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>
59 lines
1.8 KiB
Python
59 lines
1.8 KiB
Python
#!/usr/bin/env python3
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import sys
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import json
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import argparse
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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def main():
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parser = argparse.ArgumentParser()
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parser.add_argument("--json", default="GatherTradingData.json")
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parser.add_argument("--out", default="Temp/late_chase_attribution_v2.json")
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args = parser.parse_args()
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json_path = ROOT / args.json
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if not json_path.exists():
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print(f"Input file not found: {json_path}")
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sys.exit(1)
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raw = json.loads(json_path.read_text(encoding="utf-8"))
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core_satellite = raw.get("data", {}).get("core_satellite", []) or []
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attribution = {}
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for row in core_satellite:
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ticker = row.get("Ticker")
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if not ticker:
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continue
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# Calculate mock/simulated indicators
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close = row.get("Close") or 0.0
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ma20 = row.get("MA20") or close
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atr20 = row.get("ATR20") or 1.0
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breakout_quality = 1.0 if close > ma20 else 0.0
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flow_accel = 0.5
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dist_risk = "HIGH" if close > ma20 * 1.15 else "LOW"
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entry_decile = 9 if close > ma20 * 1.15 else 4
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attribution[ticker] = {
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"breakout_quality": breakout_quality,
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"flow_acceleration": flow_accel,
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"distribution_risk": dist_risk,
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"entry_timing_decile": entry_decile,
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"t5_outcome_gain_pct": 2.5,
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"t20_outcome_gain_pct": 5.0
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}
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out_path = ROOT / args.out
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out_path.parent.mkdir(parents=True, exist_ok=True)
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out_path.write_text(json.dumps({
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"formula_id": "LATE_CHASE_ATTRIBUTION_V2",
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"attribution": attribution
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}, indent=2, ensure_ascii=False), encoding="utf-8")
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print(f"Saved attribution to {out_path}")
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sys.exit(0)
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if __name__ == "__main__":
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main()
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