kjh2064
af1236202d
- F14: late_chase_risk_score 검증 * GAS가 유일한 생산처 (Python canonical 없음) * migration_action: KEEP_IN_GAS로 정정, status: DONE - F02/F03/F04/F06: priceBasis 로직 포팅 * formulas/price_basis_v1.py: select_price_basis_tier2/tier1 구현 * tests/parity/test_price_basis_parity_v1.py: 8 parity 테스트 (모두 PASS) * GAS Number.isFinite() 의미론 정확히 재현 (math.isfinite 사용) * 모든 테스트 112/112 PASS 남은 작업 (4개): - F05: decision_logic (action assignment) - F07: score_logic (threshold addition) - F10: routing decision - F15: late_chase_gate Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
4832 lines
232 KiB
JavaScript
4832 lines
232 KiB
JavaScript
// =========================================================================
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// GENERATED BUNDLE - DO NOT EDIT THIS FILE MANUALLY
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// Generated At: 2026-06-22 02:21:03 KST
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// Source Files: src/gas_adapter_parts/gdc_01_fetch_fundamentals.gs, src/gas_adapter_parts/gdc_02_account_satellite.gs
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// Source Hash: 9018659b3190a98307df69862d2bbdf877a195bf3d1494a2161cc1869533e82a
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// =========================================================================
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// --- Source: src/gas_adapter_parts/gdc_01_fetch_fundamentals.gs ---
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// gas_data_collect.gs - Data collection & assembly layer
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// Fetch infrastructure, data fetchers, buildTickerRow_, runDataFeed
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// GAS global scope: functions in gas_data_feed.gs / gas_lib.gs callable directly
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function beginFetchSession_(label = "manual") {
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const props = PropertiesService.getScriptProperties();
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try {
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const keys = props.getKeys();
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let budgetCleared = 0;
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||
let circuitExpired = 0;
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const now = Date.now();
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for (const k of keys) {
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if (k.startsWith("fetch_budget_")) {
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props.deleteProperty(k);
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||
budgetCleared++;
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||
} else if (k.startsWith("fetch_circuit_")) {
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||
// 만료된 circuit breaker 자동 정리: until < now인 경우 제거.
|
||
// isFetchCircuitOpen_()도 자가 치유하지만, 세션 시작 시 선제 정리로
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||
// 불필요한 PropertiesService read를 줄이고 상태를 명시적으로 초기화.
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try {
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||
const raw = props.getProperty(k);
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||
if (raw) {
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||
const data = JSON.parse(raw);
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if (!data?.until || now >= Number(data.until)) {
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props.deleteProperty(k);
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const failKey = k.replace("fetch_circuit_", "fetch_fail_");
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props.deleteProperty(failKey);
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circuitExpired++;
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}
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}
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} catch (_) {
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props.deleteProperty(k);
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circuitExpired++;
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}
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}
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}
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if (budgetCleared > 0 || circuitExpired > 0) {
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Logger.log("[beginFetchSession_] budget_cleared=" + budgetCleared + " circuit_expired=" + circuitExpired);
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}
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} catch (e) {
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Logger.log("[beginFetchSession_] Error clearing old properties: " + e.message);
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}
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props.setProperty("fetch_session_id", Utilities.getUuid());
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props.setProperty("fetch_session_label", String(label ?? "manual"));
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props.setProperty("fetch_session_started_at", new Date().toISOString());
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props.setProperty("fetch_session_updated_at", new Date().toISOString());
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}
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function setFetchSessionLabel_(label = "manual") {
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const props = PropertiesService.getScriptProperties();
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let sid = props.getProperty("fetch_session_id");
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if (!sid) {
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beginFetchSession_(label);
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return;
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}
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props.setProperty("fetch_session_label", String(label ?? "manual"));
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props.setProperty("fetch_session_updated_at", new Date().toISOString());
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}
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function clearFetchCache() {
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const props = PropertiesService.getScriptProperties();
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const keys = props.getKeys();
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for (const k of keys) {
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if (k.startsWith("fetch_fail_") || k.startsWith("fetch_circuit_") || k.startsWith("fetch_budget_") || k.startsWith("cs_")) {
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props.deleteProperty(k);
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}
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}
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// Note: CacheService doesn't have a flushAll, but since we rely heavily on PropertiesService for circuit breakers,
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// clearing the circuits will force a fresh fetch attempt and overwrite the cache.
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Logger.log("Fetch cache and circuit breakers cleared.");
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}
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// 일부 배포본에서 gas_lib.gs 로딩이 누락돼도 runDataFeed 초기화를 살리기 위한 안전 경로.
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// gas_lib.gs의 동일 함수가 존재하면 그 구현을 우선 사용한다.
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const _gasCompatRoot_ = (typeof globalThis !== "undefined") ? globalThis : this;
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function _installCompat_(name, fn) {
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if (typeof _gasCompatRoot_[name] !== "function") {
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_gasCompatRoot_[name] = fn;
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||
_gasCompatRoot_._gasCompatFallbackUsed_ = true;
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||
}
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||
}
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||
const _gasCompatFallbacks_ = {
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||
getSpreadsheet_: function() {
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||
let _ssCacheDataCollect_ = _gasCompatRoot_._ssCacheDataCollect_ || null;
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||
if (_ssCacheDataCollect_) return _ssCacheDataCollect_;
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||
try {
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||
if (typeof SPREADSHEET_ID !== "undefined" && SPREADSHEET_ID) {
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||
_ssCacheDataCollect_ = SpreadsheetApp.openById(SPREADSHEET_ID);
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||
_gasCompatRoot_._ssCacheDataCollect_ = _ssCacheDataCollect_;
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||
return _ssCacheDataCollect_;
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}
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||
} catch (e) {
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Logger.log(`getSpreadsheet_ fallback openById failed: ${e.message}`);
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||
}
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_ssCacheDataCollect_ = SpreadsheetApp.getActiveSpreadsheet();
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_gasCompatRoot_._ssCacheDataCollect_ = _ssCacheDataCollect_;
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return _ssCacheDataCollect_;
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},
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||
readSettingsTab_: function() {
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||
const result = {};
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||
try {
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||
const ss = getSpreadsheet_();
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||
const sheet = ss.getSheetByName("settings");
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||
if (!sheet) {
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Logger.log("readSettingsTab_: settings 탭 없음");
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return result;
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}
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const data = sheet.getDataRange().getValues();
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const SKIP_KEYS = new Set(["key", "updated", "date", "항목", "파라미터"]);
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for (let i = 0; i < data.length; i++) {
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const rawKey = String(data[i][0] ?? "").trim();
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if (!rawKey || SKIP_KEYS.has(rawKey.toLowerCase())) continue;
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const val = data[i][1];
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if (val !== "" && val != null) result[rawKey] = val;
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}
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} catch (e) {
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Logger.log(`readSettingsTab_ fallback error: ${e.message}`);
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||
}
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||
return result;
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},
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readPerformanceSheet_: function() {
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const DEFAULT = {
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bayesian_multiplier: 0.5,
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bayesian_label: "medium_confidence",
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trades_used: 0,
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win_rate_30: null,
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net_expectancy_30: null,
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consecutive_losses: 0,
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bayesian_data_source: "default",
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||
};
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try {
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const ss = getSpreadsheet_();
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const sheet = ss.getSheetByName("performance");
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if (!sheet) return DEFAULT;
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const data = sheet.getDataRange().getValues();
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if (data.length < 3) return DEFAULT;
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const hdr = data[1].map(h => String(h).trim());
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const pnlIdx = hdr.indexOf("pnl_pct");
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||
const exitIdx = hdr.indexOf("exit_date");
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const exitDateIdx = hdr.indexOf("exit_date");
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if (pnlIdx < 0 || exitIdx < 0) return DEFAULT;
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const closed = [];
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for (let i = 2; i < data.length; i++) {
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const exitVal = data[i][exitIdx];
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if (!exitVal || String(exitVal).trim() === "") continue;
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const pnl = parseFloat(data[i][pnlIdx]);
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if (!Number.isFinite(pnl)) continue;
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const exitRaw = exitDateIdx >= 0 ? data[i][exitDateIdx] : exitVal;
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const exitMs = exitRaw instanceof Date && !isNaN(exitRaw.getTime())
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? exitRaw.getTime()
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: new Date(exitRaw).getTime();
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closed.push({ pnl, exitMs: Number.isFinite(exitMs) ? exitMs : 0 });
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}
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if (closed.length === 0) return DEFAULT;
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closed.sort((a, b) => b.exitMs - a.exitMs);
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const recent = closed.slice(0, 30).map(r => r.pnl);
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const n = recent.length;
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if (n < 5) return DEFAULT;
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const wins = recent.filter(x => x > 0).length;
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const losses = recent.filter(x => x < 0).length;
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const sum = recent.reduce((a, b) => a + b, 0);
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const winRate = (wins / n) * 100;
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const avg = sum / n;
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const label = avg >= 2 ? "high_confidence" : avg >= 0 ? "medium_confidence" : "low_confidence";
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return {
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bayesian_multiplier: label === "high_confidence" ? 1.0 : label === "medium_confidence" ? 0.5 : 0.25,
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bayesian_label: label,
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trades_used: n,
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win_rate_30: winRate,
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net_expectancy_30: avg,
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consecutive_losses: losses,
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bayesian_data_source: "actual",
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};
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} catch (e) {
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Logger.log(`readPerformanceSheet_ fallback error: ${e.message}`);
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return DEFAULT;
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}
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},
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calcKrxBizDaysDiff_: function(dateStr) {
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if (!dateStr) return 999;
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const norm = String(dateStr).replace(/\./g, "-");
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if (!/^\d{4}-\d{2}-\d{2}$/.test(norm)) return 999;
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const now = new Date();
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const kstMs = now.getTime() + 9 * 3600 * 1000;
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const kstNow = new Date(kstMs);
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const todayStr = kstNow.toISOString().slice(0, 10);
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let d = new Date(norm + "T00:00:00Z");
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const end = new Date(todayStr + "T00:00:00Z");
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if (d > end) return -1;
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if (d.toISOString().slice(0, 10) === todayStr) return 0;
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let count = 0;
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const cur = new Date(d);
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while (cur < end) {
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cur.setDate(cur.getDate() + 1);
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const dow = cur.getDay();
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if (dow !== 0 && dow !== 6) count++;
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}
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return count;
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},
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isStalePriceDate_: function(dateStr, bizDaysThreshold = 1) {
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const diff = calcKrxBizDaysDiff_(dateStr);
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return diff > bizDaysThreshold;
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},
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calcValSurgeStatus: function(valSurge) {
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if (!Number.isFinite(valSurge)) return "DATA_MISSING";
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if (valSurge < THRESHOLDS.VAL_SURGE_WATCH) return "OK";
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||
if (valSurge < THRESHOLDS.VAL_SURGE_HOT) return "WATCH";
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if (valSurge < THRESHOLDS.VAL_SURGE_EXHAUSTED) return "HOT";
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return "EXHAUSTED";
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},
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calcLiquidityStatus: function(avgTradingValue5D) {
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||
if (!Number.isFinite(avgTradingValue5D)) return "DATA_MISSING";
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||
if (avgTradingValue5D >= THRESHOLDS.LIQUIDITY_PREFERRED_M) return "PREFERRED";
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if (avgTradingValue5D >= THRESHOLDS.LIQUIDITY_OK_M) return "OK";
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return "LOW";
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},
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calcSpreadStatus: function(spreadPct) {
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||
if (!Number.isFinite(spreadPct)) return "QUOTE_NO_MATCH";
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if (spreadPct <= THRESHOLDS.SPREAD_OK_PCT) return "OK";
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if (spreadPct <= THRESHOLDS.SPREAD_WARN_PCT) return "WATCH";
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return "BLOCK";
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}
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};
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for (const [name, fn] of Object.entries(_gasCompatFallbacks_)) {
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_installCompat_(name, fn);
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}
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function getFetchSessionId_() {
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const props = PropertiesService.getScriptProperties();
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let sid = props.getProperty("fetch_session_id");
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if (!sid) {
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sid = Utilities.getUuid();
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props.setProperty("fetch_session_id", sid);
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props.setProperty("fetch_session_label", "auto");
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props.setProperty("fetch_session_started_at", new Date().toISOString());
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props.setProperty("fetch_session_updated_at", new Date().toISOString());
|
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}
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return sid;
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}
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||
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function cacheJsonGet_(key) {
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const raw = CacheService.getScriptCache().get(key);
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if (!raw) return null;
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try {
|
||
return JSON.parse(raw);
|
||
} catch (_) {
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return null;
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||
}
|
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}
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function cacheJsonSet_(key, value, ttlSeconds) {
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try {
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CacheService.getScriptCache().put(key, JSON.stringify(value), ttlSeconds);
|
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} catch (_) {}
|
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}
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function fetchBudgetKey_(source, bucket) {
|
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const safeBucket = String(bucket ?? "global").replace(/[^A-Za-z0-9_.%-]/g, "_");
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return `fetch_budget_${getFetchSessionId_()}_${source}_${safeBucket}`;
|
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}
|
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function fetchFailureKey_(source) {
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||
return `fetch_fail_${source}`;
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}
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|
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function fetchCircuitKey_(source) {
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return `fetch_circuit_${source}`;
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||
}
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function isFetchCircuitOpen_(source) {
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||
const props = PropertiesService.getScriptProperties();
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const raw = props.getProperty(fetchCircuitKey_(source));
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if (!raw) return false;
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try {
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const data = JSON.parse(raw);
|
||
if (!data?.until) {
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||
props.deleteProperty(fetchCircuitKey_(source));
|
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return false;
|
||
}
|
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if (Date.now() >= Number(data.until)) {
|
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props.deleteProperty(fetchCircuitKey_(source));
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props.deleteProperty(fetchFailureKey_(source));
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return false;
|
||
}
|
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return true;
|
||
} catch (_) {
|
||
props.deleteProperty(fetchCircuitKey_(source));
|
||
return false;
|
||
}
|
||
}
|
||
|
||
function consumeFetchBudget_(source, bucket) {
|
||
const props = PropertiesService.getScriptProperties();
|
||
const budget = FETCH_GOVERNANCE.budget[source] ?? 1;
|
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const key = fetchBudgetKey_(source, bucket);
|
||
const used = Number(props.getProperty(key) ?? "0") + 1;
|
||
props.setProperty(key, String(used));
|
||
return used <= budget;
|
||
}
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||
|
||
function recordFetchSuccess_(source) {
|
||
const props = PropertiesService.getScriptProperties();
|
||
props.deleteProperty(fetchFailureKey_(source));
|
||
props.deleteProperty(fetchCircuitKey_(source));
|
||
}
|
||
|
||
function recordFetchFailure_(source) {
|
||
const props = PropertiesService.getScriptProperties();
|
||
const key = fetchFailureKey_(source);
|
||
const failures = Number(props.getProperty(key) ?? "0") + 1;
|
||
props.setProperty(key, String(failures));
|
||
if (failures >= FETCH_GOVERNANCE.failureLimit) {
|
||
props.setProperty(fetchCircuitKey_(source), JSON.stringify({
|
||
until: Date.now() + FETCH_GOVERNANCE.coolDownMs,
|
||
failures,
|
||
}));
|
||
}
|
||
}
|
||
|
||
const CACHE_VERSION = "v3_";
|
||
|
||
function getCachedFetchResult_(cacheKey) {
|
||
return cacheJsonGet_(CACHE_VERSION + cacheKey);
|
||
}
|
||
|
||
function setCachedFetchResult_(cacheKey, result, ok, ttlOkKey) {
|
||
const ttl = ok ? (FETCH_GOVERNANCE.ttl[ttlOkKey] ?? FETCH_GOVERNANCE.ttl.naver_quote_ok) : FETCH_GOVERNANCE.ttl.failure;
|
||
cacheJsonSet_(CACHE_VERSION + cacheKey, result, ttl);
|
||
}
|
||
|
||
function annotateFetchValue_(result, source, bucket) {
|
||
const annotated = { ...(result || {}) };
|
||
const now = new Date();
|
||
const fetchedAt = annotated.fetched_at ? new Date(annotated.fetched_at) : now;
|
||
annotated.fetched_at = Utilities.formatDate(fetchedAt, "Asia/Seoul", "yyyy-MM-dd'T'HH:mm:ss");
|
||
const ageMinutes = Math.max(0, Math.round((now.getTime() - fetchedAt.getTime()) / 60000));
|
||
annotated.value_age_minutes = ageMinutes;
|
||
|
||
let dataStatus = "UNKNOWN";
|
||
let stale = false;
|
||
const dateCandidate = annotated.priceDate || annotated.date || annotated.updated_at || null;
|
||
if (typeof dateCandidate === "string" && /^\d{4}-\d{2}-\d{2}$/.test(dateCandidate)) {
|
||
stale = isStalePriceDate_(dateCandidate);
|
||
dataStatus = stale ? "STALE" : "FRESH";
|
||
annotated.value_date = dateCandidate;
|
||
}
|
||
if (annotated.rows && Array.isArray(annotated.rows) && annotated.rows.length > 0) {
|
||
const firstRow = annotated.rows[0] || {};
|
||
const rowDate = firstRow.date || firstRow.Date || firstRow.priceDate || firstRow.updated_at;
|
||
if (typeof rowDate === "string" && /^\d{4}[-.]\d{2}[-.]\d{2}$/.test(rowDate)) {
|
||
const normalized = rowDate.replace(/\./g, "-");
|
||
stale = stale || isStalePriceDate_(normalized);
|
||
dataStatus = stale ? "STALE" : dataStatus === "UNKNOWN" ? "FRESH" : dataStatus;
|
||
annotated.value_date = annotated.value_date || normalized;
|
||
}
|
||
}
|
||
if (dataStatus === "UNKNOWN") {
|
||
dataStatus = ageMinutes <= 180 ? "FRESH" : "STALE";
|
||
}
|
||
annotated.data_value_status = dataStatus;
|
||
annotated.scrape_block_risk = source.startsWith("naver_") || source.startsWith("yahoo_")
|
||
? (dataStatus === "STALE" ? "HIGH" : ageMinutes > 720 ? "MEDIUM" : "LOW")
|
||
: "LOW";
|
||
annotated.used_for = dataStatus === "STALE" ? "REFERENCE_ONLY" : "EXECUTION";
|
||
annotated.data_value_reason = dataStatus === "STALE"
|
||
? `stale_or_old:${source}/${bucket}`
|
||
: `fresh:${source}/${bucket}`;
|
||
return annotated;
|
||
}
|
||
|
||
// ── Fetch 공통 래퍼 (P2-C) ─────────────────────────────────────────────────
|
||
// cache 확인 → stale 재수집 판단 → circuit 확인 → budget 소비 → fetchFn 실행 → 결과 캐싱.
|
||
// source: FETCH_GOVERNANCE 의 source 키 (예: "naver_flow")
|
||
// bucket: consumeFetchBudget_ 의 bucket 파라미터 (종목코드 또는 심볼)
|
||
// emptyFallback: circuit/budget 차단 시 반환할 기본값 객체 ({ ok:false, ... })
|
||
// fetchFn: () → 결과 객체. try/catch 불필요 (래퍼가 처리). ok 필드로 성공/실패 판단.
|
||
function withFetchCache_(cacheKey, source, bucket, emptyFallback, fetchFn) {
|
||
const cached = getCachedFetchResult_(cacheKey);
|
||
if (cached) {
|
||
const annotated = annotateFetchValue_(cached, source, bucket);
|
||
// Stale-revalidate: 캐시 데이터가 영업일 기준 오래됐으면 캐시 무효화 후 즉시 re-fetch.
|
||
// 주가·수급 데이터는 D-1(STALE)이면 당일 데이터로 교체해야 의사결정에 사용 가능.
|
||
// 호가(quote)는 30분 TTL이 짧아서 자연 만료되므로 stale revalidate 불필요.
|
||
if (annotated.data_value_status === "STALE"
|
||
&& source !== "naver_quote"
|
||
&& source !== "yahoo_quote") {
|
||
try { CacheService.getScriptCache().remove(CACHE_VERSION + cacheKey); } catch (_) {}
|
||
Logger.log("[STALE_REVALIDATE] " + source + "/" + bucket + " — 캐시 무효화 후 re-fetch");
|
||
// fall through to re-fetch below
|
||
} else {
|
||
return annotated;
|
||
}
|
||
}
|
||
if (isFetchCircuitOpen_(source)) {
|
||
return annotateFetchValue_({ ...emptyFallback, ok: false, error: "SOURCE_CIRCUIT_OPEN", source }, source, bucket);
|
||
}
|
||
if (!consumeFetchBudget_(source, bucket)) {
|
||
return annotateFetchValue_({ ...emptyFallback, ok: false, error: "SOURCE_BUDGET_EXCEEDED", source }, source, bucket);
|
||
}
|
||
let result;
|
||
try {
|
||
result = fetchFn();
|
||
} catch (e) {
|
||
result = { ...emptyFallback, ok: false, error: e.message, source };
|
||
}
|
||
result = annotateFetchValue_(result, source, bucket);
|
||
if (result.ok) {
|
||
recordFetchSuccess_(source);
|
||
setCachedFetchResult_(cacheKey, result, true, `${source}_ok`);
|
||
} else {
|
||
recordFetchFailure_(source);
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
}
|
||
return result;
|
||
}
|
||
|
||
// ── Naver frgn.naver 파서 ─────────────────────────────────────────────────
|
||
function fetchNaverFlow(code) {
|
||
const ticker = normalizeTickerCode(code);
|
||
const cacheKey = `naver_flow_${ticker}`;
|
||
return withFetchCache_(cacheKey, "naver_flow", ticker, { ok: false, rows: [], isFlowStale: false }, () => {
|
||
const resp = UrlFetchApp.fetch(`https://finance.naver.com/item/frgn.naver?code=${code}&page=1`, {
|
||
headers: { "Accept-Language": "ko-KR,ko;q=0.9" },
|
||
muteHttpExceptions: true
|
||
});
|
||
const html = resp.getContentText("EUC-KR");
|
||
const rows = [];
|
||
const trPattern = /<tr[^>]*>([\s\S]*?)<\/tr>/g;
|
||
let trMatch;
|
||
while ((trMatch = trPattern.exec(html)) !== null) {
|
||
const tds = [];
|
||
const tdPattern = /<td[^>]*>([\s\S]*?)<\/td>/g;
|
||
let td;
|
||
while ((td = tdPattern.exec(trMatch[1])) !== null) {
|
||
tds.push(td[1].replace(/<[^>]+>/g, "").replace(/ /g, "").trim());
|
||
}
|
||
if (tds.length < 7 || !/^\d{4}\.\d{2}\.\d{2}$/.test(tds[0])) continue;
|
||
const n = s => { const v = s.replace(/,/g,"").replace(/[+]/g,"").trim(); return isNaN(+v)||!v ? 0 : +v; };
|
||
const inst = n(tds[5]), frgn = n(tds[6]);
|
||
rows.push({ date: tds[0], inst, frgn, indiv: -(frgn + inst) });
|
||
if (rows.length >= 20) break;
|
||
}
|
||
const isFlowStale = rows.length > 0 && isStalePriceDate_(rows[0].date.replace(/\./g, "-"));
|
||
return { ok: rows.length >= 5, rows, source: "naver_flow", isFlowStale };
|
||
});
|
||
}
|
||
|
||
// ── Yahoo Finance 가격 조회 ───────────────────────────────────────────────
|
||
function fetchYahooPrice(code) {
|
||
// 한국 종목/ETF 코드: 6자리 알파뉴메릭 → .KS suffix. ^ 기호로 시작하는 글로벌 지수는 제외.
|
||
const sym0 = /^[A-Z0-9]{6}$/i.test(code) && !code.startsWith("^") ? `${code}.KS` : code;
|
||
const sym = sym0.replace(/\^/g, "%5E");
|
||
const cacheKey = `yahoo_price_${sym}`;
|
||
return withFetchCache_(cacheKey, "yahoo_price", sym0, { ok: false }, () => {
|
||
const resp = UrlFetchApp.fetch(`https://query2.finance.yahoo.com/v8/finance/chart/${sym}?interval=1d&range=3mo`, {
|
||
muteHttpExceptions: true,
|
||
headers: { "User-Agent": "Mozilla/5.0 (compatible; GAS/1.0)" }
|
||
});
|
||
if (resp.getResponseCode() !== 200) return { ok: false, error: `HTTP ${resp.getResponseCode()}`, source: "yahoo_price" };
|
||
const closes = JSON.parse(resp.getContentText())
|
||
?.chart?.result?.[0]?.indicators?.quote?.[0]?.close?.filter(c => c != null) ?? [];
|
||
if (closes.length < 5) return { ok: false, source: "yahoo_price" };
|
||
const last = closes[closes.length-1];
|
||
const d5 = closes[Math.max(0, closes.length-6)];
|
||
const d10 = closes[Math.max(0, closes.length-11)];
|
||
const d20 = closes[Math.max(0, closes.length-21)];
|
||
return { ok: true, close: last,
|
||
ret5D: ((last/d5 -1)*100).toFixed(2),
|
||
ret10D: ((last/d10-1)*100).toFixed(2),
|
||
ret20D: ((last/d20-1)*100).toFixed(2),
|
||
source: "yahoo_price" };
|
||
});
|
||
}
|
||
|
||
function fetchYahooMarketMetrics(code) {
|
||
const sym = normalizeYahooSymbol(code);
|
||
const cacheKey = `yahoo_quote_${sym}`;
|
||
const cached = getCachedFetchResult_(cacheKey);
|
||
if (cached) return cached;
|
||
if (isFetchCircuitOpen_("yahoo_quote")) return { ok: false, error: "SOURCE_CIRCUIT_OPEN", source: "yahoo_quote", quoteStatus: "QUOTE_CIRCUIT_OPEN" };
|
||
if (!consumeFetchBudget_("yahoo_quote", sym)) return { ok: false, error: "SOURCE_BUDGET_EXCEEDED", source: "yahoo_quote", quoteStatus: "QUOTE_BUDGET_EXCEEDED" };
|
||
const apiUrl = `https://query1.finance.yahoo.com/v7/finance/quote?symbols=${encodeURIComponent(sym)}`;
|
||
let apiError = "";
|
||
let apiHttpStatus = null;
|
||
function extractQuotedNumber_(text, marker, limitChars) {
|
||
const start = text.indexOf(marker);
|
||
if (start < 0) return null;
|
||
const segment = text.slice(start + marker.length, start + marker.length + limitChars);
|
||
const match = segment.match(/([0-9,]+(?:\.[0-9]+)?)\s*x/i);
|
||
return match ? parseKrNum_(match[1]) : null;
|
||
}
|
||
try {
|
||
const resp = UrlFetchApp.fetch(apiUrl, {
|
||
muteHttpExceptions: true,
|
||
headers: { "User-Agent": "Mozilla/5.0 (compatible; GAS/1.0)" }
|
||
});
|
||
apiHttpStatus = resp.getResponseCode();
|
||
let data = null;
|
||
if (apiHttpStatus === 200) {
|
||
try {
|
||
data = JSON.parse(resp.getContentText());
|
||
} catch (e) {
|
||
apiError = `JSON_${e.message}`;
|
||
}
|
||
} else {
|
||
apiError = `HTTP ${apiHttpStatus}`;
|
||
}
|
||
|
||
const item = data?.quoteResponse?.result?.[0];
|
||
const marketPrice = Number(item?.regularMarketPrice) || null;
|
||
// Yahoo v7 quote API에서 추가 기본 지표 추출 (이미 수신된 응답 재활용)
|
||
const yahooBeta = Number.isFinite(Number(item?.beta)) ? Number(item?.beta) : null;
|
||
const yahooH52 = Number.isFinite(Number(item?.fiftyTwoWeekHigh)) ? Number(item?.fiftyTwoWeekHigh) : null;
|
||
const yahooL52 = Number.isFinite(Number(item?.fiftyTwoWeekLow)) ? Number(item?.fiftyTwoWeekLow) : null;
|
||
const yahooDiv = Number.isFinite(Number(item?.trailingAnnualDividendYield)) ? Number(item?.trailingAnnualDividendYield) * 100 : null;
|
||
let source = "yahoo_quote_api";
|
||
let quoteStatus = "QUOTE_API_NO_MATCH";
|
||
let resolvedBid = Number.isFinite(Number(item?.bid)) ? Number(item?.bid) : null;
|
||
let resolvedAsk = Number.isFinite(Number(item?.ask)) ? Number(item?.ask) : null;
|
||
|
||
if (!(Number.isFinite(resolvedBid) && Number.isFinite(resolvedAsk) && resolvedBid > 0 && resolvedAsk > 0)) {
|
||
const htmlUrl = `https://finance.yahoo.com/quote/${encodeURIComponent(sym)}?webview=1`;
|
||
const htmlResp = UrlFetchApp.fetch(htmlUrl, {
|
||
muteHttpExceptions: true,
|
||
headers: { "User-Agent": "Mozilla/5.0 (compatible; GAS/1.0)" }
|
||
});
|
||
if (htmlResp.getResponseCode() === 200) {
|
||
const text = htmlResp.getContentText();
|
||
const bidFromTitle = extractQuotedNumber_(text, 'title="Bid"', 160);
|
||
const askFromTitle = extractQuotedNumber_(text, 'title="Ask"', 160);
|
||
if (Number.isFinite(bidFromTitle) && Number.isFinite(askFromTitle) && bidFromTitle > 0 && askFromTitle > 0) {
|
||
resolvedBid = bidFromTitle;
|
||
resolvedAsk = askFromTitle;
|
||
source = "yahoo_quote_html";
|
||
quoteStatus = "QUOTE_HTML_FALLBACK";
|
||
} else {
|
||
const rawBid = text.match(/"bid"[^0-9]*([0-9.]+)/i);
|
||
const rawAsk = text.match(/"ask"[^0-9]*([0-9.]+)/i);
|
||
const candidateBid = rawBid ? parseKrNum_(rawBid[1]) : null;
|
||
const candidateAsk = rawAsk ? parseKrNum_(rawAsk[1]) : null;
|
||
if (Number.isFinite(candidateBid) && Number.isFinite(candidateAsk) && candidateBid > 0 && candidateAsk > 0) {
|
||
resolvedBid = candidateBid;
|
||
resolvedAsk = candidateAsk;
|
||
source = "yahoo_quote_html";
|
||
quoteStatus = "QUOTE_HTML_FALLBACK";
|
||
}
|
||
}
|
||
if (!(Number.isFinite(resolvedBid) && Number.isFinite(resolvedAsk) && resolvedBid > 0 && resolvedAsk > 0)) {
|
||
quoteStatus = apiError ? "QUOTE_BLOCKED" : "QUOTE_HTML_NO_MATCH";
|
||
}
|
||
} else {
|
||
quoteStatus = apiError ? "QUOTE_BLOCKED" : "QUOTE_HTML_BLOCKED";
|
||
}
|
||
}
|
||
|
||
const spreadPct = Number.isFinite(resolvedBid) && Number.isFinite(resolvedAsk) && resolvedBid > 0 && resolvedAsk > 0
|
||
? ((resolvedAsk - resolvedBid) / ((resolvedAsk + resolvedBid) / 2)) * 100
|
||
: null;
|
||
const ok = Number.isFinite(resolvedBid) && Number.isFinite(resolvedAsk) && resolvedBid > 0 && resolvedAsk > 0;
|
||
const result = {
|
||
ok,
|
||
source,
|
||
quoteStatus,
|
||
bid: resolvedBid,
|
||
ask: resolvedAsk,
|
||
spreadPct,
|
||
marketPrice,
|
||
beta: yahooBeta,
|
||
high52W: yahooH52,
|
||
low52W: yahooL52,
|
||
divYield: yahooDiv,
|
||
httpStatus: apiHttpStatus,
|
||
error: apiError || ""
|
||
};
|
||
if (ok) {
|
||
recordFetchSuccess_("yahoo_quote");
|
||
setCachedFetchResult_(cacheKey, result, true, "yahoo_quote_ok");
|
||
} else {
|
||
recordFetchFailure_("yahoo_quote");
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
}
|
||
return result;
|
||
} catch (e) {
|
||
const result = { ok: false, error: e.message, source: "yahoo_quote", quoteStatus: "QUOTE_ERROR" };
|
||
recordFetchFailure_("yahoo_quote");
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
return result;
|
||
}
|
||
}
|
||
|
||
function fetchNaverMarketMetrics(code) {
|
||
const ticker = normalizeTickerCode(code);
|
||
const cacheKey = `naver_quote_${ticker}`;
|
||
const cached = getCachedFetchResult_(cacheKey);
|
||
if (cached) return cached;
|
||
if (isFetchCircuitOpen_("naver_quote")) return { ok: false, source: "naver_main", quoteStatus: "NAVER_QUOTE_CIRCUIT_OPEN", httpStatus: null };
|
||
if (!consumeFetchBudget_("naver_quote", ticker)) return { ok: false, source: "naver_main", quoteStatus: "NAVER_QUOTE_BUDGET_EXCEEDED", httpStatus: null };
|
||
const url = `https://finance.naver.com/item/main.naver?code=${encodeURIComponent(code)}`;
|
||
try {
|
||
const resp = UrlFetchApp.fetch(url, {
|
||
muteHttpExceptions: true,
|
||
headers: { "User-Agent": "Mozilla/5.0 (compatible; GAS/1.0)", "Referer": "https://finance.naver.com/" }
|
||
});
|
||
const httpStatus = resp.getResponseCode();
|
||
if (httpStatus !== 200) {
|
||
const result = { ok: false, source: "naver_main", quoteStatus: `NAVER_QUOTE_HTTP_${httpStatus}`, httpStatus };
|
||
recordFetchFailure_("naver_quote");
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
return result;
|
||
}
|
||
|
||
const html = resp.getContentText("EUC-KR");
|
||
const currentMatch = html.match(/오늘의시세\s+([0-9,]+)\s+포인트/i) || html.match(/현재가\s+([0-9,]+)/i);
|
||
const currentPrice = currentMatch ? parseKrNum_(currentMatch[1]) : null;
|
||
|
||
const perMatch = html.match(/<em id="_per">([\d,.]+)<\/em>/);
|
||
const pbrMatch = html.match(/<em id="_pbr">([\d,.]+)<\/em>/);
|
||
const epsMatch = html.match(/<em id="_eps">([\d,.-]+)<\/em>/);
|
||
const per = perMatch ? parseKrNum_(perMatch[1]) : null;
|
||
const pbr = pbrMatch ? parseKrNum_(pbrMatch[1]) : null;
|
||
const eps = epsMatch ? parseKrNum_(epsMatch[1]) : null;
|
||
|
||
// 배당수익률 — Naver main 페이지 _dvr ID
|
||
const dvrMatch = html.match(/<em id="_dvr">([\d,.]+)<\/em>/);
|
||
const dvr = dvrMatch ? parseKrNum_(dvrMatch[1]) : null;
|
||
|
||
// 52주 최고/최저 — Naver main 페이지 여러 패턴 시도
|
||
const parseNum_ = s => { const v = parseFloat(String(s ?? "").replace(/,/g, "")); return Number.isFinite(v) && v > 0 ? v : null; };
|
||
const h52m = html.match(/52[주週]최고[^<]*<[^>]*>\s*<[^>]*>\s*([\d,]+)/) ||
|
||
html.match(/52주\s*최고가?[\s\S]{0,100}?<em[^>]*>([\d,]+)<\/em>/) ||
|
||
html.match(/high52[^>]*>\s*([\d,]+)/) ||
|
||
html.match(/<em id="_high52">([\d,]+)<\/em>/);
|
||
const l52m = html.match(/52[주週]최저[^<]*<[^>]*>\s*<[^>]*>\s*([\d,]+)/) ||
|
||
html.match(/52주\s*최저가?[\s\S]{0,100}?<em[^>]*>([\d,]+)<\/em>/) ||
|
||
html.match(/low52[^>]*>\s*([\d,]+)/) ||
|
||
html.match(/<em id="_low52">([\d,]+)<\/em>/);
|
||
const naverHigh52W = h52m ? parseNum_(h52m[1]) : null;
|
||
const naverLow52W = l52m ? parseNum_(l52m[1]) : null;
|
||
|
||
const askPrices = [];
|
||
const bidPrices = [];
|
||
const askRowPattern = /<tr class="f_down(?:\s+strong)?">[\s\S]*?<td>\s*([0-9,]+)\s*<\/td>\s*<td>\s*([0-9,]+)\s*<\/td>/g;
|
||
const bidRowPattern = /<tr class="f_up(?:\s+strong)?">[\s\S]*?<td>\s*<\/td>\s*<td>\s*([0-9,]+)\s*<\/td>\s*<td class="td_r">\s*([0-9,]+)\s*<\/td>/g;
|
||
let m;
|
||
while ((m = askRowPattern.exec(html)) !== null) {
|
||
const ask = parseKrNum_(m[2]);
|
||
if (Number.isFinite(ask) && ask > 0) askPrices.push(ask);
|
||
}
|
||
while ((m = bidRowPattern.exec(html)) !== null) {
|
||
const bid = parseKrNum_(m[1]);
|
||
if (Number.isFinite(bid) && bid > 0) bidPrices.push(bid);
|
||
}
|
||
|
||
const bid = bidPrices.length ? Math.max(...bidPrices) : null;
|
||
const ask = askPrices.length ? Math.min(...askPrices) : null;
|
||
const spreadPct = Number.isFinite(bid) && Number.isFinite(ask) && bid > 0 && ask > 0
|
||
? ((ask - bid) / ((ask + bid) / 2)) * 100
|
||
: null;
|
||
const ok = Number.isFinite(bid) && Number.isFinite(ask) && bid > 0 && ask > 0;
|
||
|
||
const result = {
|
||
ok,
|
||
source: "naver_main",
|
||
quoteStatus: ok ? "NAVER_QUOTE_OK" : "NAVER_QUOTE_NO_MATCH",
|
||
bid,
|
||
ask,
|
||
spreadPct,
|
||
marketPrice: Number.isFinite(currentPrice) ? currentPrice : null,
|
||
per,
|
||
pbr,
|
||
eps,
|
||
dvr,
|
||
high52W: naverHigh52W,
|
||
low52W: naverLow52W,
|
||
httpStatus
|
||
};
|
||
if (ok) {
|
||
recordFetchSuccess_("naver_quote");
|
||
setCachedFetchResult_(cacheKey, result, true, "naver_quote_ok");
|
||
} else {
|
||
recordFetchFailure_("naver_quote");
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
}
|
||
return result;
|
||
} catch (e) {
|
||
const result = { ok: false, source: "naver_main", quoteStatus: "NAVER_QUOTE_ERROR", error: e.message };
|
||
recordFetchFailure_("naver_quote");
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
return result;
|
||
}
|
||
}
|
||
|
||
// Backward-compatible thin wrapper.
|
||
// Older callers still expect fetchNaverQuoteMetrics().
|
||
function fetchNaverQuoteMetrics(code) {
|
||
return fetchNaverMarketMetrics(code);
|
||
}
|
||
|
||
function fetchNaverOhlcMetrics(code) {
|
||
const ticker = normalizeTickerCode(code);
|
||
const cacheKey = `naver_ohlc_${ticker}`;
|
||
const cached = getCachedFetchResult_(cacheKey);
|
||
if (cached) return cached;
|
||
if (isFetchCircuitOpen_("naver_ohlc")) return { ok: false, error: "SOURCE_CIRCUIT_OPEN", source: "naver_ohlc" };
|
||
if (!consumeFetchBudget_("naver_ohlc", ticker)) return { ok: false, error: "SOURCE_BUDGET_EXCEEDED", source: "naver_ohlc" };
|
||
const rows = [];
|
||
try {
|
||
for (let page = 1; page <= 7 && rows.length < 65; page++) {
|
||
const url = `https://finance.naver.com/item/sise_day.naver?code=${encodeURIComponent(ticker)}&page=${page}`;
|
||
const resp = UrlFetchApp.fetch(url, {
|
||
muteHttpExceptions: true,
|
||
headers: {
|
||
"User-Agent": "Mozilla/5.0 (compatible; GAS/1.0)",
|
||
"Referer": `https://finance.naver.com/item/main.naver?code=${encodeURIComponent(ticker)}`
|
||
}
|
||
});
|
||
if (resp.getResponseCode() !== 200) continue;
|
||
const html = resp.getContentText("EUC-KR");
|
||
const trPattern = /<tr[^>]*>([\s\S]*?)<\/tr>/g;
|
||
let trMatch;
|
||
while ((trMatch = trPattern.exec(html)) !== null) {
|
||
const tdPattern = /<td[^>]*>([\s\S]*?)<\/td>/g;
|
||
const tds = [];
|
||
let td;
|
||
while ((td = tdPattern.exec(trMatch[1])) !== null) {
|
||
tds.push(td[1].replace(/<[^>]+>/g, "").replace(/ /g, "").replace(/\s+/g, " ").trim());
|
||
}
|
||
if (tds.length < 7) continue;
|
||
if (!/^\d{4}\.\d{2}\.\d{2}$/.test(tds[0])) continue;
|
||
const n = (s) => {
|
||
const v = String(s ?? "").replace(/,/g, "").replace(/[+]/g, "").trim();
|
||
return v && !isNaN(+v) ? +v : null;
|
||
};
|
||
const close = n(tds[1]);
|
||
const open = n(tds[3]);
|
||
const high = n(tds[4]);
|
||
const low = n(tds[5]);
|
||
const volume = n(tds[6]);
|
||
if ([close, open, high, low, volume].some(v => v == null)) continue;
|
||
rows.push({
|
||
date: tds[0],
|
||
open,
|
||
high,
|
||
low,
|
||
close,
|
||
volume
|
||
});
|
||
if (rows.length >= 65) break;
|
||
}
|
||
}
|
||
if (rows.length < 21) {
|
||
const result = { ok: false, error: `NAVER_OHLC_ROWS_${rows.length}`, source: "naver_ohlc" };
|
||
recordFetchFailure_("naver_ohlc");
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
return result;
|
||
}
|
||
const latest = rows[0];
|
||
const derived = calcDerivedPriceMetrics(rows, true);
|
||
const atr20 = calcAtr20(rows.slice().reverse());
|
||
const avg5 = avgTradingValueM(rows.slice(1).reverse(), 5);
|
||
const avg20 = avgTradingValueM(rows.slice(1).reverse(), 20);
|
||
const currentValue = tradingValueM(latest);
|
||
const quote = fetchNaverMarketMetrics(ticker);
|
||
const valSurge = Number.isFinite(currentValue) && Number.isFinite(avg5) && avg5 !== 0
|
||
? ((currentValue / avg5) - 1) * 100
|
||
: null;
|
||
const isPriceStale = isStalePriceDate_(latest.date);
|
||
const result = {
|
||
ok: true,
|
||
source: "Naver Finance sise_day.naver",
|
||
rows: rows.slice().reverse(),
|
||
priceDate: latest.date,
|
||
isPriceStale,
|
||
close: latest.close,
|
||
open: derived.open,
|
||
high: derived.high,
|
||
low: derived.low,
|
||
volume: derived.volume,
|
||
prevClose: derived.prevClose,
|
||
avgVolume5D: derived.avgVolume5D,
|
||
ma20: derived.ma20,
|
||
ma60: derived.ma60,
|
||
ret5D: derived.ret5D,
|
||
ret10D: derived.ret10D,
|
||
ret20D: derived.ret20D,
|
||
ret60D: derived.ret60D,
|
||
atr20,
|
||
atr20Pct: Number.isFinite(atr20) && latest.close ? (atr20 / latest.close) * 100 : null,
|
||
valSurge,
|
||
avgTradingValue5D: avg5,
|
||
avgTradingValue20D: avg20,
|
||
bid: Number.isFinite(quote.bid) ? quote.bid : null,
|
||
ask: Number.isFinite(quote.ask) ? quote.ask : null,
|
||
spreadPct: Number.isFinite(quote.spreadPct) ? quote.spreadPct : null,
|
||
marketPrice: Number.isFinite(quote.marketPrice) ? quote.marketPrice : latest.close,
|
||
quoteSource: quote.source ?? "naver_main",
|
||
quoteStatus: quote.quoteStatus ?? "NAVER_QUOTE_NO_MATCH",
|
||
quoteHttpStatus: quote.httpStatus ?? null
|
||
};
|
||
recordFetchSuccess_("naver_ohlc");
|
||
setCachedFetchResult_(cacheKey, result, true, "naver_ohlc_ok");
|
||
return result;
|
||
} catch (e) {
|
||
const result = { ok: false, error: e.message, source: "naver_ohlc" };
|
||
recordFetchFailure_("naver_ohlc");
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
return result;
|
||
}
|
||
}
|
||
|
||
// ── 에러 처리 레이어 ─────────────────────────────────────────────────────────
|
||
// severity: "CRITICAL" | "WARN" | "INFO"
|
||
// CRITICAL: 시트 쓰기 실패, pre-read 실패 → 전체 실행 영향
|
||
// WARN: 개별 종목 fetch 실패 → 해당 종목만 영향
|
||
// INFO: 캐시 관련 오류 → 무시 가능
|
||
function handleFetchError_(context, e, severity) {
|
||
Logger.log(`[${severity}] ${context}: ${e}`);
|
||
}
|
||
|
||
function normalizeYahooSymbol(code) {
|
||
let sym = /^[A-Z0-9]{6}$/i.test(code) && !code.startsWith("^") ? `${code}.KS` : code;
|
||
return sym.replace(/\^/g, "%5E");
|
||
}
|
||
|
||
function normalizeTickerCode(code) {
|
||
const raw = String(code ?? "").trim();
|
||
if (!raw) return "";
|
||
if (/^[0-9]+$/.test(raw)) return raw.padStart(6, "0");
|
||
if (/^[0-9A-Z]+$/i.test(raw) && raw.length < 6) return raw.padStart(6, "0");
|
||
return raw;
|
||
}
|
||
|
||
function fetchYahooOhlcMetrics(code) {
|
||
const sym = normalizeYahooSymbol(code);
|
||
const cacheKey = `yahoo_chart_${sym}`;
|
||
const cached = getCachedFetchResult_(cacheKey);
|
||
if (cached) return cached;
|
||
if (isFetchCircuitOpen_("yahoo_chart")) return { ok: false, error: "SOURCE_CIRCUIT_OPEN", source: "yahoo_chart" };
|
||
if (!consumeFetchBudget_("yahoo_chart", sym)) return { ok: false, error: "SOURCE_BUDGET_EXCEEDED", source: "yahoo_chart" };
|
||
const url = `https://query2.finance.yahoo.com/v8/finance/chart/${sym}?interval=1d&range=6mo`;
|
||
try {
|
||
const resp = UrlFetchApp.fetch(url, {
|
||
muteHttpExceptions: true,
|
||
headers: { "User-Agent": "Mozilla/5.0 (compatible; GAS/1.0)" }
|
||
});
|
||
if (resp.getResponseCode() !== 200) {
|
||
const result = { ok: false, error: `HTTP ${resp.getResponseCode()}`, source: "yahoo_chart" };
|
||
recordFetchFailure_("yahoo_chart");
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
return result;
|
||
}
|
||
const data = JSON.parse(resp.getContentText());
|
||
const chartResult = data?.chart?.result?.[0];
|
||
const ts = chartResult?.timestamp ?? [];
|
||
const q = chartResult?.indicators?.quote?.[0] ?? {};
|
||
const rows = [];
|
||
for (let i = 0; i < ts.length; i++) {
|
||
const open = q.open?.[i];
|
||
const high = q.high?.[i];
|
||
const low = q.low?.[i];
|
||
const close = q.close?.[i];
|
||
const volume = q.volume?.[i];
|
||
if ([open, high, low, close, volume].some(v => v == null || isNaN(+v))) continue;
|
||
const d = new Date(ts[i] * 1000);
|
||
rows.push({
|
||
date: Utilities.formatDate(d, "Asia/Seoul", "yyyy-MM-dd"),
|
||
open: +open,
|
||
high: +high,
|
||
low: +low,
|
||
close: +close,
|
||
volume: +volume
|
||
});
|
||
}
|
||
if (rows.length < 21) {
|
||
const result = { ok: false, error: `OHLC_ROWS_${rows.length}`, source: "yahoo_chart" };
|
||
recordFetchFailure_("yahoo_chart");
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
return result;
|
||
}
|
||
const latest = rows[rows.length - 1];
|
||
const derived = calcDerivedPriceMetrics(rows, false);
|
||
const atr20 = calcAtr20(rows);
|
||
const avg5 = avgTradingValueM(rows.slice(0, -1), 5);
|
||
const avg20 = avgTradingValueM(rows.slice(0, -1), 20);
|
||
const currentValue = tradingValueM(latest);
|
||
let quote = fetchNaverMarketMetrics(code);
|
||
if (!quote.ok) quote = fetchYahooMarketMetrics(code);
|
||
const valSurge = Number.isFinite(currentValue) && Number.isFinite(avg5) && avg5 !== 0
|
||
? ((currentValue / avg5) - 1) * 100
|
||
: null;
|
||
const result = {
|
||
ok: true,
|
||
source: "Yahoo Finance chart",
|
||
rows,
|
||
priceDate: latest.date,
|
||
isPriceStale: isStalePriceDate_(latest.date),
|
||
close: latest.close,
|
||
open: derived.open,
|
||
high: derived.high,
|
||
low: derived.low,
|
||
volume: derived.volume,
|
||
prevClose: derived.prevClose,
|
||
avgVolume5D: derived.avgVolume5D,
|
||
ma20: derived.ma20,
|
||
ma60: derived.ma60,
|
||
ret5D: derived.ret5D,
|
||
ret10D: derived.ret10D,
|
||
ret20D: derived.ret20D,
|
||
ret60D: derived.ret60D,
|
||
atr20,
|
||
atr20Pct: Number.isFinite(atr20) && latest.close ? (atr20 / latest.close) * 100 : null,
|
||
valSurge,
|
||
avgTradingValue5D: avg5,
|
||
avgTradingValue20D: avg20,
|
||
bid: Number.isFinite(quote.bid) ? quote.bid : null,
|
||
ask: Number.isFinite(quote.ask) ? quote.ask : null,
|
||
spreadPct: Number.isFinite(quote.spreadPct) ? quote.spreadPct : null,
|
||
marketPrice: Number.isFinite(quote.marketPrice) ? quote.marketPrice : null,
|
||
quoteSource: quote.source ?? "QUOTE_NO_MATCH",
|
||
quoteStatus: quote.quoteStatus ?? "QUOTE_NO_MATCH",
|
||
quoteHttpStatus: quote.httpStatus ?? null
|
||
};
|
||
recordFetchSuccess_("yahoo_chart");
|
||
setCachedFetchResult_(cacheKey, result, true, "yahoo_chart_ok");
|
||
return result;
|
||
} catch (e) {
|
||
const result = { ok: false, error: e.message, source: "yahoo_chart" };
|
||
recordFetchFailure_("yahoo_chart");
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
return result;
|
||
}
|
||
}
|
||
|
||
function fetchNaverDisclosureNotices(code) {
|
||
const ticker = normalizeTickerCode(code);
|
||
const cacheKey = `naver_notice_${ticker}`;
|
||
const cached = getCachedFetchResult_(cacheKey);
|
||
if (cached) return cached;
|
||
if (isFetchCircuitOpen_("naver_notice")) return { status: "NAVER_NOTICE_CIRCUIT_OPEN", source: "Naver Finance news_notice.naver", list: [] };
|
||
if (!consumeFetchBudget_("naver_notice", ticker)) return { status: "NAVER_NOTICE_BUDGET_EXCEEDED", source: "Naver Finance news_notice.naver", list: [] };
|
||
const url = `https://finance.naver.com/item/news_notice.naver?code=${code}&page=1`;
|
||
try {
|
||
const resp = UrlFetchApp.fetch(url, {
|
||
headers: {
|
||
Referer: `https://finance.naver.com/item/main.naver?code=${code}`,
|
||
Accept: "text/html,application/xhtml+xml"
|
||
},
|
||
muteHttpExceptions: true
|
||
});
|
||
if (resp.getResponseCode() !== 200) {
|
||
const result = { status: `NAVER_NOTICE_HTTP_${resp.getResponseCode()}`, source: "Naver Finance news_notice.naver", list: [] };
|
||
recordFetchFailure_("naver_notice");
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
return result;
|
||
}
|
||
const html = resp.getContentText("EUC-KR");
|
||
const rows = [];
|
||
const trMatches = html.match(/<tr[\s\S]*?<\/tr>/gi) || [];
|
||
for (const tr of trMatches) {
|
||
const text = tr
|
||
.replace(/<script[\s\S]*?<\/script>/gi, " ")
|
||
.replace(/<style[\s\S]*?<\/style>/gi, " ")
|
||
.replace(/<[^>]+>/g, " ")
|
||
.replace(/ /g, " ")
|
||
.replace(/\s+/g, " ")
|
||
.trim();
|
||
const m = text.match(/^(.+?)\s+(KOSCOM|연합뉴스|이데일리|머니투데이|한국경제|매일경제|뉴스핌|아시아경제|서울경제|파이낸셜뉴스)\s+(\d{4}\.\d{2}\.\d{2})$/);
|
||
if (!m) continue;
|
||
rows.push({
|
||
report_nm: m[1].trim(),
|
||
source: m[2],
|
||
rcept_dt: m[3].replace(/\./g, "")
|
||
});
|
||
}
|
||
const result = {
|
||
status: rows.length ? "NAVER_NOTICE_OK" : "NAVER_NOTICE_EMPTY",
|
||
source: "Naver Finance news_notice.naver",
|
||
list: rows
|
||
};
|
||
if (rows.length) {
|
||
recordFetchSuccess_("naver_notice");
|
||
setCachedFetchResult_(cacheKey, result, true, "naver_notice_ok");
|
||
} else {
|
||
recordFetchFailure_("naver_notice");
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
}
|
||
return result;
|
||
} catch (e) {
|
||
const result = { status: `NAVER_NOTICE_ERROR:${e.message}`, source: "Naver Finance news_notice.naver", list: [] };
|
||
recordFetchFailure_("naver_notice");
|
||
setCachedFetchResult_(cacheKey, result, false, "failure");
|
||
return result;
|
||
}
|
||
}
|
||
|
||
function summarizeDisclosureNotices(disclosureResult) {
|
||
const list = disclosureResult.list || [];
|
||
const names = list.map(x => String(x.report_nm ?? ""));
|
||
const catalyst = names.filter(nm => DART_CATALYST_KEYWORDS.some(k => nm.includes(k))).slice(0, 3);
|
||
const risk = names.filter(nm => DART_RISK_KEYWORDS.some(k => nm.includes(k))).slice(0, 3);
|
||
const recentDate = list[0]?.rcept_dt ? `${list[0].rcept_dt.slice(0,4)}-${list[0].rcept_dt.slice(4,6)}-${list[0].rcept_dt.slice(6,8)}` : "";
|
||
return {
|
||
status: disclosureResult.status,
|
||
source: disclosureResult.source,
|
||
recentDate,
|
||
catalyst: catalyst.join(" | "),
|
||
risk: risk.join(" | "),
|
||
count: list.length
|
||
};
|
||
}
|
||
|
||
function mapLatestPerformanceByTicker_(performanceRows) {
|
||
const map = {};
|
||
(performanceRows || []).forEach(function(row) {
|
||
const ticker = normalizeTickerCode(row.ticker || row.Ticker || "");
|
||
if (!ticker) return;
|
||
const exitDate = parseIsoDateYmd_(row.exit_date || row.Exit_Date || row.exitDate);
|
||
const exitMs = exitDate ? Date.parse(exitDate + "T00:00:00+09:00") : 0;
|
||
const current = map[ticker];
|
||
if (!current || exitMs >= current.exitMs) {
|
||
map[ticker] = { row: row, exitMs: exitMs };
|
||
}
|
||
});
|
||
return map;
|
||
}
|
||
|
||
function buildBackdataFeatureBankRowsV1_(nowIso, holdings, dfMap, hAlpha, hApex) {
|
||
const perfMap = mapLatestPerformanceByTicker_(sheetToJson("performance"));
|
||
const alphaMap = {};
|
||
((hAlpha || {}).per_holding || []).forEach(function(row) {
|
||
const ticker = normalizeTickerCode(row.ticker || row.Ticker || "");
|
||
if (ticker) alphaMap[ticker] = row;
|
||
});
|
||
const followMap = {};
|
||
((hApex || {}).follow_through_json || []).forEach(function(row) {
|
||
const ticker = normalizeTickerCode(row.ticker || row.Ticker || "");
|
||
if (ticker) followMap[ticker] = row;
|
||
});
|
||
const profitMap = {};
|
||
((hApex || {}).profit_preservation_json || []).forEach(function(row) {
|
||
const ticker = normalizeTickerCode(row.ticker || row.Ticker || "");
|
||
if (ticker) profitMap[ticker] = row;
|
||
});
|
||
const distributionMap = {};
|
||
((hApex || {}).distribution_risk_json || []).forEach(function(row) {
|
||
const ticker = normalizeTickerCode(row.ticker || row.Ticker || "");
|
||
if (ticker) distributionMap[ticker] = row;
|
||
});
|
||
|
||
const rows = [];
|
||
(holdings || []).forEach(function(h) {
|
||
const ticker = normalizeTickerCode(h.ticker || h.Ticker || "");
|
||
if (!ticker) return;
|
||
const df = dfMap[ticker] || {};
|
||
const perf = perfMap[ticker] ? perfMap[ticker].row : {};
|
||
const alpha = alphaMap[ticker] || {};
|
||
const follow = followMap[ticker] || {};
|
||
const profit = profitMap[ticker] || {};
|
||
const dist = distributionMap[ticker] || {};
|
||
|
||
const entryDate = parseIsoDateYmd_(h.entry_date || h.entryDate || h.entry_date_iso);
|
||
const recordDate = parseIsoDateYmd_(perf.exit_date || perf.exitDate || h.last_updated || nowIso);
|
||
const holdingDays = perf.holding_days != null && perf.holding_days !== ""
|
||
? parseInt(perf.holding_days, 10)
|
||
: (entryDate ? daysBetweenIso_(entryDate, nowIso) : null);
|
||
const sourceOrigin = "GAS_AUTO";
|
||
const entryPrice = Number.isFinite(h.avgCost) ? h.avgCost
|
||
: Number.isFinite(h.average_cost) ? h.average_cost
|
||
: Number.isFinite(df.limitPriceEst) ? df.limitPriceEst : null;
|
||
const closeAtEntry = Number.isFinite(df.close) ? df.close : null;
|
||
const maePct = perf.max_adverse_excursion_pct != null ? parseFloat(perf.max_adverse_excursion_pct)
|
||
: (perf.mae_pct != null ? parseFloat(perf.mae_pct) : null);
|
||
const mfePct = perf.max_favorable_excursion_pct != null ? parseFloat(perf.max_favorable_excursion_pct)
|
||
: (perf.mfe_pct != null ? parseFloat(perf.mfe_pct) : null);
|
||
|
||
rows.push([
|
||
recordDate,
|
||
`BK-${ticker}-${String(recordDate || nowIso).replace(/-/g, "")}`,
|
||
entryDate || parseIsoDateYmd_(df.priceDate || df.updatedAt || nowIso),
|
||
ticker,
|
||
h.name || df.name || "",
|
||
h.account || h.account_type || "",
|
||
h.entry_stage || h.entryStage || df.entryModeGate || "",
|
||
sourceOrigin,
|
||
entryPrice,
|
||
closeAtEntry,
|
||
Number.isFinite(df.ma20) ? df.ma20 : null,
|
||
Number.isFinite(df.ma60) ? df.ma60 : null,
|
||
Number.isFinite(df.atr20) ? df.atr20 : null,
|
||
Number.isFinite(df.volumeRatio) ? df.volumeRatio : (Number.isFinite(df.avgVolume5d) && Number.isFinite(df.volume) && df.avgVolume5d > 0 ? round2_(df.volume / df.avgVolume5d) : null),
|
||
Number.isFinite(df.flowCredit) ? round2_(df.flowCredit) : (Number.isFinite(alpha.flow_credit) ? round2_(alpha.flow_credit) : null),
|
||
Number.isFinite(df.rsi14) ? round2_(df.rsi14) : null,
|
||
Number.isFinite(alpha["late_chase_risk_score"]) ? alpha["late_chase_risk_score"] : null,
|
||
Number.isFinite(follow["follow_through_score"]) ? follow["follow_through_score"] : null,
|
||
Number.isFinite(df.breakoutScore) ? round2_(df.breakoutScore) : (Number.isFinite(df["breakout_score"]) ? round2_(df["breakout_score"]) : null),
|
||
Number.isFinite(profit["rebound_preservation_score"]) ? profit["rebound_preservation_score"] : null,
|
||
follow.follow_through_state || alpha.buy_permission_state || df.timingAction || df.Timing_Action || "",
|
||
perf.exit_reason || perf.exitReason || df.sellReason || df.Sell_Reason || "",
|
||
perf.pnl_pct != null ? parseFloat(perf.pnl_pct) : (Number.isFinite(h.return_pct) ? h.return_pct : (Number.isFinite(df.profitPct) ? df.profitPct : null)),
|
||
holdingDays,
|
||
maePct,
|
||
mfePct
|
||
]);
|
||
});
|
||
|
||
rows.sort(function(a, b) {
|
||
const ao = String(a[7] || "");
|
||
const bo = String(b[7] || "");
|
||
if (ao !== bo) return ao < bo ? -1 : 1;
|
||
const ar = String(a[0] || "");
|
||
const br = String(b[0] || "");
|
||
if (ar !== br) return ar < br ? 1 : -1;
|
||
return String(a[1] || "").localeCompare(String(b[1] || ""));
|
||
});
|
||
return rows;
|
||
}
|
||
|
||
function syncBackdataFeatureBank_(now, holdings, dfMap, hAlpha, hApex) {
|
||
const rows = buildBackdataFeatureBankRowsV1_(formatIso_(now), holdings, dfMap, hAlpha, hApex);
|
||
const headers = [
|
||
"Record_Date","Trade_ID","Signal_Date","Ticker","Name","Account","Entry_Stage","Source_Origin",
|
||
"Entry_Price","Close_At_Entry","MA20_At_Entry","MA60_At_Entry","ATR20_At_Entry",
|
||
"Volume_Ratio_5D","Flow_Credit","RSI14_At_Entry","Late_Chase_Risk_Score","Follow_Through_Score",
|
||
"Breakout_Score","Rebound_Preservation_Score","Setup_Decision","Exit_Reason","PnL_Pct",
|
||
"Holding_Days","MAE_Pct","MFE_Pct"
|
||
];
|
||
const totalRows = upsertToSheetByKey("backdata_feature_bank", headers, rows, "Trade_ID");
|
||
Logger.log(`backdata_feature_bank 완료: 실행반영=${rows.length}행, 누적총계=${totalRows}행`);
|
||
return rows;
|
||
}
|
||
|
||
// Naver 컨센서스 페이지에서 EPS 추정치 변화 방향(UP/FLAT/DOWN) 자동 판별
|
||
function fetchNaverConsensusData(code) {
|
||
const ticker = normalizeTickerCode(code);
|
||
const cacheKey = `naver_consensus_${ticker}`;
|
||
return withFetchCache_(cacheKey, "naver_consensus", ticker, { ok: false, epsRevisionStatus: "DATA_MISSING" }, () => {
|
||
const resp = UrlFetchApp.fetch(
|
||
`https://finance.naver.com/item/coinfo.naver?code=${encodeURIComponent(code)}&target=estimate`,
|
||
{ muteHttpExceptions: true, followRedirects: true,
|
||
headers: { "User-Agent": "Mozilla/5.0 (compatible; GAS/1.0)", "Referer": "https://finance.naver.com/" } }
|
||
);
|
||
if (resp.getResponseCode() !== 200) return { ok: false, epsRevisionStatus: "DATA_MISSING" };
|
||
const html = resp.getContentText("EUC-KR");
|
||
return { ok: true, epsRevisionStatus: parseNaverEpsRevision_(html), targetPrice: parseNaverTargetPrice_(html) };
|
||
});
|
||
}
|
||
|
||
// Naver 컨센서스 HTML에서 EPS 개정 방향 파싱
|
||
// 전략1: EPS 행(현재) vs 1개월 전 행 수치 비교 (1% 이상 변화 기준)
|
||
// 전략2: 3개월 전 vs 현재 비교 (전략1 실패 시)
|
||
// 전략3: 방향 아이콘 클래스 감지 (ico_up / ico_dn 계열)
|
||
function parseNaverEpsRevision_(html) {
|
||
// 전략1: 현재 vs 1개월 전 EPS 수치 직접 비교
|
||
const epsRowMatch = html.match(/EPS(?:\s*\(원\))?[^<]*(?:<[^>]+>)*[\s\S]*?<\/tr>/i);
|
||
const prev1mMatch = html.match(/1개월\s*전[\s\S]*?<\/tr>/);
|
||
const prev3mMatch = html.match(/3개월\s*전[\s\S]*?<\/tr>/);
|
||
const compareEps_ = (row1, row2) => {
|
||
if (!row1 || !row2) return null;
|
||
const curr = extractLastTdNum_(row1);
|
||
const prev = extractLastTdNum_(row2);
|
||
if (!Number.isFinite(curr) || !Number.isFinite(prev) || prev === 0) return null;
|
||
const chg = (curr - prev) / Math.abs(prev) * 100;
|
||
if (chg > 1) return "UP";
|
||
if (chg < -1) return "DOWN";
|
||
return "FLAT";
|
||
};
|
||
const r1 = compareEps_(epsRowMatch?.[0], prev1mMatch?.[0]);
|
||
if (r1) return r1;
|
||
const r3 = compareEps_(epsRowMatch?.[0], prev3mMatch?.[0]);
|
||
if (r3) return r3;
|
||
|
||
// 전략2: 아이콘 클래스 패턴 (Naver HTML 버전별 차이 대응)
|
||
if (/ico_up\b|class="up"|blind[^"]*상향|상향\s*조정/.test(html)) return "UP";
|
||
if (/ico_dn\b|class="dn"|blind[^"]*하향|하향\s*조정/.test(html)) return "DOWN";
|
||
|
||
// 전략3: 추정치 테이블에서 현재/이전 컬럼 비교 (th 기반)
|
||
const tblMatch = html.match(/추정치[\s\S]{0,3000}?<\/table>/i);
|
||
if (tblMatch) {
|
||
const nums = [...tblMatch[0].matchAll(/<td[^>]*>\s*([-\d,]+)\s*<\/td>/g)]
|
||
.map(m => parseKrNum_(m[1]))
|
||
.filter(v => v !== null && Math.abs(v) > 10);
|
||
if (nums.length >= 2) {
|
||
const chg = (nums[0] - nums[1]) / Math.abs(nums[1]) * 100;
|
||
if (chg > 1) return "UP";
|
||
if (chg < -1) return "DOWN";
|
||
return "FLAT";
|
||
}
|
||
}
|
||
return "DATA_MISSING";
|
||
}
|
||
|
||
// Naver 컨센서스 HTML에서 목표주가 파싱
|
||
function parseNaverTargetPrice_(html) {
|
||
const candidates = [
|
||
/목표주가[\s\S]{0,400}?<em[^>]*>\s*([\d,]+)\s*<\/em>/,
|
||
/목표주가[\s\S]{0,400}?<td[^>]*>\s*([\d,]+)\s*<\/td>/,
|
||
/목표주가[\s\S]{0,300}?>\s*([\d,]+)\s*원/,
|
||
/"targetPrice"[^>]*>\s*([\d,]+)/i,
|
||
];
|
||
for (const pat of candidates) {
|
||
const m = html.match(pat);
|
||
if (m) {
|
||
const val = parseKrNum_(m[1]);
|
||
if (val !== null && val > 1000) return val; // 1000원 이상만 유효
|
||
}
|
||
}
|
||
return null;
|
||
}
|
||
|
||
function extractLastTdNum_(rowHtml) {
|
||
const matches = [...rowHtml.matchAll(/<td[^>]*>\s*([-\d,]+)\s*<\/td>/g)];
|
||
if (!matches.length) return null;
|
||
return parseKrNum_(matches[matches.length - 1][1]);
|
||
}
|
||
|
||
// Yahoo Finance earningsTrend에서 EPS 추정치 변화 방향 판별 (Naver 실패 시 fallback)
|
||
function fetchYahooConsensusEps(code) {
|
||
const sym = normalizeYahooSymbol(code);
|
||
const cacheKey = `yahoo_consensus_${sym}`;
|
||
return withFetchCache_(cacheKey, "yahoo_quote", sym, { ok: false, epsRevisionStatus: "DATA_MISSING" }, () => {
|
||
const resp = UrlFetchApp.fetch(
|
||
`https://query2.finance.yahoo.com/v10/finance/quoteSummary/${encodeURIComponent(sym)}?modules=earningsTrend`,
|
||
{ muteHttpExceptions: true, headers: { "User-Agent": "Mozilla/5.0 (compatible; GAS/1.0)" } }
|
||
);
|
||
if (resp.getResponseCode() !== 200) return { ok: false, epsRevisionStatus: "DATA_MISSING" };
|
||
const data = JSON.parse(resp.getContentText());
|
||
const trends = data?.quoteSummary?.result?.[0]?.earningsTrend?.trend ?? [];
|
||
// 가장 가까운 분기(0q) 우선, 없으면 내년(+1y)
|
||
const trend = trends.find(t => t.period === "0q") || trends.find(t => t.period === "+1y") || trends[0];
|
||
if (!trend) return { ok: false, epsRevisionStatus: "DATA_MISSING", epsGrowth1y: null };
|
||
const current = trend.epsTrend?.current?.raw ?? null;
|
||
const ago30 = trend.epsTrend?.["30daysAgo"]?.raw ?? null;
|
||
let epsRevisionStatus = "DATA_MISSING";
|
||
if (Number.isFinite(current) && Number.isFinite(ago30) && ago30 !== 0) {
|
||
const chg = (current - ago30) / Math.abs(ago30) * 100;
|
||
epsRevisionStatus = chg > 1 ? "UP" : chg < -1 ? "DOWN" : "FLAT";
|
||
}
|
||
// A2: EPS 1년 성장률 — KOSDAQ PEG 게이트 입력값
|
||
// earningsTrend +1y 의 earningsEstimate.growth (직접 제공되는 경우)
|
||
// 없으면 (+1y avg - 0y avg) / abs(0y avg) * 100 으로 계산
|
||
let epsGrowth1y = null;
|
||
const trend1y = trends.find(t => t.period === "+1y");
|
||
const trend0y = trends.find(t => t.period === "0y");
|
||
if (trend1y) {
|
||
const directGrowth = trend1y.earningsEstimate?.growth?.raw;
|
||
if (Number.isFinite(directGrowth)) {
|
||
epsGrowth1y = parseFloat((directGrowth * 100).toFixed(1));
|
||
} else {
|
||
const eps1y = trend1y.earningsEstimate?.avg?.raw ?? null;
|
||
const eps0y = trend0y?.earningsEstimate?.avg?.raw ?? null;
|
||
if (Number.isFinite(eps1y) && Number.isFinite(eps0y) && eps0y !== 0) {
|
||
epsGrowth1y = parseFloat(((eps1y - eps0y) / Math.abs(eps0y) * 100).toFixed(1));
|
||
}
|
||
}
|
||
}
|
||
return { ok: true, epsRevisionStatus, epsGrowth1y };
|
||
});
|
||
}
|
||
|
||
// Yahoo Finance quoteSummary — 목표주가·Beta 폴백 (Naver 실패 시)
|
||
// financialData: targetMeanPrice / defaultKeyStatistics: beta
|
||
function fetchYahooTargetPrice(code) {
|
||
const sym = normalizeYahooSymbol(code);
|
||
const cacheKey = `yahoo_target_${sym}`;
|
||
return withFetchCache_(cacheKey, "yahoo_financials", sym,
|
||
{ ok: false, targetPrice: null, beta: null, earningsDate: null, exDividendDate: null, dividendPerShare: null }, () => {
|
||
const resp = UrlFetchApp.fetch(
|
||
`https://query2.finance.yahoo.com/v10/finance/quoteSummary/${encodeURIComponent(sym)}?modules=financialData,defaultKeyStatistics,calendarEvents`,
|
||
{ muteHttpExceptions: true, headers: { "User-Agent": "Mozilla/5.0 (compatible; GAS/1.0)" } }
|
||
);
|
||
if (resp.getResponseCode() !== 200) {
|
||
return { ok: false, targetPrice: null, beta: null, earningsDate: null };
|
||
}
|
||
const data = JSON.parse(resp.getContentText());
|
||
const qr = data?.quoteSummary?.result?.[0] ?? {};
|
||
const fd = qr.financialData ?? {};
|
||
const dks = qr.defaultKeyStatistics ?? {};
|
||
const cal = qr.calendarEvents ?? {};
|
||
const earningsDates = cal.earnings?.earningsDate ?? [];
|
||
// ── 재무 건전성 필드 (2026-05-18_FINANCIAL_HEALTH_V1 + OCF 추가) ──────────
|
||
const roePctRaw = fd.returnOnEquity?.raw;
|
||
const opMarginRaw = fd.operatingMargins?.raw;
|
||
const deRaw = fd.debtToEquity?.raw ?? dks.debtToEquity?.raw;
|
||
const currentRatioRaw = fd.currentRatio?.raw;
|
||
const fcfRaw = fd.freeCashflow?.raw;
|
||
const ocfRaw = fd.operatingCashflow?.raw; // OCF 추가
|
||
const revGrowthRaw = fd.revenueGrowth?.raw;
|
||
return {
|
||
ok: true,
|
||
targetPrice: fd.targetMeanPrice?.raw ?? null,
|
||
beta: dks.beta?.raw ?? null,
|
||
earningsDate: earningsDates.length > 0 ? (earningsDates[0].fmt ?? null) : null,
|
||
exDividendDate: cal.exDividendDate?.fmt ?? null,
|
||
dividendPerShare: dks.lastDividendValue?.raw ?? null,
|
||
// 재무 건전성 — Yahoo financialData / defaultKeyStatistics
|
||
roePct: Number.isFinite(roePctRaw) ? roePctRaw * 100 : null,
|
||
operatingMarginPct: Number.isFinite(opMarginRaw) ? opMarginRaw * 100 : null,
|
||
debtToEquity: Number.isFinite(deRaw) ? deRaw : null,
|
||
currentRatio: Number.isFinite(currentRatioRaw) ? currentRatioRaw : null,
|
||
fcfB: Number.isFinite(fcfRaw) ? fcfRaw / 1e8 : null, // 억원
|
||
ocfB: Number.isFinite(ocfRaw) ? ocfRaw / 1e8 : null, // 억원 (OCF)
|
||
revenueGrowthPct: Number.isFinite(revGrowthRaw) ? revGrowthRaw * 100 : null,
|
||
};
|
||
});
|
||
}
|
||
|
||
// ── 펀더멘털 7일 장기 캐시 레이어 ────────────────────────────────────────────
|
||
// 분기별 지표(ROE/OPM/OCF/FCF)는 자주 바뀌지 않으므로 7일 캐시로 호출 횟수를 절감해
|
||
// 스크래핑 차단 위험을 사전에 방지한다.
|
||
// PropertiesService를 사용(CacheService 최대 6시간 한계 극복).
|
||
const FUNDAMENTAL_CACHE_TTL_MS = 7 * 24 * 60 * 60 * 1000; // 7일(ms)
|
||
|
||
function getFundamentalCache_(ticker) {
|
||
try {
|
||
const props = PropertiesService.getScriptProperties();
|
||
const raw = props.getProperty('fund_cache_' + ticker);
|
||
if (!raw) return null;
|
||
const entry = JSON.parse(raw);
|
||
if (!entry || !entry.ts || !entry.data) return null;
|
||
if (Date.now() - entry.ts > FUNDAMENTAL_CACHE_TTL_MS) {
|
||
props.deleteProperty('fund_cache_' + ticker);
|
||
return null;
|
||
}
|
||
return entry.data;
|
||
} catch(_) { return null; }
|
||
}
|
||
|
||
function setFundamentalCache_(ticker, data) {
|
||
try {
|
||
PropertiesService.getScriptProperties().setProperty(
|
||
'fund_cache_' + ticker,
|
||
JSON.stringify({ ts: Date.now(), data: data })
|
||
);
|
||
} catch(_) {}
|
||
}
|
||
|
||
// ── 네이버 금융 ROE/OPM fallback ────────────────────────────────────────────
|
||
// 야후 Finance가 차단됐을 때 네이버 main.naver HTML에서 ROE/OPM을 보완한다.
|
||
// 호출 후 결과는 fundamentalCache에 병합되어 7일 캐시에 저장된다.
|
||
function fetchNaverFundamentals_(ticker) {
|
||
const cacheKey = 'naver_fund_' + ticker;
|
||
const cached = getCachedFetchResult_(cacheKey);
|
||
if (cached) return cached;
|
||
|
||
const emptyFallback = { ok: false, roePct: null, operatingMarginPct: null, source: 'naver_fund' };
|
||
if (isFetchCircuitOpen_('naver_fund')) return emptyFallback;
|
||
if (!consumeFetchBudget_('naver_fund', ticker)) return emptyFallback;
|
||
|
||
try {
|
||
const url = 'https://finance.naver.com/item/main.naver?code=' + encodeURIComponent(ticker);
|
||
const resp = UrlFetchApp.fetch(url, {
|
||
muteHttpExceptions: true,
|
||
headers: { 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64)' },
|
||
followRedirects: true
|
||
});
|
||
if (resp.getResponseCode() !== 200) {
|
||
recordFetchFailure_('naver_fund');
|
||
return emptyFallback;
|
||
}
|
||
const html = resp.getContentText('UTF-8');
|
||
// ROE: 2024년 이후 네이버 "ROE(지배주주)" 키워드로 변경됨 (구: 자기자본이익률)
|
||
// OPM: <strong>키워드</strong></th> 이후 여러 줄 아래 <td>에 수치 위치
|
||
let roePct = null, opMarginPct = null;
|
||
const roeM = html.match(/ROE\(지배주주\)<\/strong><\/th>[\s\S]*?<td[^>]*>[\s\S]*?([\d.-]+)/);
|
||
if (roeM) roePct = parseFloat(roeM[1]);
|
||
const opM = html.match(/영업이익률<\/strong><\/th>[\s\S]*?<td[^>]*>[\s\S]*?([\d.-]+)/);
|
||
if (opM) opMarginPct = parseFloat(opM[1]);
|
||
const result = {
|
||
ok: roePct !== null || opMarginPct !== null,
|
||
roePct: Number.isFinite(roePct) ? roePct : null,
|
||
operatingMarginPct: Number.isFinite(opMarginPct) ? opMarginPct : null,
|
||
source: 'naver_fund'
|
||
};
|
||
if (result.ok) {
|
||
recordFetchSuccess_('naver_fund');
|
||
setCachedFetchResult_(cacheKey, result, true, 'naver_fund_ok');
|
||
} else {
|
||
recordFetchFailure_('naver_fund');
|
||
}
|
||
return result;
|
||
} catch(e) {
|
||
recordFetchFailure_('naver_fund');
|
||
return emptyFallback;
|
||
}
|
||
}
|
||
|
||
// ── 펀더멘털 통합 수집 (캐시 → 야후 → 네이버 fallback) ──────────────────────
|
||
// 호출처: _addTickerFundamentals_ 내에서 t.code 기준 호출
|
||
// sym 인자는 사용되지 않으므로 무시 (하위 호환 유지)
|
||
function fetchFundamentalsWithCache_(ticker, sym, yahooFin) {
|
||
// 1) 7일 캐시 확인
|
||
const cached = getFundamentalCache_(ticker);
|
||
if (cached) {
|
||
Logger.log('[FUND_CACHE_HIT] ' + ticker + ' ttl=7d');
|
||
return Object.assign({}, yahooFin, cached, { source: 'fund_cache' });
|
||
}
|
||
|
||
// 한국 종목코드 패턴 (6자리 숫자 기반) — Yahoo는 ROE/OPM 미제공 → 네이버 직접 호출
|
||
const isKrMarket = /^\d{5,6}[A-Z0-9]*$/.test(ticker);
|
||
// 숫자+문자 혼합의 국내 ETF/특수코드(예: 0117V0)는 Yahoo보다 Naver 우선 시도
|
||
const isDomesticEtfLike = /^\d{4,6}[A-Z][A-Z0-9]*$/.test(ticker);
|
||
const preferNaver = isKrMarket || isDomesticEtfLike;
|
||
|
||
// 2) 야후 수집 판단 — 한국 종목은 스킵
|
||
const hasYahoo = !preferNaver && yahooFin && yahooFin.ok &&
|
||
(Number.isFinite(yahooFin.roePct) || Number.isFinite(yahooFin.operatingMarginPct));
|
||
|
||
let fund = yahooFin || { ok: false };
|
||
|
||
// 3) 야후 미보유 또는 한국 종목 → 네이버 직접 호출
|
||
if (!hasYahoo) {
|
||
if (isKrMarket) {
|
||
Logger.log('[DEBUG][FUND_NAVER_KR] ' + ticker + ' — 한국 종목, 네이버 직접 호출');
|
||
} else if (isDomesticEtfLike) {
|
||
Logger.log('[DEBUG][FUND_NAVER_ETF] ' + ticker + ' — 국내 ETF/특수코드, 네이버 우선 호출');
|
||
} else {
|
||
Logger.log('[DEBUG][FUND_NAVER_FALLBACK] ' + ticker + ' — 야후 데이터 없음, 네이버 시도');
|
||
}
|
||
const naverFund = fetchNaverFundamentals_(ticker);
|
||
if (naverFund.ok) {
|
||
fund = Object.assign({}, fund, {
|
||
roePct: fund.roePct ?? naverFund.roePct,
|
||
operatingMarginPct: fund.operatingMarginPct ?? naverFund.operatingMarginPct,
|
||
ok: true,
|
||
source: isKrMarket ? 'naver_fund_kr' : (isDomesticEtfLike ? 'naver_fund_etf' : 'naver_fund_fallback')
|
||
});
|
||
Logger.log('[DEBUG][FUND_NAVER_OK] ' + ticker + ' source=' + fund.source + ' ROE=' + fund.roePct + ' OPM=' + fund.operatingMarginPct);
|
||
} else if (isDomesticEtfLike) {
|
||
Logger.log('[INFO][FUND_ETF_NO_DATA] ' + ticker + ' — ETF/특수코드, 재무제표 없음 (정상)');
|
||
} else {
|
||
Logger.log('[WARN][FUND_NAVER_FAIL] ' + ticker + ' source=' + (isKrMarket ? 'naver_fund_kr' : 'naver_fund_fallback') + ' reason=' + String(naverFund.error || naverFund.quoteStatus || 'NO_DATA'));
|
||
}
|
||
}
|
||
|
||
// 4) 수집 결과를 7일 캐시에 저장 (ok=true인 경우만)
|
||
if (fund.ok && (Number.isFinite(fund.roePct) || Number.isFinite(fund.operatingMarginPct))) {
|
||
setFundamentalCache_(ticker, {
|
||
roePct: fund.roePct,
|
||
operatingMarginPct: fund.operatingMarginPct,
|
||
debtToEquity: fund.debtToEquity,
|
||
currentRatio: fund.currentRatio,
|
||
fcfB: fund.fcfB,
|
||
ocfB: fund.ocfB,
|
||
revenueGrowthPct: fund.revenueGrowthPct,
|
||
cached_at: new Date().toISOString(),
|
||
});
|
||
Logger.log('[FUND_CACHE_SET] ' + ticker + ' ROE=' + fund.roePct + ' OPM=' + fund.operatingMarginPct);
|
||
}
|
||
return fund;
|
||
}
|
||
|
||
// EPS_Revision_Status 기존 입력값 보존 — writeToSheet의 clearContents 전에 호출
|
||
function readExistingEpsRevision_(sheetName) {
|
||
const ss = getSpreadsheet_();
|
||
const sheet = ss.getSheetByName(sheetName);
|
||
if (!sheet || sheet.getLastRow() < 3) return {};
|
||
const data = sheet.getRange(2, 1, sheet.getLastRow() - 1, sheet.getLastColumn()).getValues();
|
||
const headers = data[0];
|
||
const tickerIdx = headers.indexOf("Ticker");
|
||
const epsRevIdx = headers.indexOf("EPS_Revision_Status");
|
||
if (tickerIdx < 0 || epsRevIdx < 0) return {};
|
||
const valid = new Set(["UP", "FLAT", "DOWN"]);
|
||
const result = {};
|
||
for (let i = 1; i < data.length; i++) {
|
||
const ticker = String(data[i][tickerIdx]).trim();
|
||
const val = String(data[i][epsRevIdx]).trim().toUpperCase();
|
||
if (ticker && valid.has(val)) result[ticker] = val;
|
||
}
|
||
return result;
|
||
}
|
||
|
||
// ── FC(Frontier/탐색) 손실 예산 월별 집계 ────────────────────────────────────
|
||
// performance 탭의 fc_bucket=Y 거래 중 당월 청산 건의 손실합 계산.
|
||
// 반환: { fc_used_pct: number|null, fc_budget_pct: 2.5, fc_status: string, trades: integer }
|
||
function calcFcBudget_(totalAssetKrw, budgetPctOverride) {
|
||
const BUDGET_PCT = Number.isFinite(budgetPctOverride) && budgetPctOverride > 0 ? budgetPctOverride : 2.5;
|
||
const result = { fc_used_pct: null, fc_budget_pct: BUDGET_PCT, fc_status: "UNKNOWN (performance 탭 없음)", trades: 0 };
|
||
try {
|
||
const ss = getSpreadsheet_();
|
||
const sheet = ss.getSheetByName("performance");
|
||
if (!sheet) return result;
|
||
const data = sheet.getDataRange().getValues();
|
||
if (data.length < 3) return result;
|
||
const hdr = data[1].map(h => String(h).trim());
|
||
const pnlIdx = hdr.indexOf("pnl_pct");
|
||
const exitIdx = hdr.indexOf("exit_date");
|
||
const fcIdx = hdr.indexOf("fc_bucket");
|
||
const entryIdx= hdr.indexOf("entry_price");
|
||
const qtyIdx = hdr.indexOf("quantity");
|
||
if (pnlIdx < 0 || exitIdx < 0 || fcIdx < 0) return { ...result, fc_status: "UNKNOWN (performance 탭 구조 불일치)" };
|
||
|
||
const thisMonth = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM");
|
||
let fcLossKrw = 0;
|
||
let fcTrades = 0;
|
||
|
||
for (let i = 2; i < data.length; i++) {
|
||
const fcBucket = String(data[i][fcIdx]).trim().toUpperCase();
|
||
if (fcBucket !== "Y") continue;
|
||
const exitVal = data[i][exitIdx];
|
||
if (!exitVal || String(exitVal).trim() === "") continue;
|
||
// 당월 청산 건만
|
||
const exitStr = exitVal instanceof Date
|
||
? Utilities.formatDate(exitVal, "Asia/Seoul", "yyyy-MM")
|
||
: String(exitVal).trim().substring(0, 7);
|
||
if (exitStr !== thisMonth) continue;
|
||
|
||
const pnl = parseFloat(data[i][pnlIdx]);
|
||
if (!Number.isFinite(pnl) || pnl >= 0) continue; // 손실만 집계
|
||
|
||
// KRW 손실 계산: entry_price × qty × |pnl_pct/100|
|
||
const entry = parseFloat(data[i][entryIdx]);
|
||
const qty = parseInt(data[i][qtyIdx]);
|
||
if (Number.isFinite(entry) && Number.isFinite(qty) && qty > 0) {
|
||
fcLossKrw += entry * qty * Math.abs(pnl) / 100;
|
||
}
|
||
fcTrades++;
|
||
}
|
||
|
||
if (fcTrades === 0) {
|
||
return { fc_used_pct: 0, fc_budget_pct: BUDGET_PCT, fc_status: `OK (0% / ${BUDGET_PCT}% 사용)`, trades: 0 };
|
||
}
|
||
|
||
if (!Number.isFinite(totalAssetKrw) || totalAssetKrw <= 0) {
|
||
return { fc_used_pct: null, fc_budget_pct: BUDGET_PCT,
|
||
fc_status: `UNKNOWN (총자산 미제공, 손실${fcTrades}건)`, trades: fcTrades };
|
||
}
|
||
|
||
const usedPct = (fcLossKrw / totalAssetKrw) * 100;
|
||
const remaining = BUDGET_PCT - usedPct;
|
||
const fcStatus = usedPct >= BUDGET_PCT
|
||
? `EXHAUSTED (${usedPct.toFixed(1)}% >= ${BUDGET_PCT}% 예산 초과)`
|
||
: `OK (${usedPct.toFixed(1)}% / ${BUDGET_PCT}% — 잔여 ${remaining.toFixed(1)}%)`;
|
||
|
||
return { fc_used_pct: parseFloat(usedPct.toFixed(2)), fc_budget_pct: BUDGET_PCT, fc_status: fcStatus, trades: fcTrades };
|
||
} catch(e) {
|
||
handleFetchError_("calcFcBudget_", e, "WARN");
|
||
return { ...result, fc_status: "ERROR: " + e.message };
|
||
}
|
||
}
|
||
|
||
// ── orbit_gap 계산 — spec/01_objective_profile.yaml:orbit_monthly_tracker ──
|
||
// orbit_gap(%) = 목표누적수익률_to_date - 실제누적수익률_to_date
|
||
// 목표누적수익률 = (target/start)^(elapsed_months/total_months) - 1 (기하평균 보간)
|
||
// 반환: { ok, orbit_gap_pct, orbit_state, offensive_slot_adj, cash_floor_adj, detail, ... }
|
||
function calcOrbitGap_(settings) {
|
||
const NONE = (detail) => ({
|
||
ok: false, orbit_gap_pct: null, orbit_state: "UNKNOWN",
|
||
offensive_slot_adj: 0, cash_floor_adj: 0, detail,
|
||
});
|
||
|
||
const startAsset = parseFloat(settings["orbit_start_asset_krw"]);
|
||
const targetAsset = parseFloat(settings["orbit_target_asset_krw"]);
|
||
const currentAsset = parseFloat(settings["total_asset_krw"]);
|
||
const startYMRaw = settings["orbit_start_yyyymm"]; // "2026-01" or Sheets date
|
||
const endYMRaw = settings["orbit_end_yyyymm"]; // "2028-12" or Sheets date
|
||
|
||
if (!Number.isFinite(startAsset) || startAsset <= 0) return NONE("orbit_start_asset_krw 미설정");
|
||
if (!Number.isFinite(targetAsset) || targetAsset <= 0) return NONE("orbit_target_asset_krw 미설정");
|
||
if (!Number.isFinite(currentAsset) || currentAsset <= 0) return NONE("total_asset_krw 미설정");
|
||
|
||
const parseYM = value => {
|
||
if (value instanceof Date && !isNaN(value.getTime())) {
|
||
return value.getFullYear() * 12 + (value.getMonth() + 1);
|
||
}
|
||
const s = String(value ?? "").trim();
|
||
if (!s) return null;
|
||
const m = s.match(/^(\d{4})[-./년\s]*(\d{1,2})/);
|
||
if (!m) return null;
|
||
const y = parseInt(m[1], 10);
|
||
const mo = parseInt(m[2], 10);
|
||
if (!Number.isFinite(y) || !Number.isFinite(mo) || mo < 1 || mo > 12) return null;
|
||
return y * 12 + mo;
|
||
};
|
||
const now = new Date();
|
||
const nowYM = now.getFullYear() * 12 + (now.getMonth() + 1);
|
||
const startYM_int = parseYM(startYMRaw);
|
||
const endYM_int = parseYM(endYMRaw);
|
||
if (startYM_int === null || endYM_int === null) return NONE("orbit_start/end_yyyymm 파싱 실패");
|
||
const totalMonths = endYM_int - startYM_int;
|
||
const elapsedMonths = Math.max(0, nowYM - startYM_int);
|
||
|
||
if (totalMonths <= 0) return NONE("orbit_end_yyyymm이 orbit_start_yyyymm 이전");
|
||
|
||
const frac = Math.min(elapsedMonths / totalMonths, 1);
|
||
const targetCumRet = Math.pow(targetAsset / startAsset, frac) - 1;
|
||
const actualCumRet = currentAsset / startAsset - 1;
|
||
const orbitGap = parseFloat(((targetCumRet - actualCumRet) * 100).toFixed(2));
|
||
|
||
let orbitState, slotAdj, cashAdj;
|
||
if (orbitGap > 3) {
|
||
orbitState = "significantly_behind"; slotAdj = 2; cashAdj = -2;
|
||
} else if (orbitGap > 1) {
|
||
orbitState = "mild_behind"; slotAdj = 1; cashAdj = -1;
|
||
} else if (orbitGap < -2) {
|
||
orbitState = "ahead_of_target"; slotAdj = 0; cashAdj = 1;
|
||
} else {
|
||
orbitState = "on_track"; slotAdj = 0; cashAdj = 0;
|
||
}
|
||
|
||
return {
|
||
ok: true,
|
||
elapsed_months: elapsedMonths,
|
||
total_months: totalMonths,
|
||
target_cum_return_pct: parseFloat((targetCumRet * 100).toFixed(2)),
|
||
actual_cum_return_pct: parseFloat((actualCumRet * 100).toFixed(2)),
|
||
orbit_gap_pct: orbitGap,
|
||
orbit_state: orbitState,
|
||
offensive_slot_adj: slotAdj,
|
||
cash_floor_adj: cashAdj,
|
||
detail: `gap=${orbitGap}%p target=${(targetCumRet*100).toFixed(1)}% actual=${(actualCumRet*100).toFixed(1)}% (${elapsedMonths}/${totalMonths}개월)`,
|
||
};
|
||
}
|
||
|
||
// ── orbit_gap → monthly_history 기록 ─────────────────────────────────────────
|
||
// settings/info를 인자로 받으면 재사용 (runMacro 연쇄 시), 없으면 직접 읽기 (독립 실행 시).
|
||
function runOrbitGap(settings, info) {
|
||
if (!settings) settings = readSettingsTab_();
|
||
if (!info) info = calcOrbitGap_(settings);
|
||
if (!info.ok) {
|
||
Logger.log("runOrbitGap 스킵: " + info.detail);
|
||
return;
|
||
}
|
||
const currentMonth = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM");
|
||
upsertMonthlyRow_(currentMonth, {
|
||
Total_Asset: parseFloat(settings["total_asset_krw"]),
|
||
Start_Asset: parseFloat(settings["orbit_start_asset_krw"]),
|
||
Target_Asset: parseFloat(settings["orbit_target_asset_krw"]),
|
||
Target_Return_Pct: info.target_cum_return_pct,
|
||
Actual_Return_Pct: info.actual_cum_return_pct,
|
||
Orbit_Gap_Pct: info.orbit_gap_pct,
|
||
Orbit_State: info.orbit_state,
|
||
Slot_Adj: info.offensive_slot_adj,
|
||
Cash_Floor_Adj: info.cash_floor_adj,
|
||
});
|
||
Logger.log(`monthly_history(orbit): ${currentMonth} gap=${info.orbit_gap_pct}%p (${info.orbit_state}) slot_adj=${info.offensive_slot_adj}`);
|
||
}
|
||
|
||
// 동일 티커 복수 행(소수 분리 등) 합산 — ex 를 in-place 갱신
|
||
function _mergePositionRecord_(ex, incoming) {
|
||
// THIN_ADAPTER: [stop_loss] delegated to Python — src/quant_engine/convert_xlsx_to_json.py:normalize_backdata_harness_payload
|
||
const newQty = ex.quantity + incoming.quantity;
|
||
const newAvail = (ex.available_quantity || 0) + (incoming.available_quantity || 0);
|
||
const newMV = (ex.market_value || 0) + (incoming.market_value || 0);
|
||
const newCost = (ex.total_cost || 0) + (incoming.total_cost || 0);
|
||
const newPL = (ex.profit_loss || 0) + (incoming.profit_loss || 0);
|
||
|
||
ex.quantity = newQty;
|
||
ex.available_quantity = newAvail;
|
||
ex.market_value = newMV;
|
||
ex.total_cost = newCost;
|
||
ex.profit_loss = newPL;
|
||
ex.average_cost = newQty > 0 ? Math.round(newCost / newQty) : ex.average_cost;
|
||
ex.entry_price = ex.average_cost;
|
||
ex.return_pct = newCost > 0
|
||
? parseFloat(((newPL / newCost) * 100).toFixed(2))
|
||
: ex.return_pct;
|
||
// 이름: "(소수)" 접미사 없는 쪽 우선
|
||
if (ex.name.includes('소수') && !incoming.name.includes('소수')) {
|
||
ex.name = incoming.name;
|
||
}
|
||
// 기타 스칼라 필드: 기존 값이 null 이면 incoming 값으로 채움
|
||
['stop_price','highest_price','entry_date','entry_stage','position_type'].forEach(k => {
|
||
if (ex[k] == null && incoming[k] != null) ex[k] = incoming[k];
|
||
});
|
||
}
|
||
|
||
// ── account_snapshot 탭 읽기 → 계좌 캡처 확정 원장 ─────────────────────────
|
||
// - 일반계좌: 종목별 보유수량·평단 + 현금 모두 제공 → Sell_Qty 직접 산출 가능
|
||
// - ISA/연금저축: 캡처 금액은 투자완료 계좌잔액 reference. 일반계좌 현금원장 합산 금지.
|
||
// 개별 종목수량 미제공 시 Sell_Qty 산출 불가
|
||
// parse_status=CAPTURE_READ_OK + user_confirmed=Y 행만 실 데이터로 인정.
|
||
function readAccountSnapshotMap_() {
|
||
const settings_ = readSettingsTab_();
|
||
const confirmModeRaw_ = String((settings_ && settings_["account_snapshot_confirm_mode"]) || "STRICT_Y").trim().toUpperCase();
|
||
const allowAutoConfirm_ = confirmModeRaw_ === "AUTO_IF_PARSE_OK";
|
||
const makeCashBucket = () => ({ immediate_cash: null, settlement_cash_d2: null, available_cash: null, open_order_amount: 0 });
|
||
const result = {
|
||
positions: {}, // 일반계좌 개별주 (Sell_Qty·stop_price 계산에 사용)
|
||
isa_positions: {}, // ISA 개별주 (PCL 카운트 전용 — Sell_Qty 미사용)
|
||
cash: makeCashBucket(), // 일반계좌 합산 (매수 가용 현금 기준)
|
||
cash_by_account: { // 계좌 유형별 현금 분리 추적
|
||
"일반계좌": makeCashBucket(),
|
||
"ISA": makeCashBucket(),
|
||
"연금저축": makeCashBucket(),
|
||
},
|
||
rows_read: 0,
|
||
rows_confirmed: 0,
|
||
rows_parse_ok_unconfirmed: 0,
|
||
rows_auto_confirmed: 0,
|
||
confirm_mode: confirmModeRaw_,
|
||
account_types_seen: new Set(), // 캡처된 계좌 유형 목록
|
||
};
|
||
try {
|
||
const sheet = getSpreadsheet_().getSheetByName("account_snapshot");
|
||
if (!sheet) return result;
|
||
const data = sheet.getDataRange().getValues();
|
||
if (data.length < 3) return result;
|
||
const hdr = data[1].map(h => String(h ?? "").trim());
|
||
const idx = name => hdr.indexOf(name);
|
||
|
||
const tickerIdx = idx("ticker");
|
||
const nameIdx = idx("name");
|
||
const accountIdx = idx("account");
|
||
const acctTypeIdx = idx("account_type"); // ISA / 연금저축 / 일반계좌 구분
|
||
const qtyIdx = idx("holding_quantity");
|
||
const availQtyIdx = idx("available_quantity");
|
||
const avgIdx = idx("average_cost");
|
||
const totalCostIdx = idx("total_cost");
|
||
const curIdx = idx("current_price");
|
||
const mvIdx = idx("market_value");
|
||
const profitIdx = idx("profit_loss");
|
||
const retPctIdx = idx("return_pct");
|
||
const immIdx = idx("immediate_cash");
|
||
const d2Idx = idx("settlement_cash_d2");
|
||
const availIdx = idx("available_cash");
|
||
const openIdx = idx("open_order_amount");
|
||
const statusIdx = idx("parse_status");
|
||
const confirmedIdx = idx("user_confirmed");
|
||
const capturedIdx = idx("captured_at");
|
||
const stopIdx = idx("stop_price");
|
||
const highIdx = idx("highest_price_since_entry");
|
||
const entryDateIdx = idx("entry_date");
|
||
const stageIdx = idx("entry_stage");
|
||
const posTypeIdx = idx("position_type");
|
||
const lastUpdIdx = idx("last_updated");
|
||
|
||
for (let i = 2; i < data.length; i++) {
|
||
const row = data[i];
|
||
const parseStatus = statusIdx >= 0 ? String(row[statusIdx] ?? "").trim() : "";
|
||
const confirmed = confirmedIdx >= 0 ? String(row[confirmedIdx] ?? "").trim().toUpperCase() : "";
|
||
if (!parseStatus && !confirmed) continue;
|
||
result.rows_read++;
|
||
|
||
const isParseOk = parseStatus === "CAPTURE_READ_OK";
|
||
const hasConfirm = ["Y", "YES", "TRUE", "1"].includes(confirmed);
|
||
const isConfirmed = isParseOk && (hasConfirm || (allowAutoConfirm_ && !confirmed));
|
||
if (isParseOk && !hasConfirm) {
|
||
result.rows_parse_ok_unconfirmed++;
|
||
}
|
||
if (isParseOk && !hasConfirm && allowAutoConfirm_ && !confirmed) {
|
||
result.rows_auto_confirmed++;
|
||
}
|
||
if (!isConfirmed) continue;
|
||
result.rows_confirmed++;
|
||
|
||
const acctType = acctTypeIdx >= 0 ? String(row[acctTypeIdx] ?? "").trim() : "일반계좌";
|
||
const isRestrictedAcct = acctType === "ISA" || acctType === "연금저축";
|
||
result.account_types_seen.add(acctType);
|
||
|
||
// 현금/잔액 — 계좌 유형별 버킷에 기록
|
||
const immediateCash = immIdx >= 0 ? parseFloat(row[immIdx]) : NaN;
|
||
const settlementCash = d2Idx >= 0 ? parseFloat(row[d2Idx]) : NaN;
|
||
const availableCash = availIdx >= 0 ? parseFloat(row[availIdx]) : NaN;
|
||
const openOrderAmount = openIdx >= 0 ? parseFloat(row[openIdx]) : NaN;
|
||
|
||
const cashBucket = result.cash_by_account[acctType] ?? makeCashBucket();
|
||
if (!result.cash_by_account[acctType]) result.cash_by_account[acctType] = cashBucket;
|
||
if (Number.isFinite(immediateCash)) cashBucket.immediate_cash = (cashBucket.immediate_cash ?? 0) + immediateCash;
|
||
if (Number.isFinite(settlementCash)) cashBucket.settlement_cash_d2 = (cashBucket.settlement_cash_d2 ?? 0) + settlementCash;
|
||
if (Number.isFinite(availableCash)) cashBucket.available_cash = (cashBucket.available_cash ?? 0) + availableCash;
|
||
if (Number.isFinite(openOrderAmount)) cashBucket.open_order_amount = (cashBucket.open_order_amount ?? 0) + openOrderAmount;
|
||
|
||
// result.cash: 일반계좌 현금만 포트폴리오 cash ledger로 사용
|
||
// ISA/연금저축 값은 투자완료 계좌잔액 reference로만 보관
|
||
if (!isRestrictedAcct) {
|
||
if (Number.isFinite(immediateCash)) result.cash.immediate_cash = (result.cash.immediate_cash ?? 0) + immediateCash;
|
||
if (Number.isFinite(settlementCash)) result.cash.settlement_cash_d2 = (result.cash.settlement_cash_d2 ?? 0) + settlementCash;
|
||
if (Number.isFinite(availableCash)) result.cash.available_cash = (result.cash.available_cash ?? 0) + availableCash;
|
||
if (Number.isFinite(openOrderAmount)) result.cash.open_order_amount = (result.cash.open_order_amount ?? 0) + openOrderAmount;
|
||
}
|
||
|
||
// 연금저축 = ETF 전용 계좌 → 개별주 포지션 매핑 완전 스킵
|
||
if (acctType === "연금저축") continue;
|
||
|
||
const ticker = tickerIdx >= 0 ? normalizeTickerCode(row[tickerIdx]) : "";
|
||
const qty = qtyIdx >= 0 ? parseFloat(row[qtyIdx]) : NaN;
|
||
if (!ticker || !Number.isFinite(qty) || qty <= 0) continue;
|
||
|
||
const availQty = availQtyIdx >= 0 ? parseFloat(row[availQtyIdx]) : NaN;
|
||
const totalCost = totalCostIdx >= 0 ? parseFloat(row[totalCostIdx]) : NaN;
|
||
const profitLoss = profitIdx >= 0 ? parseFloat(row[profitIdx]) : NaN;
|
||
const retPct = retPctIdx >= 0 ? parseFloat(row[retPctIdx]) : NaN;
|
||
const stopPrice = stopIdx >= 0 ? parseFloat(row[stopIdx]) : NaN;
|
||
const highPrice = highIdx >= 0 ? parseFloat(row[highIdx]) : NaN;
|
||
const entryDateRaw = entryDateIdx >= 0 ? row[entryDateIdx] : "";
|
||
const lastUpdRaw = lastUpdIdx >= 0 ? row[lastUpdIdx] : "";
|
||
const normalizeDateCell = value => value instanceof Date
|
||
? Utilities.formatDate(value, "Asia/Seoul", "yyyy-MM-dd")
|
||
: String(value ?? "").trim().substring(0, 10);
|
||
|
||
const posRecord = {
|
||
ticker,
|
||
name: nameIdx >= 0 ? String(row[nameIdx] ?? "").trim() : "",
|
||
account: accountIdx >= 0 ? String(row[accountIdx] ?? "").trim() : "",
|
||
account_type: acctType,
|
||
quantity: qty,
|
||
available_quantity: Number.isFinite(availQty) ? availQty : null,
|
||
average_cost: avgIdx >= 0 ? parseFloat(row[avgIdx]) : null,
|
||
entry_price: avgIdx >= 0 ? parseFloat(row[avgIdx]) : null,
|
||
total_cost: Number.isFinite(totalCost) ? totalCost : null,
|
||
current_price: curIdx >= 0 ? parseFloat(row[curIdx]) : null,
|
||
market_value: mvIdx >= 0 ? parseFloat(row[mvIdx]) : null,
|
||
profit_loss: Number.isFinite(profitLoss) ? profitLoss : null,
|
||
return_pct: Number.isFinite(retPct) ? retPct : null,
|
||
stop_price: Number.isFinite(stopPrice) && stopPrice > 0 ? stopPrice : null,
|
||
highest_price: Number.isFinite(highPrice) && highPrice > 0 ? highPrice : null,
|
||
entry_date: entryDateRaw ? normalizeDateCell(entryDateRaw) : "",
|
||
entry_stage: stageIdx >= 0 ? String(row[stageIdx] ?? "").trim() : "",
|
||
position_type: posTypeIdx >= 0 && String(row[posTypeIdx] ?? "").trim().toLowerCase() === "core" ? "core" : "satellite",
|
||
last_updated: lastUpdRaw ? normalizeDateCell(lastUpdRaw) : "",
|
||
parse_status: parseStatus,
|
||
user_confirmed: "Y",
|
||
captured_at: capturedIdx >= 0 ? row[capturedIdx] : "",
|
||
};
|
||
|
||
if (acctType === "ISA") {
|
||
// ISA 개별주: PCL 카운트 전용. Sell_Qty·stop_price·Total_Heat 계산에는 미사용.
|
||
if (result.isa_positions[ticker]) {
|
||
_mergePositionRecord_(result.isa_positions[ticker], posRecord);
|
||
} else {
|
||
result.isa_positions[ticker] = posRecord;
|
||
}
|
||
} else {
|
||
// 일반계좌: 전체 기능(stop_price, Sell_Qty, Total_Heat 등) 활성
|
||
// 동일 티커 중복 행(소수 분리 계좌 등) → 수량·평가액·원가 합산
|
||
if (result.positions[ticker]) {
|
||
_mergePositionRecord_(result.positions[ticker], posRecord);
|
||
} else {
|
||
result.positions[ticker] = posRecord;
|
||
}
|
||
}
|
||
}
|
||
result.account_types_seen = [...result.account_types_seen]; // Set → Array
|
||
} catch(e) {
|
||
handleFetchError_("readAccountSnapshotMap_", e, "WARN");
|
||
}
|
||
if (result.rows_read > 0 && result.rows_confirmed === 0 && result.rows_parse_ok_unconfirmed > 0) {
|
||
Logger.log(
|
||
"[ACCOUNT_SNAPSHOT_CONFIRMATION_BLOCK] parse_ok_unconfirmed=" + result.rows_parse_ok_unconfirmed
|
||
+ " mode=" + result.confirm_mode
|
||
+ " (hint: settings.account_snapshot_confirm_mode=AUTO_IF_PARSE_OK 또는 user_confirmed=Y 입력)"
|
||
);
|
||
}
|
||
return result;
|
||
}
|
||
|
||
// ── account_snapshot 탭 초기화 (캡처 원장 + 선택 포지션 상태 컬럼) ───────────────
|
||
// runDataFeed() 시작 시 자동 호출 — 탭 없으면 생성, 있으면 헤더 점검 후 즉시 반환.
|
||
// 샘플 행(parse_status="SAMPLE")은 GAS가 읽지 않으므로 실 데이터에 영향 없음.
|
||
function initAccountSnapshotTemplate_() {
|
||
const SS = getSpreadsheet_();
|
||
const SHEET_NAME = "account_snapshot";
|
||
|
||
const HEADERS = [
|
||
"captured_at", "account", "account_type", "ticker", "name",
|
||
"holding_quantity", "available_quantity", "average_cost", "total_cost",
|
||
"current_price", "market_value", "profit_loss", "return_pct",
|
||
"immediate_cash", "settlement_cash_d2", "available_cash", "open_order_amount",
|
||
"monthly_contribution_limit", "monthly_contribution_used",
|
||
"parse_status", "user_confirmed",
|
||
"stop_price", "highest_price_since_entry", "entry_date", "entry_stage", "position_type", "last_updated",
|
||
];
|
||
const TEXT_COLS = new Set(["captured_at","ticker","parse_status","user_confirmed","account","account_type","name","entry_date","entry_stage","position_type","last_updated"]);
|
||
const H = {}; // 컬럼명 → 인덱스 빠른 참조
|
||
HEADERS.forEach((h, i) => { H[h] = i; });
|
||
const numCols = HEADERS.length;
|
||
|
||
let sheet = SS.getSheetByName(SHEET_NAME);
|
||
const existed = !!sheet;
|
||
|
||
// ① 탭 존재 + 헤더 행이 있으면 → 누락 컬럼만 뒤에 추가하고 즉시 반환 (데이터 보호)
|
||
if (existed) {
|
||
const existingData = sheet.getDataRange().getValues();
|
||
const hasHeader = existingData.length >= 2 && existingData[1].some(v => String(v).trim() !== "");
|
||
if (hasHeader) {
|
||
const existingHdr = existingData[1].map(h => String(h).trim());
|
||
const missing = HEADERS.filter(h => !existingHdr.includes(h));
|
||
if (missing.length > 0) {
|
||
const startCol = existingHdr.length + 1;
|
||
sheet.getRange(2, startCol, 1, missing.length).setValues([missing]);
|
||
sheet.getRange(2, startCol, 1, missing.length).setFontWeight("bold").setBackground("#d9ead3");
|
||
missing.forEach((h, i) => {
|
||
if (TEXT_COLS.has(h)) sheet.getRange(2, startCol + i, 100, 1).setNumberFormat("@");
|
||
});
|
||
Logger.log(`initAccountSnapshotTemplate_: account_snapshot 누락컬럼 추가=${missing.join(",")}`);
|
||
}
|
||
return { action: "skipped_existing", sheet: SHEET_NAME, rows: existingData.length - 2, missing_headers: missing };
|
||
}
|
||
}
|
||
|
||
// ② 탭 없으면 생성, 있지만 비어 있으면 초기화
|
||
if (!sheet) sheet = SS.insertSheet(SHEET_NAME);
|
||
sheet.clearContents();
|
||
sheet.clearFormats();
|
||
|
||
// 행1: 안내 메모
|
||
const now = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd HH:mm:ss");
|
||
sheet.getRange(1, 1).setValue(
|
||
`[account_snapshot] HTS 캡처->ChatGPT 파싱->A3 붙여넣기 탭 | ${numCols}컬럼 | 초기화: ${now} KST | SAMPLE 행은 실제 캡처 후 삭제`
|
||
);
|
||
|
||
// 행2: 컬럼 헤더 (볼드)
|
||
sheet.getRange(2, 1, 1, numCols).setValues([HEADERS]);
|
||
sheet.getRange(2, 1, 1, numCols).setFontWeight("bold").setBackground("#d9ead3");
|
||
|
||
// 텍스트 포맷 — setValues 전 적용 필수 (Ticker 등 숫자 변환 방지)
|
||
HEADERS.forEach((h, i) => {
|
||
if (TEXT_COLS.has(h)) sheet.getRange(2, i + 1, 100, 1).setNumberFormat("@");
|
||
});
|
||
|
||
// ── 샘플 데이터 (parse_status="SAMPLE" → GAS readAccountSnapshotMap_ 무시) ──
|
||
const sampleDate = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd") + " 09:30";
|
||
|
||
function makeRow(fields) {
|
||
const row = new Array(numCols).fill("");
|
||
Object.entries(fields).forEach(([k, v]) => { if (H[k] !== undefined) row[H[k]] = v; });
|
||
return row;
|
||
}
|
||
|
||
const sampleRows = [
|
||
makeRow({
|
||
captured_at: sampleDate, account: "일반계좌", account_type: "일반계좌",
|
||
ticker: "005930", name: "삼성전자",
|
||
holding_quantity: 100, available_quantity: 100,
|
||
average_cost: 68000, total_cost: 6800000,
|
||
current_price: 75000, market_value: 7500000,
|
||
profit_loss: 700000, return_pct: 10.3,
|
||
immediate_cash: 3500000, settlement_cash_d2: 4200000,
|
||
available_cash: 3500000, open_order_amount: 0,
|
||
parse_status: "SAMPLE", user_confirmed: "N",
|
||
}),
|
||
makeRow({
|
||
captured_at: sampleDate, account: "일반계좌", account_type: "일반계좌",
|
||
ticker: "000660", name: "SK하이닉스",
|
||
holding_quantity: 30, available_quantity: 30,
|
||
average_cost: 180000, total_cost: 5400000,
|
||
current_price: 210000, market_value: 6300000,
|
||
profit_loss: 900000, return_pct: 16.7,
|
||
parse_status: "SAMPLE", user_confirmed: "N",
|
||
}),
|
||
makeRow({
|
||
captured_at: sampleDate, account: "ISA", account_type: "ISA",
|
||
ticker: "012450", name: "한화에어로스페이스",
|
||
holding_quantity: 10, available_quantity: 10,
|
||
average_cost: 980000, total_cost: 9800000,
|
||
current_price: 1216000, market_value: 12160000,
|
||
profit_loss: 2360000, return_pct: 24.1,
|
||
monthly_contribution_limit: 4000000, monthly_contribution_used: 1500000,
|
||
parse_status: "SAMPLE", user_confirmed: "N",
|
||
}),
|
||
// 현금 전용 행 (보유종목 없음)
|
||
makeRow({
|
||
captured_at: sampleDate, account: "일반계좌", account_type: "일반계좌",
|
||
name: "현금",
|
||
immediate_cash: 3500000, settlement_cash_d2: 4200000,
|
||
available_cash: 3500000, open_order_amount: 0,
|
||
parse_status: "SAMPLE", user_confirmed: "N",
|
||
}),
|
||
];
|
||
|
||
sheet.getRange(3, 1, sampleRows.length, numCols).setValues(sampleRows);
|
||
// 샘플 행 배경색 — 실제 데이터와 구분
|
||
sheet.getRange(3, 1, sampleRows.length, numCols).setBackground("#fff2cc");
|
||
|
||
Logger.log(`initAccountSnapshotTemplate_: ${existed ? "재초기화" : "신규생성"} | 탭="${SHEET_NAME}" | 샘플행=${sampleRows.length}`);
|
||
return {
|
||
action: existed ? "reinit" : "created",
|
||
sheet: SHEET_NAME,
|
||
columns: numCols,
|
||
sample_rows: sampleRows.length,
|
||
note: "SAMPLE 행은 parse_status=SAMPLE → GAS가 무시. 실제 HTS 캡처 붙여넣기 후 삭제.",
|
||
next_steps: [
|
||
"HTS 보유종목 화면 캡처 → ChatGPT 첨부 (capture_parse_prompt.md 포함)",
|
||
"ChatGPT TSV 출력 → account_snapshot 탭 A3 셀 선택 → Ctrl+V",
|
||
"SAMPLE 행 삭제 후 runDataFeed() 재실행",
|
||
],
|
||
};
|
||
}
|
||
|
||
function calcPerformanceBuyBias_(performance) {
|
||
const p = performance || {};
|
||
const multiplier = Number.isFinite(p.bayesian_multiplier) ? p.bayesian_multiplier : 0.5;
|
||
const tradesUsed = Number.isFinite(p.trades_used) ? p.trades_used : 0;
|
||
const netExp = Number.isFinite(p.net_expectancy_30) ? p.net_expectancy_30 : null;
|
||
const consLoss = Number.isFinite(p.consecutive_losses) ? p.consecutive_losses : 0;
|
||
|
||
// [Phase 4] CAPITAL_STYLE_ALLOCATION_V3 연계: 데이터 품질 갭 분석
|
||
const legacyQuality = Number.isFinite(p.legacy_investment_quality_score) ? p.legacy_investment_quality_score : 13;
|
||
const modernQuality = Number.isFinite(p.modern_investment_quality_score) ? p.modern_investment_quality_score : 69;
|
||
const qualityGap = Math.abs(modernQuality - legacyQuality);
|
||
|
||
let entryBlock = false;
|
||
let quantityMult = multiplier;
|
||
let reason = "performance_default";
|
||
let confidenceCap = 1.0;
|
||
|
||
if (qualityGap >= 20) {
|
||
confidenceCap = 0.5;
|
||
reason = "quality_gap_penalty";
|
||
quantityMult = Math.min(quantityMult, 0.5);
|
||
}
|
||
|
||
if (consLoss >= 5) {
|
||
entryBlock = true;
|
||
quantityMult = 0;
|
||
reason = "no_bet";
|
||
} else if (tradesUsed < 5) {
|
||
quantityMult = Math.min(quantityMult, 0.5);
|
||
reason = (reason === "quality_gap_penalty") ? reason + "|data_short" : "data_short";
|
||
} else if (Number.isFinite(netExp) && netExp < 0) {
|
||
quantityMult = Math.min(quantityMult, 0.25);
|
||
reason = "negative_expectancy";
|
||
} else if (Number.isFinite(netExp) && netExp >= 3.0 && multiplier >= 1.0) {
|
||
quantityMult = (confidenceCap < 1.0) ? confidenceCap : 1.0;
|
||
reason = (reason === "quality_gap_penalty") ? reason + "|high_bet_capped" : "high_bet";
|
||
} else if (multiplier >= 0.5) {
|
||
reason = (reason === "quality_gap_penalty") ? reason : "standard";
|
||
}
|
||
|
||
return {
|
||
entry_block: entryBlock,
|
||
quantity_multiplier: quantityMult,
|
||
effective_confidence_cap: confidenceCap,
|
||
label: String(p.bayesian_label ?? "medium_confidence"),
|
||
reason: reason,
|
||
};
|
||
}
|
||
|
||
function runDataFeed() {
|
||
if (typeof isRunAllOrchestrated_ === "function" && isRunAllOrchestrated_()) {
|
||
setFetchSessionLabel_("runDataFeed");
|
||
} else {
|
||
beginFetchSession_("runDataFeed");
|
||
}
|
||
|
||
// [PROPOSAL50] P2-2: YAML-GAS 커버리지 감사 — 실행마다 커버리지 기록 갱신
|
||
try { auditYamlGasCoverage_(); } catch(e) { Logger.log('[YGCA] audit error: ' + e.message); }
|
||
if (_gasCompatRoot_._gasCompatFallbackUsed_) {
|
||
Logger.log("[GAS_COMPAT_FALLBACK] gas_lib.gs helper fallback activated — redeploy full Apps Script project to restore canonical helpers.");
|
||
}
|
||
|
||
// account_snapshot 탭 없으면 자동 생성 (캡처 원장 + 선택 포지션 상태 헤더)
|
||
initAccountSnapshotTemplate_();
|
||
|
||
// settings 탭 — 사용자 입력 파라미터 (total_asset_krw, risk_budget_override 등)
|
||
const settings = readSettingsTab_();
|
||
ensureAccountSnapshotConfirmModeSetting_(settings);
|
||
let totalAssetKrw_ = Number.isFinite(parseFloat(settings["total_asset_krw"]))
|
||
? parseFloat(settings["total_asset_krw"]) : null;
|
||
const riskBudget_ = Number.isFinite(parseFloat(settings["risk_budget_override"]))
|
||
? Math.min(0.02, Math.max(0, parseFloat(settings["risk_budget_override"])))
|
||
: 0.007; // POSITION_SIZE_V1 기본값
|
||
|
||
// Bayesian multiplier — performance 탭 기반 자동 계산 (spec/17_performance_contract.yaml)
|
||
const bayesian = readPerformanceSheet_();
|
||
Logger.log(`Bayesian: ${bayesian.bayesian_label} (${bayesian.bayesian_multiplier}×) trades=${bayesian.trades_used}`);
|
||
|
||
const accountSnapshot_ = readAccountSnapshotMap_();
|
||
Logger.log(
|
||
"[ACCOUNT_SNAPSHOT_STATUS] rows_read=" + accountSnapshot_.rows_read
|
||
+ " confirmed=" + accountSnapshot_.rows_confirmed
|
||
+ " parse_ok_unconfirmed=" + (accountSnapshot_.rows_parse_ok_unconfirmed || 0)
|
||
+ " auto_confirmed=" + (accountSnapshot_.rows_auto_confirmed || 0)
|
||
+ " mode=" + (accountSnapshot_.confirm_mode || "STRICT_Y")
|
||
);
|
||
if (accountSnapshot_.rows_read > 0 && accountSnapshot_.rows_confirmed === 0 && (accountSnapshot_.rows_parse_ok_unconfirmed || 0) > 0) {
|
||
upsertOperationalWarningSetting_(
|
||
"account_snapshot_confirmation_warning",
|
||
"[ACCOUNT_CONFIRMATION_REQUIRED] parse_ok_unconfirmed=" + accountSnapshot_.rows_parse_ok_unconfirmed
|
||
+ ", mode=" + (accountSnapshot_.confirm_mode || "STRICT_Y")
|
||
+ ", action=user_confirmed=Y 입력 또는 account_snapshot_confirm_mode=AUTO_IF_PARSE_OK"
|
||
);
|
||
} else {
|
||
upsertOperationalWarningSetting_("account_snapshot_confirmation_warning", "");
|
||
}
|
||
const settlementCashD2_ = Number.isFinite(parseFloat(settings["settlement_cash_d2_krw"]))
|
||
? parseFloat(settings["settlement_cash_d2_krw"])
|
||
: accountSnapshot_.cash.settlement_cash_d2;
|
||
if (String((settings["cash_floor_status_override"] || "")).trim()) {
|
||
// no-op: 수동 오버라이드가 있으면 런타임 경고 판단을 덮지 않음
|
||
}
|
||
if (settlementCashD2_ === 0 || settlementCashD2_ === null || settlementCashD2_ === undefined) {
|
||
// 현금 원장 정보 부족을 별도 경고로 남긴다.
|
||
upsertOperationalWarningSetting_(
|
||
"cash_ledger_warning",
|
||
"[CASH_LEDGER_WARNING] settlement_cash_d2_krw가 0 또는 미입력 상태"
|
||
);
|
||
} else {
|
||
upsertOperationalWarningSetting_("cash_ledger_warning", "");
|
||
}
|
||
const weeklyTargetCashPct_ = Number.isFinite(parseFloat(settings["weekly_target_cash_pct"]))
|
||
? parseFloat(settings["weekly_target_cash_pct"])
|
||
: null;
|
||
|
||
const headers = [
|
||
// ── 기본 수급·가격 ─────────────────────────────────────────────────────
|
||
"Ticker","Name","Price_Date","Frg_5D","Inst_5D","Indiv_5D","Frg_20D","Inst_20D","Flow_OK","Flow_Rows","Updated_At",
|
||
"Price_Status","Close","Open","PrevClose","High","Low","Volume","AvgVolume_5D",
|
||
"MA20","MA60","Ret5D","Ret10D","Ret20D","Ret60D",
|
||
"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",
|
||
"Flow5D_Status","Flow20D_Status","Ind5D_Status","Val_Surge_Status",
|
||
"DART_Status","DART_Source","DART_Catalyst","DART_Risk",
|
||
// ── 밸류에이션 ─────────────────────────────────────────────────────────
|
||
"Forward_PE","PBR","EPS","EPS_Revision_Status","EPS_Growth_1Y_Pct",
|
||
"DividendYield","DPS","Beta","High52W","Low52W","Pct_52W_High","Pct_From_52W_Low","Target_Price","Upside_Pct",
|
||
"Earnings_Date","Days_To_Earnings","Ex_Dividend_Date","Days_To_Ex_Div",
|
||
// ── 재무 건전성 (2026-05-18_FINANCIAL_HEALTH_V1 + OCF_B 추가) ────────────
|
||
"ROE_Pct","Operating_Margin_Pct","Debt_To_Equity","Current_Ratio","FCF_B","OCF_B","Revenue_Growth_Pct",
|
||
// ── 진입 가격·기대우위·수량 자동 추정 ───────────────────────────────────
|
||
"Limit_Price_Est","Stop_Price_Est","Stop_Price_Source","EE_Est","Pos_Size_Qty","Pos_Size_Constraint",
|
||
// ── 익절 사다리·타임스탑 자동 계산 (TAKE_PROFIT_LADDER_V1) ──────────────
|
||
"TP1_Price","TP1_Qty","TP2_Price","TP2_Qty","Time_Stop_Date","Days_To_Time_Stop",
|
||
// ── 포지션 모니터링 ──────────────────────────────────────────────────────
|
||
"Weight_Pct","Profit_Pct","Unrealized_PnL","Stage2_Gate","Band_Status","Position_Count_Status",
|
||
// ── F1 기술적 타이밍 지표 ────────────────────────────────────────────────
|
||
"MA20_Slope","Disparity","RSI14","BB_Width","BB_Position","BB_Upper","BB_Lower",
|
||
// ── F2 진입 모드 게이트 ──────────────────────────────────────────────────
|
||
"Entry_Mode","Entry_Mode_Gate","Entry_Mode_Reason",
|
||
// ── F3 매도 타이밍 신호 ──────────────────────────────────────────────────
|
||
"Exit_Signal_Detail",
|
||
// ── F5 타이밍 종합 액션 ────────────────────────────────────────────────
|
||
"Timing_Score_Entry","Timing_Score_Exit","Timing_Action","Timing_Block_Reason",
|
||
// ── F6 매도 액션·수량·가격 ───────────────────────────────────────────
|
||
"Sell_Action","Sell_Ratio_Pct","Sell_Qty","Sell_Limit_Price","Sell_Price_Source","Sell_Price_Basis",
|
||
"Sell_Execution_Window","Sell_Order_Type","Sell_Reason","Sell_Validation",
|
||
"Cash_Preserve_Style","Cash_Preserve_Ratio","Cash_Preserve_Reason",
|
||
// ── F6A 계좌 캡처·주간 리밸런싱 검증 ────────────────────────────────
|
||
"Account_Holding_Qty","Account_Avg_Cost","Account_Market_Value","Account_Parse_Status",
|
||
"Rule_Sell_Qty","Rebalance_Target_Cash_Pct","Rebalance_Need_KRW","Override_Sell_Qty","Override_Reason","Override_Validation",
|
||
// ── F7 최종 룰엔진 액션·우선순위 ─────────────────────────────────────
|
||
"Final_Action","Action_Priority","Priority_Score","Final_Rank","Decision_Source",
|
||
// ── 수급·점수 자동 계산 ────────────────────────────────────────────────
|
||
"Flow_Credit","Trailing_Stop_Price",
|
||
"SS001_P","SS001_V","SS001_F","SS001_E","SS001_M","SS001_VAL","SS001_Total","SS001_Norm_Score","SS001_Grade",
|
||
"PEG","PEG_Gate",
|
||
// ── 돌파 파일럿 게이트 ─────────────────────────────────────────────────
|
||
"Breakout_Score","Breakout_Gate",
|
||
// ── anti_climax_buy_gate S1~S5 ────────────────────────────────────────
|
||
"AC_S1","AC_S2","AC_S3","AC_S4","AC_S5","AC_Total","AC_Gate",
|
||
// ── daily_leader_scan C1~C5 ────────────────────────────────────────────
|
||
"C1_Price","C2_RelStr","C3_VolSurge","C4_Flow","C5_Sector","Leader_Scan_Total","Leader_Gate",
|
||
// ── 상대약세 청산 신호 RW1~RW5 (RW1·RW3은 sector_flow 이력 기반) ─────
|
||
"RW1","RW2","RW3","RW4","RW5","RW_Partial",
|
||
// ── BRT_V1 + RS_VERDICT_V2 + COMPOSITE_VERDICT_V1 + SAQG/RAG ───────
|
||
"Stock_Drawdown_From_High_Pct","Excess_Drawdown_PctP","Recovery_Ratio_5D","Recovery_Ratio_20D",
|
||
"Downside_Beta","RS_Line_20D_Slope","RS_Line_60D_Slope","BRT_Verdict","BRT_Method",
|
||
"Excess_Ret_10D","RS_Verdict_V1_Raw","RS_Verdict","Composite_Verdict",
|
||
"SAQG_V1","SAQG_Penalty","SAQG_Failed_Filters","RAG_Verdict","RAG_Reason",
|
||
// ── 데이터 품질 ────────────────────────────────────────────────────────
|
||
"Missing_Fields","Next_Source_To_Check","Action_Reason","Action_Params","Allowed_Action",
|
||
// ── 포트폴리오 레벨 매도 우선순위 (sell_priority_engine) ──────────────
|
||
"Sell_Priority_Score"
|
||
];
|
||
const rows = [];
|
||
const today = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd");
|
||
const savedEpsRevision = readExistingEpsRevision_("data_feed");
|
||
|
||
// 버킷 할당 누산기 (루프 종료 후 _bucketSnapshot_에 기록)
|
||
let _coreTotalPct = 0, _satTotalPct = 0;
|
||
|
||
// F4 trailing stop 갱신 대기열 초기화
|
||
_trailingStopUpdates_ = [];
|
||
|
||
// account_snapshot pre-read — 보유수량·평단·선택 stop/highest/stage 상태의 단일 원장
|
||
const positionStopMap_ = {}; // ticker → { stop_price, entry_price, quantity, entry_date, entry_stage, position_type, highest_price }
|
||
Object.keys(accountSnapshot_.positions).forEach(ticker => {
|
||
const snap = accountSnapshot_.positions[ticker];
|
||
positionStopMap_[ticker] = {
|
||
stop_price: Number.isFinite(snap.stop_price) && snap.stop_price > 0 ? snap.stop_price : null,
|
||
entry_price: Number.isFinite(snap.average_cost) && snap.average_cost > 0 ? snap.average_cost : null,
|
||
quantity: snap.quantity,
|
||
highest_price: Number.isFinite(snap.highest_price) && snap.highest_price > 0 ? snap.highest_price : null,
|
||
entry_date: snap.entry_date || snap.last_updated || null,
|
||
entry_stage: snap.entry_stage || null,
|
||
position_type: snap.position_type || "satellite",
|
||
account_quantity: snap.quantity,
|
||
account_average_cost: Number.isFinite(snap.average_cost) ? snap.average_cost : null,
|
||
account_market_value: Number.isFinite(snap.market_value) ? snap.market_value : null,
|
||
account_parse_status: snap.parse_status,
|
||
account_user_confirmed: snap.user_confirmed,
|
||
account: snap.account || "",
|
||
};
|
||
});
|
||
|
||
// WBS-1.2: total_asset_krw 실시간 재계산 (2-pass differential: HTS 기준 + Naver 가격 델타)
|
||
// 구 방식(D2현금 + Naver 주가 합산)은 ISA·연금저축·CMA ~10M을 누락해 과소계상됨.
|
||
// 수정: HTS 캡처 총액을 기준으로 개별주 Naver-HTS 가격 차이(delta)만 반영한다.
|
||
if (Number.isFinite(totalAssetKrw_) && totalAssetKrw_ > 0) {
|
||
let priceUpdateKrw = 0, updateCount = 0;
|
||
for (const ticker of Object.keys(positionStopMap_)) {
|
||
const priceMetrics = resolveDataFeedPriceMetrics(ticker);
|
||
const pos = positionStopMap_[ticker];
|
||
const qty = pos.quantity;
|
||
const htsMv = pos.account_market_value;
|
||
if (priceMetrics.ok && Number.isFinite(priceMetrics.close) && Number.isFinite(qty)
|
||
&& Number.isFinite(htsMv) && htsMv > 0) {
|
||
priceUpdateKrw += (priceMetrics.close * qty) - htsMv;
|
||
updateCount++;
|
||
}
|
||
}
|
||
if (updateCount > 0) {
|
||
const liveTotal = totalAssetKrw_ + priceUpdateKrw;
|
||
if (liveTotal > 0) {
|
||
totalAssetKrw_ = liveTotal;
|
||
Logger.log(`[WBS-1.2] total_asset_krw 재계산 완료: ${totalAssetKrw_} KRW (delta: ${priceUpdateKrw}, ${updateCount}종목 반영)`);
|
||
}
|
||
}
|
||
}
|
||
|
||
// Total_Heat 사전 계산 — HF005(≥10% 매수 차단) + caution(7~10% 수량 감액)에 사용
|
||
// positionStopMap_ 완성 후 즉시 계산. ATR 추정 폴백: entry_price × 8% (보수적)
|
||
let globalHeatPct_ = null; // null = 계산 불가, number = heat%
|
||
if (Number.isFinite(totalAssetKrw_) && totalAssetKrw_ > 0) {
|
||
let heatKrw = 0;
|
||
for (const [, pos] of Object.entries(positionStopMap_)) {
|
||
const qty = pos.quantity;
|
||
const ep = pos.entry_price;
|
||
if (!Number.isFinite(qty) || qty <= 0 || !Number.isFinite(ep) || ep <= 0) continue;
|
||
const sp = Number.isFinite(pos.stop_price) && pos.stop_price > 0 && pos.stop_price < ep
|
||
? pos.stop_price : ep * 0.92; // spec: 미설정 시 8% 고정(보수적 추정)
|
||
heatKrw += (ep - sp) * qty;
|
||
}
|
||
globalHeatPct_ = parseFloat((heatKrw / totalAssetKrw_ * 100).toFixed(2));
|
||
Logger.log(`Total_Heat pre-calc: ${globalHeatPct_}% (${Object.keys(positionStopMap_).length}개 포지션)`);
|
||
}
|
||
|
||
// ── 종목 수 집계 → PCL 상태 산출 (2026-05-18_POSITION_STRATEGY_V1) ──────────
|
||
// positionStopMap_ = 일반계좌 개별주 (stop_price·Sell_Qty·Total_Heat 계산용)
|
||
// accountSnapshot_.isa_positions = ISA 개별주 (PCL 카운트 전용)
|
||
// 연금저축 = ETF 전용, 카운트 제외
|
||
// 일반계좌 하드 상한: 8종목(ROTATE_REQUIRED), 경보: 7종목(CAUTION)
|
||
// ISA 하드 상한: 4종목(ROTATE_REQUIRED), 경보: 3종목(CAUTION)
|
||
const _taxCore_ = Object.values(positionStopMap_).filter(p => p.position_type === "core").length;
|
||
const _taxSat_ = Object.values(positionStopMap_).filter(p => p.position_type !== "core").length;
|
||
const _taxTotal_ = Object.keys(positionStopMap_).length;
|
||
const _isaTotal_ = Object.keys(accountSnapshot_.isa_positions ?? {}).length;
|
||
|
||
const _taxStatus_ = _taxTotal_ >= 8 ? "ROTATE_REQUIRED"
|
||
: _taxTotal_ === 7 ? "CAUTION"
|
||
: "PASS";
|
||
const _isaStatus_ = _isaTotal_ >= 4 ? "ROTATE_REQUIRED"
|
||
: _isaTotal_ === 3 ? "CAUTION"
|
||
: "PASS";
|
||
|
||
const positionCountStatus_ =
|
||
`일반계좌:${_taxStatus_}(코어${_taxCore_}/위성${_taxSat_}/계${_taxTotal_}) | ISA:${_isaStatus_}(계${_isaTotal_})`;
|
||
|
||
// macro 탭 pre-read — KOSPI Ret5/10/20/60D(BRT/RS용) + REGIME_PRELIM(SS001_M용)
|
||
let globalKospiRet5D_ = null;
|
||
let globalKospiRet10D_ = null;
|
||
let globalKospiRet20D_ = null;
|
||
let globalKospiRet60D_ = null;
|
||
let globalKospiDrawdown_ = null;
|
||
let globalRegimePrelim_ = null;
|
||
try {
|
||
const macroSheet = getSpreadsheet_().getSheetByName("macro");
|
||
if (macroSheet) {
|
||
const mData = macroSheet.getDataRange().getValues();
|
||
let headerRowIdx = 0;
|
||
for (let r = 0; r < Math.min(5, mData.length); r++) {
|
||
const row = mData[r] ?? [];
|
||
if (row.indexOf("Symbol") >= 0 && row.indexOf("Name") >= 0) {
|
||
headerRowIdx = r;
|
||
break;
|
||
}
|
||
}
|
||
const mHdr = mData[headerRowIdx] ?? [];
|
||
const symIdx = mHdr.indexOf("Symbol");
|
||
const nameIdx = mHdr.indexOf("Name");
|
||
const closeIdx = mHdr.indexOf("Close");
|
||
const ma60Idx = mHdr.indexOf("MA60");
|
||
const ret5DIdx = mHdr.indexOf("Ret5D");
|
||
const ret10DIdx = mHdr.indexOf("Ret10D");
|
||
const ret20DIdx = mHdr.indexOf("Ret20D");
|
||
const ret60DIdx = mHdr.indexOf("Ret60D");
|
||
for (let i = headerRowIdx + 1; i < mData.length; i++) {
|
||
const sym = symIdx >= 0 ? String(mData[i][symIdx]).trim() : "";
|
||
const name = nameIdx >= 0 ? String(mData[i][nameIdx]).trim() : "";
|
||
if (name === "KOSPI") {
|
||
const r5 = ret5DIdx >= 0 ? parseFloat(mData[i][ret5DIdx]) : NaN;
|
||
const r10 = ret10DIdx >= 0 ? parseFloat(mData[i][ret10DIdx]) : NaN;
|
||
const r20 = ret20DIdx >= 0 ? parseFloat(mData[i][ret20DIdx]) : NaN;
|
||
const r60 = ret60DIdx >= 0 ? parseFloat(mData[i][ret60DIdx]) : NaN;
|
||
const close = closeIdx >= 0 ? parseFloat(mData[i][closeIdx]) : NaN;
|
||
const ma60 = ma60Idx >= 0 ? parseFloat(mData[i][ma60Idx]) : NaN;
|
||
if (Number.isFinite(r5)) globalKospiRet5D_ = r5;
|
||
if (Number.isFinite(r10)) globalKospiRet10D_ = r10;
|
||
if (Number.isFinite(r20)) globalKospiRet20D_ = r20;
|
||
if (Number.isFinite(r60)) globalKospiRet60D_ = r60;
|
||
if (Number.isFinite(close) && Number.isFinite(ma60) && ma60 > 0) {
|
||
globalKospiDrawdown_ = Math.max(0, parseFloat(((1 - close / Math.max(close, ma60)) * 100).toFixed(2)));
|
||
} else if (Number.isFinite(r60) && r60 < 0) {
|
||
globalKospiDrawdown_ = Math.abs(r60);
|
||
}
|
||
}
|
||
if (sym === "REGIME_PRELIM" && closeIdx >= 0) {
|
||
const rv = String(mData[i][closeIdx]).trim();
|
||
if (rv) globalRegimePrelim_ = rv;
|
||
}
|
||
if (globalKospiRet10D_ !== null && globalKospiRet20D_ !== null && globalRegimePrelim_ !== null) break;
|
||
}
|
||
}
|
||
} catch(e) { handleFetchError_("runDataFeed:macro pre-read", e, "CRITICAL"); }
|
||
|
||
// sector_flow 전회 실행 결과 통합 pre-read: rank, ETF수익률, 수급, RW1/RW3, 섹터 밸류에이션
|
||
const sectorFlowData_ = {}; // sector_name → { rank, etfRet10D, smart5, smart20, rw1, rw3, medianPE, medianPBR }
|
||
try {
|
||
const sfSheet = getSpreadsheet_().getSheetByName("sector_flow");
|
||
if (sfSheet) {
|
||
const sfData = sfSheet.getDataRange().getValues();
|
||
const sfHdr = sfData[1] ?? [];
|
||
const sNameIdx = sfHdr.indexOf("Sector");
|
||
const rankIdx = sfHdr.indexOf("Sector_Rank") >= 0 ? sfHdr.indexOf("Sector_Rank") : sfHdr.indexOf("Rotation_Rank");
|
||
const scoreIdx = sfHdr.indexOf("Sector_Score") >= 0 ? sfHdr.indexOf("Sector_Score") : sfHdr.indexOf("Rotation_Score");
|
||
const etfR10Idx = sfHdr.indexOf("Sector_Ret10D") >= 0 ? sfHdr.indexOf("Sector_Ret10D") :
|
||
(sfHdr.indexOf("ETF_Ret10D") >= 0 ? sfHdr.indexOf("ETF_Ret10D") : sfHdr.indexOf("Sector_Ret20D"));
|
||
const smart5Idx = sfHdr.indexOf("SmartMoney_5D_KRW") >= 0 ? sfHdr.indexOf("SmartMoney_5D_KRW") : sfHdr.indexOf("Frg_5D_SUM");
|
||
const smart20Idx= sfHdr.indexOf("SmartMoney_20D_KRW") >= 0 ? sfHdr.indexOf("SmartMoney_20D_KRW") : sfHdr.indexOf("Frg_20D_SUM");
|
||
const rw1Idx = sfHdr.indexOf("RW1");
|
||
const rw3Idx = sfHdr.indexOf("RW3");
|
||
const medPeIdx = sfHdr.indexOf("Sector_Median_PE");
|
||
const medPbrIdx = sfHdr.indexOf("Sector_Median_PBR");
|
||
if (sNameIdx >= 0) {
|
||
for (let i = 2; i < sfData.length; i++) {
|
||
const sName = String(sfData[i][sNameIdx]).trim();
|
||
if (!sName || sName === "Sector") continue;
|
||
const rank = rankIdx >= 0 ? parseInt(sfData[i][rankIdx]) : null;
|
||
sectorFlowData_[sName] = {
|
||
rank: Number.isFinite(rank) ? rank : null,
|
||
score: scoreIdx >= 0 ? parseFloat(sfData[i][scoreIdx]) : null,
|
||
etfRet10D: etfR10Idx >= 0 ? parseFloat(sfData[i][etfR10Idx]) : null,
|
||
smart5: smart5Idx >= 0 ? parseFloat(sfData[i][smart5Idx]) : null,
|
||
smart20: smart20Idx >= 0 ? parseFloat(sfData[i][smart20Idx]) : null,
|
||
rw1: rw1Idx >= 0 ? parseInt(sfData[i][rw1Idx]) : 0,
|
||
rw3: rw3Idx >= 0 ? parseInt(sfData[i][rw3Idx]) : 0,
|
||
medianPE: medPeIdx >= 0 ? parseFloat(sfData[i][medPeIdx]) : null,
|
||
medianPBR: medPbrIdx >= 0 ? parseFloat(sfData[i][medPbrIdx]) : null,
|
||
};
|
||
}
|
||
}
|
||
}
|
||
} catch(e) { handleFetchError_("runDataFeed:sector_flow pre-read", e, "CRITICAL"); }
|
||
|
||
// core_satellite 탭 pre-read — RS_Pct_20D → SS001_P 상대강도 점수용
|
||
const csRsPctMap_ = {}; // ticker → RS_Pct_20D (0~100)
|
||
try {
|
||
const csSheet = getSpreadsheet_().getSheetByName("core_satellite");
|
||
if (csSheet) {
|
||
const csData = csSheet.getDataRange().getValues();
|
||
const csHdr = csData[1] ?? [];
|
||
const csTkIdx = csHdr.indexOf("Ticker");
|
||
const csRsPctIdx = csHdr.indexOf("RS_Pct_20D");
|
||
if (csTkIdx >= 0 && csRsPctIdx >= 0) {
|
||
for (let i = 2; i < csData.length; i++) {
|
||
const tk = String(csData[i][csTkIdx]).trim();
|
||
if (!tk) continue;
|
||
const rsPct = parseFloat(csData[i][csRsPctIdx]);
|
||
if (Number.isFinite(rsPct)) csRsPctMap_[tk] = rsPct;
|
||
}
|
||
}
|
||
}
|
||
} catch(e) { handleFetchError_("runDataFeed:core_satellite pre-read", e, "CRITICAL"); }
|
||
|
||
const preReads = {
|
||
positionStopMap_, globalHeatPct_,
|
||
globalKospiRet5D_, globalKospiRet10D_, globalKospiRet20D_, globalKospiRet60D_, globalKospiDrawdown_,
|
||
globalRegimePrelim_,
|
||
sectorFlowData_, csRsPctMap_, riskBudget_, totalAssetKrw_,
|
||
weeklyTargetCashPct_, bayesian, savedEpsRevision, today,
|
||
positionCountStatus_,
|
||
};
|
||
const activeTickers_ = (typeof getActiveTickers_ === "function") ? getActiveTickers_() : TICKERS;
|
||
for (const t of activeTickers_) {
|
||
const result = buildTickerRowV2_(t, preReads, _trailingStopUpdates_);
|
||
rows.push(result.row);
|
||
_coreTotalPct += result.corePctDelta;
|
||
_satTotalPct += result.satPctDelta;
|
||
Utilities.sleep(400);
|
||
}
|
||
|
||
// ── 섹터별 총노출 집계 (duplicate_exposure_rule 판별 + Sell_Priority_Score 입력) ──
|
||
// spec: spec/risk/portfolio_exposure.yaml:duplicate_exposure_rule
|
||
const _sectorExpMap_ = {};
|
||
{
|
||
const wIdx_ = headers.indexOf("Weight_Pct");
|
||
const tIdx_ = headers.indexOf("Ticker");
|
||
rows.forEach(row => {
|
||
const tk_ = String(row[tIdx_] ?? "");
|
||
const w_ = parseFloat(row[wIdx_]);
|
||
if (!tk_ || !Number.isFinite(w_) || w_ <= 0) return;
|
||
const sec_ = TICKER_SECTOR_MAP[tk_] ?? "";
|
||
if (sec_) _sectorExpMap_[sec_] = (_sectorExpMap_[sec_] || 0) + w_;
|
||
});
|
||
}
|
||
|
||
// ── Sell_Priority_Score 일괄 계산 (post-loop, 섹터집계 완료 후) ───────────
|
||
// spec: spec/risk/portfolio_exposure.yaml:sell_priority_engine.candidate_scoring
|
||
{
|
||
const spIdx_ = headers.indexOf("Sell_Priority_Score");
|
||
if (spIdx_ >= 0) {
|
||
rows.forEach(row => {
|
||
const res_ = calcSellPriorityScore_(row, headers, _sectorExpMap_);
|
||
row[spIdx_] = res_.score;
|
||
});
|
||
}
|
||
}
|
||
|
||
const targetCashPctIdx = headers.indexOf("Rebalance_Target_Cash_Pct");
|
||
const needKrwIdx = headers.indexOf("Rebalance_Need_KRW");
|
||
const overrideQtyIdx = headers.indexOf("Override_Sell_Qty");
|
||
const overrideReasonIdx = headers.indexOf("Override_Reason");
|
||
const overrideValidationIdx = headers.indexOf("Override_Validation");
|
||
const sellActionIdx = headers.indexOf("Sell_Action");
|
||
const sellValidationIdx = headers.indexOf("Sell_Validation");
|
||
const sellLimitIdx = headers.indexOf("Sell_Limit_Price");
|
||
const ruleSellQtyIdx = headers.indexOf("Rule_Sell_Qty");
|
||
const accountQtyIdx = headers.indexOf("Account_Holding_Qty");
|
||
const finalActionIdx = headers.indexOf("Final_Action");
|
||
const priorityScoreForRebalIdx = headers.indexOf("Priority_Score");
|
||
if (
|
||
Number.isFinite(totalAssetKrw_) && totalAssetKrw_ > 0 &&
|
||
Number.isFinite(settlementCashD2_) &&
|
||
Number.isFinite(weeklyTargetCashPct_) && weeklyTargetCashPct_ > 0 &&
|
||
targetCashPctIdx >= 0 && needKrwIdx >= 0 && overrideQtyIdx >= 0 &&
|
||
overrideReasonIdx >= 0 && overrideValidationIdx >= 0
|
||
) {
|
||
const targetCashKrw = totalAssetKrw_ * weeklyTargetCashPct_ / 100;
|
||
const needKrw = Math.max(0, targetCashKrw - settlementCashD2_);
|
||
rows.forEach(row => {
|
||
row[targetCashPctIdx] = weeklyTargetCashPct_;
|
||
row[needKrwIdx] = Math.round(needKrw);
|
||
row[overrideValidationIdx] = needKrw > 0 ? "NOT_SELECTED" : "NO_REBALANCE_NEEDED";
|
||
});
|
||
|
||
if (needKrw > 0) {
|
||
// ── 리밸런스 후보 확장 (sell_priority_engine 3단계 풀) ──────────────────
|
||
// spec: portfolio_exposure.yaml:sell_priority_engine.hard_precedence
|
||
// Tier 1: 기존 SELL_READY(매도신호 확정) → Tier 2: ETF(중복노출) → Tier 3: 손실위성(-10%↓)
|
||
// 코어주도주(삼성전자·SK하이닉스)는 hard_stop 없으면 풀 제외 (spec:prohibition)
|
||
const nameIdx_ = headers.indexOf("Name");
|
||
const profitIdx_ = headers.indexOf("Profit_Pct");
|
||
const tickerIdx_ = headers.indexOf("Ticker");
|
||
const spScoreIdx_ = headers.indexOf("Sell_Priority_Score");
|
||
|
||
let remaining = needKrw;
|
||
rows
|
||
.map((row, idx) => ({ row, idx }))
|
||
.filter(item => {
|
||
const row = item.row;
|
||
const finalAction = String(row[finalActionIdx] ?? "");
|
||
const sellAction = String(row[sellActionIdx] ?? "");
|
||
const sellVal = String(row[sellValidationIdx] ?? "");
|
||
const name__ = String(row[nameIdx_] ?? "");
|
||
const ticker__ = String(row[tickerIdx_] ?? "");
|
||
const profitPct__ = parseFloat(row[profitIdx_]);
|
||
const isEtf__ = /KODEX|TIGER|KBSTAR|ARIRANG|HANARO|TIMEFOLIO/.test(name__);
|
||
const isCL__ = (ticker__ === "005930" || ticker__ === "000660");
|
||
// hard_stop — core leader도 포함
|
||
if (finalAction === "EXIT_SIGNAL" || sellAction === "EXIT_100") return true;
|
||
// Tier 1: SELL_READY (기존 로직)
|
||
if (sellAction && sellAction !== "HOLD" &&
|
||
sellVal === "SIGNAL_CONFIRMED" && finalAction === "SELL_READY") return true;
|
||
// Tier 2: ETF 중복노출 (코어리더 ETF 없으므로 isCL__ 체크 불필요)
|
||
if (isEtf__) return true;
|
||
// Tier 3: 손실 위성 -10% 이하, 코어리더 제외
|
||
if (!isEtf__ && !isCL__ &&
|
||
Number.isFinite(profitPct__) && profitPct__ <= -10) return true;
|
||
return false;
|
||
})
|
||
// Sell_Priority_Score 내림차순 → 점수 높을수록 먼저 현금 확보 대상
|
||
.sort((a, b) => {
|
||
const as_ = parseFloat(a.row[spScoreIdx_]) || 0;
|
||
const bs_ = parseFloat(b.row[spScoreIdx_]) || 0;
|
||
return bs_ - as_;
|
||
})
|
||
.forEach(item => {
|
||
if (remaining <= 0) return;
|
||
const row = item.row;
|
||
const price = parseFloat(row[sellLimitIdx]);
|
||
const name__= String(row[nameIdx_] ?? "");
|
||
const isEtf__ = /KODEX|TIGER|KBSTAR|ARIRANG|HANARO|TIMEFOLIO/.test(name__);
|
||
const finalAction__ = String(row[finalActionIdx] ?? "");
|
||
const tier__ =
|
||
finalAction__ === "EXIT_SIGNAL" ? "①하드스탑" :
|
||
finalAction__ === "SELL_READY" ? "②매도신호" :
|
||
isEtf__ ? "③중복ETF" : "④손실위성";
|
||
// 방향 A: 수량 없음 — Override_Sell_Qty는 캡처 후 수동 계산
|
||
if (!Number.isFinite(price) || price <= 0) {
|
||
row[overrideValidationIdx] = "NO_PRICE";
|
||
return;
|
||
}
|
||
row[overrideReasonIdx] = `[${tier__}] D+2 현금 ${weeklyTargetCashPct_}% 회복 — 수량 캡처 후 확인`;
|
||
row[overrideValidationIdx] = "SIGNAL_ONLY_USER_CONFIRM";
|
||
});
|
||
}
|
||
}
|
||
|
||
const priorityIdx = headers.indexOf("Action_Priority");
|
||
const scoreIdx = headers.indexOf("Priority_Score");
|
||
const rankIdx = headers.indexOf("Final_Rank");
|
||
if (priorityIdx >= 0 && scoreIdx >= 0 && rankIdx >= 0) {
|
||
rows
|
||
.map((row, idx) => ({ row, idx }))
|
||
.sort((a, b) => {
|
||
const ap = parseFloat(a.row[priorityIdx]);
|
||
const bp = parseFloat(b.row[priorityIdx]);
|
||
if (ap !== bp) return ap - bp;
|
||
const as = parseFloat(a.row[scoreIdx]);
|
||
const bs = parseFloat(b.row[scoreIdx]);
|
||
if (as !== bs) return bs - as;
|
||
return a.idx - b.idx;
|
||
})
|
||
.forEach((item, rank) => { item.row[rankIdx] = rank + 1; });
|
||
}
|
||
|
||
// ── Fetch 품질 진단 집계 (runDataFeed 완료 직전) ──────────────────────────
|
||
// Price_Status / DART_Status 기반으로 STALE·MISSING 비율 집계 후 Logger 출력.
|
||
// STALE 비율 > 50%이면 다음 실행 시 캐시 전체 강제 갱신을 위해 경고를 settings에 기록.
|
||
{
|
||
const psIdx_ = headers.indexOf("Price_Status");
|
||
const dsIdx_ = headers.indexOf("DART_Status");
|
||
let priceOk_ = 0, priceStale_ = 0, priceMissing_ = 0;
|
||
rows.forEach(row => {
|
||
const ps = String(row[psIdx_] ?? "");
|
||
if (ps === "PRICE_OK") priceOk_++;
|
||
else if (ps === "PRICE_STALE") priceStale_++;
|
||
else priceMissing_++;
|
||
});
|
||
const stalePct_ = rows.length > 0 ? Math.round(priceStale_ / rows.length * 100) : 0;
|
||
Logger.log(
|
||
`[FETCH_DIAG] 총 ${rows.length}종목 | PRICE_OK=${priceOk_} PRICE_STALE=${priceStale_}(${stalePct_}%) MISSING=${priceMissing_}`
|
||
);
|
||
// STALE 과반수(>50%) — 다음 세션에서 캐시 전체 재수집 경고
|
||
if (stalePct_ > 50) {
|
||
upsertOperationalWarningSetting_(
|
||
"data_freshness_warning",
|
||
`[STALE_MAJORITY] price_stale=${stalePct_}% — 다음 runDataFeed 전 clearFetchCache() 실행 권장`
|
||
);
|
||
Logger.log("[FETCH_DIAG][WARN] STALE 과반수(" + stalePct_ + "%) — clearFetchCache() 자동 호출");
|
||
try { clearFetchCache(); } catch (_) {}
|
||
} else {
|
||
upsertOperationalWarningSetting_("data_freshness_warning", "");
|
||
}
|
||
}
|
||
|
||
writeToSheet("data_feed", headers, rows);
|
||
Logger.log(`data_feed 완료: ${rows.length}종목`);
|
||
|
||
// 버킷 스냅샷 저장 (runMacro → BUCKET_STATUS 행에 사용)
|
||
_bucketSnapshot_ = {
|
||
core_pct: parseFloat(_coreTotalPct.toFixed(2)),
|
||
satellite_pct: parseFloat(_satTotalPct.toFixed(2)),
|
||
ts: today,
|
||
};
|
||
|
||
// F4: account_snapshot trailing stop 일괄 갱신
|
||
applyTrailingStopUpdates_();
|
||
|
||
// [WBS-3.4] 일별 자산 총액 및 고점, MDD를 기록
|
||
logDailyAssetHistory_(totalAssetKrw_, today);
|
||
|
||
// 개별 실행에서는 기존 연쇄를 유지하고, run_all() 모드에서는 상위 오케스트레이터가 다음 단계를 수행한다.
|
||
if (!isRunAllOrchestrated_()) {
|
||
runSectorFlow();
|
||
}
|
||
}
|
||
|
||
/**
|
||
* [WBS-3.4] 일별 자산 총액 및 고점, MDD를 기록한다.
|
||
*/
|
||
function logDailyAssetHistory_(totalAsset, todayStr) {
|
||
try {
|
||
if (!Number.isFinite(totalAsset) || totalAsset <= 0) {
|
||
Logger.log("[MDD_GUARD] totalAsset이 유효하지 않아 일별 기록을 건너뜁니다.");
|
||
return;
|
||
}
|
||
|
||
// daily_history 시트 획득 또는 생성
|
||
var ss = getSpreadsheet_();
|
||
var sheet = ss.getSheetByName("daily_history");
|
||
if (!sheet) {
|
||
sheet = ss.insertSheet("daily_history");
|
||
// 헤더 작성
|
||
sheet.appendRow(["Date", "Total_Asset_KRW", "Peak_Asset_KRW", "MDD_Pct"]);
|
||
Logger.log("[MDD_GUARD] daily_history 시트를 신규 생성하고 헤더를 작성했습니다.");
|
||
}
|
||
|
||
// 기존 데이터 읽기
|
||
var data = sheet.getDataRange().getValues();
|
||
|
||
// 오늘 날짜가 이미 존재하는지 체크 (중복 기록 방지)
|
||
var todayIndex = -1;
|
||
for (var i = 1; i < data.length; i++) {
|
||
var dateVal = data[i][0];
|
||
var dateStr = "";
|
||
if (dateVal instanceof Date) {
|
||
dateStr = Utilities.formatDate(dateVal, "Asia/Seoul", "yyyy-MM-dd");
|
||
} else {
|
||
dateStr = String(dateVal).trim();
|
||
}
|
||
if (dateStr === todayStr) {
|
||
todayIndex = i + 1; // 1-based index
|
||
break;
|
||
}
|
||
}
|
||
|
||
// 역사적 고점(Peak) 계산
|
||
var peakAsset = totalAsset;
|
||
for (var i = 1; i < data.length; i++) {
|
||
if (i + 1 === todayIndex) continue;
|
||
var assetVal = parseFloat(data[i][1]);
|
||
if (Number.isFinite(assetVal) && assetVal > peakAsset) {
|
||
peakAsset = assetVal;
|
||
}
|
||
}
|
||
|
||
// MDD 계산
|
||
var mddPct = 0.0;
|
||
if (peakAsset > 0) {
|
||
mddPct = parseFloat(((peakAsset - totalAsset) / peakAsset * 100).toFixed(2));
|
||
}
|
||
|
||
if (todayIndex > 0) {
|
||
// 이미 오늘 날짜가 있으면 해당 행 업데이트
|
||
sheet.getRange(todayIndex, 1, 1, 4).setValues([[todayStr, totalAsset, peakAsset, mddPct]]);
|
||
Logger.log("[MDD_GUARD] 오늘(" + todayStr + ") 자산 기록을 업데이트했습니다: Asset=" + totalAsset + ", Peak=" + peakAsset + ", MDD=" + mddPct + "%");
|
||
} else {
|
||
// 없으면 새 행 추가
|
||
sheet.appendRow([todayStr, totalAsset, peakAsset, mddPct]);
|
||
Logger.log("[MDD_GUARD] 오늘(" + todayStr + ") 자산 기록을 추가했습니다: Asset=" + totalAsset + ", Peak=" + peakAsset + ", MDD=" + mddPct + "%");
|
||
}
|
||
} catch(e) {
|
||
Logger.log("[MDD_GUARD] daily_history 기록 실패: " + e.message);
|
||
}
|
||
}
|
||
|
||
|
||
|
||
|
||
// --- Source: src/gas_adapter_parts/gdc_02_account_satellite.gs ---
|
||
function ensureAccountSnapshotConfirmModeSetting_(settingsObj) {
|
||
try {
|
||
const settings = settingsObj || {};
|
||
const raw = String(settings["account_snapshot_confirm_mode"] || "").trim();
|
||
if (raw) return;
|
||
const ss = getSpreadsheet_();
|
||
const sh = ss.getSheetByName("settings");
|
||
if (!sh) return;
|
||
sh.appendRow(["account_snapshot_confirm_mode", "STRICT_Y", "STRICT_Y|AUTO_IF_PARSE_OK"]);
|
||
settings["account_snapshot_confirm_mode"] = "STRICT_Y";
|
||
Logger.log("[SETTINGS_DEFAULT] account_snapshot_confirm_mode=STRICT_Y");
|
||
} catch (e) {
|
||
Logger.log("[SETTINGS_DEFAULT][WARN] account_snapshot_confirm_mode 주입 실패: " + e.message);
|
||
}
|
||
}
|
||
|
||
function upsertOperationalWarningSetting_(key, value) {
|
||
try {
|
||
const ss = getSpreadsheet_();
|
||
const sh = ss.getSheetByName("settings");
|
||
if (!sh) return;
|
||
const data = sh.getDataRange().getValues();
|
||
for (let i = 0; i < data.length; i++) {
|
||
if (String(data[i][0] || "").trim() === key) {
|
||
sh.getRange(i + 1, 2).setValue(value);
|
||
return;
|
||
}
|
||
}
|
||
sh.appendRow([key, value, "auto-generated operational warning"]);
|
||
} catch (e) {
|
||
Logger.log("[SETTINGS_WARNING][WARN] " + key + " 갱신 실패: " + e.message);
|
||
}
|
||
}
|
||
|
||
// ── buildTickerRow_ sub-functions ──────────────────────────────────────────
|
||
function _tickerSetup_(t, preReads) {
|
||
const {
|
||
positionStopMap_, globalHeatPct_, globalKospiRet10D_, globalRegimePrelim_,
|
||
sectorFlowData_, csRsPctMap_, riskBudget_, totalAssetKrw_,
|
||
weeklyTargetCashPct_, bayesian, savedEpsRevision, today,
|
||
positionCountStatus_,
|
||
} = preReads;
|
||
|
||
const isRiskOffRegime = globalRegimePrelim_ === "RISK_OFF" || globalRegimePrelim_ === "RISK_OFF_CANDIDATE";
|
||
const heatBlock = Number.isFinite(globalHeatPct_) && globalHeatPct_ >= 10;
|
||
const heatCaution = Number.isFinite(globalHeatPct_) && globalHeatPct_ >= 7 && globalHeatPct_ < 10;
|
||
|
||
const flow = fetchNaverFlow(t.code);
|
||
const price = resolveDataFeedPriceMetrics(t.code);
|
||
const valuation = fetchNaverMarketMetrics(t.code);
|
||
const consensus = fetchNaverConsensusData(t.code);
|
||
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);
|
||
// priceStatus 4단계
|
||
const priceStatus = !price.ok ? "PRICE_MISSING" :
|
||
price.isFallbackQuote ? "PRICE_QUOTE_ONLY" :
|
||
price.isPriceStale ? "PRICE_STALE" : "PRICE_OK";
|
||
const flow5Status = flow.ok ? `OK: ${frg5 > 0 ? "외국인 매수" : "외국인 매도"} / ${inst5 > 0 ? "기관 매수" : "기관 매도"}` : "DATA_MISSING";
|
||
const flow20Status = flow.ok ? "OK" : "DATA_MISSING";
|
||
const ind5Status = flow.ok ? "OK" : "DATA_MISSING";
|
||
const valSurgeStatus = calcValSurgeStatus(price.valSurge);
|
||
const liquidityStatus = calcLiquidityStatus(Number(price.avgTradingValue5D));
|
||
const spreadStatus = calcSpreadStatus(Number(price.spreadPct));
|
||
|
||
const missing = [];
|
||
if (!flow.ok) missing.push("Flow5D/Flow20D");
|
||
if (flow.ok && flow.isFlowStale) missing.push(`FLOW_STALE(${flow.rows[0]?.date ?? "?"})`);
|
||
if (priceStatus === "PRICE_MISSING") missing.push("ATR20/Val_Surge");
|
||
if (priceStatus === "PRICE_QUOTE_ONLY") missing.push("PRICE_QUOTE_ONLY:MA/ATR결측");
|
||
if (priceStatus === "PRICE_STALE") missing.push(`PRICE_STALE(${price.priceDate})`);
|
||
if (dartSummary.status === "NAVER_NOTICE_EMPTY" || String(dartSummary.status).startsWith("NAVER_NOTICE_ERROR")) missing.push("DART");
|
||
if (heatBlock) missing.push(`HF005:HEAT_BLOCK(${globalHeatPct_}%)`);
|
||
if (heatCaution) missing.push(`HEAT_CAUTION(${globalHeatPct_}%→수량50%감액)`);
|
||
if (isRiskOffRegime) missing.push(`REGIME_BLOCK(${globalRegimePrelim_})`);
|
||
if (globalHeatPct_ === null) missing.push("TOTAL_HEAT_UNKNOWN");
|
||
const next = [];
|
||
if (priceStatus === "PRICE_MISSING" || priceStatus === "PRICE_QUOTE_ONLY") next.push("Yahoo Finance chart");
|
||
if (missing.includes("DART")) next.push("Naver 공시공지");
|
||
if (missing.includes("Flow5D/Flow20D")) next.push("Naver frgn.naver");
|
||
|
||
const perfBias = calcPerformanceBuyBias_(bayesian);
|
||
const posRec = positionStopMap_[t.code];
|
||
|
||
return {
|
||
t, preReads,
|
||
flow, price, valuation, consensus, dartSummary,
|
||
frg5, inst5, frg20, inst20, indiv5,
|
||
priceStatus, flow5Status, flow20Status, ind5Status, valSurgeStatus, liquidityStatus, spreadStatus,
|
||
missing, next, isRiskOffRegime, heatBlock, heatCaution, perfBias, posRec,
|
||
today, positionCountStatus_, weeklyTargetCashPct_,
|
||
};
|
||
}
|
||
|
||
// ── Fundamentals: EPS, 52W, target price, dividends, financial health ────────
|
||
function _addTickerFundamentals_(ctx) {
|
||
const { t, price, valuation, consensus, preReads } = ctx;
|
||
const { savedEpsRevision, today } = preReads;
|
||
|
||
// ── EPS_Revision_Status: Naver 우선, Yahoo 폴백, 기존값 최후 보존 ──────
|
||
let epsRevisionStatus = "";
|
||
if (consensus.ok && consensus.epsRevisionStatus !== "DATA_MISSING") {
|
||
epsRevisionStatus = consensus.epsRevisionStatus;
|
||
} else {
|
||
const yahooConsensus = fetchYahooConsensusEps(t.code);
|
||
if (yahooConsensus.ok && yahooConsensus.epsRevisionStatus !== "DATA_MISSING") {
|
||
epsRevisionStatus = yahooConsensus.epsRevisionStatus;
|
||
} else {
|
||
epsRevisionStatus = savedEpsRevision[t.code] ?? "";
|
||
}
|
||
}
|
||
|
||
// ── 배당수익률: Naver main(_dvr) 우선, Yahoo quote 폴백 ──────────────
|
||
const naverDvr = Number.isFinite(valuation.dvr) ? valuation.dvr : null;
|
||
const yahooQuote = fetchYahooMarketMetrics(t.code);
|
||
const divYield = naverDvr ?? (Number.isFinite(yahooQuote.divYield) ? yahooQuote.divYield : "");
|
||
|
||
// ── Beta: Yahoo quote 우선, quoteSummary 폴백 ─────────────────────────
|
||
let beta = Number.isFinite(yahooQuote.beta) ? yahooQuote.beta : null;
|
||
|
||
// ── 52주 고저가: Naver main 우선, Yahoo quote 폴백 ────────────────────
|
||
const high52W = Number.isFinite(valuation.high52W) ? valuation.high52W
|
||
: Number.isFinite(yahooQuote.high52W) ? yahooQuote.high52W : null;
|
||
const low52W = Number.isFinite(valuation.low52W) ? valuation.low52W
|
||
: Number.isFinite(yahooQuote.low52W) ? yahooQuote.low52W : null;
|
||
const closeVal = price.ok && Number.isFinite(price.close) ? price.close : null;
|
||
const pct52WHigh = Number.isFinite(high52W) && Number.isFinite(closeVal) && high52W > 0
|
||
? ((closeVal / high52W - 1) * 100).toFixed(1) : "";
|
||
const pctFrom52WLow = Number.isFinite(low52W) && Number.isFinite(closeVal) && low52W > 0
|
||
? ((closeVal / low52W - 1) * 100).toFixed(1) : "";
|
||
|
||
// ── 목표주가: Naver consensus 우선, Yahoo quoteSummary 폴백 ──────────
|
||
let targetPrice = Number.isFinite(consensus.targetPrice) && consensus.targetPrice > 0
|
||
? consensus.targetPrice : null;
|
||
const yahooFin = fetchYahooTargetPrice(t.code);
|
||
if (!targetPrice && yahooFin.ok && Number.isFinite(yahooFin.targetPrice) && yahooFin.targetPrice > 0) {
|
||
targetPrice = yahooFin.targetPrice;
|
||
}
|
||
if (!beta && Number.isFinite(yahooFin.beta)) beta = yahooFin.beta;
|
||
const upsidePct = Number.isFinite(targetPrice) && Number.isFinite(closeVal) && closeVal > 0
|
||
? ((targetPrice / closeVal - 1) * 100).toFixed(1) : "";
|
||
|
||
// ── EPS 1년 성장률 ────────────────────────────────────────────────────
|
||
const epsGrowth1y = Number.isFinite(consensus.epsGrowth1y) ? consensus.epsGrowth1y : null;
|
||
|
||
// ── DPS ───────────────────────────────────────────────────────────────
|
||
const dps = Number.isFinite(yahooFin.dividendPerShare) ? yahooFin.dividendPerShare : null;
|
||
|
||
// ── 재무 건전성 7개 필드 (FINANCIAL_HEALTH_V1 + OCF_B + 7일 캐시 통합) ─────
|
||
// ETF는 개별 재무제표가 없으므로 수집 스킵
|
||
const isEtfTicker_ = /KODEX|TIGER|KBSTAR|ARIRANG|HANARO|TIMEFOLIO/.test(t.name ?? "");
|
||
let fundResult;
|
||
if (isEtfTicker_) {
|
||
Logger.log('[INFO][FUND_SKIP_ETF] ' + t.code + ' (' + (t.name ?? '') + ') — ETF, 펀더멘털 수집 불필요');
|
||
fundResult = { ok: false, source: 'etf_no_fundamentals' };
|
||
} else {
|
||
fundResult = (typeof fetchFundamentalsWithCache_ === 'function')
|
||
? fetchFundamentalsWithCache_(t.code, t.code, yahooFin)
|
||
: yahooFin;
|
||
}
|
||
const roePct = fundResult.ok && Number.isFinite(fundResult.roePct) ? fundResult.roePct : null;
|
||
const opMarginPct = fundResult.ok && Number.isFinite(fundResult.operatingMarginPct) ? fundResult.operatingMarginPct : null;
|
||
const debtToEquity = fundResult.ok && Number.isFinite(fundResult.debtToEquity) ? fundResult.debtToEquity : null;
|
||
const currentRatio = fundResult.ok && Number.isFinite(fundResult.currentRatio) ? fundResult.currentRatio : null;
|
||
const fcfB = fundResult.ok && Number.isFinite(fundResult.fcfB) ? fundResult.fcfB : null;
|
||
const ocfB = fundResult.ok && Number.isFinite(fundResult.ocfB) ? fundResult.ocfB : null;
|
||
const revenueGrowthPct = fundResult.ok && Number.isFinite(fundResult.revenueGrowthPct) ? fundResult.revenueGrowthPct : null;
|
||
|
||
// ── 실적 발표일 → 잔여 일수 ───────────────────────────────────────────
|
||
const earningsDateStr = yahooFin?.earningsDate ?? null;
|
||
const tp = today.split("-").map(Number);
|
||
const todayMs = Date.UTC(tp[0], tp[1] - 1, tp[2]);
|
||
let daysToEarnings = "";
|
||
if (earningsDateStr) {
|
||
const ep = earningsDateStr.split("-").map(Number);
|
||
daysToEarnings = Math.round((Date.UTC(ep[0], ep[1]-1, ep[2]) - todayMs) / (1000*60*60*24));
|
||
}
|
||
|
||
// ── 배당락일 → 잔여 일수 (A4) ──────────────────────────────────────────
|
||
const exDividendDateStr = yahooFin?.exDividendDate ?? null;
|
||
let daysToExDiv = "";
|
||
if (exDividendDateStr) {
|
||
const xp = exDividendDateStr.split("-").map(Number);
|
||
daysToExDiv = Math.round((Date.UTC(xp[0], xp[1]-1, xp[2]) - todayMs) / (1000*60*60*24));
|
||
}
|
||
|
||
Object.assign(ctx, {
|
||
epsRevisionStatus, epsGrowth1y, divYield, dps, beta,
|
||
high52W, low52W, pct52WHigh, pctFrom52WLow,
|
||
targetPrice, upsidePct, earningsDateStr, daysToEarnings,
|
||
exDividendDateStr, daysToExDiv,
|
||
roePct, opMarginPct, debtToEquity, currentRatio, fcfB, ocfB, revenueGrowthPct,
|
||
});
|
||
}
|
||
|
||
// ── [2026-05-21_BRT_HARNESS_V1] BRT/SAQG helpers ─────────────────────────
|
||
function calcBenchmarkRelativeTimeseries_(price, high52W, preReads) {
|
||
const k5 = preReads.globalKospiRet5D_;
|
||
const k20 = preReads.globalKospiRet20D_;
|
||
const k60 = preReads.globalKospiRet60D_;
|
||
const kDrawdown = preReads.globalKospiDrawdown_;
|
||
const close = price && price.ok && Number.isFinite(price.close) ? price.close : null;
|
||
const stockDrawdown = Number.isFinite(high52W) && Number.isFinite(close) && high52W > 0
|
||
? parseFloat((Math.max(0, (1 - close / high52W) * 100)).toFixed(2)) : null;
|
||
const excessDrawdown = stockDrawdown !== null && Number.isFinite(kDrawdown)
|
||
? parseFloat((stockDrawdown - kDrawdown).toFixed(2)) : null;
|
||
const ret5 = price && Number.isFinite(price.ret5D) ? price.ret5D : null;
|
||
const ret20 = price && Number.isFinite(price.ret20D) ? price.ret20D : null;
|
||
const ret60 = price && Number.isFinite(price.ret60D) ? price.ret60D : null;
|
||
const rec5 = ret5 !== null && Number.isFinite(k5) && k5 > 0 ? parseFloat((ret5 / k5).toFixed(3)) : null;
|
||
const rec20 = ret20 !== null && Number.isFinite(k20) && k20 > 0 ? parseFloat((ret20 / k20).toFixed(3)) : null;
|
||
const downsideBeta = ret20 !== null && Number.isFinite(k20) && k20 < 0 ? parseFloat((ret20 / k20).toFixed(3)) : null;
|
||
// [C-2] RS ratio slopes: change in RS ratio per day across windows
|
||
// slope = (rsRatio_longWindow - rsRatio_shortWindow) / daysBetween
|
||
// Positive = relative strength improving; negative = deteriorating
|
||
const rsRatio5d = (ret5 !== null && Number.isFinite(k5) && k5 !== 0) ? ret5 / k5 : null;
|
||
const rsRatio20d = (ret20 !== null && Number.isFinite(k20) && k20 !== 0) ? ret20 / k20 : null;
|
||
const rsRatio60d = (ret60 !== null && Number.isFinite(k60) && k60 !== 0) ? ret60 / k60 : null;
|
||
const slope20 = (rsRatio5d !== null && rsRatio20d !== null)
|
||
? parseFloat(((rsRatio20d - rsRatio5d) / 15).toFixed(4))
|
||
: (ret20 !== null && Number.isFinite(k20) ? parseFloat(((ret20 - k20) / 20).toFixed(4)) : null);
|
||
const slope60 = (rsRatio20d !== null && rsRatio60d !== null)
|
||
? parseFloat(((rsRatio60d - rsRatio20d) / 40).toFixed(4))
|
||
: (ret60 !== null && Number.isFinite(k60) ? parseFloat(((ret60 - k60) / 60).toFixed(4)) : null);
|
||
const brtMethod = (rsRatio5d !== null && rsRatio20d !== null)
|
||
? "RS_RATIO_MULTI_WINDOW_PROXY" : "PROXY_FROM_RET20_RET60";
|
||
|
||
let verdict = "UNKNOWN";
|
||
if (excessDrawdown !== null && rec20 !== null && slope20 !== null) {
|
||
if (excessDrawdown >= 10 && (rec20 < 0.50 || (slope60 !== null && slope60 < 0))) verdict = "BROKEN";
|
||
else if (excessDrawdown <= 0 && rec20 >= 1.20 && slope20 > 0) verdict = "LEADER";
|
||
else if (excessDrawdown >= 5 || rec20 < 0.80 || slope20 < 0) verdict = "LAGGARD";
|
||
else verdict = "MARKET";
|
||
}
|
||
return {
|
||
stock_drawdown_from_high_pct: stockDrawdown,
|
||
excess_drawdown_pctp: excessDrawdown,
|
||
recovery_ratio_5d: rec5,
|
||
recovery_ratio_20d: rec20,
|
||
downside_beta: downsideBeta,
|
||
rs_ratio_5d: rsRatio5d,
|
||
rs_ratio_20d: rsRatio20d,
|
||
rs_ratio_60d: rsRatio60d,
|
||
rs_line_20d_slope: slope20,
|
||
rs_line_60d_slope: slope60,
|
||
brt_verdict: verdict,
|
||
brt_method: brtMethod,
|
||
};
|
||
}
|
||
|
||
function fuseRsVerdictV2_(rsV1, brtVerdict) {
|
||
const v1 = rsV1 || "UNKNOWN";
|
||
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";
|
||
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" },
|
||
// 은행 / 증권 / 지주회사
|
||
{ code:"105560", name:"KB금융", sector:"은행" },
|
||
{ code:"055550", name:"신한지주", sector:"은행" },
|
||
{ code:"024110", name:"기업은행", sector:"은행" },
|
||
{ code:"071050", name:"한국금융지주", sector:"증권" },
|
||
{ code:"006800", name:"미래에셋증권", sector:"증권" },
|
||
{ code:"005940", name:"NH투자증권", sector:"증권" },
|
||
{ code:"180640", name:"한진칼", sector:"지주회사" },
|
||
{ code:"267250", name:"HD현대", sector:"지주회사" },
|
||
{ code:"034730", name:"SK", sector:"지주회사" },
|
||
// 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:"지주회사" }
|
||
];
|
||
|
||
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;
|
||
}
|
||
|
||
// FORMULA_STUB: CASH_RATIOS_V1 — 현금비중 (calcCashRatios_) GAS 미구현, settlement_cash/total_asset 계산 (GAS_REFERENCE_ONLY)
|
||
|
||
|