kjh2064
ee3e799de1
주요 변경: - tools/build_rebalance_engine_v1.py: REBALANCE_ENGINE_V1 신규 * account_snapshot 직접 합산(_build_snap_position_map) → 소수주 분리 행 병합 * 레짐 소스 macro.REGIME_PRELIM 최우선 (GAS 와 동일) - src/gas_adapter_parts/gdf_06_rebalance.gs: runRebalanceSheet_() 신규 * Logger.log / getSpreadsheet_() 로 run_all 연동 수정 - src/gas_adapter_parts/gdc_01_fetch_fundamentals.gs * _mergePositionRecord_(): 소수주 중복 행 합산 신규 * parseInt → parseFloat (qty, availQty) - src/gas_adapter_parts/gdf_01_price_metrics.gs * 미보유 종목 SELL_READY → WATCH_EXIT_SIGNAL - spec/41_release_dag.yaml: build_rebalance_sheet 노드 추가 (step_count 63) - spec/51_formula_lifecycle_registry.yaml: REBALANCE_ENGINE_V1 등록 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
315 lines
13 KiB
Python
315 lines
13 KiB
Python
from __future__ import annotations
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import sys
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from pathlib import Path
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from typing import Any
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import yaml
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ROOT = Path(__file__).resolve().parents[1]
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TESTS_PATH = ROOT / "tests" / "strategy_tests.yaml"
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REQUIRED_CASES = {
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"T023_OVERSOLD_REBOUND_50_50_SPLIT": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:K2_STAGED_REBOUND_SELL_V1",
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"expected_keys": ["immediate_sell_qty", "rebound_wait_qty", "k2_emergency"],
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},
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"T024_OVERSOLD_REBOUND_EMERGENCY_FULL_EXIT": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:K2_STAGED_REBOUND_SELL_V1",
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"expected_keys": ["immediate_sell_qty", "rebound_wait_qty", "k2_emergency"],
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},
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"T025_PROFIT_PROTECT_TRIM_LIMIT_POLICY": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:LIMIT_PRICE_POLICY_V1",
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"expected_keys": ["sell_limit_price"],
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},
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"T026_WAIT_PILOT_SETUP_NO_POSITION": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:STAGED_ENTRY_TRANCHE_V1",
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"expected_keys": ["tranche_phase", "current_tranche_allowed_pct", "next_tranche_condition"],
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},
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"T027_PA1_EXIT_SIGNAL_BLOCKS_BUY_PERMISSION": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:PREDICTIVE_ALPHA_ENGINE_V1",
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"expected_keys": ["pa1_synthesis_verdict", "buy_permission_state"],
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},
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"T028_PA2_BLOCKED_LATE_ENTRY_FORCES_BLOCK": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:ANTI_LATE_ENTRY_GATE_V2",
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"expected_keys": ["anti_late_entry_grade", "buy_permission_state"],
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},
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"T029_PA3_PORTFOLIO_ALPHA_CONFIDENCE_NEGATIVE_BLOCK": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:CASH_PRESERVATION_SELL_ENGINE_V2",
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"expected_keys": ["buy_permission_state", "portfolio_alpha_confidence"],
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},
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"T030_PA5_CONSISTENCY_VALIDATOR_PASSES": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:CONSISTENCY_VALIDATOR_V2",
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"expected_keys": ["consistency_score_min", "cv_verdict"],
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},
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"T031_WATCHLIST_ONLY_DOWNGRADES_PILOT": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:BUY_PERMISSION_MATRIX_V1",
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"expected_keys": ["buy_permission_state"],
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},
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"T032_DISTRIBUTION_EXIT_STYLE": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:SMART_CASH_RAISE_PLAN_V1",
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"expected_keys": ["execution_style"],
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},
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"T033_PROFIT_LOCK_20_CAP_35": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:SELL_VALUE_PRESERVATION_GATE_V1",
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"expected_keys": ["immediate_sell_qty_max"],
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},
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"T034_SAQG_EXCLUDED_FORCES_BLOCKED": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:SATELLITE_ALPHA_QUALITY_GATE_V1",
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"expected_keys": ["buy_permission_state", "blocked_reason"],
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},
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"T035_FOMC_7D_GATE_ACTIVE": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:MACRO_EVENT_SYNCHRONIZER_V1",
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"expected_keys": ["fomc_position_size_gate", "fomc_size_limit"],
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},
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"T036_PA1_ANTITHESIS_BOOST_APPLIES_UNDER_60": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:PREDICTIVE_ALPHA_ENGINE_V1",
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"expected_keys": ["antithesis_score_original", "antithesis_weight_boost"],
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},
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"T037_WATCH_BREAKOUT_PROMOTE_TO_WATCH": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:WATCH_BREAKOUT_REALTIME_GATE_V1",
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"expected_keys": ["breakout_promotion_recommendation", "breakout_signal"],
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},
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"T038_ANTI_WHIPSAW_REENTRY_MARKS_CANDIDATE": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:ANTI_WHIPSAW_REENTRY_GATE_V1",
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"expected_keys": ["reentry_candidate"],
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},
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"T039_FOMC_8D_GATE_INACTIVE": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:MACRO_EVENT_SYNCHRONIZER_V1",
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"expected_keys": ["fomc_position_size_gate", "fomc_size_limit"],
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"expected_values": {
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"fomc_position_size_gate": "INACTIVE",
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"fomc_size_limit": 1.0,
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},
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},
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"T040_PA1_ANTITHESIS_NO_BOOST_AT_60": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:PREDICTIVE_ALPHA_ENGINE_V1",
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"expected_keys": ["antithesis_weight_boost"],
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"expected_values": {
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"antithesis_weight_boost": 0,
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},
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},
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"T041_PA1_ANTITHESIS_BOOST_AT_59_9": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:PREDICTIVE_ALPHA_ENGINE_V1",
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"expected_keys": ["antithesis_weight_boost"],
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"expected_values": {
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"antithesis_weight_boost": 10,
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},
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},
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"T042_PREDICTION_ACCURACY_ONE_PERCENT_PARSE": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:PREDICTIVE_ALPHA_ENGINE_V1",
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"expected_keys": ["prediction_accuracy_rate", "antithesis_weight_boost"],
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"expected_values": {
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"prediction_accuracy_rate": 100,
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"antithesis_weight_boost": 0,
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},
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},
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"T043_PREDICTION_ACCURACY_POINT_NINE_NINE_PARSE": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:PREDICTIVE_ALPHA_ENGINE_V1",
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"expected_keys": ["prediction_accuracy_rate", "antithesis_weight_boost"],
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"expected_values": {
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"prediction_accuracy_rate": 99,
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"antithesis_weight_boost": 10,
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},
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},
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"T044_MACRO_ELEVATED_AT_40": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:MACRO_EVENT_SYNCHRONIZER_V1",
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"expected_keys": ["macro_risk_score", "macro_risk_regime", "heat_gate_adj"],
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"expected_values": {
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"macro_risk_score": 40,
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"macro_risk_regime": "MACRO_ELEVATED",
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"heat_gate_adj": -1,
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},
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},
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"T045_MACRO_CRITICAL_AT_60": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:MACRO_EVENT_SYNCHRONIZER_V1",
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"expected_keys": ["macro_risk_score", "macro_risk_regime", "heat_gate_adj"],
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"expected_values": {
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"macro_risk_score": 60,
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"macro_risk_regime": "MACRO_CRITICAL",
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"heat_gate_adj": -3,
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},
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},
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"T046_MACRO_USD_KRW_WEAK_AT_1481": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:MACRO_EVENT_SYNCHRONIZER_V1",
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"expected_keys": ["macro_risk_score", "macro_risk_regime", "heat_gate_adj"],
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"expected_values": {
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"macro_risk_score": 15,
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"macro_risk_regime": "MACRO_FAVORABLE",
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"heat_gate_adj": 1,
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},
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},
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"T047_MACRO_VIX_ELEVATED_AT_21": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:MACRO_EVENT_SYNCHRONIZER_V1",
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"expected_keys": ["macro_risk_score", "macro_risk_regime", "heat_gate_adj"],
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"expected_values": {
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"macro_risk_score": 10,
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"macro_risk_regime": "MACRO_FAVORABLE",
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"heat_gate_adj": 1,
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},
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},
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"T048_MACRO_FOREIGN_SELL_HIGH_AT_5": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:MACRO_EVENT_SYNCHRONIZER_V1",
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"expected_keys": ["macro_risk_score", "macro_risk_regime", "heat_gate_adj"],
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"expected_values": {
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"macro_risk_score": 15,
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"macro_risk_regime": "MACRO_FAVORABLE",
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"heat_gate_adj": 1,
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},
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},
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"T049_MACRO_FOREIGN_SELL_MEGA_AT_10": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:MACRO_EVENT_SYNCHRONIZER_V1",
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"expected_keys": ["macro_risk_score", "macro_risk_regime", "heat_gate_adj"],
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"expected_values": {
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"macro_risk_score": 20,
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"macro_risk_regime": "MACRO_NEUTRAL",
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"heat_gate_adj": 0,
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},
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},
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"T050_WATCH_BREAKOUT_PROMOTION_ELIGIBLE": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:WATCH_BREAKOUT_REALTIME_GATE_V1",
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"expected_keys": ["breakout_signal", "promotion_eligible", "promotion_block_reason"],
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"expected_values": {
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"breakout_signal": "WATCH_BREAKOUT_DETECTED",
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"promotion_eligible": True,
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"promotion_block_reason": None,
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},
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},
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"T051_ANTI_WHIPSAW_REENTRY_GRADE_A": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:ANTI_WHIPSAW_REENTRY_GATE_V1",
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"expected_keys": ["reentry_grade", "reentry_signal"],
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"expected_values": {
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"reentry_grade": "A",
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"reentry_signal": "REENTRY_CANDIDATE",
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},
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},
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"T052_CONSISTENCY_WARNING_BOUNDARY": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:CONSISTENCY_VALIDATOR_V2",
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"expected_keys": ["consistency_score", "cv_verdict"],
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"expected_values": {
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"consistency_score": 92,
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"cv_verdict": "WARNING",
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},
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},
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"T053_CONSISTENCY_BLOCK_BOUNDARY": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:CONSISTENCY_VALIDATOR_V2",
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"expected_keys": ["consistency_score", "cv_verdict"],
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"expected_values": {
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"consistency_score": 83,
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"cv_verdict": "BLOCK",
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},
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},
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"T054_MACRO_FOMC_NEAR_AT_5": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:MACRO_EVENT_SYNCHRONIZER_V1",
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"expected_keys": ["macro_risk_score", "macro_risk_regime", "heat_gate_adj"],
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"expected_event_tags": ["FOMC_WEEK"],
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"expected_values": {
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"macro_risk_score": 15,
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"macro_risk_regime": "MACRO_FAVORABLE",
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"heat_gate_adj": 1,
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},
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},
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"T055_MACRO_MEGA_SELL_ALERT_TRIGGER": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:MACRO_EVENT_SYNCHRONIZER_V1",
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"expected_keys": ["mega_sell_alert", "buy_gate_block_until"],
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"expected_event_tags": ["MEGA_SELL_ALERT"],
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"expected_values": {
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"mega_sell_alert": True,
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"buy_gate_block_until": "NON_EMPTY",
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},
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},
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"T056_WATCH_BREAKOUT_BLOCKED_BY_LATE_ENTRY": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:WATCH_BREAKOUT_REALTIME_GATE_V1",
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"expected_keys": ["breakout_signal", "promotion_eligible", "promotion_block_reason"],
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"expected_values": {
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"breakout_signal": "WATCH_BREAKOUT_DETECTED",
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"promotion_eligible": False,
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"promotion_block_reason": "ANTI_LATE_ENTRY_GRADE_F",
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},
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},
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"T057_ANTI_WHIPSAW_REENTRY_GRADE_B": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:ANTI_WHIPSAW_REENTRY_GATE_V1",
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"expected_keys": ["reentry_grade", "reentry_signal"],
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"expected_values": {
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"reentry_grade": "B",
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"reentry_signal": "REENTRY_CANDIDATE",
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},
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},
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"T058_WATCH_BREAKOUT_LOW_VELOCITY_MONITORED": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:WATCH_BREAKOUT_REALTIME_GATE_V1",
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"expected_keys": ["breakout_signal", "promotion_eligible", "promotion_block_reason"],
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"expected_values": {
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"breakout_signal": "WATCH_BREAKOUT_MONITORED",
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"promotion_eligible": False,
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"promotion_block_reason": "LOW_VELOCITY",
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},
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},
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"T059_ANTI_WHIPSAW_REENTRY_GRADE_C": {
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"triggered_rule": "spec/13b_harness_formulas.yaml:ANTI_WHIPSAW_REENTRY_GATE_V1",
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"expected_keys": ["reentry_grade", "reentry_signal"],
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"expected_values": {
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"reentry_grade": "C",
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"reentry_signal": "REENTRY_CANDIDATE",
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},
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},
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}
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def _ensure_utf8_stdio() -> None:
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if sys.stdout.encoding and sys.stdout.encoding.lower() not in ("utf-8", "utf8"):
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sys.stdout = open(sys.stdout.fileno(), mode="w", encoding="utf-8", buffering=1)
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if sys.stderr.encoding and sys.stderr.encoding.lower() not in ("utf-8", "utf8"):
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sys.stderr = open(sys.stderr.fileno(), mode="w", encoding="utf-8", buffering=1)
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def _load_tests() -> list[dict[str, Any]]:
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payload = yaml.safe_load(TESTS_PATH.read_text(encoding="utf-8"))
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tests = payload.get("tests") if isinstance(payload, dict) else []
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return tests if isinstance(tests, list) else []
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def main() -> int:
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_ensure_utf8_stdio()
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tests = _load_tests()
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test_map = {
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str(item.get("id")): item
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for item in tests
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if isinstance(item, dict) and item.get("id")
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}
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errors: list[str] = []
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for case_id, meta in REQUIRED_CASES.items():
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item = test_map.get(case_id)
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if item is None:
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errors.append(f"missing_case:{case_id}")
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continue
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expected = item.get("expected") or {}
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if expected.get("triggered_rule") != meta["triggered_rule"]:
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errors.append(f"{case_id}:triggered_rule={expected.get('triggered_rule')}")
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for key in meta["expected_keys"]:
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if key not in expected:
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errors.append(f"{case_id}:missing_expected_key:{key}")
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for key, value in (meta.get("expected_values") or {}).items():
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if expected.get(key) != value:
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errors.append(f"{case_id}:{key}={expected.get(key)}")
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expected_event_matrix = expected.get("event_matrix") or []
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for tag in meta.get("expected_event_tags") or []:
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event_matrix = expected_event_matrix
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if not isinstance(event_matrix, list) or not any(
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isinstance(row, dict) and row.get("event") == tag for row in event_matrix
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):
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errors.append(f"{case_id}:missing_event_tag:{tag}")
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if errors:
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for error in errors:
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print(error)
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print("STRATEGY_TESTS_CONTRACT_FAIL")
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return 1
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print("STRATEGY_TESTS_CONTRACT_OK")
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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