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>
22 lines
1.0 KiB
YAML
22 lines
1.0 KiB
YAML
schema_version: anti_late_entry_contract.v2
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goal: Define rules to block late chasing of leading stocks and prevent buying in distribution phases.
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metrics:
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- id: breakout_quality
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description: "20D high status and volume acceleration at breakout"
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- id: flow_acceleration
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description: "Foreign/Institutional net buying acceleration indicator"
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- id: distribution_risk
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description: "Risk score reflecting high-volume churn without price progression"
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- id: entry_timing_decile
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description: "Decile rank of entry timing relative to recent price progression"
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rules:
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- id: RULE_OVERHEATED_BLOCK_BUY
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condition: "entry_timing_decile >= 8 (Overheated zone)"
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action: "BLOCK new buys until a pullback trigger is confirmed"
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- id: RULE_DISTRIBUTION_DOWNGRADE
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condition: "distribution_risk is HIGH"
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action: "Downgrade BUY to HOLD/WAIT"
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- id: RULE_LATE_CHASE_ATTRIBUTION
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condition: "T+5/T+20 operational outcomes are updated to attribute entry quality"
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action: "Update attribution metrics"
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