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>
131 lines
3.3 KiB
JSON
131 lines
3.3 KiB
JSON
{
|
|
"formula_id": "PREDICTION_ACCURACY_HARNESS_V2",
|
|
"as_of_date": "2026-06-03",
|
|
"calibration_state": "MONITOR",
|
|
"calibration_note": "T+5 운영 일치율 45~60% — 모니터링 유지",
|
|
"data_origin_audit": {
|
|
"operational_sample_count": 806,
|
|
"replay_sample_count": 804,
|
|
"untagged_row_count": 0,
|
|
"unrealized_outcome_row_count": 806,
|
|
"replay_in_live_stats": 0,
|
|
"operational_only_accuracy": true,
|
|
"untagged_label": "OK"
|
|
},
|
|
"t1_op_rate": 43.79,
|
|
"t1_sample": 717,
|
|
"t5_op_rate": 54.76,
|
|
"macro_event_excluded_count": 10,
|
|
"t5_op_rate_legacy": 29.41,
|
|
"t5_op_rate_decisive": 35.26,
|
|
"t5_ap_active_rate": 66.04,
|
|
"t5_ap_passive_rate": 29.65,
|
|
"t5_ap_combined": 54.76,
|
|
"t5_sample": 312,
|
|
"t20_op_rate": null,
|
|
"t20_sample": 0,
|
|
"t20_replay_rate": 40.92,
|
|
"t20_replay_sample": 804,
|
|
"t20_replay_avg_return_pct": 15.81,
|
|
"t20_replay_stdev_return_pct": 25.51,
|
|
"t20_replay_note": "REPLAY_FROM_KRX_EOD 기반 — pykrx 실제 가격 사용. 운영 실측 아님(estimated=true). 방향성 참고용.",
|
|
"replay_calibration_state": "REPLAY_CALIBRATED",
|
|
"window_90d_rate": 29.41,
|
|
"evaluation_methodology": "ACTIVE_PASSIVE_SPLIT_V1_INCONCLUSIVE_EXCLUDED",
|
|
"windows": {
|
|
"t1": {
|
|
"all": {
|
|
"sample": 717,
|
|
"decisive_sample": 596,
|
|
"matched": 314,
|
|
"inconclusive": 121,
|
|
"rate": 43.79,
|
|
"rate_decisive": 52.68
|
|
},
|
|
"30d": {
|
|
"sample": 717,
|
|
"decisive_sample": 596,
|
|
"matched": 314,
|
|
"inconclusive": 121,
|
|
"rate": 43.79,
|
|
"rate_decisive": 52.68
|
|
},
|
|
"7d": {
|
|
"sample": 334,
|
|
"decisive_sample": 289,
|
|
"matched": 92,
|
|
"inconclusive": 45,
|
|
"rate": 27.54,
|
|
"rate_decisive": 31.83
|
|
}
|
|
},
|
|
"t5": {
|
|
"all": {
|
|
"sample": 374,
|
|
"decisive_sample": 312,
|
|
"matched": 110,
|
|
"inconclusive": 62,
|
|
"rate": 29.41,
|
|
"rate_decisive": 35.26
|
|
},
|
|
"active_passive": {
|
|
"active_rate_decisive": 66.04,
|
|
"active_decisive_n": 53,
|
|
"passive_rate_decisive": 29.65,
|
|
"passive_decisive_n": 199,
|
|
"combined_weighted_rate": 54.76
|
|
},
|
|
"30d": {
|
|
"sample": 374,
|
|
"decisive_sample": 312,
|
|
"matched": 110,
|
|
"inconclusive": 62,
|
|
"rate": 29.41,
|
|
"rate_decisive": 35.26
|
|
},
|
|
"90d": {
|
|
"sample": 374,
|
|
"decisive_sample": 312,
|
|
"matched": 110,
|
|
"inconclusive": 62,
|
|
"rate": 29.41,
|
|
"rate_decisive": 35.26
|
|
}
|
|
},
|
|
"t20": {
|
|
"operational": {
|
|
"sample": 0,
|
|
"decisive_sample": 0,
|
|
"matched": 0,
|
|
"inconclusive": 0,
|
|
"rate": null,
|
|
"rate_decisive": null
|
|
},
|
|
"operational_30d": {
|
|
"sample": 0,
|
|
"decisive_sample": 0,
|
|
"matched": 0,
|
|
"inconclusive": 0,
|
|
"rate": null,
|
|
"rate_decisive": null
|
|
},
|
|
"replay": {
|
|
"sample": 804,
|
|
"decisive_sample": 651,
|
|
"matched": 329,
|
|
"inconclusive": 153,
|
|
"rate": 40.92,
|
|
"rate_decisive": 50.54
|
|
},
|
|
"replay_return_dist": {
|
|
"n": 804,
|
|
"mean_pct": 15.81,
|
|
"stdev_pct": 25.51,
|
|
"min_pct": -31.93,
|
|
"max_pct": 102.09,
|
|
"estimated": true,
|
|
"source": "REPLAY_FROM_KRX_EOD"
|
|
}
|
|
}
|
|
}
|
|
} |