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QuantEngineByItz/tools/validate_realized_performance_v1.py
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Python

"""validate_realized_performance_v1.py — REALIZED_PERFORMANCE_VALIDATE_V1
Temp/realized_performance_v1.json의 존재와 기본 스키마를 검증한다.
데이터가 충분하지 않은 구간은 allow-listed insufficient_data 상태로만 허용한다.
"""
from __future__ import annotations
import argparse
import json
from pathlib import Path
from typing import Any
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_INPUT = ROOT / "Temp" / "realized_performance_v1.json"
DEFAULT_OUT = ROOT / "Temp" / "validate_realized_performance_v1.json"
FORMULA_ID = "REALIZED_PERFORMANCE_VALIDATE_V1"
def _load(path: Path) -> Any:
if not path.exists():
return {}
try:
return json.loads(path.read_text(encoding="utf-8"))
except Exception:
return {}
def _is_nonempty_dict(v: Any) -> bool:
return isinstance(v, dict) and len(v) > 0
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--input", default=str(DEFAULT_INPUT))
ap.add_argument("--out", default=str(DEFAULT_OUT))
args = ap.parse_args()
input_path = Path(args.input)
input_path = input_path if input_path.is_absolute() else ROOT / input_path
out_path = Path(args.out)
out_path = out_path if out_path.is_absolute() else ROOT / out_path
payload = _load(input_path)
missing: list[dict[str, object]] = []
if not _is_nonempty_dict(payload):
missing.append({"field": "file", "reason": "missing_or_invalid_json"})
else:
if payload.get("formula_id") != "REALIZED_PERFORMANCE_V1":
missing.append({
"field": "formula_id",
"reason": "unexpected_value",
"expected": "REALIZED_PERFORMANCE_V1",
})
for field in ["performance_metrics", "current_portfolio_mdd", "insufficient_data_items", "summary"]:
if field not in payload:
missing.append({"field": field, "reason": "missing_key"})
perf = payload.get("performance_metrics")
if isinstance(perf, dict):
for key in ["t1_operational", "t5_operational", "t20_replay_estimated"]:
block = perf.get(key)
if not _is_nonempty_dict(block):
missing.append({"field": f"performance_metrics.{key}", "reason": "missing_block"})
continue
if "label" not in block or "n" not in block:
missing.append({"field": f"performance_metrics.{key}", "reason": "missing_label_or_n"})
summary = payload.get("summary")
if isinstance(summary, dict):
if "disclaimer" not in summary:
missing.append({"field": "summary.disclaimer", "reason": "missing_key"})
if "best_estimated_source" not in summary:
missing.append({"field": "summary.best_estimated_source", "reason": "missing_key"})
mdd = payload.get("current_portfolio_mdd")
if not _is_nonempty_dict(mdd):
missing.append({"field": "current_portfolio_mdd", "reason": "missing_block"})
else:
if "worst_case_scenario" not in mdd:
missing.append({"field": "current_portfolio_mdd.worst_case_scenario", "reason": "missing_key"})
result = {
"formula_id": FORMULA_ID,
"gate": "PASS" if not missing else "FAIL",
"checked_file": str(Path(args.input).as_posix()),
"missing": missing,
}
out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2) + "\n", encoding="utf-8")
print(json.dumps(result, ensure_ascii=False, indent=2))
return 0 if not missing else 1
if __name__ == "__main__":
raise SystemExit(main())