kjh2064
7786e60daf
GAS_THIN_ADAPTER_POLICY_V1 Phase 3 (thin_adapter) 진행: - tools/gas_thin_adapter_phase3_annotate.py: 23개 GAS forbidden 함수에 THIN_ADAPTER 주석 자동 삽입 스크립트 - src/gas_adapter_parts 7개 파일: 각 forbidden 함수 본문 첫 줄에 // THIN_ADAPTER: [<responsibility>] delegated to Python — <module>:<function> 주석 추가 (기능 코드 무변경, additive-only) - spec/39: thin_adapter phase IN_PROGRESS + thin_adapter_result 블록 추가 ⚠ GAS 파일 변경됨 — GAS deploy + 사용자 검증 필요 (runDataFeed 실행) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2162 lines
107 KiB
JavaScript
2162 lines
107 KiB
JavaScript
function ensureAccountSnapshotConfirmModeSetting_(settingsObj) {
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try {
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const settings = settingsObj || {};
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const raw = String(settings["account_snapshot_confirm_mode"] || "").trim();
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if (raw) return;
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const ss = getSpreadsheet_();
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const sh = ss.getSheetByName("settings");
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if (!sh) return;
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sh.appendRow(["account_snapshot_confirm_mode", "STRICT_Y", "STRICT_Y|AUTO_IF_PARSE_OK"]);
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settings["account_snapshot_confirm_mode"] = "STRICT_Y";
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Logger.log("[SETTINGS_DEFAULT] account_snapshot_confirm_mode=STRICT_Y");
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} catch (e) {
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Logger.log("[SETTINGS_DEFAULT][WARN] account_snapshot_confirm_mode 주입 실패: " + e.message);
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}
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}
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function upsertOperationalWarningSetting_(key, value) {
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try {
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const ss = getSpreadsheet_();
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const sh = ss.getSheetByName("settings");
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if (!sh) return;
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const data = sh.getDataRange().getValues();
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for (let i = 0; i < data.length; i++) {
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if (String(data[i][0] || "").trim() === key) {
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sh.getRange(i + 1, 2).setValue(value);
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return;
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}
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}
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sh.appendRow([key, value, "auto-generated operational warning"]);
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} catch (e) {
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Logger.log("[SETTINGS_WARNING][WARN] " + key + " 갱신 실패: " + e.message);
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}
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}
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// ── buildTickerRow_ sub-functions ──────────────────────────────────────────
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function _tickerSetup_(t, preReads) {
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const {
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positionStopMap_, globalHeatPct_, globalKospiRet10D_, globalRegimePrelim_,
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sectorFlowData_, csRsPctMap_, riskBudget_, totalAssetKrw_,
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weeklyTargetCashPct_, bayesian, savedEpsRevision, today,
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positionCountStatus_,
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} = preReads;
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const isRiskOffRegime = globalRegimePrelim_ === "RISK_OFF" || globalRegimePrelim_ === "RISK_OFF_CANDIDATE";
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const heatBlock = Number.isFinite(globalHeatPct_) && globalHeatPct_ >= 10;
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const heatCaution = Number.isFinite(globalHeatPct_) && globalHeatPct_ >= 7 && globalHeatPct_ < 10;
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const flow = fetchNaverFlow(t.code);
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const price = resolveDataFeedPriceMetrics(t.code);
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const valuation = fetchNaverMarketMetrics(t.code);
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const consensus = fetchNaverConsensusData(t.code);
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const notices = fetchNaverDisclosureNotices(t.code);
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const dartSummary = summarizeDisclosureNotices(notices);
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const frg5 = flow.rows.slice(0,5).reduce((s,r) => s+r.frgn, 0);
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const inst5 = flow.rows.slice(0,5).reduce((s,r) => s+r.inst, 0);
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const frg20 = flow.rows.reduce((s,r) => s+r.frgn, 0);
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const inst20 = flow.rows.reduce((s,r) => s+r.inst, 0);
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const indiv5 = -(frg5+inst5);
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// priceStatus 4단계
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const priceStatus = !price.ok ? "PRICE_MISSING" :
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price.isFallbackQuote ? "PRICE_QUOTE_ONLY" :
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price.isPriceStale ? "PRICE_STALE" : "PRICE_OK";
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const flow5Status = flow.ok ? `OK: ${frg5 > 0 ? "외국인 매수" : "외국인 매도"} / ${inst5 > 0 ? "기관 매수" : "기관 매도"}` : "DATA_MISSING";
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const flow20Status = flow.ok ? "OK" : "DATA_MISSING";
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const ind5Status = flow.ok ? "OK" : "DATA_MISSING";
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const valSurgeStatus = calcValSurgeStatus(price.valSurge);
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const liquidityStatus = calcLiquidityStatus(Number(price.avgTradingValue5D));
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const spreadStatus = calcSpreadStatus(Number(price.spreadPct));
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const missing = [];
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if (!flow.ok) missing.push("Flow5D/Flow20D");
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if (flow.ok && flow.isFlowStale) missing.push(`FLOW_STALE(${flow.rows[0]?.date ?? "?"})`);
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if (priceStatus === "PRICE_MISSING") missing.push("ATR20/Val_Surge");
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if (priceStatus === "PRICE_QUOTE_ONLY") missing.push("PRICE_QUOTE_ONLY:MA/ATR결측");
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if (priceStatus === "PRICE_STALE") missing.push(`PRICE_STALE(${price.priceDate})`);
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if (dartSummary.status === "NAVER_NOTICE_EMPTY" || String(dartSummary.status).startsWith("NAVER_NOTICE_ERROR")) missing.push("DART");
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if (heatBlock) missing.push(`HF005:HEAT_BLOCK(${globalHeatPct_}%)`);
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if (heatCaution) missing.push(`HEAT_CAUTION(${globalHeatPct_}%→수량50%감액)`);
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if (isRiskOffRegime) missing.push(`REGIME_BLOCK(${globalRegimePrelim_})`);
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if (globalHeatPct_ === null) missing.push("TOTAL_HEAT_UNKNOWN");
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const next = [];
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if (priceStatus === "PRICE_MISSING" || priceStatus === "PRICE_QUOTE_ONLY") next.push("Yahoo Finance chart");
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if (missing.includes("DART")) next.push("Naver 공시공지");
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if (missing.includes("Flow5D/Flow20D")) next.push("Naver frgn.naver");
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const perfBias = calcPerformanceBuyBias_(bayesian);
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const posRec = positionStopMap_[t.code];
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return {
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t, preReads,
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flow, price, valuation, consensus, dartSummary,
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frg5, inst5, frg20, inst20, indiv5,
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priceStatus, flow5Status, flow20Status, ind5Status, valSurgeStatus, liquidityStatus, spreadStatus,
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missing, next, isRiskOffRegime, heatBlock, heatCaution, perfBias, posRec,
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today, positionCountStatus_, weeklyTargetCashPct_,
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};
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}
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// ── Fundamentals: EPS, 52W, target price, dividends, financial health ────────
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function _addTickerFundamentals_(ctx) {
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const { t, price, valuation, consensus, preReads } = ctx;
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const { savedEpsRevision, today } = preReads;
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// ── EPS_Revision_Status: Naver 우선, Yahoo 폴백, 기존값 최후 보존 ──────
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let epsRevisionStatus = "";
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if (consensus.ok && consensus.epsRevisionStatus !== "DATA_MISSING") {
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epsRevisionStatus = consensus.epsRevisionStatus;
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} else {
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const yahooConsensus = fetchYahooConsensusEps(t.code);
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if (yahooConsensus.ok && yahooConsensus.epsRevisionStatus !== "DATA_MISSING") {
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epsRevisionStatus = yahooConsensus.epsRevisionStatus;
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} else {
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epsRevisionStatus = savedEpsRevision[t.code] ?? "";
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}
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}
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// ── 배당수익률: Naver main(_dvr) 우선, Yahoo quote 폴백 ──────────────
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const naverDvr = Number.isFinite(valuation.dvr) ? valuation.dvr : null;
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const yahooQuote = fetchYahooMarketMetrics(t.code);
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const divYield = naverDvr ?? (Number.isFinite(yahooQuote.divYield) ? yahooQuote.divYield : "");
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// ── Beta: Yahoo quote 우선, quoteSummary 폴백 ─────────────────────────
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let beta = Number.isFinite(yahooQuote.beta) ? yahooQuote.beta : null;
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// ── 52주 고저가: Naver main 우선, Yahoo quote 폴백 ────────────────────
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const high52W = Number.isFinite(valuation.high52W) ? valuation.high52W
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: Number.isFinite(yahooQuote.high52W) ? yahooQuote.high52W : null;
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const low52W = Number.isFinite(valuation.low52W) ? valuation.low52W
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: Number.isFinite(yahooQuote.low52W) ? yahooQuote.low52W : null;
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const closeVal = price.ok && Number.isFinite(price.close) ? price.close : null;
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const pct52WHigh = Number.isFinite(high52W) && Number.isFinite(closeVal) && high52W > 0
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? ((closeVal / high52W - 1) * 100).toFixed(1) : "";
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const pctFrom52WLow = Number.isFinite(low52W) && Number.isFinite(closeVal) && low52W > 0
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? ((closeVal / low52W - 1) * 100).toFixed(1) : "";
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// ── 목표주가: Naver consensus 우선, Yahoo quoteSummary 폴백 ──────────
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let targetPrice = Number.isFinite(consensus.targetPrice) && consensus.targetPrice > 0
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? consensus.targetPrice : null;
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const yahooFin = fetchYahooTargetPrice(t.code);
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if (!targetPrice && yahooFin.ok && Number.isFinite(yahooFin.targetPrice) && yahooFin.targetPrice > 0) {
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targetPrice = yahooFin.targetPrice;
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}
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if (!beta && Number.isFinite(yahooFin.beta)) beta = yahooFin.beta;
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const upsidePct = Number.isFinite(targetPrice) && Number.isFinite(closeVal) && closeVal > 0
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? ((targetPrice / closeVal - 1) * 100).toFixed(1) : "";
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// ── EPS 1년 성장률 ────────────────────────────────────────────────────
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const epsGrowth1y = Number.isFinite(consensus.epsGrowth1y) ? consensus.epsGrowth1y : null;
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// ── DPS ───────────────────────────────────────────────────────────────
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const dps = Number.isFinite(yahooFin.dividendPerShare) ? yahooFin.dividendPerShare : null;
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// ── 재무 건전성 7개 필드 (FINANCIAL_HEALTH_V1 + OCF_B + 7일 캐시 통합) ─────
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// ETF는 개별 재무제표가 없으므로 수집 스킵
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const isEtfTicker_ = /KODEX|TIGER|KBSTAR|ARIRANG|HANARO|TIMEFOLIO/.test(t.name ?? "");
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let fundResult;
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if (isEtfTicker_) {
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Logger.log('[INFO][FUND_SKIP_ETF] ' + t.code + ' (' + (t.name ?? '') + ') — ETF, 펀더멘털 수집 불필요');
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fundResult = { ok: false, source: 'etf_no_fundamentals' };
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} else {
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fundResult = (typeof fetchFundamentalsWithCache_ === 'function')
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? fetchFundamentalsWithCache_(t.code, t.code, yahooFin)
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: yahooFin;
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}
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const roePct = fundResult.ok && Number.isFinite(fundResult.roePct) ? fundResult.roePct : null;
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const opMarginPct = fundResult.ok && Number.isFinite(fundResult.operatingMarginPct) ? fundResult.operatingMarginPct : null;
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const debtToEquity = fundResult.ok && Number.isFinite(fundResult.debtToEquity) ? fundResult.debtToEquity : null;
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const currentRatio = fundResult.ok && Number.isFinite(fundResult.currentRatio) ? fundResult.currentRatio : null;
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const fcfB = fundResult.ok && Number.isFinite(fundResult.fcfB) ? fundResult.fcfB : null;
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const ocfB = fundResult.ok && Number.isFinite(fundResult.ocfB) ? fundResult.ocfB : null;
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const revenueGrowthPct = fundResult.ok && Number.isFinite(fundResult.revenueGrowthPct) ? fundResult.revenueGrowthPct : null;
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// ── 실적 발표일 → 잔여 일수 ───────────────────────────────────────────
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const earningsDateStr = yahooFin?.earningsDate ?? null;
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const tp = today.split("-").map(Number);
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const todayMs = Date.UTC(tp[0], tp[1] - 1, tp[2]);
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let daysToEarnings = "";
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if (earningsDateStr) {
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const ep = earningsDateStr.split("-").map(Number);
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daysToEarnings = Math.round((Date.UTC(ep[0], ep[1]-1, ep[2]) - todayMs) / (1000*60*60*24));
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}
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// ── 배당락일 → 잔여 일수 (A4) ──────────────────────────────────────────
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const exDividendDateStr = yahooFin?.exDividendDate ?? null;
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let daysToExDiv = "";
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if (exDividendDateStr) {
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const xp = exDividendDateStr.split("-").map(Number);
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daysToExDiv = Math.round((Date.UTC(xp[0], xp[1]-1, xp[2]) - todayMs) / (1000*60*60*24));
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}
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Object.assign(ctx, {
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epsRevisionStatus, epsGrowth1y, divYield, dps, beta,
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high52W, low52W, pct52WHigh, pctFrom52WLow,
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targetPrice, upsidePct, earningsDateStr, daysToEarnings,
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exDividendDateStr, daysToExDiv,
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roePct, opMarginPct, debtToEquity, currentRatio, fcfB, ocfB, revenueGrowthPct,
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});
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}
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// ── [2026-05-21_BRT_HARNESS_V1] BRT/SAQG helpers ─────────────────────────
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function calcBenchmarkRelativeTimeseries_(price, high52W, preReads) {
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const k5 = preReads.globalKospiRet5D_;
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const k20 = preReads.globalKospiRet20D_;
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const k60 = preReads.globalKospiRet60D_;
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const kDrawdown = preReads.globalKospiDrawdown_;
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const close = price && price.ok && Number.isFinite(price.close) ? price.close : null;
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const stockDrawdown = Number.isFinite(high52W) && Number.isFinite(close) && high52W > 0
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? parseFloat((Math.max(0, (1 - close / high52W) * 100)).toFixed(2)) : null;
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const excessDrawdown = stockDrawdown !== null && Number.isFinite(kDrawdown)
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? parseFloat((stockDrawdown - kDrawdown).toFixed(2)) : null;
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const ret5 = price && Number.isFinite(price.ret5D) ? price.ret5D : null;
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const ret20 = price && Number.isFinite(price.ret20D) ? price.ret20D : null;
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const ret60 = price && Number.isFinite(price.ret60D) ? price.ret60D : null;
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const rec5 = ret5 !== null && Number.isFinite(k5) && k5 > 0 ? parseFloat((ret5 / k5).toFixed(3)) : null;
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const rec20 = ret20 !== null && Number.isFinite(k20) && k20 > 0 ? parseFloat((ret20 / k20).toFixed(3)) : null;
|
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const downsideBeta = ret20 !== null && Number.isFinite(k20) && k20 < 0 ? parseFloat((ret20 / k20).toFixed(3)) : null;
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// [C-2] RS ratio slopes: change in RS ratio per day across windows
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// slope = (rsRatio_longWindow - rsRatio_shortWindow) / daysBetween
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// Positive = relative strength improving; negative = deteriorating
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const rsRatio5d = (ret5 !== null && Number.isFinite(k5) && k5 !== 0) ? ret5 / k5 : null;
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const rsRatio20d = (ret20 !== null && Number.isFinite(k20) && k20 !== 0) ? ret20 / k20 : null;
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const rsRatio60d = (ret60 !== null && Number.isFinite(k60) && k60 !== 0) ? ret60 / k60 : null;
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const slope20 = (rsRatio5d !== null && rsRatio20d !== null)
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? parseFloat(((rsRatio20d - rsRatio5d) / 15).toFixed(4))
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: (ret20 !== null && Number.isFinite(k20) ? parseFloat(((ret20 - k20) / 20).toFixed(4)) : null);
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const slope60 = (rsRatio20d !== null && rsRatio60d !== null)
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? parseFloat(((rsRatio60d - rsRatio20d) / 40).toFixed(4))
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: (ret60 !== null && Number.isFinite(k60) ? parseFloat(((ret60 - k60) / 60).toFixed(4)) : null);
|
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const brtMethod = (rsRatio5d !== null && rsRatio20d !== null)
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? "RS_RATIO_MULTI_WINDOW_PROXY" : "PROXY_FROM_RET20_RET60";
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|
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let verdict = "UNKNOWN";
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if (excessDrawdown !== null && rec20 !== null && slope20 !== null) {
|
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if (excessDrawdown >= 10 && (rec20 < 0.50 || (slope60 !== null && slope60 < 0))) verdict = "BROKEN";
|
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else if (excessDrawdown <= 0 && rec20 >= 1.20 && slope20 > 0) verdict = "LEADER";
|
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else if (excessDrawdown >= 5 || rec20 < 0.80 || slope20 < 0) verdict = "LAGGARD";
|
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else verdict = "MARKET";
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}
|
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return {
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||
stock_drawdown_from_high_pct: stockDrawdown,
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excess_drawdown_pctp: excessDrawdown,
|
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recovery_ratio_5d: rec5,
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recovery_ratio_20d: rec20,
|
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downside_beta: downsideBeta,
|
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rs_ratio_5d: rsRatio5d,
|
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rs_ratio_20d: rsRatio20d,
|
||
rs_ratio_60d: rsRatio60d,
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rs_line_20d_slope: slope20,
|
||
rs_line_60d_slope: slope60,
|
||
brt_verdict: verdict,
|
||
brt_method: brtMethod,
|
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};
|
||
}
|
||
|
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function fuseRsVerdictV2_(rsV1, brtVerdict) {
|
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const v1 = rsV1 || "UNKNOWN";
|
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const brt = brtVerdict || "UNKNOWN";
|
||
if (brt === "BROKEN" && v1 === "LEADER") return "LAGGARD";
|
||
if (v1 === "BROKEN" || brt === "BROKEN") return "BROKEN";
|
||
if (brt === "LEADER" && v1 === "LAGGARD") return "MARKET";
|
||
if (v1 === "LAGGARD" || brt === "LAGGARD") return "LAGGARD";
|
||
if (v1 === "LEADER" && brt === "LEADER") return "LEADER";
|
||
if (v1 === "UNKNOWN" && brt === "UNKNOWN") return "UNKNOWN";
|
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return "MARKET";
|
||
}
|
||
|
||
function calcSatelliteAlphaQualityGate_(args) {
|
||
if (args.position_type === "core") {
|
||
return { saqg_v1: "EXEMPT", saqg_penalty: 0, saqg_failed_filters: "" };
|
||
}
|
||
if (args.ss001_grade === "D" || args.rs_verdict === "BROKEN") {
|
||
return { saqg_v1: "EXCLUDED", saqg_penalty: 99, saqg_failed_filters: args.ss001_grade === "D" ? "D_GRADE" : "RS_BROKEN" };
|
||
}
|
||
const failed = [];
|
||
let penalty = 0;
|
||
const coreFailures = [];
|
||
if (!(Number.isFinite(args.ret20D) && Number.isFinite(args.kospiRet20D) && args.ret20D > args.kospiRet20D)) {
|
||
failed.push("F1_relative_return"); coreFailures.push("F1"); penalty += 2;
|
||
}
|
||
if (!((Number.isFinite(args.recovery_ratio_20d) && args.recovery_ratio_20d >= 1.20)
|
||
|| (Number.isFinite(args.recovery_ratio_5d) && args.recovery_ratio_5d >= 1.30))) {
|
||
failed.push("F2_recovery_power"); coreFailures.push("F2"); penalty += 2;
|
||
}
|
||
if (!(Number.isFinite(args.excess_drawdown_pctp) && args.excess_drawdown_pctp <= 5)) {
|
||
failed.push("F3_downside_protection"); coreFailures.push("F3"); penalty += 2;
|
||
}
|
||
if (!(Number.isFinite(args.frg5) && args.frg5 > 0 || Number.isFinite(args.inst5) && args.inst5 > 0)) {
|
||
failed.push("F4_institutional_flow"); penalty += 1;
|
||
}
|
||
if (!["LEADER", "MARKET"].includes(args.rs_verdict)) {
|
||
failed.push("F5_sector_leadership"); penalty += 1;
|
||
}
|
||
let status = "ELIGIBLE";
|
||
if (penalty >= 3 || coreFailures.length >= 2) status = "EXCLUDED";
|
||
else if (penalty > 0) status = "WATCHLIST_ONLY";
|
||
return { saqg_v1: status, saqg_penalty: penalty, saqg_failed_filters: failed.join("|") };
|
||
}
|
||
|
||
// ── Gates & scores: entry sizing, breakout/anti-climax/leader/RW gates,
|
||
// FLOW_CREDIT, SS001, TP ladder, position monitoring, F4 trailing stop ────
|
||
function _addTickerGates_(ctx, trailingStopUpdates) {
|
||
const { t, price, flow, posRec, preReads,
|
||
targetPrice, epsRevisionStatus, epsGrowth1y, valuation,
|
||
frg5, inst5, frg20, inst20, indiv5, heatCaution, high52W } = ctx;
|
||
const { positionStopMap_, riskBudget_, totalAssetKrw_, bayesian,
|
||
globalRegimePrelim_, globalKospiRet10D_, globalKospiRet20D_, csRsPctMap_, sectorFlowData_,
|
||
globalHeatPct_ } = preReads;
|
||
|
||
// ── 진입가·손절가·기대우위 추정 (Bayesian multiplier) ─────────────────
|
||
const limitPriceEst = price.ok && Number.isFinite(price.close) && Number.isFinite(price.atr20)
|
||
? Math.round(price.close + price.atr20 * 0.05) : "";
|
||
const stopPriceActual = posRec ? posRec.stop_price : null;
|
||
const stopPriceEst = stopPriceActual != null
|
||
? stopPriceActual
|
||
: (price.ok && Number.isFinite(price.close) && Number.isFinite(price.atr20)
|
||
? Math.round(Math.max(price.close * 0.92, price.close - price.atr20 * THRESHOLDS.ATR_STOP_MULT)) : "");
|
||
const stopPriceSource = stopPriceActual != null ? "account_snapshot" : "ATR추정";
|
||
let eeEst = "";
|
||
if (bayesian.bayesian_multiplier > 0
|
||
&& limitPriceEst !== "" && stopPriceEst !== "" && limitPriceEst > stopPriceEst
|
||
&& Number.isFinite(targetPrice) && targetPrice > limitPriceEst) {
|
||
eeEst = ((targetPrice - limitPriceEst) / (limitPriceEst - stopPriceEst) * bayesian.bayesian_multiplier - 0.003).toFixed(2);
|
||
} else if (bayesian.bayesian_multiplier === 0) {
|
||
eeEst = "0 (no_bet)";
|
||
}
|
||
|
||
// ── Pos_Size_Qty 추정: POSITION_SIZE_V1 간략 버전 ─────────────────────
|
||
let posSizeQty = "";
|
||
let posConstraint = "";
|
||
if (Number.isFinite(totalAssetKrw_) && totalAssetKrw_ > 0
|
||
&& price.ok && Number.isFinite(price.atr20) && price.atr20 > 0
|
||
&& Number.isFinite(price.close) && price.close > 0
|
||
&& bayesian.bayesian_multiplier > 0) {
|
||
const atrQty = Math.floor(totalAssetKrw_ * riskBudget_ * bayesian.bayesian_multiplier / (price.atr20 * THRESHOLDS.ATR_STOP_MULT));
|
||
const weightQty = Math.floor(totalAssetKrw_ * 0.05 / price.close);
|
||
let rawQty = Math.max(0, Math.min(atrQty, weightQty));
|
||
const bindingLabel = atrQty <= weightQty ? `ATR(${atrQty}주)` : `Weight(${weightQty}주)`;
|
||
if (heatCaution && rawQty > 0) {
|
||
rawQty = Math.max(1, Math.floor(rawQty * 0.5));
|
||
posConstraint = `${bindingLabel}→Heat감액(${globalHeatPct_}%)`;
|
||
} else {
|
||
posConstraint = bindingLabel;
|
||
}
|
||
posSizeQty = rawQty;
|
||
}
|
||
|
||
// ── Breakout Pilot Score ───────────────────────────────────────────────
|
||
const priceDev = price.ok && Number.isFinite(price.close) && Number.isFinite(price.ma20) && price.ma20 > 0
|
||
? (price.close / price.ma20 - 1) * 100 : null;
|
||
const vsTerm = price.ok && Number.isFinite(price.valSurge) ? price.valSurge / 10 : 0;
|
||
const netFlowRatio = flow.ok && Number.isFinite(price.avgVolume5D) && price.avgVolume5D > 0
|
||
? Math.min(5, Math.max(-5, (frg5 + inst5) / price.avgVolume5D)) : 0;
|
||
const breakoutScore = Number.isFinite(priceDev) ? parseFloat((priceDev + vsTerm + netFlowRatio).toFixed(1)) : "";
|
||
const breakoutGate = breakoutScore !== "" ? (breakoutScore > 15 ? "ALLOW" : "WAIT") : "";
|
||
|
||
// ── anti_climax_buy_gate S1~S5 ────────────────────────────────────────
|
||
const ret5Dval = price.ok && Number.isFinite(parseFloat(price.ret5D)) ? parseFloat(price.ret5D) : null;
|
||
const ac_s1 = Number.isFinite(ret5Dval) ? (ret5Dval >= 25 ? 1 : 0) : 0;
|
||
const ac_s2 = Number.isFinite(price.avgTradingValue5D) && Number.isFinite(price.avgTradingValue20D) && price.avgTradingValue20D > 0
|
||
? (price.avgTradingValue5D >= price.avgTradingValue20D * 3.0 ? 1 : 0) : 0;
|
||
const hlRange = price.ok && Number.isFinite(price.high) && Number.isFinite(price.low) ? price.high - price.low : 0;
|
||
const ac_s3 = price.ok && Number.isFinite(price.high) && Number.isFinite(price.close) && hlRange > 0
|
||
? ((price.high - price.close) / hlRange >= 0.35 ? 1 : 0) : 0;
|
||
const ac_s4 = flow.ok && frg5 < 0 && inst5 < 0 ? 1 : 0;
|
||
const ac_s5 = flow.ok && indiv5 > 0 && (frg5 < 0 || inst5 < 0) ? 1 : 0;
|
||
const ac_total = ac_s1 + ac_s2 + ac_s3 + ac_s4 + ac_s5;
|
||
const ac_gate = ac_total >= 3 ? "BLOCK" : ac_total === 2 ? "CAUTION" : "CLEAR";
|
||
|
||
// ── daily_leader_scan C1~C5 자동 계산 ─────────────────────────────────
|
||
const c1 = price.ok && Number.isFinite(price.close) && Number.isFinite(price.ma20) && Number.isFinite(price.high) && Number.isFinite(price.low)
|
||
? (price.close >= price.ma20 && price.close >= (price.high - (price.high - price.low) * 0.3) ? 1 : 0) : 0;
|
||
const ret10DKospi = globalKospiRet10D_ ?? null;
|
||
const c2 = price.ok && Number.isFinite(price.ret10D) && Number.isFinite(ret10DKospi)
|
||
? ((price.ret10D - ret10DKospi) >= 3 ? 1 : 0) : 0;
|
||
const c3 = Number.isFinite(price.avgTradingValue5D) && Number.isFinite(price.avgTradingValue20D) && price.avgTradingValue20D > 0
|
||
? (price.avgTradingValue5D >= price.avgTradingValue20D * 1.5 ? 1 : 0) : 0;
|
||
const c4 = flow.ok && (frg5 > 0 || inst5 > 0) ? 1 : 0;
|
||
// C5: Tier_1 + Rotation_Rank<=3 -> 1.0 / Tier_1+rank>3 or Tier_2 -> 0.5 / Tier_3 -> 0
|
||
const tickerSector = TICKER_SECTOR_MAP[t.code] ?? null;
|
||
const sfSector = tickerSector ? (sectorFlowData_[tickerSector] ?? null) : null;
|
||
const sectorRank = sfSector?.rank ?? null;
|
||
const sectorTier = tickerSector ? (SECTOR_TIER_MAP[tickerSector] ?? "Tier_3") : "Tier_3";
|
||
let c5;
|
||
if (sectorTier === "Tier_1") {
|
||
c5 = sectorRank !== null ? (sectorRank <= 3 ? 1.0 : 0.5) : 0.5;
|
||
} else if (sectorTier === "Tier_2") {
|
||
c5 = 0.5;
|
||
} else {
|
||
c5 = 0;
|
||
}
|
||
const leaderTotal = c1 + c2 + c3 + c4 + c5;
|
||
const leaderGate = leaderTotal >= 4 ? "EXPLORE_CANDIDATE" : leaderTotal >= 3 ? "WATCH_ONLY" : "BELOW_THRESHOLD";
|
||
|
||
// ── 상대약세 청산 신호 RW1~RW5 자동 계산 ───────────────────────────────
|
||
const etfRet10D = sfSector?.etfRet10D ?? null;
|
||
const rw1 = sfSector?.rw1 ?? 0;
|
||
const rw2 = price.ok && Number.isFinite(price.ret10D) && Number.isFinite(etfRet10D)
|
||
? ((price.ret10D - etfRet10D) <= -5 ? 1 : 0) : 0;
|
||
const rw3 = sfSector?.rw3 ?? 0;
|
||
const rw4 = Number.isFinite(price.avgTradingValue5D) && Number.isFinite(price.avgTradingValue20D) && price.avgTradingValue20D > 0
|
||
? (price.avgTradingValue5D / price.avgTradingValue20D <= 0.60 ? 1 : 0) : 0;
|
||
const rw5 = price.ok && Number.isFinite(price.close) && Number.isFinite(price.ma20) && Number.isFinite(price.ma60)
|
||
? (price.close < price.ma20 && price.close < price.ma60 ? 1 : 0) : 0;
|
||
const rw_partial = rw1 + rw2 + rw3 + rw4 + rw5;
|
||
|
||
// ── FLOW_CREDIT_V1 ────────────────────────────────────────────────────
|
||
const fc_c1 = price.ok && Number.isFinite(price.close) &&
|
||
((Number.isFinite(price.open) && price.close >= price.open) ||
|
||
(Number.isFinite(price.prevClose) && price.close > price.prevClose)) ? 1 : 0;
|
||
const fc_c2 = price.ok && Number.isFinite(price.volume) && Number.isFinite(price.avgVolume5D) && price.avgVolume5D > 0
|
||
? (price.volume >= price.avgVolume5D * 1.20 ? 1 : 0) : 0;
|
||
const fc_c3 = flow.ok && (frg5 + inst5) > 0 ? 1 : 0;
|
||
const flowCredit = (fc_c1 === 0 && fc_c2 === 0) ? 0
|
||
: parseFloat((fc_c1 * 0.30 + fc_c2 * 0.30 + fc_c3 * 0.40).toFixed(2));
|
||
|
||
// ── TRAILING_STOP_PRICE_V1 (포지션 탭 highest_price_since_entry 기반) ──
|
||
const posHighest = positionStopMap_[t.code]?.highest_price ?? null;
|
||
let trailingStopPrice = "";
|
||
if (Number.isFinite(posHighest) && posHighest > 0 && price.ok && Number.isFinite(price.atr20)) {
|
||
trailingStopPrice = Math.round(posHighest - price.atr20 * THRESHOLDS.ATR_STOP_MULT);
|
||
}
|
||
|
||
// ── SS001 종목 점수 자동 계산 ─────────────────────────────────────────
|
||
const ss001 = calcSS001Score_({
|
||
rsPct20D: csRsPctMap_[t.code] ?? null,
|
||
avgTV5D: price.avgTradingValue5D,
|
||
avgTV20D: price.avgTradingValue20D,
|
||
flowCredit,
|
||
epsRevisionStatus,
|
||
regimePrelim: globalRegimePrelim_,
|
||
isKosdaq: KOSDAQ_TICKERS.has(t.code),
|
||
sfMedPE: sfSector?.medianPE ?? null,
|
||
sfMedPBR: sfSector?.medianPBR ?? null,
|
||
forwardPE: Number.isFinite(valuation.per) ? valuation.per : null,
|
||
pbrVal: Number.isFinite(valuation.pbr) ? valuation.pbr : null,
|
||
epsGrowth1y,
|
||
});
|
||
const { ss001_p, ss001_v, ss001_f, ss001_e, ss001_m, ss001_val,
|
||
ss001_total, ss001_norm, ss001_grade, pegVal, pegGate } = ss001;
|
||
|
||
// ── BENCHMARK_RELATIVE_TIMESERIES_V1 — KOSPI 대비 시계열 상대평가 ──────────
|
||
const brt = calcBenchmarkRelativeTimeseries_(price, high52W, preReads);
|
||
|
||
// ── RS_VERDICT_V1 → RS_VERDICT_V2 — 상대강도 판정 (spec/13_formula_registry.yaml) ──
|
||
const kospiRet10DForRS = globalKospiRet10D_ ?? null;
|
||
const stockRet10DForRS = price.ok && Number.isFinite(price.ret10D) ? price.ret10D : null;
|
||
const excess_ret_10d = (stockRet10DForRS !== null && kospiRet10DForRS !== null)
|
||
? parseFloat((stockRet10DForRS - kospiRet10DForRS).toFixed(2)) : null;
|
||
|
||
let rs_verdict_v1_raw;
|
||
if (excess_ret_10d === null) {
|
||
rs_verdict_v1_raw = "UNKNOWN";
|
||
} else if (excess_ret_10d < -10 && rw_partial >= 3) {
|
||
rs_verdict_v1_raw = "BROKEN";
|
||
} else if (excess_ret_10d < -3 || (excess_ret_10d < 0 && rw_partial >= 3)) {
|
||
rs_verdict_v1_raw = "LAGGARD";
|
||
} else if (excess_ret_10d > 3 && flowCredit >= 0.6) {
|
||
rs_verdict_v1_raw = "LEADER";
|
||
} else {
|
||
rs_verdict_v1_raw = "MARKET";
|
||
}
|
||
const rs_verdict = fuseRsVerdictV2_(rs_verdict_v1_raw, brt.brt_verdict);
|
||
|
||
// ── COMPOSITE_VERDICT_V1 — SS001 × RS_VERDICT 매트릭스 ───────────────────
|
||
const _cvMatrix = {
|
||
A: { LEADER: "PRIME_CANDIDATE", MARKET: "PRIME_CANDIDATE",
|
||
LAGGARD: "WATCH_CANDIDATE", BROKEN: "EXIT_REVIEW", UNKNOWN: "WATCH_CANDIDATE" },
|
||
B: { LEADER: "PRIME_CANDIDATE", MARKET: "WATCH_CANDIDATE",
|
||
LAGGARD: "REDUCE_CANDIDATE", BROKEN: "EXIT_REVIEW", UNKNOWN: "WATCH_CANDIDATE" },
|
||
C: { LEADER: "WATCH_CANDIDATE", MARKET: "REDUCE_CANDIDATE",
|
||
LAGGARD: "REDUCE_CANDIDATE", BROKEN: "CLOSE_POSITION", UNKNOWN: "REDUCE_CANDIDATE" },
|
||
D: { LEADER: "REDUCE_CANDIDATE", MARKET: "REDUCE_CANDIDATE",
|
||
LAGGARD: "CLOSE_POSITION", BROKEN: "CLOSE_POSITION", UNKNOWN: "REDUCE_CANDIDATE" },
|
||
};
|
||
const composite_verdict = _cvMatrix[ss001_grade]?.[rs_verdict] ?? "WATCH_CANDIDATE";
|
||
|
||
const saqg = calcSatelliteAlphaQualityGate_({
|
||
position_type: posRec?.position_type ?? "satellite",
|
||
ss001_grade,
|
||
ret20D: price.ok && Number.isFinite(price.ret20D) ? price.ret20D : null,
|
||
kospiRet20D: globalKospiRet20D_,
|
||
recovery_ratio_5d: brt.recovery_ratio_5d,
|
||
recovery_ratio_20d: brt.recovery_ratio_20d,
|
||
excess_drawdown_pctp: brt.excess_drawdown_pctp,
|
||
frg5, inst5,
|
||
rs_verdict,
|
||
});
|
||
|
||
// ── TAKE_PROFIT_LADDER_V1 ─────────────────────────────────────────────
|
||
let tp1Price = "", tp1Qty = "", tp2Price = "", tp2Qty = "";
|
||
let timeStopDate = "", daysToTimeStop = "";
|
||
if (posRec && Number.isFinite(posRec.entry_price) && Number.isFinite(posRec.quantity) && posRec.quantity > 0) {
|
||
const avgCost = posRec.entry_price;
|
||
const heldQty = posRec.quantity;
|
||
if (posRec.position_type === "core") {
|
||
const q1 = Math.floor(heldQty * 0.25);
|
||
const q2 = Math.floor((heldQty - q1) * 0.40);
|
||
tp1Price = Math.round(avgCost * THRESHOLDS.TP_CORE_1); tp1Qty = q1;
|
||
tp2Price = Math.round(avgCost * THRESHOLDS.TP_CORE_2); tp2Qty = q2;
|
||
} else {
|
||
const q1 = Math.floor(heldQty * 0.50);
|
||
const q2 = Math.floor((heldQty - q1) * 0.50);
|
||
tp1Price = Math.round(avgCost * THRESHOLDS.TP_SAT_1); tp1Qty = q1;
|
||
tp2Price = Math.round(avgCost * THRESHOLDS.TP_SAT_2); tp2Qty = q2;
|
||
}
|
||
// Time_Stop: stage_1=60D, stage_2=30D
|
||
const stageLimit = posRec.entry_stage === "stage_2" ? THRESHOLDS.TIME_STOP_STAGE2 : THRESHOLDS.TIME_STOP_STAGE1; // 기본 60일
|
||
if (posRec.entry_date) {
|
||
try {
|
||
const entryMs = new Date(posRec.entry_date).getTime();
|
||
if (!isNaN(entryMs)) {
|
||
const tsMs = entryMs + stageLimit * 86400000;
|
||
timeStopDate = Utilities.formatDate(new Date(tsMs), "Asia/Seoul", "yyyy-MM-dd");
|
||
daysToTimeStop = Math.round((tsMs - Date.now()) / 86400000);
|
||
}
|
||
} catch(_) {}
|
||
}
|
||
}
|
||
|
||
// ── 포지션 모니터링 (Weight_Pct / Profit_Pct / PnL / Stage2_Gate / Band_Status) ──
|
||
let weightPct = "", profitPct = "", unrealizedPnl = "", stage2Gate = "", bandStatus = "";
|
||
let corePctDelta = 0, satPctDelta = 0;
|
||
if (posRec && Number.isFinite(posRec.entry_price) && Number.isFinite(posRec.quantity) && posRec.quantity > 0) {
|
||
const ep = posRec.entry_price;
|
||
const qty = posRec.quantity;
|
||
const cl = price.ok && Number.isFinite(price.close) ? price.close : null;
|
||
if (cl !== null && Number.isFinite(totalAssetKrw_) && totalAssetKrw_ > 0) {
|
||
weightPct = parseFloat(((cl * qty) / totalAssetKrw_ * 100).toFixed(2));
|
||
}
|
||
if (cl !== null) {
|
||
profitPct = parseFloat(((cl - ep) / ep * 100).toFixed(2));
|
||
unrealizedPnl = Math.round((cl - ep) * qty);
|
||
}
|
||
if (posRec.entry_stage === "stage_1" && cl !== null) {
|
||
stage2Gate = ((cl - ep) / ep * 100 >= THRESHOLDS.STAGE2_GATE_MIN_PCT) ? "PASS" : "PENDING";
|
||
} else if (posRec.entry_stage) {
|
||
stage2Gate = "N/A";
|
||
}
|
||
if (weightPct !== "" && posRec.position_type !== "core") {
|
||
bandStatus = weightPct > THRESHOLDS.SAT_BAND_MAX ? "OVERWEIGHT" : weightPct >= 3 ? "IN_BAND" : "UNDERWEIGHT";
|
||
} else if (weightPct !== "") {
|
||
bandStatus = "CORE_" + (weightPct > 10 ? "HIGH" : weightPct >= 3 ? "MID" : "LOW");
|
||
}
|
||
if (weightPct !== "") {
|
||
if (posRec.position_type === "core") corePctDelta = weightPct;
|
||
else satPctDelta = weightPct;
|
||
}
|
||
}
|
||
|
||
// ── F4 Trailing Stop 갱신 대기열 ─────────────────────────────────────
|
||
if (posRec && posRec.quantity > 0 && price.ok && Number.isFinite(price.close) && Number.isFinite(price.atr20)) {
|
||
const curHigh = Number.isFinite(posRec.highest_price) ? posRec.highest_price : 0;
|
||
const curStop = Number.isFinite(posRec.stop_price) ? posRec.stop_price : 0;
|
||
const entryPrice = Number.isFinite(posRec.entry_price) ? posRec.entry_price : 0;
|
||
if (price.close > curHigh) {
|
||
const newStop = parseFloat((price.close - price.atr20 * THRESHOLDS.ATR_STOP_MULT).toFixed(0));
|
||
// PS002: 손절선 단조 상승 보장
|
||
if (newStop > curStop && (entryPrice <= 0 || newStop < entryPrice)) {
|
||
trailingStopUpdates.push({ ticker: t.code, new_highest: price.close, new_stop: newStop });
|
||
}
|
||
}
|
||
}
|
||
|
||
Object.assign(ctx, {
|
||
limitPriceEst, stopPriceEst, stopPriceSource, eeEst, posSizeQty, posConstraint,
|
||
breakoutScore, breakoutGate,
|
||
ac_s1, ac_s2, ac_s3, ac_s4, ac_s5, ac_total, ac_gate,
|
||
c1, c2, c3, c4, c5, leaderTotal, leaderGate,
|
||
rw1, rw2, rw3, rw4, rw5, rw_partial, flowCredit,
|
||
trailingStopPrice,
|
||
ss001_p, ss001_v, ss001_f, ss001_e, ss001_m, ss001_val,
|
||
ss001_total, ss001_norm, ss001_grade, pegVal, pegGate,
|
||
excess_ret_10d, rs_verdict, composite_verdict,
|
||
tp1Price, tp1Qty, tp2Price, tp2Qty, timeStopDate, daysToTimeStop,
|
||
weightPct, profitPct, unrealizedPnl, stage2Gate, bandStatus,
|
||
corePctDelta, satPctDelta,
|
||
});
|
||
}
|
||
|
||
// ── Decision: F1-F3 timing, sell decision, allowed/final action, reason/params
|
||
function _addTickerRoute_(ctx) {
|
||
// THIN_ADAPTER: [unknown] delegated to Python — src/quant_engine/inject_computed_harness.py:calc_semiconductor_cluster
|
||
const { t, price, flow, dartSummary, posRec, preReads,
|
||
priceStatus, isRiskOffRegime, heatBlock, heatCaution, perfBias,
|
||
liquidityStatus, spreadStatus,
|
||
stopPriceEst, trailingStopPrice, tp1Price, tp1Qty, tp2Price,
|
||
profitPct, daysToTimeStop, ac_gate, rw_partial, rw1, rw2, rw3, rw4, rw5,
|
||
flowCredit, leaderTotal, leaderGate, ss001_grade, ss001_norm, ss001_total,
|
||
rs_verdict, excess_ret_10d,
|
||
weightPct, posSizeQty } = ctx;
|
||
const brt = ctx.brt || { brt_verdict: "UNKNOWN", brt_method: "DATA_MISSING" };
|
||
const saqg = ctx.saqg || { saqg_v1: "EXEMPT" };
|
||
const { globalRegimePrelim_, globalHeatPct_ } = preReads;
|
||
|
||
// ── F1 기술적 타이밍 지표 ────────────────────────────────────────────
|
||
const timing = (price.ok && Array.isArray(price.rows) && price.rows.length >= 21)
|
||
? calcTimingMetrics_(price.rows) : {};
|
||
const ma20Slope = timing.ma20Slope ?? "";
|
||
const disparity = timing.disparity ?? "";
|
||
const rsi14 = timing.rsi14 ?? "";
|
||
const bbWidth = timing.bbWidth ?? "";
|
||
const bbPosition = timing.bbPosition ?? "";
|
||
const bbUpper = timing.bbUpper ?? "";
|
||
const bbLower = timing.bbLower ?? "";
|
||
const cashFloorStatus_ = Number.isFinite(globalHeatPct_)
|
||
? (globalHeatPct_ >= 10 ? "HARD_BLOCK" : globalHeatPct_ >= 7 ? "TRIM_REQUIRED" : "PASS") : "PASS";
|
||
|
||
// ── F2 진입 모드 게이트 ──────────────────────────────────────────────
|
||
const entryModeResult = (price.ok && Object.keys(timing).length)
|
||
? calcEntryMode_(timing, price) : { mode: "NEUTRAL", gate: "PENDING", reason: "데이터부족" };
|
||
const entryMode = entryModeResult.mode;
|
||
const entryModeGate = entryModeResult.gate;
|
||
const entryModeReason = entryModeResult.reason;
|
||
|
||
// ── F3 매도 타이밍 신호 ──────────────────────────────────────────────
|
||
const exitSignalDetail = (posRec && posRec.quantity > 0 && price.ok && Object.keys(timing).length)
|
||
? calcExitSignalDetail_(timing, price) : "";
|
||
|
||
const timingRoute = calcTimingRoute_({
|
||
priceStatus, atr20: price.atr20, flowCredit, leaderTotal, leaderGate,
|
||
acGate: ac_gate, rwPartial: rw_partial, entryMode, entryModeGate, exitSignalDetail,
|
||
rsi14, disparity, ma20Slope, spreadPct: price.spreadPct,
|
||
avgTradeValue5D: price.avgTradingValue5D, profitPct, daysToTimeStop,
|
||
});
|
||
const timingScoreEntry = timingRoute.entry_score;
|
||
const timingScoreExit = timingRoute.exit_score;
|
||
const timingAction = timingRoute.action;
|
||
const timingBlockReason = timingRoute.reason;
|
||
|
||
const isEtf_ = /KODEX|TIGER|KBSTAR|ARIRANG|HANARO|TIMEFOLIO/.test(t.name ?? "");
|
||
const sellRoute = calcSellRoute_({
|
||
close: price.close, stopPrice: stopPriceEst, trailingStop: trailingStopPrice,
|
||
tp1Price, tp2Price, profitPct, rwPartial: rw_partial,
|
||
timingExitScore: timingScoreExit, daysToTimeStop, timingAction, exitSignalDetail,
|
||
acGate: ac_gate, regime: globalRegimePrelim_ ?? "", atr20: price.atr20,
|
||
cashFloorStatus: cashFloorStatus_,
|
||
liquidityStatus: String(price.liquidityStatus ?? price.Liquidity_Status ?? ""),
|
||
spreadStatus: String(price.spreadStatus ?? price.Spread_Status ?? ""),
|
||
accountType: posRec?.account_type ?? "",
|
||
isCoreLeader: indexOfArr_(CORE_TICKERS, t.code) >= 0,
|
||
isEtf: isEtf_,
|
||
});
|
||
const cashPreservePlan = calcCashPreservationPlan_({
|
||
sellAction: sellRoute.action, cashFloorStatus: cashFloorStatus_,
|
||
regime: globalRegimePrelim_ ?? "",
|
||
isCoreLeader: indexOfArr_(CORE_TICKERS, t.code) >= 0,
|
||
isEtf: isEtf_,
|
||
liquidityStatus: String(price.liquidityStatus ?? price.Liquidity_Status ?? ""),
|
||
spreadStatus: String(price.spreadStatus ?? price.Spread_Status ?? ""),
|
||
accountType: posRec?.account_type ?? "",
|
||
profitPct, rwPartial: rw_partial, reboundHoldbackScore: 0,
|
||
});
|
||
let sellAction = sellRoute.action;
|
||
let sellRatioPct = sellRoute.ratio_pct;
|
||
if (sellAction !== "EXIT_100" && sellAction !== "TRAILING_STOP_BREACH"
|
||
&& Number.isFinite(cashPreservePlan.recommended_ratio)
|
||
&& cashPreservePlan.recommended_ratio > 0
|
||
&& cashPreservePlan.recommended_ratio < sellRatioPct) {
|
||
sellRatioPct = cashPreservePlan.recommended_ratio;
|
||
if (sellRatioPct <= 25) sellAction = "TRIM_25";
|
||
else if (sellRatioPct <= 33) sellAction = "TRIM_33";
|
||
else sellAction = "TRIM_50";
|
||
sellRoute.action = sellAction;
|
||
sellRoute.ratio_pct = sellRatioPct;
|
||
sellRoute.reason = `${sellRoute.reason}|CASH_PRESERVE:${cashPreservePlan.style}`;
|
||
}
|
||
const sellLimitPrice = sellRoute.limit_price;
|
||
const sellPriceSource = sellRoute.price_source;
|
||
const sellPriceBasis = sellRoute.price_basis;
|
||
const sellExecutionWindow = sellRoute.execution_window;
|
||
const sellOrderType = sellRoute.order_type;
|
||
const sellReason = sellRoute.reason;
|
||
const sellValidation = sellRoute.validation;
|
||
const accountHoldingQty = Number.isFinite(posRec?.account_quantity) ? posRec.account_quantity : "";
|
||
const accountAvgCost = Number.isFinite(posRec?.account_average_cost) ? posRec.account_average_cost : "";
|
||
const accountMarketValue = Number.isFinite(posRec?.account_market_value) ? posRec.account_market_value : "";
|
||
const accountParseStatus = posRec?.account_parse_status ?? "";
|
||
|
||
// account_snapshot CAPTURE_READ_OK 시 Sell_Qty 직접 산출
|
||
const sellQtyCalc = (() => {
|
||
if (accountParseStatus !== "CAPTURE_READ_OK") return "";
|
||
const heldQty = Number.isFinite(posRec?.account_quantity) ? posRec.account_quantity : 0;
|
||
if (heldQty <= 0 || !sellRatioPct || sellAction === "HOLD") return "";
|
||
const availQty = Number.isFinite(posRec?.available_quantity) && posRec.available_quantity > 0
|
||
? posRec.available_quantity : heldQty;
|
||
return Math.max(1, Math.min(Math.round(heldQty * sellRatioPct / 100), availQty));
|
||
})();
|
||
const ruleSellQty = (() => {
|
||
const heldQty = Number.isFinite(accountHoldingQty) ? accountHoldingQty : 0;
|
||
if (heldQty <= 0 || !sellRatioPct) return "";
|
||
const calc = Math.floor(heldQty * sellRatioPct / 100);
|
||
return calc > 0 ? calc : "";
|
||
})();
|
||
|
||
// ── Allowed_Action ───────────────────────────────────────────────────
|
||
// 우선순위: 데이터 품질 → HF005 → DART → 유동성 → REGIME매수차단 → RW청산 → SS001
|
||
let action;
|
||
if (priceStatus !== "PRICE_OK" || !Number.isFinite(price.atr20)) {
|
||
action = "OBSERVE_ONLY";
|
||
} else if (heatBlock) {
|
||
action = posRec?.quantity > 0 ? "HOLD" : "NO_ADD";
|
||
} else if (dartSummary?.risk) {
|
||
action = "HOLD_NO_ADD";
|
||
} else if (!flow.ok
|
||
|| (Number.isFinite(price.avgTradingValue5D) && price.avgTradingValue5D < 50)
|
||
|| (Number.isFinite(price.spreadPct) && price.spreadPct > 0.8)) {
|
||
action = "NO_ADD";
|
||
} else if (timingAction === "STOP_OR_TIME_EXIT_READY" || rw_partial >= 3) {
|
||
action = "EXIT_SIGNAL";
|
||
} else if (timingAction === "EXIT_REVIEW" || rw_partial >= 2) {
|
||
action = "REVIEW_EXIT";
|
||
} else if (timingAction === "NO_BUY_OVERHEATED") {
|
||
action = "HOLD_NO_ADD";
|
||
} else if (isRiskOffRegime) {
|
||
// Issue 3: RISK_OFF/RISK_OFF_CANDIDATE 레짐에서 신규 매수 차단
|
||
action = posRec?.quantity > 0 ? "HOLD" : "NO_ADD";
|
||
} else if (saqg.saqg_v1 === "EXCLUDED") {
|
||
action = "HOLD_NO_ADD";
|
||
} else if (saqg.saqg_v1 === "WATCHLIST_ONLY") {
|
||
action = "WATCH_CANDIDATE";
|
||
} else if (ss001_grade === "A" && (timingAction === "BUY_STAGE1_READY" || timingAction === "BUY_BREAKOUT_PILOT_ONLY")) {
|
||
action = (heatCaution || perfBias.entry_block || perfBias.quantity_multiplier <= 0)
|
||
? "WATCH_CANDIDATE" : timingAction;
|
||
} else if (ss001_grade === "A") {
|
||
action = "WATCH_CANDIDATE";
|
||
} else if (ss001_grade === "B" && timingAction !== "HOLD_NO_TIMING_EDGE") {
|
||
action = (heatCaution || perfBias.entry_block || perfBias.quantity_multiplier <= 0)
|
||
? "WATCH_CANDIDATE"
|
||
: (timingAction === "WATCH_TIMING_SETUP" ? "WATCH_CANDIDATE" : timingAction);
|
||
} else if (ss001_grade === "B") {
|
||
action = "WATCH_CANDIDATE";
|
||
} else if (ss001_grade === "C") {
|
||
action = "HOLD";
|
||
} else {
|
||
action = "HOLD_NO_ADD";
|
||
}
|
||
|
||
// ── RAG_V1: CLA 레짐 위성 신규 BUY 알파 게이트 ─────────────────────────
|
||
const _BUY_ACTIONS_ = new Set(["BUY_STAGE1_READY", "BUY_BREAKOUT_PILOT_ONLY", "BUY_PULLBACK_WAIT"]);
|
||
let rag_v1 = "EXEMPT", rag_reason = "no_buy_action";
|
||
if (_BUY_ACTIONS_.has(action)) {
|
||
const _rag = validateReplacementAlpha_({
|
||
posRec, globalRegimePrelim_,
|
||
rs_verdict, ss001_norm, excess_ret_10d,
|
||
});
|
||
rag_v1 = _rag.rag_v1;
|
||
rag_reason = _rag.rag_reason;
|
||
if (rag_v1 === 'FAIL') action = "HOLD";
|
||
}
|
||
if (saqg.saqg_v1 === "EXCLUDED" || saqg.saqg_v1 === "WATCHLIST_ONLY") {
|
||
rag_reason = rag_reason === "no_buy_action" ? ("saqg_" + saqg.saqg_v1) : rag_reason + "|saqg_" + saqg.saqg_v1;
|
||
}
|
||
|
||
const finalRoute = calcFinalRoute_({
|
||
sellAction, sellValidation, allowedAction: action, timingAction,
|
||
timingScoreEntry, timingScoreExit, ss001Total: ss001_total,
|
||
flowCredit, leaderTotal, rwPartial: rw_partial, profitPct, daysToTimeStop,
|
||
weightPct, acGate: ac_gate, liquidityStatus, spreadStatus,
|
||
dartRisk: !!(dartSummary?.risk),
|
||
missingFields: ctx.missing.length ? ctx.missing.join(" | ") : "",
|
||
});
|
||
const finalAction = finalRoute.final_action;
|
||
const actionPriority = finalRoute.action_priority;
|
||
const priorityScore = finalRoute.priority_score;
|
||
const routeSource = finalRoute.route_source;
|
||
|
||
// ── Action_Reason: "왜 이 액션인가" — B-2 ────────────────────────────
|
||
const sellDetailLabel_ = {
|
||
"EXIT_100": "손절전량(100%)",
|
||
"TRIM_70": "RW강도매도(70%)",
|
||
"TRAILING_STOP_BREACH": "트레일링이탈(70%)",
|
||
"TRIM_50": "RW부분매도(50%)",
|
||
"TRIM_33": "RW초기경보(33%)",
|
||
"TRIM_25": "RW약세감지(25%)",
|
||
"PROFIT_TRIM_50": "익절(50%)",
|
||
"PROFIT_TRIM_35": "익절(35%)",
|
||
"PROFIT_TRIM_25": "익절(25%)",
|
||
"TAKE_PROFIT_TIER1":"TP1익절(25%)",
|
||
"TIME_EXIT_100": "타임스탑만료(100%)",
|
||
"TIME_TRIM_50": "타임스탑근접(50%)",
|
||
"TIME_TRIM_25": "타임스탑예고(25%)",
|
||
"REGIME_TRIM_50": "레짐포트축소(50%)",
|
||
};
|
||
let actionReason = "";
|
||
if (finalAction === "SELL_READY") {
|
||
const lbl_ = sellDetailLabel_[sellAction] ?? sellAction;
|
||
actionReason = `${lbl_} ${sellRatioPct}% @${sellLimitPrice}원 [${sellReason}]`;
|
||
} else if (finalAction === "EXIT_SIGNAL" || finalAction === "EXIT_REVIEW") {
|
||
const rwItems_ = [rw1&&"RW1",rw2&&"RW2",rw3&&"RW3",rw4&&"RW4",rw5&&"RW5"].filter(Boolean);
|
||
actionReason = `RW${rw_partial}(${rwItems_.join("+")})${exitSignalDetail ? " "+exitSignalDetail : ""}`;
|
||
} else if (["BUY_STAGE1_READY","BUY_BREAKOUT_PILOT_ONLY","BUY_PULLBACK_WAIT"].includes(finalAction)) {
|
||
const r_ = Number.isFinite(rsi14) ? rsi14.toFixed(0) : "?";
|
||
const d_ = Number.isFinite(disparity) ? disparity.toFixed(1) : "?";
|
||
const f_ = Number.isFinite(flowCredit) ? flowCredit.toFixed(2) : "?";
|
||
actionReason = `SS001:${ss001_grade}${ss001_norm.toFixed(0)}점 RSI${r_} 이격${d_}% FC${f_}`;
|
||
} else if (finalAction === "WATCH_TIMING_SETUP" || action === "WATCH_CANDIDATE") {
|
||
const why_ = timingBlockReason || entryModeReason || "-";
|
||
const perf_ = perfBias.entry_block
|
||
? `PERF_BLOCK(${perfBias.reason})`
|
||
: (perfBias.quantity_multiplier < 1 ? `PERF_CAUTION(${perfBias.reason})` : "");
|
||
actionReason = `SS001:${ss001_grade}${ss001_norm.toFixed(0)}점 타이밍미충족(${why_})${perf_ ? " | " + perf_ : ""}`;
|
||
} else if (action === "HOLD") {
|
||
actionReason = heatBlock ? `HeatBlock(${globalHeatPct_}%)`
|
||
: isRiskOffRegime ? globalRegimePrelim_
|
||
: `SS001:${ss001_grade}`;
|
||
} else if (action === "NO_ADD") {
|
||
const why_ = [];
|
||
if (!flow.ok) why_.push("수급이탈");
|
||
if (Number.isFinite(price.avgTradingValue5D) && price.avgTradingValue5D < 50)
|
||
why_.push(`거래대금${price.avgTradingValue5D.toFixed(0)}억`);
|
||
if (Number.isFinite(price.spreadPct) && price.spreadPct > 0.8)
|
||
why_.push(`스프레드${price.spreadPct.toFixed(2)}%`);
|
||
if (isRiskOffRegime) why_.push(globalRegimePrelim_);
|
||
actionReason = why_.join("|") || "유동성차단";
|
||
} else if (action === "HOLD_NO_ADD") {
|
||
if (dartSummary?.risk) {
|
||
actionReason = `DART:${dartSummary.risk}`;
|
||
} else if (timingAction === "NO_BUY_OVERHEATED" || ac_gate === "BLOCK") {
|
||
actionReason = `과열(${timingBlockReason||ac_gate||""})`;
|
||
} else {
|
||
actionReason = `SS001:${ss001_grade}${ss001_norm.toFixed(0)}점`;
|
||
}
|
||
} else if (action === "OBSERVE_ONLY") {
|
||
actionReason = `DATA_UNAVAIL(${priceStatus})`;
|
||
}
|
||
|
||
// ── C-3: Action_Params — 실행 파라미터 압축 ──────────────────────────
|
||
let actionParams = "";
|
||
if (finalAction === "SELL_READY") {
|
||
const ratio_ = Number.isFinite(sellRatioPct) ? `${sellRatioPct}%` : "?%";
|
||
const price_ = Number.isFinite(sellLimitPrice) ? `@${sellLimitPrice.toLocaleString()}원` : "@?원";
|
||
const win_ = sellExecutionWindow || "";
|
||
const ord_ = sellOrderType || "";
|
||
actionParams = [ratio_, price_, win_, ord_].filter(Boolean).join(" | ");
|
||
} else if (finalAction === "EXIT_SIGNAL" || finalAction === "EXIT_REVIEW") {
|
||
actionParams = "RW신호 — 캡처 후 수량 확인";
|
||
} else if (["BUY_STAGE1_READY","BUY_BREAKOUT_PILOT_ONLY","BUY_PULLBACK_WAIT"].includes(finalAction)) {
|
||
const qty_ = Number.isFinite(posSizeQty) ? `목표 ${posSizeQty}주` : "";
|
||
const stop_ = Number.isFinite(stopPriceEst) ? `손절 ${stopPriceEst.toLocaleString()}원` : "";
|
||
const tp1_ = Number.isFinite(tp1Price) ? `TP1 ${tp1Price.toLocaleString()}원(${tp1Qty ?? "?"}주)` : "";
|
||
const perf_ = perfBias.quantity_multiplier < 1 ? `PF_${perfBias.reason}:${perfBias.quantity_multiplier}x` : "";
|
||
actionParams = [qty_, stop_, tp1_, perf_].filter(Boolean).join(" | ");
|
||
} else if (finalAction === "WATCH_TIMING_SETUP") {
|
||
const perf_ = perfBias.entry_block
|
||
? `PERF_BLOCK(${perfBias.reason})`
|
||
: perfBias.quantity_multiplier < 1 ? `PERF_CAUTION(${perfBias.reason})` : "";
|
||
actionParams = [`대기 — ${timingBlockReason || entryModeReason || "-"}`, perf_].filter(Boolean).join(" | ");
|
||
}
|
||
|
||
Object.assign(ctx, {
|
||
ma20Slope, disparity, rsi14, bbWidth, bbPosition, bbUpper, bbLower,
|
||
entryMode, entryModeGate, entryModeReason, exitSignalDetail,
|
||
timingScoreEntry, timingScoreExit, timingAction, timingBlockReason,
|
||
sellAction, sellRatioPct, sellQtyCalc, sellLimitPrice, sellPriceSource, sellPriceBasis,
|
||
sellExecutionWindow, sellOrderType, sellReason, sellValidation,
|
||
cashPreservePlan, accountHoldingQty, accountAvgCost, accountMarketValue, accountParseStatus,
|
||
ruleSellQty,
|
||
finalAction, actionPriority, priorityScore, routeSource,
|
||
actionReason, actionParams, action,
|
||
brt, saqg,
|
||
rag_v1, rag_reason,
|
||
});
|
||
}
|
||
|
||
function buildTickerRowV2_(t, preReads, trailingStopUpdates) {
|
||
const ctx = _tickerSetup_(t, preReads);
|
||
_addTickerFundamentals_(ctx);
|
||
_addTickerGates_(ctx, trailingStopUpdates);
|
||
_addTickerRoute_(ctx);
|
||
|
||
const {
|
||
flow, price, valuation, dartSummary,
|
||
frg5, inst5, indiv5, frg20, inst20,
|
||
priceStatus, flow5Status, flow20Status, ind5Status, valSurgeStatus,
|
||
liquidityStatus, spreadStatus, today, positionCountStatus_, weeklyTargetCashPct_,
|
||
epsRevisionStatus, epsGrowth1y, divYield, dps, beta, high52W, low52W,
|
||
pct52WHigh, pctFrom52WLow, targetPrice, upsidePct, earningsDateStr, daysToEarnings,
|
||
exDividendDateStr, daysToExDiv, roePct, opMarginPct, debtToEquity, currentRatio, fcfB, ocfB, revenueGrowthPct,
|
||
limitPriceEst, stopPriceEst, stopPriceSource, eeEst, posSizeQty, posConstraint,
|
||
breakoutScore, breakoutGate, ac_s1, ac_s2, ac_s3, ac_s4, ac_s5, ac_total, ac_gate,
|
||
c1, c2, c3, c4, c5, leaderTotal, leaderGate,
|
||
rw1, rw2, rw3, rw4, rw5, rw_partial, flowCredit,
|
||
trailingStopPrice, ss001_p, ss001_v, ss001_f, ss001_e, ss001_m, ss001_val,
|
||
ss001_total, ss001_norm, ss001_grade, pegVal, pegGate,
|
||
excess_ret_10d, rs_verdict_v1_raw, rs_verdict, composite_verdict,
|
||
brt, saqg,
|
||
tp1Price, tp1Qty, tp2Price, tp2Qty, timeStopDate, daysToTimeStop,
|
||
weightPct, profitPct, unrealizedPnl, stage2Gate, bandStatus, corePctDelta, satPctDelta,
|
||
ma20Slope, disparity, rsi14, bbWidth, bbPosition, bbUpper, bbLower,
|
||
entryMode, entryModeGate, entryModeReason, exitSignalDetail,
|
||
timingScoreEntry, timingScoreExit, timingAction, timingBlockReason,
|
||
sellAction, sellRatioPct, sellQtyCalc, sellLimitPrice, sellPriceSource, sellPriceBasis,
|
||
sellExecutionWindow, sellOrderType, sellReason, sellValidation,
|
||
cashPreservePlan, accountHoldingQty, accountAvgCost, accountMarketValue, accountParseStatus,
|
||
ruleSellQty, finalAction, actionPriority, priorityScore, routeSource,
|
||
actionReason, actionParams, action, missing, next,
|
||
rag_v1, rag_reason,
|
||
} = ctx;
|
||
|
||
const row = [
|
||
// ── 기본 수급·가격 (11 + 29 = 40) ──────────────────────────────────
|
||
t.code, t.name, flow.rows[0]?.date ?? today, frg5, inst5, indiv5, frg20, inst20, flow.ok ? "Y" : "N", String(flow.rows.length), today,
|
||
priceStatus,
|
||
price.ok ? price.close : "",
|
||
price.ok && Number.isFinite(price.open) ? price.open : "",
|
||
price.ok && Number.isFinite(price.prevClose) ? price.prevClose : "",
|
||
price.ok && Number.isFinite(price.high) ? price.high : "",
|
||
price.ok && Number.isFinite(price.low) ? price.low : "",
|
||
price.ok && Number.isFinite(price.volume) ? price.volume : "",
|
||
price.ok && Number.isFinite(price.avgVolume5D) ? Math.round(price.avgVolume5D) : "",
|
||
price.ok && Number.isFinite(price.ma20) ? price.ma20.toFixed(2) : "",
|
||
price.ok && Number.isFinite(price.ma60) ? price.ma60.toFixed(2) : "",
|
||
price.ok && Number.isFinite(price.ret5D) ? parseFloat(price.ret5D).toFixed(2) : "", // Ret5D
|
||
price.ok && Number.isFinite(price.ret10D) ? price.ret10D.toFixed(2) : "",
|
||
price.ok && Number.isFinite(price.ret20D) ? price.ret20D.toFixed(2) : "",
|
||
price.ok && Number.isFinite(price.ret60D) ? price.ret60D.toFixed(2) : "",
|
||
price.ok ? Math.round(price.atr20) : "",
|
||
price.ok && Number.isFinite(price.atr20Pct) ? price.atr20Pct.toFixed(2) : "",
|
||
price.ok && Number.isFinite(price.valSurge) ? price.valSurge.toFixed(1) : "",
|
||
Number.isFinite(price.avgTradingValue5D) ? price.avgTradingValue5D.toFixed(2) : "",
|
||
Number.isFinite(price.avgTradingValue20D) ? price.avgTradingValue20D.toFixed(2) : "",
|
||
Number.isFinite(price.avgTradingValue5D) ? Math.round(price.avgTradingValue5D * 1000000) : "",
|
||
Number.isFinite(price.avgTradingValue20D) ? Math.round(price.avgTradingValue20D * 1000000) : "",
|
||
"KRW",
|
||
Number.isFinite(price.bid) ? price.bid : "N/A",
|
||
Number.isFinite(price.ask) ? price.ask : "N/A",
|
||
Number.isFinite(price.spreadPct) ? price.spreadPct.toFixed(2) : "N/A",
|
||
spreadStatus, price.source ?? "N/A", price.quoteSource ?? "QUOTE_NO_MATCH",
|
||
price.quoteStatus ?? "QUOTE_NO_MATCH", liquidityStatus,
|
||
flow5Status, flow20Status, ind5Status, valSurgeStatus,
|
||
dartSummary.status, dartSummary.source, dartSummary.catalyst, dartSummary.risk,
|
||
// ── 밸류에이션 (5+9+4) ─────────────────────────────────────────────
|
||
Number.isFinite(valuation.per) ? valuation.per : "",
|
||
Number.isFinite(valuation.pbr) ? valuation.pbr : "",
|
||
Number.isFinite(valuation.eps) ? valuation.eps : "",
|
||
epsRevisionStatus,
|
||
epsGrowth1y != null ? epsGrowth1y : "", // EPS_Growth_1Y_Pct
|
||
Number.isFinite(divYield) ? Number(divYield).toFixed(2) : (divYield !== "" ? divYield : ""),
|
||
dps != null ? dps : "", // DPS
|
||
Number.isFinite(beta) ? Number(beta).toFixed(2) : "",
|
||
Number.isFinite(high52W) ? high52W : "",
|
||
Number.isFinite(low52W) ? low52W : "",
|
||
pct52WHigh, pctFrom52WLow,
|
||
Number.isFinite(targetPrice) ? Math.round(targetPrice) : "",
|
||
upsidePct,
|
||
earningsDateStr ?? "",
|
||
daysToEarnings !== "" ? daysToEarnings : "",
|
||
exDividendDateStr ?? "", // Ex_Dividend_Date
|
||
daysToExDiv !== "" ? daysToExDiv : "", // Days_To_Ex_Div
|
||
// ── 재무 건전성 (7) (FINANCIAL_HEALTH_V1 + OCF_B 추가, 7일 캐시) ─────────
|
||
roePct != null ? Number(roePct).toFixed(1) : "",
|
||
opMarginPct != null ? Number(opMarginPct).toFixed(1) : "",
|
||
debtToEquity != null ? Number(debtToEquity).toFixed(1) : "",
|
||
currentRatio != null ? Number(currentRatio).toFixed(2) : "",
|
||
fcfB != null ? Number(fcfB).toFixed(1) : "",
|
||
ocfB != null ? Number(ocfB).toFixed(1) : "", // OCF_B (억원)
|
||
revenueGrowthPct != null ? Number(revenueGrowthPct).toFixed(1) : "",
|
||
// ── 진입가·손절가·기대우위·수량 추정 (5) ──────────────────────────
|
||
limitPriceEst, stopPriceEst, stopPriceSource, eeEst, posSizeQty, posConstraint,
|
||
// ── 익절 사다리·타임스탑 (6) ─────────────────────────────────────
|
||
tp1Price, tp1Qty, tp2Price, tp2Qty, timeStopDate, daysToTimeStop,
|
||
// ── 포지션 모니터링 (6) ───────────────────────────────────────────
|
||
weightPct, profitPct, unrealizedPnl, stage2Gate, bandStatus,
|
||
positionCountStatus_ ?? "", // Position_Count_Status
|
||
// ── F1 기술적 타이밍 지표 (7) ────────────────────────────────────
|
||
ma20Slope, disparity, rsi14, bbWidth, bbPosition, bbUpper, bbLower,
|
||
// ── F2 진입 모드 게이트 (3) ──────────────────────────────────────
|
||
entryMode, entryModeGate, entryModeReason,
|
||
// ── F3 매도 타이밍 신호 (1) ──────────────────────────────────────
|
||
exitSignalDetail,
|
||
// ── F5 타이밍 종합 액션 (4) ──────────────────────────────────────
|
||
timingScoreEntry, timingScoreExit, timingAction, timingBlockReason,
|
||
// ── F6 매도 액션·수량·가격 (10) ─────────────────────────────────
|
||
sellAction, sellRatioPct, sellQtyCalc, sellLimitPrice, sellPriceSource, sellPriceBasis,
|
||
sellExecutionWindow, sellOrderType, sellReason, sellValidation,
|
||
cashPreservePlan.style, cashPreservePlan.recommended_ratio, cashPreservePlan.reasons,
|
||
// ── F6A 계좌 캡처·주간 리밸런싱 검증 (10) ───────────────────────
|
||
accountHoldingQty, accountAvgCost, accountMarketValue, accountParseStatus,
|
||
ruleSellQty, weeklyTargetCashPct_ ?? "", "", "", "", "",
|
||
// ── F7 최종 룰엔진 액션·우선순위 (5) ────────────────────────────
|
||
finalAction, actionPriority, priorityScore, "", routeSource,
|
||
// ── 수급·점수 자동 계산 (13: SS001_Norm_Score 추가) ───────────────────
|
||
flowCredit, trailingStopPrice,
|
||
ss001_p, ss001_v, ss001_f, ss001_e, ss001_m, ss001_val, ss001_total, parseFloat(ss001_norm.toFixed(1)), ss001_grade,
|
||
pegVal, pegGate,
|
||
// ── Breakout 게이트 (2) ────────────────────────────────────────────
|
||
breakoutScore, breakoutGate,
|
||
// ── anti_climax_buy_gate (7) ──────────────────────────────────────
|
||
ac_s1, ac_s2, ac_s3, ac_s4, ac_s5, ac_total, ac_gate,
|
||
// ── daily_leader_scan C1~C5 (7) ───────────────────────────────────
|
||
c1, c2, c3, c4, c5, leaderTotal, leaderGate,
|
||
// ── RW 청산 신호 (6) ──────────────────────────────────────────────
|
||
rw1, rw2, rw3, rw4, rw5, rw_partial,
|
||
// ── BRT_V1 + RS_VERDICT_V2 + COMPOSITE_VERDICT_V1 + SAQG/RAG ──────
|
||
brt.stock_drawdown_from_high_pct !== null ? brt.stock_drawdown_from_high_pct : "",
|
||
brt.excess_drawdown_pctp !== null ? brt.excess_drawdown_pctp : "",
|
||
brt.recovery_ratio_5d !== null ? brt.recovery_ratio_5d : "",
|
||
brt.recovery_ratio_20d !== null ? brt.recovery_ratio_20d : "",
|
||
brt.downside_beta !== null ? brt.downside_beta : "",
|
||
brt.rs_line_20d_slope !== null ? brt.rs_line_20d_slope : "",
|
||
brt.rs_line_60d_slope !== null ? brt.rs_line_60d_slope : "",
|
||
brt.brt_verdict,
|
||
brt.brt_method,
|
||
excess_ret_10d !== null ? excess_ret_10d : "",
|
||
rs_verdict_v1_raw,
|
||
rs_verdict,
|
||
composite_verdict,
|
||
saqg.saqg_v1,
|
||
saqg.saqg_penalty,
|
||
saqg.saqg_failed_filters,
|
||
rag_v1,
|
||
rag_reason,
|
||
// ── 데이터 품질 (5) ───────────────────────────────────────────────
|
||
missing.length ? missing.join(" | ") : "",
|
||
next.length ? next.join(" | ") : "",
|
||
actionReason,
|
||
actionParams,
|
||
action
|
||
];
|
||
|
||
return { row, corePctDelta, satPctDelta };
|
||
}
|
||
|
||
|
||
// ── 1일 수익률 보조 함수 ──────────────────────────────────────────────────────
|
||
function fetchYahooPrice1D(sym) {
|
||
const cacheKey = `yahoo_price1d_${sym}`;
|
||
const cached = getCachedFetchResult_(cacheKey);
|
||
if (cached) return cached;
|
||
if (isFetchCircuitOpen_("yahoo_chart")) return "N/A";
|
||
if (!consumeFetchBudget_("yahoo_chart", sym)) return "N/A";
|
||
sym = sym.replace(/\^/g, "%5E");
|
||
const url = `https://query2.finance.yahoo.com/v8/finance/chart/${sym}?interval=1d&range=5d`;
|
||
try {
|
||
const resp = UrlFetchApp.fetch(url, { muteHttpExceptions: true });
|
||
if (resp.getResponseCode() !== 200) {
|
||
recordFetchFailure_("yahoo_chart");
|
||
cacheJsonSet_(cacheKey, "N/A", FETCH_GOVERNANCE.ttl.failure);
|
||
return "N/A";
|
||
}
|
||
const data = JSON.parse(resp.getContentText());
|
||
const closes = data?.chart?.result?.[0]?.indicators?.quote?.[0]?.close?.filter(c => c != null) ?? [];
|
||
if (closes.length < 2) {
|
||
recordFetchFailure_("yahoo_chart");
|
||
cacheJsonSet_(cacheKey, "N/A", FETCH_GOVERNANCE.ttl.failure);
|
||
return "N/A";
|
||
}
|
||
const last = closes[closes.length-1];
|
||
const prev = closes[closes.length-2];
|
||
const result = ((last/prev-1)*100).toFixed(2);
|
||
cacheJsonSet_(cacheKey, result, FETCH_GOVERNANCE.ttl.yahoo_chart_ok);
|
||
recordFetchSuccess_("yahoo_chart");
|
||
return result;
|
||
} catch(e) {
|
||
recordFetchFailure_("yahoo_chart");
|
||
cacheJsonSet_(cacheKey, "N/A", FETCH_GOVERNANCE.ttl.failure);
|
||
return "N/A";
|
||
}
|
||
}
|
||
|
||
// ── Core Satellite 청크 실행 ────────────────────────────────────────────
|
||
// 위성 후보군 스크리닝용 출력. 보유 종목 완성도 매트릭스는 data_feed가 본체.
|
||
// 100종목 이상 한 번에 실행하면 6분 제한 초과 위험 → 50종목씩 청크로 분할 (현재 유니버스 약 40여 개는 1번 실행에 완료됨)
|
||
// 트리거: runCoreSatelliteChunk → 매일 17:00~18:00, 별도 스크립트 프로젝트 권장
|
||
const CHUNK_SIZE = 50;
|
||
|
||
function runCoreSatelliteBatch() {
|
||
if (typeof isRunAllOrchestrated_ === "function" && isRunAllOrchestrated_()) {
|
||
if (typeof setFetchSessionLabel_ === "function") {
|
||
setFetchSessionLabel_("runCoreSatelliteBatch");
|
||
}
|
||
} else {
|
||
beginFetchSession_("runCoreSatelliteBatch");
|
||
}
|
||
const props = PropertiesService.getScriptProperties();
|
||
const universe = getCoreSatelliteUniverse(); // 아래 함수 참조
|
||
const totalChunks = Math.ceil(universe.length / CHUNK_SIZE);
|
||
const TIMEOUT_BUDGET_SEC = 210;
|
||
const startTime = new Date().getTime();
|
||
|
||
let chunkIdx = parseInt(props.getProperty("cs_chunk_idx") ?? "0", 10);
|
||
let rowIdx = parseInt(props.getProperty("cs_row_idx") ?? "0", 10);
|
||
const schemaVersion = props.getProperty("cs_schema_version") ?? "";
|
||
if (chunkIdx === 0 || schemaVersion !== SCHEMA_VERSION) {
|
||
resetCoreSatelliteChunks();
|
||
props.setProperty("cs_schema_version", SCHEMA_VERSION);
|
||
chunkIdx = 0;
|
||
rowIdx = 0;
|
||
}
|
||
if (chunkIdx >= totalChunks) {
|
||
// 모든 청크 완료 → unified 탭 업데이트 후 리셋
|
||
runCoreSatelliteFinalize();
|
||
props.setProperty("cs_chunk_idx", "0");
|
||
writeCoreSatelliteStatus_("FINALIZED", universe.length, universe.length, totalChunks, 0, "all chunks already complete");
|
||
Logger.log("core_satellite: 모든 청크 완료 → finalize");
|
||
return;
|
||
}
|
||
|
||
const slice = universe.slice(chunkIdx * CHUNK_SIZE, (chunkIdx+1) * CHUNK_SIZE);
|
||
const dataFeedMap = buildDataFeedPriceMap();
|
||
const dataFeedSellMap_ = buildDataFeedSellMap_();
|
||
const sheetName = `cs_chunk_${chunkIdx}`;
|
||
const headers = [
|
||
"Ticker","Name","Sector",
|
||
"Price_Date","Close","Open","PrevClose","High","Low","Volume","AvgVolume_5D","MA20","MA60","Ret10D","Ret20D","Ret60D","Price_Source","ATR20","ATR20_Pct","Val_Surge_Pct","AvgTradeValue_5D_M","AvgTradeValue_20D_M","AvgTradeValue_5D_KRW","AvgTradeValue_20D_KRW","TradeValue_Unit","Bid","Ask","Spread_Pct","Spread_Status","Spread_Source","Quote_Source","Quote_Status","Liquidity_Status",
|
||
"Frg_5D","Inst_5D","Indiv_5D","Frg_20D","Inst_20D","Flow_OK","Flow_Rows",
|
||
"ETF_Ret5D","Rotation_Score","Alert_Level","Smart_Money",
|
||
"DART_Status","DART_Source","DART_Catalyst","DART_Risk",
|
||
"Missing_Fields","Next_Source_To_Check","Allowed_Action",
|
||
"Final_Action","Sell_Action","Sell_Ratio_Pct","Sell_Qty","Sell_Limit_Price","Sell_Validation",
|
||
"Action_Reason","Action_Params","Cash_Preserve_Style","Cash_Preserve_Ratio","Cash_Preserve_Reason",
|
||
"Timing_Action","Timing_Score_Entry","Timing_Score_Exit","Entry_Mode","Entry_Mode_Gate","Entry_Mode_Reason","Exit_Signal_Detail",
|
||
"Candidate_Quality_Grade","T1_Forced_Sell_Risk_Score","T1_Forced_Sell_Risk_State","T1_Forced_Sell_Risk_Reason",
|
||
"Sell_Conflict_Score","Sell_Conflict_State","Sell_Conflict_Reason","Execution_Recommendation_State","Execution_Recommendation_Reason",
|
||
"ChunkIdx","AsOfDate",
|
||
"RS_Rank_20D","RS_Pct_20D"
|
||
];
|
||
const rows = [];
|
||
const today = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd");
|
||
|
||
if (rowIdx > 0) {
|
||
const existingSheet = getSpreadsheet_().getSheetByName(sheetName);
|
||
if (existingSheet) {
|
||
const existingData = existingSheet.getDataRange().getValues();
|
||
if (existingData.length > 2) {
|
||
for (const row of existingData.slice(2)) {
|
||
const normalized = Array.isArray(row) ? row.slice(0, headers.length) : [];
|
||
while (normalized.length < headers.length) normalized.push("");
|
||
rows.push(normalized);
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
if (rowIdx >= slice.length) {
|
||
props.setProperty("cs_row_idx", "0");
|
||
props.setProperty("cs_chunk_idx", String(chunkIdx + 1));
|
||
return runCoreSatelliteBatch();
|
||
}
|
||
|
||
for (; rowIdx < slice.length; rowIdx++) {
|
||
const t = slice[rowIdx];
|
||
const flow = fetchNaverFlow(t.code);
|
||
const price = resolveSatellitePriceMetrics(t.code, dataFeedMap);
|
||
const notices = fetchNaverDisclosureNotices(t.code);
|
||
const dartSummary = summarizeDisclosureNotices(notices);
|
||
|
||
const frg5 = flow.rows.slice(0,5).reduce((s,r)=>s+r.frgn, 0);
|
||
const inst5 = flow.rows.slice(0,5).reduce((s,r)=>s+r.inst, 0);
|
||
const frg20 = flow.rows.reduce((s,r)=>s+r.frgn, 0);
|
||
const inst20= flow.rows.reduce((s,r)=>s+r.inst, 0);
|
||
const indiv5= -(frg5+inst5);
|
||
Utilities.sleep(400);
|
||
|
||
const score = calcRotationScore(frg5, inst5, frg20, inst20, indiv5, null);
|
||
const alert = calcAlert(score, frg5, inst5);
|
||
const smart = calcSmartMoney(frg5, inst5, indiv5);
|
||
const priceStatus = price.ok ? "PRICE_OK" : "PRICE_MISSING";
|
||
const liquidityStatus = calcLiquidityStatus(Number(price.avgTradingValue5D));
|
||
const spreadStatus = calcSpreadStatus(Number(price.spreadPct));
|
||
const valSurgeStatus = calcValSurgeStatus(price.valSurge);
|
||
const missing = [];
|
||
if (!flow.ok) missing.push("FLOW");
|
||
if (!price.ok) missing.push("ATR20");
|
||
if (dartSummary.status === "NAVER_NOTICE_EMPTY" || String(dartSummary.status).startsWith("NAVER_NOTICE_ERROR")) missing.push("DART");
|
||
const next = [];
|
||
if (missing.includes("ATR20")) next.push("Yahoo Finance chart");
|
||
if (missing.includes("DART")) next.push("Naver 공시공지");
|
||
if (missing.includes("FLOW")) next.push("Naver frgn.naver");
|
||
const action = buildAllowedAction(score, priceStatus, price.atr20, dartSummary, flow.ok, price.avgTradingValue5D, price.spreadPct);
|
||
const sellRow_ = dataFeedSellMap_[normalizeTickerCode(t.code)] ?? null;
|
||
const sellFinal_ = String(sellRow_?.Final_Action ?? "").trim();
|
||
const sellAction_ = String(sellRow_?.Sell_Action ?? "").trim();
|
||
const sellHasSignal_ = sellFinal_ === "SELL_READY" || sellFinal_ === "EXIT_SIGNAL" || sellFinal_ === "EXIT_REVIEW";
|
||
const sellValidation_ = String(sellRow_?.Sell_Validation ?? "").trim() || (sellHasSignal_ ? "SIGNAL_CONFIRMED" : "SIGNAL_ONLY");
|
||
const sellRatio_ = sellHasSignal_ ? (Number.isFinite(Number(sellRow_?.Sell_Ratio_Pct)) ? Number(sellRow_?.Sell_Ratio_Pct) : 0) : 0;
|
||
const sellQty_ = sellHasSignal_ ? (Number.isFinite(Number(sellRow_?.Sell_Qty)) ? Number(sellRow_?.Sell_Qty) : 0) : 0;
|
||
const sellLimit_ = sellHasSignal_ ? (Number.isFinite(Number(sellRow_?.Sell_Limit_Price)) ? Number(sellRow_?.Sell_Limit_Price) : "") : "";
|
||
const actionReason_ = sellHasSignal_ ? String(sellRow_?.Action_Reason ?? "") : "";
|
||
const actionParams_ = sellHasSignal_ ? String(sellRow_?.Action_Params ?? "") : "";
|
||
const cashStyle_ = sellHasSignal_ ? String(sellRow_?.Cash_Preserve_Style ?? "NONE") : "NONE";
|
||
const cashRatio_ = sellHasSignal_ ? (Number.isFinite(Number(sellRow_?.Cash_Preserve_Ratio)) ? Number(sellRow_?.Cash_Preserve_Ratio) : 0) : 0;
|
||
const cashReason_ = sellHasSignal_ ? String(sellRow_?.Cash_Preserve_Reason ?? "") : "";
|
||
const timingLocal_ = (price.ok && Array.isArray(price.rows) && price.rows.length >= 21)
|
||
? calcTimingMetrics_(price.rows) : {};
|
||
const entryLocal_ = (price.ok && Object.keys(timingLocal_).length)
|
||
? calcEntryMode_(timingLocal_, price) : { mode: "NEUTRAL", gate: "PENDING", reason: "데이터부족" };
|
||
const localTimingRoute_ = calcTimingRoute_({
|
||
priceStatus,
|
||
atr20: price.atr20,
|
||
flowCredit: "",
|
||
leaderTotal: "",
|
||
leaderGate: "",
|
||
acGate: "",
|
||
rwPartial: sellRow_?.RW_Partial,
|
||
entryMode: entryLocal_.mode,
|
||
entryModeGate: entryLocal_.gate,
|
||
exitSignalDetail: "",
|
||
rsi14: timingLocal_.rsi14,
|
||
disparity: timingLocal_.disparity,
|
||
ma20Slope: timingLocal_.ma20Slope,
|
||
spreadPct: price.spreadPct,
|
||
avgTradeValue5D: price.avgTradingValue5D,
|
||
profitPct: sellRow_?.Profit_Pct,
|
||
daysToTimeStop: sellRow_?.Days_To_Time_Stop,
|
||
});
|
||
const timingAction_ = String(sellRow_?.Timing_Action ?? localTimingRoute_.action ?? "");
|
||
const timingEntry_ = Number.isFinite(Number(sellRow_?.Timing_Score_Entry))
|
||
? Number(sellRow_?.Timing_Score_Entry) : localTimingRoute_.entry_score;
|
||
const timingExit_ = Number.isFinite(Number(sellRow_?.Timing_Score_Exit))
|
||
? Number(sellRow_?.Timing_Score_Exit) : localTimingRoute_.exit_score;
|
||
const entryMode_ = String(sellRow_?.Entry_Mode ?? entryLocal_.mode ?? "");
|
||
const entryGate_ = String(sellRow_?.Entry_Mode_Gate ?? entryLocal_.gate ?? "");
|
||
const entryReason_ = String(sellRow_?.Entry_Mode_Reason ?? entryLocal_.reason ?? "");
|
||
const exitSignalDetail_ = String(sellRow_?.Exit_Signal_Detail ?? "");
|
||
const candidateQuality_ = calcCoreCandidateQualityGrade_({
|
||
rotationScore: score,
|
||
flowOk: flow.ok ? "Y" : "N",
|
||
priceStatus,
|
||
liquidityStatus,
|
||
dartRisk: dartSummary.risk,
|
||
missingFields: missing.join(" | "),
|
||
});
|
||
const t1Risk_ = calcT1ForcedSellRisk_({
|
||
sellAction: sellAction_,
|
||
sellValidation: sellValidation_,
|
||
timingScoreExit: timingExit_,
|
||
rwPartial: sellRow_?.RW_Partial,
|
||
rsi14: timingLocal_.rsi14,
|
||
disparity: timingLocal_.disparity,
|
||
valSurgePct: price.valSurge,
|
||
ret5D: price.ret5D,
|
||
dartRisk: dartSummary.risk,
|
||
lateChaseRiskScore: sellRow_ ? sellRow_["Late_Chase_Risk_Score"] : "",
|
||
distributionRiskScore: sellRow_ ? sellRow_["Distribution_Risk_Score"] : "",
|
||
});
|
||
const sellConflict_ = calcSellConflictScore_({
|
||
sellFinal: sellFinal_,
|
||
sellAction: sellAction_,
|
||
cashPreserveStyle: cashStyle_,
|
||
allowedAction: action,
|
||
});
|
||
const executionState_ = calcCoreSatelliteExecutionState_({
|
||
candidateQualityGrade: candidateQuality_,
|
||
timingAction: timingAction_,
|
||
entryModeGate: entryGate_,
|
||
t1State: t1Risk_.state,
|
||
sellConflictState: sellConflict_.state,
|
||
allowedAction: action,
|
||
});
|
||
const executionReason_ = [
|
||
`quality=${candidateQuality_}`,
|
||
`timing=${timingAction_}`,
|
||
`t1=${t1Risk_.state}`,
|
||
`sell_conflict=${sellConflict_.state}`,
|
||
].join("|");
|
||
|
||
rows.push([
|
||
t.code, t.name, t.sector ?? "",
|
||
price.ok ? price.priceDate : today,
|
||
price.ok ? price.close : "N/A",
|
||
price.ok && Number.isFinite(price.open) ? price.open : "N/A",
|
||
price.ok && Number.isFinite(price.prevClose) ? price.prevClose : "N/A",
|
||
price.ok && Number.isFinite(price.high) ? price.high : "N/A",
|
||
price.ok && Number.isFinite(price.low) ? price.low : "N/A",
|
||
price.ok && Number.isFinite(price.volume) ? price.volume : "N/A",
|
||
price.ok && Number.isFinite(price.avgVolume5D) ? Math.round(price.avgVolume5D) : "N/A",
|
||
price.ok && Number.isFinite(price.ma20) ? Number(price.ma20).toFixed(2) : "N/A",
|
||
price.ok && Number.isFinite(price.ma60) ? Number(price.ma60).toFixed(2) : "N/A",
|
||
price.ok && Number.isFinite(price.ret10D) ? Number(price.ret10D).toFixed(2) : "N/A",
|
||
price.ok && Number.isFinite(price.ret20D) ? Number(price.ret20D).toFixed(2) : "N/A",
|
||
price.ok && Number.isFinite(price.ret60D) ? Number(price.ret60D).toFixed(2) : "N/A",
|
||
price.ok ? String(price.source ?? "") : "N/A",
|
||
price.ok && Number.isFinite(price.atr20) ? Math.round(price.atr20) : "N/A",
|
||
price.ok && Number.isFinite(price.atr20Pct) ? Number(price.atr20Pct).toFixed(2) : "N/A",
|
||
price.ok && Number.isFinite(price.valSurge) ? Number(price.valSurge).toFixed(1) : "N/A",
|
||
Number.isFinite(price.avgTradingValue5D) ? price.avgTradingValue5D.toFixed(2) : "N/A",
|
||
Number.isFinite(price.avgTradingValue20D) ? price.avgTradingValue20D.toFixed(2) : "N/A",
|
||
Number.isFinite(price.avgTradingValue5D) ? Math.round(price.avgTradingValue5D * 1000000) : "N/A",
|
||
Number.isFinite(price.avgTradingValue20D) ? Math.round(price.avgTradingValue20D * 1000000) : "N/A",
|
||
"KRW",
|
||
Number.isFinite(price.bid) ? price.bid : "N/A",
|
||
Number.isFinite(price.ask) ? price.ask : "N/A",
|
||
Number.isFinite(price.spreadPct) ? price.spreadPct.toFixed(2) : "N/A",
|
||
spreadStatus,
|
||
price.source ?? "N/A",
|
||
price.quoteSource ?? "QUOTE_NO_MATCH",
|
||
price.quoteStatus ?? "QUOTE_NO_MATCH",
|
||
liquidityStatus,
|
||
frg5, inst5, indiv5, frg20, inst20, flow.ok ? "Y" : "N", String(flow.rows.length),
|
||
"N/A", score, alert, smart,
|
||
dartSummary.status,
|
||
dartSummary.source,
|
||
dartSummary.catalyst,
|
||
dartSummary.risk,
|
||
missing.length ? missing.join(" | ") : "",
|
||
next.length ? next.join(" | ") : "",
|
||
action,
|
||
sellFinal_ || "HOLD",
|
||
sellAction_ || "HOLD",
|
||
sellRatio_,
|
||
sellQty_,
|
||
sellLimit_,
|
||
sellValidation_,
|
||
actionReason_,
|
||
actionParams_,
|
||
cashStyle_,
|
||
cashRatio_,
|
||
cashReason_,
|
||
timingAction_,
|
||
timingEntry_,
|
||
timingExit_,
|
||
entryMode_,
|
||
entryGate_,
|
||
entryReason_,
|
||
exitSignalDetail_,
|
||
candidateQuality_,
|
||
t1Risk_.score,
|
||
t1Risk_.state,
|
||
t1Risk_.reason,
|
||
sellConflict_.score,
|
||
sellConflict_.state,
|
||
sellConflict_.reason,
|
||
executionState_,
|
||
executionReason_,
|
||
String(chunkIdx), today,
|
||
"", "" // RS_Rank_20D, RS_Pct_20D — finalize 단계에서 채워짐
|
||
]);
|
||
|
||
const elapsedSec = (new Date().getTime() - startTime) / 1000;
|
||
if (elapsedSec > TIMEOUT_BUDGET_SEC) {
|
||
writeToSheet(sheetName, headers, rows);
|
||
props.setProperty("cs_chunk_idx", String(chunkIdx));
|
||
props.setProperty("cs_row_idx", String(rowIdx + 1));
|
||
writeCoreSatelliteStatus_(
|
||
"PARTIAL_SAVED",
|
||
universe.length,
|
||
Math.min(chunkIdx * CHUNK_SIZE + rowIdx + 1, universe.length),
|
||
totalChunks,
|
||
chunkIdx,
|
||
`chunk ${chunkIdx + 1}/${totalChunks} partial saved at row ${rowIdx + 1}/${slice.length}`
|
||
);
|
||
Logger.log(`core_satellite chunk ${chunkIdx} partial saved at row ${rowIdx + 1}/${slice.length}`);
|
||
throw new Error("PARTIAL_SAVE_REQUESTED");
|
||
}
|
||
}
|
||
|
||
// 청크 데이터를 임시 시트에 누적 저장
|
||
writeToSheet(sheetName, headers, rows);
|
||
props.setProperty("cs_chunk_idx", String(chunkIdx + 1));
|
||
props.setProperty("cs_row_idx", "0");
|
||
writeCoreSatelliteStatus_(
|
||
chunkIdx + 1 >= totalChunks ? "FINALIZING" : "IN_PROGRESS",
|
||
universe.length,
|
||
Math.min((chunkIdx + 1) * CHUNK_SIZE, universe.length),
|
||
totalChunks,
|
||
chunkIdx + 1,
|
||
`chunk ${chunkIdx + 1}/${totalChunks} written`
|
||
);
|
||
Logger.log(`core_satellite chunk ${chunkIdx}/${totalChunks-1} 완료: ${rows.length}종목`);
|
||
|
||
// 마지막 청크는 같은 실행에서 즉시 finalize한다.
|
||
if (chunkIdx + 1 >= totalChunks) {
|
||
runCoreSatelliteFinalize();
|
||
props.setProperty("cs_chunk_idx", "0");
|
||
props.setProperty("cs_row_idx", "0");
|
||
writeCoreSatelliteStatus_("COMPLETE", universe.length, universe.length, totalChunks, 0, "finalize complete");
|
||
Logger.log("core_satellite: 마지막 청크 완료 → finalize");
|
||
}
|
||
}
|
||
|
||
function writeCoreSatelliteStatus_(status, universeCount, processedCount, totalChunks, nextChunkIdx, detail) {
|
||
const updatedAt = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd HH:mm:ss");
|
||
const coverage = universeCount > 0 ? roundNum((processedCount / universeCount) * 100, 2) : 0;
|
||
PropertiesService.getScriptProperties().setProperty("cs_status", JSON.stringify({
|
||
status, universeCount, processedCount,
|
||
coveragePct: coverage, chunkSize: CHUNK_SIZE,
|
||
totalChunks, nextChunkIdx, updatedAt, detail: detail || ""
|
||
}));
|
||
}
|
||
|
||
function runCoreSatelliteFinalize() {
|
||
// 모든 cs_chunk_N 탭을 합쳐 core_satellite 탭에 기록
|
||
const ss = getSpreadsheet_();
|
||
const allRows = [];
|
||
const headers = [
|
||
"Ticker","Name","Sector",
|
||
"Price_Date","Close","Open","PrevClose","High","Low","Volume","AvgVolume_5D","MA20","MA60","Ret10D","Ret20D","Ret60D","Price_Source","ATR20","ATR20_Pct","Val_Surge_Pct","AvgTradeValue_5D_M","AvgTradeValue_20D_M","AvgTradeValue_5D_KRW","AvgTradeValue_20D_KRW","TradeValue_Unit","Bid","Ask","Spread_Pct","Spread_Status","Spread_Source","Quote_Source","Quote_Status","Liquidity_Status",
|
||
"Frg_5D","Inst_5D","Indiv_5D","Frg_20D","Inst_20D","Flow_OK","Flow_Rows",
|
||
"ETF_Ret5D","Rotation_Score","Alert_Level","Smart_Money",
|
||
"DART_Status","DART_Source","DART_Catalyst","DART_Risk",
|
||
"Missing_Fields","Next_Source_To_Check","Allowed_Action",
|
||
"Final_Action","Sell_Action","Sell_Ratio_Pct","Sell_Qty","Sell_Limit_Price","Sell_Validation",
|
||
"Action_Reason","Action_Params","Cash_Preserve_Style","Cash_Preserve_Ratio","Cash_Preserve_Reason",
|
||
"Timing_Action","Timing_Score_Entry","Timing_Score_Exit","Entry_Mode","Entry_Mode_Gate","Entry_Mode_Reason","Exit_Signal_Detail",
|
||
"Candidate_Quality_Grade","T1_Forced_Sell_Risk_Score","T1_Forced_Sell_Risk_State","T1_Forced_Sell_Risk_Reason",
|
||
"Sell_Conflict_Score","Sell_Conflict_State","Sell_Conflict_Reason","Execution_Recommendation_State","Execution_Recommendation_Reason",
|
||
"ChunkIdx","AsOfDate",
|
||
"RS_Rank_20D","RS_Pct_20D"
|
||
];
|
||
let chunkIdx = 0;
|
||
while (true) {
|
||
const s = ss.getSheetByName(`cs_chunk_${chunkIdx}`);
|
||
if (!s) break;
|
||
const data = s.getDataRange().getValues();
|
||
// row[0] = updated 메타, row[1] = 헤더, row[2..] = 데이터
|
||
if (data.length > 2) {
|
||
for (const row of data.slice(2)) {
|
||
const normalized = Array.isArray(row) ? row.slice(0, headers.length) : [];
|
||
while (normalized.length < headers.length) normalized.push("");
|
||
allRows.push(normalized);
|
||
}
|
||
}
|
||
s.hideSheet(); // 임시 탭 숨김
|
||
chunkIdx++;
|
||
}
|
||
|
||
if (allRows.length === 0) return;
|
||
|
||
// ── 섹터별 Ret20D 상대강도 순위 계산 ──────────────────────────────────
|
||
// Sector=index 2, Ret20D=index 14, RS_Rank_20D=index 53, RS_Pct_20D=index 54
|
||
const SECTOR_IDX = 2;
|
||
const RET20D_IDX = 14;
|
||
const RS_RANK_IDX = headers.indexOf("RS_Rank_20D");
|
||
const RS_PCT_IDX = headers.indexOf("RS_Pct_20D");
|
||
const TICKER_IDX = headers.indexOf("Ticker");
|
||
if (TICKER_IDX >= 0) {
|
||
allRows.forEach(r => { r[TICKER_IDX] = normalizeTickerCode(r[TICKER_IDX]); });
|
||
}
|
||
const sectorGroups = {};
|
||
allRows.forEach((r, i) => {
|
||
const sector = String(r[SECTOR_IDX] ?? "").trim();
|
||
const ret20D = parseFloat(r[RET20D_IDX]);
|
||
if (!sector || !Number.isFinite(ret20D)) return;
|
||
if (!sectorGroups[sector]) sectorGroups[sector] = [];
|
||
sectorGroups[sector].push({ rowIdx: i, ret20D });
|
||
});
|
||
for (const group of Object.values(sectorGroups)) {
|
||
group.sort((a, b) => b.ret20D - a.ret20D); // 수익률 높을수록 rank=1
|
||
group.forEach((item, rankIdx) => {
|
||
allRows[item.rowIdx][RS_RANK_IDX] = rankIdx + 1;
|
||
// 백분위: 1위=100, 꼴찌=0 (섹터 내 상대 위치)
|
||
allRows[item.rowIdx][RS_PCT_IDX] = Math.round((1 - rankIdx / group.length) * 100);
|
||
});
|
||
}
|
||
|
||
writeToSheet("core_satellite", headers, allRows);
|
||
writeCoreSatelliteStatus_("COMPLETE", allRows.length, allRows.length, chunkIdx, 0, "core_satellite finalized from chunk sheets");
|
||
deleteCoreSatelliteChunkSheets_("finalize complete");
|
||
Logger.log(`core_satellite finalize 완료: ${allRows.length}종목`);
|
||
}
|
||
|
||
function deleteCoreSatelliteChunkSheets_(reason) {
|
||
const ss = getSpreadsheet_();
|
||
const sheets = ss.getSheets();
|
||
let deleted = 0;
|
||
for (const sheet of sheets) {
|
||
const name = sheet.getName();
|
||
if (/^cs_chunk_\d+$/.test(name)) {
|
||
ss.deleteSheet(sheet);
|
||
deleted++;
|
||
}
|
||
}
|
||
if (deleted > 0) {
|
||
Logger.log(`core_satellite 임시 청크 시트 삭제: ${deleted}개 (${reason || "cleanup"})`);
|
||
}
|
||
return deleted;
|
||
}
|
||
|
||
// ── Rotation Score / Alert / SmartMoney 공통 계산 ────────────────────────────
|
||
function calcRotationScore(frg5, inst5, frg20, inst20, indiv5, etf) {
|
||
let score = 0;
|
||
if (frg5>0 && inst5>0) score+=40; else if(frg5>0||inst5>0) score+=20;
|
||
if (frg20>0 && inst20>0) score+=20; else if(frg20>0||inst20>0) score+=10;
|
||
if (etf?.ok) { if(+etf.ret5D>0) score+=10; if(+etf.ret20D>0) score+=10; }
|
||
if ((frg5>0||inst5>0) && indiv5<0) score+=10;
|
||
return Math.max(0, Math.min(100, score));
|
||
}
|
||
|
||
function calcAlert(score, frg5, inst5) {
|
||
return score>=70&&frg5>0&&inst5>0 ? "INFLOW_STRONG" :
|
||
score>=50 ? "INFLOW_MODERATE" :
|
||
score>=30 ? "NEUTRAL" :
|
||
frg5<0&&inst5<0 ? "OUTFLOW_ALERT" : "OUTFLOW_CAUTION";
|
||
}
|
||
|
||
function calcSmartMoney(frg5, inst5, indiv5) {
|
||
return frg5>0&&inst5>0&&indiv5<0 ? "STRONG" :
|
||
(frg5>0||inst5>0)&&indiv5<0 ? "MODERATE" :
|
||
frg5>0||inst5>0 ? "WEAK" : "ABSENT";
|
||
}
|
||
|
||
function buildDataFeedPriceMap() {
|
||
const holdings = sheetToJson("data_feed");
|
||
const map = {};
|
||
for (const row of holdings) {
|
||
const ticker = normalizeTickerCode(row.Ticker);
|
||
if (!ticker) continue;
|
||
map[ticker] = row;
|
||
}
|
||
return map;
|
||
}
|
||
|
||
function buildDataFeedSellMap_() {
|
||
const holdings = sheetToJson("data_feed");
|
||
const map = {};
|
||
for (const row of holdings) {
|
||
const ticker = normalizeTickerCode(row.Ticker);
|
||
if (!ticker) continue;
|
||
map[ticker] = row;
|
||
}
|
||
return map;
|
||
}
|
||
|
||
function resolveDataFeedPriceMetrics(code) {
|
||
const ticker = normalizeTickerCode(code);
|
||
const price = fetchNaverOhlcMetrics(ticker);
|
||
if (price.ok) return price;
|
||
|
||
const yahooOhlc = fetchYahooOhlcMetrics(ticker);
|
||
if (yahooOhlc.ok) return yahooOhlc;
|
||
|
||
const naverFallback = fetchNaverMarketMetrics(ticker);
|
||
if (naverFallback.ok) {
|
||
return {
|
||
ok: true,
|
||
source: "Naver Finance main",
|
||
isFallbackQuote: true, // OHLC 없음 — MA/ATR/ValSurge 결측
|
||
isPriceStale: false, // 실시간 호가 — 날짜 스테일 아님
|
||
priceDate: Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd"),
|
||
close: Number(naverFallback.marketPrice),
|
||
open: null,
|
||
high: null,
|
||
low: null,
|
||
volume: null,
|
||
prevClose: null,
|
||
avgVolume5D: null,
|
||
ma20: null,
|
||
ma60: null,
|
||
ret10D: null,
|
||
ret20D: null,
|
||
ret60D: null,
|
||
atr20: null,
|
||
atr20Pct: null,
|
||
valSurge: null,
|
||
avgTradingValue5D: null,
|
||
avgTradingValue20D: null,
|
||
ret5D: null,
|
||
bid: Number.isFinite(naverFallback.bid) ? naverFallback.bid : null,
|
||
ask: Number.isFinite(naverFallback.ask) ? naverFallback.ask : null,
|
||
spreadPct: Number.isFinite(naverFallback.spreadPct) ? naverFallback.spreadPct : null,
|
||
quoteSource: naverFallback.source ?? "naver_main",
|
||
quoteStatus: naverFallback.quoteStatus ?? "NAVER_QUOTE_NO_MATCH",
|
||
quoteHttpStatus: naverFallback.httpStatus ?? null,
|
||
error: price.error || naverFallback.error || ""
|
||
};
|
||
}
|
||
|
||
const fallback = fetchYahooPrice(ticker);
|
||
if (fallback.ok) {
|
||
return {
|
||
ok: true,
|
||
source: "Yahoo Finance close",
|
||
isFallbackQuote: true, // OHLC 없음 — MA/ATR/ValSurge 결측
|
||
isPriceStale: false, // 실시간 가격 — 날짜 스테일 아님
|
||
priceDate: Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd"),
|
||
close: Number(fallback.close),
|
||
open: null,
|
||
high: null,
|
||
low: null,
|
||
volume: null,
|
||
prevClose: null,
|
||
avgVolume5D: null,
|
||
ma20: null,
|
||
ma60: null,
|
||
ret10D: null,
|
||
ret20D: fallback.ret20D,
|
||
ret60D: null,
|
||
atr20: null,
|
||
atr20Pct: null,
|
||
valSurge: null,
|
||
avgTradingValue5D: null,
|
||
avgTradingValue20D: null,
|
||
bid: null,
|
||
ask: null,
|
||
spreadPct: null,
|
||
quoteSource: "QUOTE_NO_MATCH",
|
||
quoteStatus: "QUOTE_NO_MATCH",
|
||
ret5D: fallback.ret5D,
|
||
ret20D: fallback.ret20D,
|
||
error: price.error || fallback.error || ""
|
||
};
|
||
}
|
||
return { ok: false, error: price.error || fallback.error || "PRICE_MISSING" };
|
||
}
|
||
|
||
function resolveSatellitePriceMetrics(code, dataFeedMap) {
|
||
const ticker = normalizeTickerCode(code);
|
||
const local = dataFeedMap?.[ticker] || null;
|
||
if (local && String(local.Price_Status ?? "").toUpperCase() === "PRICE_OK") {
|
||
const parseNum = (v) => (v === "" || v == null || isNaN(Number(v))) ? null : Number(v);
|
||
const close = parseNum(local.Close);
|
||
const atr20 = parseNum(local.ATR20);
|
||
const avgTradingValue5D = parseNum(local.AvgTradingValue_5D_M ?? local.Avg_TradingValue_5D_M ?? local.AvgTradeValue_5D_M);
|
||
const avgTradingValue20D = parseNum(local.AvgTradingValue_20D_M ?? local.Avg_TradingValue_20D_M ?? local.AvgTradeValue_20D_M);
|
||
const bid = parseNum(local.Bid);
|
||
const ask = parseNum(local.Ask);
|
||
const spreadPct = parseNum(local.Spread_Pct ?? local.SpreadPct);
|
||
return {
|
||
ok: Number.isFinite(close),
|
||
source: "data_feed",
|
||
priceDate: String(local.Price_Date ?? ""),
|
||
close: close !== null ? close : "",
|
||
open: parseNum(local.Open),
|
||
high: parseNum(local.High),
|
||
low: parseNum(local.Low),
|
||
volume: parseNum(local.Volume),
|
||
prevClose: parseNum(local.PrevClose),
|
||
avgVolume5D: parseNum(local.AvgVolume_5D),
|
||
ma20: parseNum(local.MA20),
|
||
ma60: parseNum(local.MA60),
|
||
ret10D: parseNum(local.Ret10D),
|
||
ret20D: parseNum(local.Ret20D),
|
||
ret60D: parseNum(local.Ret60D),
|
||
atr20: atr20,
|
||
atr20Pct: parseNum(local.ATR20_Pct),
|
||
valSurge: parseNum(local.Val_Surge_Pct),
|
||
avgTradingValue5D: avgTradingValue5D,
|
||
avgTradingValue20D: avgTradingValue20D,
|
||
bid: bid,
|
||
ask: ask,
|
||
spreadPct: spreadPct,
|
||
quoteSource: String(local.Quote_Source ?? local.quoteSource ?? local.Spread_Source ?? "data_feed"),
|
||
quoteStatus: String(local.Quote_Status ?? local.quoteStatus ?? "QUOTE_NO_MATCH")
|
||
};
|
||
}
|
||
|
||
const price = fetchNaverOhlcMetrics(ticker);
|
||
if (price.ok) return price;
|
||
|
||
const yahooOhlc = fetchYahooOhlcMetrics(ticker);
|
||
if (yahooOhlc.ok) return yahooOhlc;
|
||
|
||
const naverFallback = fetchNaverMarketMetrics(ticker);
|
||
if (naverFallback.ok) {
|
||
return {
|
||
ok: true,
|
||
source: "Naver Finance main",
|
||
isFallbackQuote: true,
|
||
isPriceStale: false,
|
||
priceDate: Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd"),
|
||
close: Number(naverFallback.marketPrice),
|
||
open: null,
|
||
high: null,
|
||
low: null,
|
||
volume: null,
|
||
prevClose: null,
|
||
avgVolume5D: null,
|
||
ma20: null,
|
||
ma60: null,
|
||
ret10D: null,
|
||
ret20D: null,
|
||
ret60D: null,
|
||
atr20: null,
|
||
atr20Pct: null,
|
||
valSurge: null,
|
||
avgTradingValue5D: null,
|
||
avgTradingValue20D: null,
|
||
bid: Number.isFinite(naverFallback.bid) ? naverFallback.bid : null,
|
||
ask: Number.isFinite(naverFallback.ask) ? naverFallback.ask : null,
|
||
spreadPct: Number.isFinite(naverFallback.spreadPct) ? naverFallback.spreadPct : null,
|
||
quoteSource: naverFallback.source ?? "naver_main",
|
||
quoteStatus: naverFallback.quoteStatus ?? "NAVER_QUOTE_NO_MATCH",
|
||
quoteHttpStatus: naverFallback.httpStatus ?? null,
|
||
ret5D: null,
|
||
ret20D: null
|
||
};
|
||
}
|
||
|
||
const fallback = fetchYahooPrice(ticker);
|
||
if (fallback.ok) {
|
||
return {
|
||
ok: true,
|
||
source: "Yahoo Finance close",
|
||
isFallbackQuote: true,
|
||
isPriceStale: false,
|
||
priceDate: Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd"),
|
||
close: Number(fallback.close),
|
||
atr20: null,
|
||
atr20Pct: null,
|
||
valSurge: null,
|
||
avgTradingValue5D: null,
|
||
avgTradingValue20D: null,
|
||
bid: null,
|
||
ask: null,
|
||
spreadPct: null,
|
||
quoteSource: "QUOTE_NO_MATCH",
|
||
quoteStatus: "QUOTE_NO_MATCH",
|
||
ret5D: fallback.ret5D,
|
||
ret20D: fallback.ret20D
|
||
};
|
||
}
|
||
return { ok: false, error: price.error || fallback.error || "PRICE_MISSING" };
|
||
}
|
||
|
||
function fetchTrendingTickers() {
|
||
const cacheKey = `trending_tickers_${Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd")}`;
|
||
const cached = getCachedFetchResult_(cacheKey);
|
||
if (cached && Array.isArray(cached)) return cached;
|
||
|
||
const url = "https://finance.naver.com/sise/sise_quant.naver"; // 거래상위 (Top Volume)
|
||
const tickers = [];
|
||
try {
|
||
const resp = UrlFetchApp.fetch(url, { muteHttpExceptions: true });
|
||
if (resp.getResponseCode() === 200) {
|
||
const html = resp.getContentText("EUC-KR");
|
||
const pattern = /<a href="\/item\/main\.naver\?code=([0-9]{6})" class="tltle">([^<]+)<\/a>/g;
|
||
let match;
|
||
while ((match = pattern.exec(html)) !== null) {
|
||
const name = match[2].trim();
|
||
// ETF/ETN 등 제외
|
||
if (!name.includes("KODEX") && !name.includes("TIGER") && !name.includes("인버스") && !name.includes("레버리지") && !name.includes("KOSEF") && !name.includes("HANARO") && !name.includes("KBSTAR") && !name.includes("ACE")) {
|
||
tickers.push({ code: match[1], name: name, sector: "Dynamic(거래상위)" });
|
||
}
|
||
if (tickers.length >= 10) break; // Top 10 Dynamic stocks
|
||
}
|
||
}
|
||
} catch(e) {
|
||
handleFetchError_("fetchTrendingTickers", e, "WARN");
|
||
}
|
||
|
||
if (tickers.length > 0) {
|
||
cacheJsonSet_(CACHE_VERSION + cacheKey, tickers, 12 * 60 * 60);
|
||
}
|
||
return tickers;
|
||
}
|
||
|
||
// ── Core Satellite 종목 유니버스 ──────────────────────────────────────────────
|
||
// 실제 운용 시 ScriptProperties 또는 별도 시트에서 로드 권장
|
||
function getCoreSatelliteUniverse() {
|
||
const ss = getSpreadsheet_();
|
||
let sheetUniverse = ss.getSheetByName("universe");
|
||
let list = [];
|
||
let purgedCount = 0;
|
||
|
||
const nowMs = Date.now();
|
||
const MAX_DAYS = 14; // 동적 발굴 종목의 기본 모니터링 수명 (14일간 눌림목 추적)
|
||
const todayStr = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd");
|
||
|
||
// 1. 기존 유니버스 시트가 있으면 읽어온다.
|
||
if (sheetUniverse) {
|
||
const data = sheetUniverse.getDataRange().getValues();
|
||
if (data.length > 1) {
|
||
for (let i = 1; i < data.length; i++) {
|
||
const r = data[i];
|
||
if (!r[0]) continue;
|
||
const code = normalizeTickerCode(r[0]);
|
||
const name = String(r[1]||"").trim();
|
||
const sector = String(r[2]||"").trim();
|
||
const addedDateStr = String(r[3]||"").trim() || todayStr; // 없으면 오늘로 간주
|
||
|
||
// 14일 경과된 Dynamic 종목 자동 삭제 로직 (사용자가 섹터명을 바꾸면 영구보존)
|
||
if (sector.toUpperCase().startsWith("DYNAMIC")) {
|
||
const addedMs = Date.parse(addedDateStr);
|
||
if (!isNaN(addedMs) && (nowMs - addedMs) / (1000 * 60 * 60 * 24) > MAX_DAYS) {
|
||
purgedCount++;
|
||
continue; // 리스트에 추가하지 않음 (삭제)
|
||
}
|
||
}
|
||
list.push({ code, name, sector, addedDate: addedDateStr });
|
||
}
|
||
}
|
||
} else {
|
||
// 시트가 없으면 새로 생성하고 헤더를 쓴다.
|
||
sheetUniverse = ss.insertSheet("universe");
|
||
sheetUniverse.getRange(1, 1, 1, 4).setValues([["Ticker", "Name", "Sector", "AddedDate"]]);
|
||
sheetUniverse.getRange("A:A").setNumberFormat("@"); // 코드 열 텍스트 지정
|
||
}
|
||
|
||
// 2. 읽어온 데이터가 아예 없으면 (최초 실행) 기본 AI 리스트로 초기화한다.
|
||
if (list.length === 0) {
|
||
const defaults = [
|
||
// AI 반도체 & 메모리
|
||
{ code:"005930", name:"삼성전자", sector:"반도체" },
|
||
{ code:"000660", name:"SK하이닉스", sector:"반도체" },
|
||
{ code:"042700", name:"한미반도체", sector:"반도체" },
|
||
{ code:"007660", name:"이수페타시스",sector:"반도체/PCB" },
|
||
{ code:"403870", name:"HPSP", sector:"반도체/장비" },
|
||
{ code:"058470", name:"리노공업", sector:"반도체/부품" },
|
||
// AI 전력/인프라/발전
|
||
{ code:"010120", name:"LS ELECTRIC",sector:"AI전력/기기" },
|
||
{ code:"267260", name:"HD현대일렉트릭",sector:"AI전력/기기" },
|
||
{ code:"298040", name:"효성중공업", sector:"AI전력/기기" },
|
||
{ code:"006260", name:"LS", sector:"AI전력/전선" },
|
||
{ code:"001440", name:"대한전선", sector:"AI전력/전선" },
|
||
{ code:"034020", name:"두산에너빌리티",sector:"AI인프라/발전" },
|
||
{ code:"028050", name:"삼성E&A", sector:"AI인프라/EPC" },
|
||
// 방산
|
||
{ code:"012450", name:"한화에어로스페이스",sector:"방산" },
|
||
{ code:"064350", name:"현대로템", sector:"방산" },
|
||
{ code:"079550", name:"LIG넥스원", sector:"방산" },
|
||
// 조선
|
||
{ code:"329180", name:"HD현대중공업",sector:"조선" },
|
||
{ code:"042660", name:"한화오션", sector:"조선" },
|
||
{ code:"009540", name:"HD한국조선해양",sector:"조선" },
|
||
// 자동차
|
||
{ code:"005380", name:"현대차", sector:"자동차" },
|
||
{ code:"000270", name:"기아", sector:"자동차" },
|
||
// 밸류업/금융
|
||
{ code:"105560", name:"KB금융", sector:"금융/은행" },
|
||
{ code:"055550", name:"신한지주", sector:"금융/은행" },
|
||
{ code:"024110", name:"기업은행", sector:"금융/은행" },
|
||
// 바이오
|
||
{ code:"207940", name:"삼성바이오로직스",sector:"바이오" },
|
||
{ code:"068270", name:"셀트리온", sector:"바이오" },
|
||
{ code:"128940", name:"한미약품", sector:"바이오" },
|
||
{ code:"000100", name:"유한양행", sector:"바이오" },
|
||
// 2차전지
|
||
{ code:"373220", name:"LG에너지솔루션",sector:"2차전지" },
|
||
{ code:"006400", name:"삼성SDI", sector:"2차전지" },
|
||
{ code:"003670", name:"포스코퓨처엠",sector:"2차전지" },
|
||
// 지주/기타
|
||
{ code:"028260", name:"삼성물산", sector:"지주" }
|
||
];
|
||
|
||
list = defaults.map(t => ({ ...t, addedDate: todayStr }));
|
||
const initialRows = list.map(t => [t.code, t.name, t.sector, t.addedDate]);
|
||
|
||
// 헤더가 없을 수 있으므로 전체 초기화
|
||
sheetUniverse.clearContents();
|
||
sheetUniverse.getRange(1, 1, 1, 4).setValues([["Ticker", "Name", "Sector", "AddedDate"]]);
|
||
sheetUniverse.getRange(2, 1, initialRows.length, 4).setValues(initialRows);
|
||
}
|
||
|
||
// 3. 만료된 종목이 있어서 정리(Purge)를 했다면 시트를 새로고침
|
||
if (purgedCount > 0) {
|
||
sheetUniverse.clearContents();
|
||
sheetUniverse.getRange(1, 1, 1, 4).setValues([["Ticker", "Name", "Sector", "AddedDate"]]);
|
||
if (list.length > 0) {
|
||
const validRows = list.map(t => [t.code, t.name, t.sector, t.addedDate]);
|
||
sheetUniverse.getRange(2, 1, validRows.length, 4).setValues(validRows);
|
||
}
|
||
Logger.log(`[Auto-Clean] 14일 경과된 노이즈 종목 ${purgedCount}개 자동 삭제 완료.`);
|
||
}
|
||
|
||
// 4. 동적 주도주(거래급증) 자동 발굴
|
||
const dynamicTickers = fetchTrendingTickers();
|
||
const existingCodes = new Set(list.map(x => x.code));
|
||
const newDiscovered = [];
|
||
|
||
for (const t of dynamicTickers) {
|
||
if (!existingCodes.has(t.code)) {
|
||
t.sector = "Dynamic";
|
||
t.addedDate = todayStr;
|
||
list.push(t);
|
||
newDiscovered.push([t.code, t.name, t.sector, t.addedDate]);
|
||
existingCodes.add(t.code);
|
||
}
|
||
}
|
||
|
||
// 5. 새롭게 발견된 주도주 시트 바닥에 추가
|
||
if (newDiscovered.length > 0) {
|
||
const lastRow = sheetUniverse.getLastRow() || 1;
|
||
sheetUniverse.getRange(lastRow + 1, 1, newDiscovered.length, 4).setValues(newDiscovered);
|
||
Logger.log(`[Discovery] 새로운 주도주 ${newDiscovered.length}개 발견 및 universe 시트에 영구 저장 완료.`);
|
||
}
|
||
|
||
return list;
|
||
}
|
||
|
||
function resetCoreSatelliteChunks() {
|
||
const ss = getSpreadsheet_();
|
||
const props = PropertiesService.getScriptProperties();
|
||
deleteCoreSatelliteChunkSheets_("reset before chunk run");
|
||
props.setProperty("cs_chunk_idx", "0");
|
||
props.setProperty("cs_row_idx", "0");
|
||
writeCoreSatelliteStatus_("RESET", 0, 0, 0, 0, "chunk sheets cleared");
|
||
}
|
||
|
||
/**
|
||
* data_feed 시트에서 ticker → 시장데이터 맵 구성
|
||
* H2~H5에 필요한 컬럼을 모두 읽는다.
|
||
*/
|
||
function buildDataFeedMap_(ss) {
|
||
var map = {};
|
||
var sheet = ss.getSheetByName(DATA_FEED_SHEET_NAME);
|
||
if (!sheet) return map;
|
||
|
||
var data = sheet.getDataRange().getValues();
|
||
if (data.length <= DF_HEADER_ROW_IDX) return map;
|
||
|
||
var headers = data[DF_HEADER_ROW_IDX];
|
||
var c = buildColIdx_(headers);
|
||
|
||
for (var i = DF_HEADER_ROW_IDX + 1; i < data.length; i++) {
|
||
var row = data[i];
|
||
var ticker = normTicker_(c['Ticker'] !== undefined ? row[c['Ticker']] : '');
|
||
if (!ticker) continue;
|
||
|
||
map[ticker] = {
|
||
ticker: ticker,
|
||
name: strCol_(row, c, 'Name'),
|
||
atr20: numCol_(row, c, 'ATR20'),
|
||
close: numCol_(row, c, 'Close') || numCol_(row, c, 'Close_Price'),
|
||
ma20: numCol_(row, c, 'MA20'),
|
||
ma60: numCol_(row, c, 'MA60'),
|
||
ma20Slope: numCol_(row, c, 'MA20_Slope'),
|
||
rsi14: numCol_(row, c, 'RSI14'),
|
||
bbPosition: numCol_(row, c, 'BB_Position'),
|
||
leaderTotal: numCol_(row, c, 'Leader_Scan_Total'),
|
||
leaderGate: strCol_(row, c, 'Leader_Gate'),
|
||
bandStatus: strCol_(row, c, 'Band_Status'),
|
||
grade: strCol_(row, c, 'SS001_Grade') || strCol_(row, c, 'Grade'),
|
||
flowCredit: numCol_(row, c, 'Flow_Credit'),
|
||
flowOk: strCol_(row, c, 'Flow_OK'),
|
||
rwPartial: numCol_(row, c, 'RW_Partial'),
|
||
finalAction: strCol_(row, c, 'Final_Action'),
|
||
sellSignal: strCol_(row, c, 'Sell_Signal'),
|
||
sellRatioPct: numCol_(row, c, 'Sell_Ratio_Pct'),
|
||
sellLimitPrice: numCol_(row, c, 'Sell_Limit_Price'),
|
||
weightTargetPct: numCol_(row, c, 'Weight_Target_Pct')
|
||
|| numCol_(row, c, 'Target_Weight_Pct'),
|
||
avgTradeVal5d: numCol_(row, c, 'AvgTradeValue_5D_M'),
|
||
avgTradeVal20d: numColN_(row, c, 'AvgTradeValue_20D_M'), // H6: secular_leader 과열신호 3번째 조건
|
||
valSurgePct: numColN_(row, c, 'Val_Surge_Pct'),
|
||
targetPrice: numColN_(row, c, 'Target_Price'),
|
||
upsidePct: numColN_(row, c, 'Upside_Pct'),
|
||
positionClass: strCol_(row, c, 'Position_Class')
|
||
|| strCol_(row, c, 'position_class'),
|
||
isDuplicateEtf: strCol_(row, c, 'Duplicate_ETF') === 'Y'
|
||
|| strCol_(row, c, 'Is_Duplicate_ETF') === 'Y',
|
||
frg5d: numColN_(row, c, 'Frg_5D'),
|
||
inst5d: numColN_(row, c, 'Inst_5D'),
|
||
frg20d: numColN_(row, c, 'Frg_20D'),
|
||
inst20d: numColN_(row, c, 'Inst_20D'),
|
||
ret5d: numColN_(row, c, 'Ret5D'),
|
||
ret20d: numColN_(row, c, 'Ret20D'),
|
||
prevClose: numColN_(row, c, 'PrevClose'),
|
||
high: numColN_(row, c, 'High'),
|
||
low: numColN_(row, c, 'Low'),
|
||
volume: numColN_(row, c, 'Volume'),
|
||
avgVolume5d: numColN_(row, c, 'AvgVolume_5D'),
|
||
sellQty: numColN_(row, c, 'Sell_Qty'), // M3: 선행 계산값 직접 사용
|
||
acTotal: numColN_(row, c, 'AC_Total'), // H3: secular_leader_gate
|
||
acGate: strCol_(row, c, 'AC_Gate'), // H3: anti_climax 판정
|
||
liquidityStatus: strCol_(row, c, 'Liquidity_Status'),
|
||
spreadStatus: strCol_(row, c, 'Spread_Status'),
|
||
dartRiskStatus: strCol_(row, c, 'DART_Risk') || strCol_(row, c, 'DART_Status'),
|
||
dartRisk: strCol_(row, c, 'DART_Risk'),
|
||
eventHoldDays: numColN_(row, c, 'Event_Hold_Days'), // M4: 이벤트 홀드 잔여일
|
||
high52w: numColN_(row, c, 'High_52W') || numColN_(row, c, 'High52W'), // L4
|
||
// ── [2026-05-21_BRT_HARNESS_V1] BRT/RS/Composite 판정 ──────────────
|
||
stock_drawdown_from_high_pct: numColN_(row, c, 'Stock_Drawdown_From_High_Pct'),
|
||
excess_drawdown_pctp: numColN_(row, c, 'Excess_Drawdown_PctP'),
|
||
recovery_ratio_5d: numColN_(row, c, 'Recovery_Ratio_5D'),
|
||
recovery_ratio_20d: numColN_(row, c, 'Recovery_Ratio_20D'),
|
||
downside_beta: numColN_(row, c, 'Downside_Beta'),
|
||
rs_line_20d_slope: numColN_(row, c, 'RS_Line_20D_Slope'),
|
||
rs_line_60d_slope: numColN_(row, c, 'RS_Line_60D_Slope'),
|
||
brt_verdict: strCol_(row, c, 'BRT_Verdict'),
|
||
brt_method: strCol_(row, c, 'BRT_Method'),
|
||
excess_ret_10d: numColN_(row, c, 'Excess_Ret_10D'),
|
||
rs_verdict_v1_raw: strCol_(row, c, 'RS_Verdict_V1_Raw'),
|
||
rs_verdict: strCol_(row, c, 'RS_Verdict'),
|
||
composite_verdict: strCol_(row, c, 'Composite_Verdict'),
|
||
saqg_v1: strCol_(row, c, 'SAQG_V1'),
|
||
saqg_penalty: numColN_(row, c, 'SAQG_Penalty'),
|
||
saqg_failed_filters: strCol_(row, c, 'SAQG_Failed_Filters'),
|
||
rag_v1: strCol_(row, c, 'RAG_Verdict'),
|
||
rag_reason: strCol_(row, c, 'RAG_Reason'),
|
||
// ── 재무 건전성 — FINANCIAL_HEALTH_V1 + OCF_B (7일 캐시 수집) ───────────
|
||
roe_pct: numColN_(row, c, 'ROE_Pct'),
|
||
opm_pct: numColN_(row, c, 'Operating_Margin_Pct'),
|
||
debt_ratio_pct: numColN_(row, c, 'Debt_To_Equity'),
|
||
current_ratio: numColN_(row, c, 'Current_Ratio'),
|
||
free_cf_krw: numColN_(row, c, 'FCF_B') != null
|
||
? numColN_(row, c, 'FCF_B') * 1e8 : null, // 억원 → 원
|
||
operating_cf_krw: numColN_(row, c, 'OCF_B') != null
|
||
? numColN_(row, c, 'OCF_B') * 1e8 : null, // 억원 → 원 (신규)
|
||
revenue_growth_pct: numColN_(row, c, 'Revenue_Growth_Pct'),
|
||
};
|
||
}
|
||
return map;
|
||
}
|
||
|
||
/**
|
||
* account_snapshot 파싱
|
||
* 반환값: H1 집계값(aggregate) + H2~H5용 holdings 배열(per-holding)
|
||
*/
|
||
function parseAccountSnapshot_(ss, totalAssetKrw, dfMap) {
|
||
var result = {
|
||
capturedAt: null,
|
||
immediateCashKrw: 0,
|
||
settlementCashD2Krw: 0,
|
||
openOrderAmountKrw: 0,
|
||
totalHeatKrw: 0,
|
||
heatRowsCount: 0,
|
||
heatAtrEstimated: false,
|
||
derivedTotalAsset: 0,
|
||
holdings: []
|
||
};
|
||
|
||
var sheet = ss.getSheetByName(AS_SHEET_NAME);
|
||
if (!sheet) { Logger.log('[HARNESS] account_snapshot 시트 없음'); return result; }
|
||
|
||
// ── 환율(USD_KRW) 로드 ──────────────────────────────────────────────────
|
||
var usdKrw = 1400; // default fallback
|
||
try {
|
||
var macroSheet = ss.getSheetByName("macro");
|
||
if (macroSheet) {
|
||
var mData = macroSheet.getDataRange().getValues();
|
||
var headerRowIdx = 0;
|
||
for (var r = 0; r < Math.min(5, mData.length); r++) {
|
||
var row = mData[r] ?? [];
|
||
if (row.indexOf("Symbol") >= 0 && row.indexOf("Name") >= 0) {
|
||
headerRowIdx = r;
|
||
break;
|
||
}
|
||
}
|
||
var nameIdx = mData[headerRowIdx].indexOf("Name");
|
||
var closeIdx = mData[headerRowIdx].indexOf("Close");
|
||
if (nameIdx >= 0 && closeIdx >= 0) {
|
||
for (var i = headerRowIdx + 1; i < mData.length; i++) {
|
||
if (String(mData[i][nameIdx]).trim() === "USD_KRW") {
|
||
var val = parseFloat(mData[i][closeIdx]);
|
||
if (Number.isFinite(val) && val > 0) {
|
||
usdKrw = val;
|
||
break;
|
||
}
|
||
}
|
||
}
|
||
}
|
||
}
|
||
} catch (e) {
|
||
Logger.log('[WARN] parseAccountSnapshot_ 환율 로드 실패: ' + e.message);
|
||
}
|
||
|
||
var data = sheet.getDataRange().getValues();
|
||
if (data.length <= AS_HEADER_ROW_IDX) return result;
|
||
|
||
var headers = data[AS_HEADER_ROW_IDX];
|
||
var c = buildColIdx_(headers);
|
||
|
||
var marketValueSum = 0;
|
||
|
||
for (var i = AS_HEADER_ROW_IDX + 1; i < data.length; i++) {
|
||
var row = data[i];
|
||
var parseStatus = strCol_(row, c, 'parse_status');
|
||
if (parseStatus !== 'CAPTURE_READ_OK') continue;
|
||
|
||
// captured_at (첫 유효 행 기준)
|
||
if (!result.capturedAt && c['captured_at'] !== undefined) {
|
||
var rawTs = row[c['captured_at']];
|
||
if (rawTs) result.capturedAt = rawTs instanceof Date ? rawTs : new Date(rawTs);
|
||
}
|
||
|
||
var accountType = strCol_(row, c, 'account_type') || strCol_(row, c, 'Account_Type') || '일반계좌';
|
||
var isRestrictedAcct = accountType === 'ISA' || accountType === '연금저축';
|
||
var holdingQty = numCol_(row, c, 'holding_quantity');
|
||
var immCash = numCol_(row, c, 'immediate_cash');
|
||
var d2Cash = numCol_(row, c, 'settlement_cash_d2');
|
||
var openOrder = numCol_(row, c, 'open_order_amount');
|
||
var mktValue = numCol_(row, c, 'market_value');
|
||
var ticker = normTicker_(c['ticker'] !== undefined ? row[c['ticker']] : '');
|
||
var isUsTicker = /^[A-Z]+$/.test(ticker);
|
||
|
||
if (isUsTicker) {
|
||
var currPrice = numCol_(row, c, 'current_price');
|
||
if (currPrice > 0 && holdingQty > 0) {
|
||
mktValue = Math.round(currPrice * holdingQty * usdKrw);
|
||
}
|
||
}
|
||
|
||
if (!isRestrictedAcct) {
|
||
if (immCash > 0) result.immediateCashKrw += immCash;
|
||
if (d2Cash > 0) result.settlementCashD2Krw += d2Cash;
|
||
if (openOrder > 0) result.openOrderAmountKrw += openOrder;
|
||
}
|
||
if (mktValue > 0) marketValueSum += mktValue;
|
||
|
||
var userConfirmed = strCol_(row, c, 'user_confirmed');
|
||
if (holdingQty <= 0 || userConfirmed !== 'Y') continue;
|
||
|
||
// 보유 포지션 처리
|
||
var avgCost = numCol_(row, c, 'average_cost');
|
||
if (isUsTicker && avgCost > 0) {
|
||
avgCost = round2_(avgCost * usdKrw);
|
||
}
|
||
var stopPrice = numCol_(row, c, 'stop_price');
|
||
if (isUsTicker && stopPrice > 0) {
|
||
stopPrice = round2_(stopPrice * usdKrw);
|
||
}
|
||
var dfRow = dfMap[ticker] || {};
|
||
var atr20 = dfRow.atr20 || 0;
|
||
var stopSrc = 'MANUAL';
|
||
|
||
// stop_price 미입력 또는 비정상 → STOP_PRICE_CORE_V1 계산
|
||
if (stopPrice <= 0 || stopPrice >= avgCost) {
|
||
if (atr20 > 0 && avgCost > 0) {
|
||
var atrPct = atr20 / avgCost * 100;
|
||
var atrMul = atrPct >= 8 ? 2.0 : 1.5;
|
||
stopPrice = Math.max(avgCost * 0.92, avgCost - atr20 * atrMul);
|
||
stopSrc = 'COMPUTED_ATR';
|
||
} else {
|
||
stopPrice = avgCost * 0.92;
|
||
stopSrc = 'COMPUTED_PCT';
|
||
}
|
||
result.heatAtrEstimated = true;
|
||
}
|
||
|
||
// Total Heat (H1)
|
||
var heatI = (avgCost - stopPrice) * holdingQty;
|
||
if (heatI > 0) {
|
||
result.totalHeatKrw += heatI;
|
||
result.heatRowsCount++;
|
||
}
|
||
|
||
// stop_price 이탈 감지
|
||
var close = dfRow.close || 0;
|
||
if (isUsTicker) {
|
||
var currPrice = numCol_(row, c, 'current_price');
|
||
close = currPrice > 0 ? round2_(currPrice * usdKrw) : round2_(close * usdKrw);
|
||
}
|
||
var stopBreach = close > 0 && stopPrice > 0 && close <= stopPrice;
|
||
|
||
// weight_pct: settings의 total_asset 기준으로 계산, 없으면 account_snapshot 컬럼
|
||
var weightPct = totalAssetKrw > 0 && mktValue > 0
|
||
? round2_(mktValue / totalAssetKrw * 100)
|
||
: numCol_(row, c, 'weight_pct') || numCol_(row, c, 'Weight_Pct');
|
||
|
||
var highestPriceSinceEntry = numCol_(row, c, 'highest_price_since_entry');
|
||
var returnPct = numColN_(row, c, 'return_pct');
|
||
var entryDateStr = strCol_(row, c, 'entry_date') || '';
|
||
var holdingDays = 0;
|
||
if (entryDateStr) {
|
||
var entryMs = new Date(entryDateStr).getTime();
|
||
if (!isNaN(entryMs)) holdingDays = Math.floor((Date.now() - entryMs) / 86400000);
|
||
}
|
||
result.holdings.push({
|
||
ticker: ticker,
|
||
name: strCol_(row, c, 'name') || strCol_(row, c, 'Name') || dfRow.name || '',
|
||
account: accountType,
|
||
holdingQty: holdingQty,
|
||
avgCost: avgCost,
|
||
stopPrice: stopPrice,
|
||
stopPriceSrc: stopSrc,
|
||
stopBreach: stopBreach,
|
||
marketValue: mktValue,
|
||
weightPct: weightPct,
|
||
close: close,
|
||
profitPct: Number.isFinite(returnPct) ? returnPct : null,
|
||
holdingDays: holdingDays,
|
||
highestPriceSinceEntry: highestPriceSinceEntry > 0 ? highestPriceSinceEntry : null,
|
||
entryDate: entryDateStr,
|
||
parseStatus: parseStatus
|
||
});
|
||
}
|
||
|
||
result.derivedTotalAsset = result.settlementCashD2Krw + marketValueSum;
|
||
return result;
|
||
}
|