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>
107 lines
3.4 KiB
Python
107 lines
3.4 KiB
Python
from __future__ import annotations
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import argparse
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import json
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import re
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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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DEFAULT_JSON = ROOT / "GatherTradingData.json"
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DEFAULT_OUT = ROOT / "Temp" / "decision_evidence_score_v2.json"
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def _load(path: Path) -> dict[str, Any]:
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try:
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data = json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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return data if isinstance(data, dict) else {}
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def _rows(v: Any) -> list[dict[str, Any]]:
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if isinstance(v, list):
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return [x for x in v if isinstance(x, dict)]
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if isinstance(v, str):
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try:
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return _rows(json.loads(v))
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except Exception:
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return []
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return []
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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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jp = Path(args.json)
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op = Path(args.out)
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if not jp.is_absolute():
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jp = ROOT / jp
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if not op.is_absolute():
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op = ROOT / op
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payload = _load(jp)
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h = {}
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if isinstance(payload.get("data"), dict) and isinstance(payload["data"].get("_harness_context"), dict):
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h.update(payload["data"]["_harness_context"])
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if isinstance(payload.get("hApex"), dict):
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h.update(payload["hApex"])
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bp = _rows(h.get("order_blueprint_json"))
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actionable = [r for r in bp if str(r.get("order_type") or "").upper() in {"BUY", "ADD_ON", "STAGED_BUY", "SELL", "STOP_LOSS", "TRIM"}]
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rationale_re = re.compile(r"([A-Z][A-Z0-9_]*_V[0-9]+|NO_EXECUTION:[A-Z_]+|EXPORT_GATE_[A-Z_]+)")
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rationale_total = 0
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rationale_ok = 0
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free_text_violation = 0
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numeric_source_cov = 100.0
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for row in actionable:
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rc = str(row.get("rationale_code") or "")
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if rc:
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rationale_total += 1
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if rationale_re.search(rc):
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rationale_ok += 1
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else:
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free_text_violation += 1
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for k in ("quantity", "limit_price_krw", "stop_price_krw", "take_profit_price_krw"):
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if k in row and row.get(k) not in (None, "") and "rationale_code" not in row:
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numeric_source_cov = 0.0
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if len(actionable) == 0:
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score = None
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score_state = "N_A_NO_ACTIONABLE_ORDERS"
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gate = "NO_ACTIONABLE_ORDERS_NEUTRAL"
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else:
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rq = 100.0 if rationale_total == 0 else (rationale_ok / max(1, rationale_total)) * 100.0
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score = round(max(0.0, min(100.0, rq * 0.7 + numeric_source_cov * 0.3)), 2)
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score_state = "SCORED"
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gate = "PASS" if score >= 92 else ("WARN" if score >= 80 else "FAIL")
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out = {
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"formula_id": "DECISION_EVIDENCE_SCORE_V2",
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"score": score,
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"score_state": score_state,
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"evidence_rows": len(bp),
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"rationale_rows": rationale_total,
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"numeric_source_coverage_pct": numeric_source_cov,
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"free_text_rationale_violation_count": free_text_violation,
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"gate": gate,
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"metrics": {
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"rationale_ok": rationale_ok,
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"actionable_rows": len(actionable)
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}
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}
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op.parent.mkdir(parents=True, exist_ok=True)
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op.write_text(json.dumps(out, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps(out, 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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