.read_text(encoding="utf-8"))
core_satellite = raw.get("data", {}).get("core_satellite", []) or []
scores = {}
for row in core_satellite:
ticker = row.get("Ticker")
if not ticker:
continue
close = row.get("Close") or 0.0
ma20 = row.get("MA20") or close
# Calculate distribution risk score: 0 to 100
score = min(100, max(0, int((close - ma20) / ma20 * 200)))
scores[ticker] = {
"distribution_risk_score": score,
"status": "HIGH" if score >= 50 else "NORMAL"
}
out_path = ROOT / args.out
out_path.parent.mkdir(parents=True, exist_ok=True)
out_path.write_text(json.dumps({
"formula_id": "DISTRIBUTION_RISK_SCORE_V2",
"scores": scores
}, indent=2, ensure_ascii=False), encoding="utf-8")
print(f"Saved distribution risk scores to {out_path}")
sys.exit(0)
if __name__ == "__main__":
main()