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>
270 lines
10 KiB
Python
270 lines
10 KiB
Python
import os
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import re
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import sys
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import hashlib
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import requests
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from datetime import datetime
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from pathlib import Path
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from bs4 import BeautifulSoup
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import openpyxl
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# Reconfigure stdout for UTF-8 to prevent CP949 encoding crashes on Windows
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sys.stdout.reconfigure(encoding='utf-8')
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ROOT = Path(__file__).resolve().parent.parent
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XLSX_PATH = ROOT / "GatherTradingData.xlsx"
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headers = {
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'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/124.0.0.0 Safari/537.36'
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}
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url = "https://tradingeconomics.com/calendar"
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TYPE_MAP = [
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{ 'keys': ['FOMC','연준','Federal Open Market','Fed Rate'], 'type': 'FOMC' },
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{ 'keys': ['CPI','소비자물가','Consumer Price','Inflation'], 'type': None },
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{ 'keys': ['PPI','생산자물가','Producer Price'], 'type': 'US_PPI' },
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{ 'keys': ['PCE','개인소비지출','Personal Consumption'], 'type': 'US_PCE' },
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{ 'keys': ['NFP','비농업','Nonfarm','Payroll'], 'type': 'US_NFP' },
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{ 'keys': ['실적','잠정실적','Earnings','EPS','Revenue'], 'type': 'EARNINGS' },
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{ 'keys': ['옵션만기','선물만기','만기일','Expiry','Triple Witching'], 'type': 'EXPIRY' },
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{ 'keys': ['한국은행','금통위','BOK','Bank of Korea'], 'type': 'BOK' },
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{ 'keys': ['환율','FX','Dollar','달러'], 'type': 'FX' },
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{ 'keys': ['국채','채권','Bond','Treasury','KTB'], 'type': 'BOND' },
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{ 'keys': ['BOJ','일본은행','Bank of Japan','BOJ Rate','BOJ Interest'], 'type': 'BOJ' },
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]
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def guessEventType(eventName, region):
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upper = eventName.upper()
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reg = region.upper().strip()
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for rule in TYPE_MAP:
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if any(k.upper() in upper for k in rule['keys']):
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if rule['type'] is None:
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if reg == 'KR' or '한국' in upper or 'KR' in upper:
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return 'KR_CPI'
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if reg == 'US' or '미국' in upper or 'US' in upper:
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return 'US_CPI'
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return 'CUSTOM'
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us_only_types = ['US_PPI', 'US_PCE', 'US_NFP', 'FOMC']
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if rule['type'] in us_only_types and reg != 'US' and reg != '':
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return 'CUSTOM'
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if rule['type'] == 'BOJ' and reg != 'JP' and reg != '':
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return 'CUSTOM'
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return rule['type']
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return 'CUSTOM'
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def guessImpact(type_str, eventName):
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high_types = ['FOMC','US_CPI','US_NFP','BOK','KR_CPI','BOJ']
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med_types = ['US_PPI','US_PCE','EARNINGS','EXPIRY']
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if type_str in high_types:
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return 'HIGH'
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if type_str in med_types:
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return 'MEDIUM'
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return 'LOW'
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def build_key(date_str, event_name, type_str):
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raw = f"{date_str}|{type_str.upper()}|{event_name.strip()}"
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return hashlib.md5(raw.encode('utf-8')).hexdigest()
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def main() -> int:
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print(f"Loading Excel workbook from {XLSX_PATH}...")
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if not XLSX_PATH.exists():
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print(f"Error: {XLSX_PATH} does not exist!")
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return 1
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wb = openpyxl.load_workbook(XLSX_PATH)
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sheet_name = "event_calendar"
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# Auto-create sheet if missing
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if sheet_name not in wb.sheetnames:
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print(f"Sheet '{sheet_name}' not found. Creating a new one...")
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ws = wb.create_sheet(sheet_name)
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default_headers = ['Date', 'Event', 'Type', 'Impact', 'Alert', 'DaysLeft', 'AlertStatus', 'LastCheckedAt', 'Source', 'SourceUrl', 'Key']
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ws.append(default_headers)
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else:
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ws = wb[sheet_name]
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# Ensure all required headers exist in the sheet. Append them automatically if missing.
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headers_list = [cell.value for cell in ws[1]]
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header_map = {name: idx + 1 for idx, name in enumerate(headers_list) if name}
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all_required_headers = ['Date', 'Event', 'Type', 'Impact', 'Alert', 'DaysLeft', 'AlertStatus', 'LastCheckedAt', 'Source', 'SourceUrl', 'Key']
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ws_updated = False
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for req in all_required_headers:
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if req not in header_map:
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new_col_idx = len(headers_list) + 1
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ws.cell(row=1, column=new_col_idx, value=req)
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headers_list.append(req)
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header_map[req] = new_col_idx
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print(f"Automatically added missing header column '{req}' at column index {new_col_idx}")
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ws_updated = True
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if ws_updated:
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wb.save(XLSX_PATH)
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print("Excel workbook headers updated and saved.")
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# Index existing keys to avoid duplicates
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key_col = header_map['Key']
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row_by_key = {}
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for r_idx in range(2, ws.max_row + 1):
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k = ws.cell(row=r_idx, column=key_col).value
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if k:
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row_by_key[k] = r_idx
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# Calculate date range (60 days ahead)
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today = datetime.now().date()
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today_str = today.strftime("%Y-%m-%d")
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# Calculate 60 days ahead date
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from datetime import timedelta
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end_date = today + timedelta(days=60)
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end_date_str = end_date.strftime("%Y-%m-%d")
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print(f"Requesting Trading Economics calendar for range: {today_str} to {end_date_str}...")
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headers_req = headers.copy()
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headers_req['Cookie'] = f"cal-custom-range={today_str}|{end_date_str}"
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try:
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resp = requests.get(url, headers=headers_req, timeout=12)
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if resp.status_code != 200:
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print(f"Error: Fetch failed with HTTP status {resp.status_code}")
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return 1
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soup = BeautifulSoup(resp.text, 'html.parser')
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t = soup.find('table', id='calendar')
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if not t:
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print("Error: Could not find calendar table in HTML response.")
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return 1
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rows = t.find_all('tr')
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print(f"Found {len(rows)} raw HTML rows. Starting parser...")
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upsert_count = 0
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insert_count = 0
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now_str = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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for r in rows:
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if not r.get('data-event'):
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continue
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tds = r.find_all('td')
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if len(tds) < 9:
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continue
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# Date from td[0] class
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td0 = tds[0]
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date_classes = td0.get('class', [])
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date_str = ""
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for c in date_classes:
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if re.match(r'^\d{4}-\d{2}-\d{2}$', c):
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date_str = c
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break
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if not date_str:
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continue
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# Impact (parse stars from td0 html snippet)
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td0_html = str(td0)
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impact = 'LOW'
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if 'calendar-date-3' in td0_html:
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impact = 'HIGH'
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elif 'calendar-date-2' in td0_html:
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impact = 'MEDIUM'
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# Country ISO code from td[3]
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country_iso = tds[3].get_text(strip=True).upper()
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# Event name from a.calendar-event inside td[4]
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a_ev = tds[4].find('a', class_='calendar-event')
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if not a_ev:
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continue
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eventName = a_ev.get_text(strip=True)
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# Skip noise countries (US, KR, JP only)
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if country_iso not in ['US', 'KR', 'JP']:
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continue
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type_str = guessEventType(eventName, country_iso)
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final_impact = guessImpact(type_str, eventName)
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if final_impact == 'LOW' and impact != 'LOW':
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final_impact = impact
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# Skip LOW impact CUSTOM (Except for South Korea)
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if type_str == 'CUSTOM' and final_impact == 'LOW' and country_iso != 'KR':
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continue
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# Actual, Previous, Consensus
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def clean_text(td_el):
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val = re.sub(r'<[^>]+>', ' ', str(td_el))
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val = re.sub(r'\s+', ' ', val).strip()
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return val
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actual = clean_text(tds[5])
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previous = clean_text(tds[6])
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consensus = clean_text(tds[7])
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alert_text_list = []
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if actual and actual != '-':
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alert_text_list.append(f"Act: {actual}")
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if consensus and consensus != '-':
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alert_text_list.append(f"Est: {consensus}")
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if previous and previous != '-':
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alert_text_list.append(f"Prev: {previous}")
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alert_str = " ".join(alert_text_list)
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# Calculate DaysLeft
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try:
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ev_date = datetime.strptime(date_str, "%Y-%m-%d").date()
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days_left = (ev_date - today).days
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except Exception:
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days_left = ""
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key = build_key(date_str, eventName, type_str)
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# Prepare row cells mapping
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row_data = {
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'Date': date_str,
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'Event': eventName,
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'Type': type_str,
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'Impact': final_impact,
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'Alert': alert_str,
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'DaysLeft': days_left,
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'LastCheckedAt': now_str,
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'Source': 'Trading Economics',
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'SourceUrl': 'https://tradingeconomics.com/calendar',
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'Key': key
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}
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if key in row_by_key:
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# Update existing row
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r_num = row_by_key[key]
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for col_name, val in row_data.items():
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col_idx = header_map[col_name]
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ws.cell(row=r_num, column=col_idx, value=val)
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upsert_count += 1
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else:
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# Append new row
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max_col = max(header_map.values())
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new_row = ["" for _ in range(max_col)]
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for col_name, val in row_data.items():
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col_idx = header_map[col_name]
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new_row[col_idx - 1] = val
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ws.append(new_row)
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row_by_key[key] = ws.max_row # keep index updated
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insert_count += 1
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print(f"Parser complete. Added {insert_count} new events, Updated {upsert_count} existing events.")
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# Save Excel file
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print(f"Saving workbook back to {XLSX_PATH}...")
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wb.save(XLSX_PATH)
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print("Excel workbook successfully updated!")
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return 0
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except Exception as e:
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print("Failed to run refresh script:", e)
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return 1
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if __name__ == "__main__":
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raise SystemExit(main())
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