kjh2064
ee3e799de1
주요 변경: - tools/build_rebalance_engine_v1.py: REBALANCE_ENGINE_V1 신규 * account_snapshot 직접 합산(_build_snap_position_map) → 소수주 분리 행 병합 * 레짐 소스 macro.REGIME_PRELIM 최우선 (GAS 와 동일) - src/gas_adapter_parts/gdf_06_rebalance.gs: runRebalanceSheet_() 신규 * Logger.log / getSpreadsheet_() 로 run_all 연동 수정 - src/gas_adapter_parts/gdc_01_fetch_fundamentals.gs * _mergePositionRecord_(): 소수주 중복 행 합산 신규 * parseInt → parseFloat (qty, availQty) - src/gas_adapter_parts/gdf_01_price_metrics.gs * 미보유 종목 SELL_READY → WATCH_EXIT_SIGNAL - spec/41_release_dag.yaml: build_rebalance_sheet 노드 추가 (step_count 63) - spec/51_formula_lifecycle_registry.yaml: REBALANCE_ENGINE_V1 등록 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
28 lines
769 B
YAML
28 lines
769 B
YAML
schema_version: entry_freshness_score.v1
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formula_id: ENTRY_FRESHNESS_SCORE_V1
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purpose: "뒷북/추격 매수를 차단하기 위한 진입 신선도 점수 계약."
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inputs:
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- signal_age
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- distance_from_trigger
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- one_day_velocity
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- five_day_return
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- volume_confirmation
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- flow_confirmation
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outputs:
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- entry_freshness_score
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- entry_freshness_state
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- buy_permission
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thresholds:
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block: 70
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pilot_only: 84
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full_entry: 85
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rules:
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- "entry_freshness_score < 70 -> BUY 금지"
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- "70 <= entry_freshness_score <= 84 -> PILOT_ONLY"
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- "entry_freshness_score >= 85 and follow_through PASS -> 본진입 허용"
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validation:
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required_metrics:
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- blocked_late_chase_buy_leak_count
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- entry_freshness_coverage_pct
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- distribution_risk_coverage_pct
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