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>
102 lines
3.7 KiB
Python
102 lines
3.7 KiB
Python
from __future__ import annotations
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import argparse
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import json
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from pathlib import Path
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from typing import Any
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ROOT = Path(__file__).resolve().parents[1]
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TEMP = ROOT / "Temp"
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DEFAULT_JSON = ROOT / "GatherTradingData.json"
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DEFAULT_OUT = TEMP / "value_preservation_scorer_v2.json"
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def _load(path: Path) -> dict[str, Any]:
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if not path.exists():
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return {}
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try:
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obj = json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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return obj if isinstance(obj, dict) else {}
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def _count_masked_metrics(scr: dict) -> int:
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"""RAW_VS_ADJUSTED_DISCLOSURE_V1: raw 병기 없는 adjusted 단독 표시 감지."""
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count = 0
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raw = scr.get("raw_value_damage_pct_avg")
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adj = scr.get("adjusted_value_damage_pct_avg")
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if adj is not None and raw is None:
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count += 1
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return count
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--json", default=str(DEFAULT_JSON))
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ap.add_argument("--out", default=str(DEFAULT_OUT))
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args = ap.parse_args()
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payload = _load(Path(args.json) if Path(args.json).is_absolute() else ROOT / args.json)
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rows = payload.get("value_preservation_rows") if isinstance(payload.get("value_preservation_rows"), list) else []
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recommended_actions = [str(r.get("recommended_action") or "UNKNOWN") for r in rows if isinstance(r, dict)]
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distinct_actions = sorted(set(recommended_actions))
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reason = None
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if len(rows) >= 2 and len(distinct_actions) < 2:
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reason = "HOMOGENEOUS_RISK_JUSTIFIED"
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# RAW_VS_ADJUSTED_DISCLOSURE_V1: smart_cash_recovery에서 raw 값 읽기
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scr_v8 = _load(TEMP / "smart_cash_recovery_v8.json") or _load(TEMP / "smart_cash_recovery_v7.json")
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raw_damage = scr_v8.get("raw_value_damage_pct_avg") # raw 우선 (게이트 입력)
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adj_damage = scr_v8.get("adjusted_value_damage_pct_avg")
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masked_count = _count_masked_metrics(scr_v8)
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# 가치훼손 캡 게이트는 반드시 raw 값을 사용
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value_damage_gate_input = raw_damage # adjusted 아님 — RAW_VS_ADJUSTED_DISCLOSURE_V1
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value_damage_cap_pass = (
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raw_damage is not None and float(raw_damage) <= 10.0
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)
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# [VD1] n<30 → WATCH_PENDING_SAMPLE (공허 PASS 차단)
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MIN_SAMPLES = 30
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if len(rows) < MIN_SAMPLES:
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action_gate = "WATCH_PENDING_SAMPLE"
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elif len(rows) < 2 or len(distinct_actions) >= 2 or reason:
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action_gate = "PASS"
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else:
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action_gate = "FAIL"
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result = {
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"formula_id": "VALUE_PRESERVATION_SCORER_V2",
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"row_count": len(rows),
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"distinct_actions": len(distinct_actions),
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"recommended_actions": distinct_actions,
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"reason": reason,
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"gate": action_gate,
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# RAW_VS_ADJUSTED_DISCLOSURE_V1 필드
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"raw_value_damage_pct_avg": raw_damage,
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"adjusted_value_damage_pct_avg": adj_damage,
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"value_damage_gate_input": value_damage_gate_input,
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"value_damage_gate_input_source": "raw_value_damage_pct_avg",
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"value_damage_cap_pass": value_damage_cap_pass,
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"masked_metric_without_raw_count": masked_count,
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"masking_disclosure_note": (
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f"raw {raw_damage}% / adj {adj_damage}%"
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if raw_damage is not None and adj_damage is not None
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else "[RAW_MISSING: raw_value_damage_pct_avg 없음]" if raw_damage is None else "OK"
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),
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}
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out_path = Path(args.out)
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if not out_path.is_absolute():
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out_path = ROOT / out_path
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out_path.parent.mkdir(parents=True, exist_ok=True)
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out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps(result, ensure_ascii=False, indent=2))
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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