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QuantEngineByItz/src/gas_adapter_parts/gdf_02_harness_assembly.gs
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kjh2064 7786e60daf feat(gas-thin-adapter): Phase 3 thin_adapter — 23개 forbidden 함수에 THIN_ADAPTER 위임 주석 삽입 
GAS_THIN_ADAPTER_POLICY_V1 Phase 3 (thin_adapter) 진행:
- tools/gas_thin_adapter_phase3_annotate.py: 23개 GAS forbidden 함수에 THIN_ADAPTER 주석 자동 삽입 스크립트
- src/gas_adapter_parts 7개 파일: 각 forbidden 함수 본문 첫 줄에
  // THIN_ADAPTER: [<responsibility>] delegated to Python — <module>:<function>
  주석 추가 (기능 코드 무변경, additive-only)
- spec/39: thin_adapter phase IN_PROGRESS + thin_adapter_result 블록 추가

⚠ GAS 파일 변경됨 — GAS deploy + 사용자 검증 필요 (runDataFeed 실행)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-14 11:32:00 +09:00

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function shouldEmitHarnessVerboseLogs_() {
try {
var props = PropertiesService.getScriptProperties();
var profile = String(props.getProperty('HARNESS_LOG_PROFILE') || '').toUpperCase();
if (profile === 'DEBUG') return true;
if (profile === 'NORMAL') return false;
// Backward compatibility
var v = props.getProperty('HARNESS_VERBOSE_LOG');
return String(v || '').toLowerCase() === 'true';
} catch (e) {
return false;
}
}
function logHarnessSub_(msg) {
if (shouldEmitHarnessVerboseLogs_()) Logger.log(msg);
}
function setHarnessLogProfile_(profile) {
var p = String(profile || '').toUpperCase();
if (p !== 'NORMAL' && p !== 'DEBUG') {
throw new Error("setHarnessLogProfile_: profile must be 'NORMAL' or 'DEBUG'");
}
var props = PropertiesService.getScriptProperties();
props.setProperty('HARNESS_LOG_PROFILE', p);
if (p === 'DEBUG') props.setProperty('HARNESS_VERBOSE_LOG', 'true');
if (p === 'NORMAL') props.deleteProperty('HARNESS_VERBOSE_LOG');
Logger.log('[HARNESS_LOG_PROFILE] set to ' + p);
return { profile: p, formula_id: 'HARNESS_LOG_PROFILE_V1' };
}
function setHarnessLogProfileNormal_() {
return setHarnessLogProfile_('NORMAL');
}
function setHarnessLogProfileDebug_() {
return setHarnessLogProfile_('DEBUG');
}
function getHarnessLogProfile_() {
var profile = 'NORMAL';
var verboseFallback = false;
try {
var props = PropertiesService.getScriptProperties();
var p = String(props.getProperty('HARNESS_LOG_PROFILE') || '').toUpperCase();
if (p === 'NORMAL' || p === 'DEBUG') profile = p;
verboseFallback = String(props.getProperty('HARNESS_VERBOSE_LOG') || '').toLowerCase() === 'true';
} catch (e) {}
return {
profile: profile,
verbose_fallback: verboseFallback,
formula_id: 'HARNESS_LOG_PROFILE_V1'
};
}
function assembleHarnessCoreLayers_(
ss, now, settings, asResult, dfMap, performance, totalAsset, mrsScore, buyPowerKrw,
settlementCashPct, totalHeatPct, intradayLock, snapshotFreshness, snapshotGate,
cashFloorInfo, cashShortfallInfo, capturedAtIso, drawdownGuard, winLossStreakGuard, marketRegime,
regimeTrimGuidance, regimeTransitionAlert, regimeSizeScale, regimeCashMinPct,
heatThresholds, heatGate, actions, h1, kospiRet5d, sectorFlowRadar
) {
// THIN_ADAPTER: [sizing] delegated to Python — src/quant_engine/inject_computed_harness.py:main
var h2 = calcSellPriority_(asResult.holdings, dfMap, h1);
var h3 = calcQuantities_(asResult.holdings, dfMap, totalAsset, buyPowerKrw, h1);
var h4 = calcPrices_(asResult.holdings, dfMap, marketRegime);
var h5 = runRouteFlow_(asResult.holdings, dfMap, h1);
var orderBlueprint = buildOrderBlueprint_(asResult.holdings, dfMap, {
intradayLock: intradayLock,
heatGate: heatGate,
cashFloorStatus: cashFloorInfo.status,
blockedActions: actions.blocked
}, h3, h4, h5);
return {
h2: h2,
h3: h3,
h4: h4,
h5: h5,
orderBlueprint: orderBlueprint
};
}
function assembleHarnessRiskLayers_(
ss, settings, asResult, dfMap, totalAsset, marketRegime, kospiRet5d, sectorFlowRadar, h4
) {
var portfolioBetaGate = calcPortfolioBetaGate_(asResult.holdings, dfMap, kospiRet5d, marketRegime);
var eventRiskRows = calcEventRiskHoldGate_(asResult.holdings, dfMap);
var sectorConcentration = calcSectorConcentrationGate_(asResult.holdings, marketRegime);
var tpLadderRows = calcTpQuantityLadder_(asResult.holdings, h4);
var stopAdequacyRows = calcStopAdequacyRows_(asResult.holdings, dfMap);
var staleRows = calcHoldingStaleReview_(asResult.holdings);
// KOSPI 반도체 시총 비중 — settings 시트에서만 입력. 미설정 시 0 (DATA_MISSING 처리)
// 주의: 하드코딩 기본값 금지. 실제 비중은 KRX/FnGuide 시총 데이터에서 수동 입력.
var kospiSemiWt = toNumber_(settings['kospi_semi_weight_pct']) || 0;
var kospiSamsungWt = toNumber_(settings['kospi_samsung_weight_pct']) || 0;
var kospiHynixWt = toNumber_(settings['kospi_hynix_weight_pct']) || 0;
var singlePositionWeightCap = calcSinglePositionWeightCap_(asResult.holdings, marketRegime, kospiSamsungWt, kospiHynixWt);
var semiconductorClusterGate = calcSemiconductorClusterGate_(asResult.holdings, marketRegime, kospiSemiWt);
var portfolioDrawdownGate = calcPortfolioDrawdownGate_(totalAsset, ss, settings);
var positionCountLimit = calcPositionCountLimit_(asResult.holdings, marketRegime);
var stopBreachAlert = calcStopBreachAlert_(asResult.holdings, dfMap);
var kospiRet20d_ = readKospiRet20d_(ss);
var relativeStopSignal = calcRelativeStopSignal_(asResult.holdings, dfMap, kospiRet20d_);
var tpTriggerAlert = calcTpTriggerAlert_(asResult.holdings, dfMap, h4, tpLadderRows);
var heatConcentrationAlert = calcHeatConcentrationAlert_(asResult.holdings, asResult.totalHeatKrw);
var sectorMomentumRows = calcSectorRotationMomentum_(sectorFlowRadar);
return {
portfolioBetaGate: portfolioBetaGate,
eventRiskRows: eventRiskRows,
sectorConcentration: sectorConcentration,
tpLadderRows: tpLadderRows,
stopAdequacyRows: stopAdequacyRows,
staleRows: staleRows,
singlePositionWeightCap: singlePositionWeightCap,
semiconductorClusterGate: semiconductorClusterGate,
portfolioDrawdownGate: portfolioDrawdownGate,
positionCountLimit: positionCountLimit,
stopBreachAlert: stopBreachAlert,
relativeStopSignal: relativeStopSignal,
tpTriggerAlert: tpTriggerAlert,
heatConcentrationAlert: heatConcentrationAlert,
sectorMomentumRows: sectorMomentumRows
};
}
function assembleHarnessAlphaLayers_(
ss, now, asResult, dfMap, totalAsset, kospiRet5d, sectorFlowRadar, h2, h3, h4, h5,
orderBlueprint, cashShortfallInfo, marketRegime, h1, capturedAtIso, drawdownGuard, snapshotGate,
cashFloorInfo, portfolioBetaGate, sectorConcentration, portfolioDrawdownGate,
winLossStreakGuard, positionCountLimit, singlePositionWeightCap, semiconductorClusterGate,
stopBreachAlert, tpTriggerAlert, heatConcentrationAlert, regimeTransitionAlert,
heatGate
) {
logHarnessSub_('[HARNESS_SUB] L3-A: assembleHarnessAlphaRadar_');
var alphaLayer = assembleHarnessAlphaRadar_(asResult, dfMap, kospiRet5d, sectorFlowRadar);
logHarnessSub_('[HARNESS_SUB] L3-B: assembleHarnessApexLayer_');
var apexLayer = assembleHarnessApexLayer_(
ss, now, asResult, dfMap, totalAsset, kospiRet5d, sectorFlowRadar,
h2, h3, h4, h5, orderBlueprint, cashShortfallInfo, marketRegime, h1, capturedAtIso, cashFloorInfo
);
logHarnessSub_('[HARNESS_SUB] L3-C: syncBackdataFeatureBank_');
var hAlphaResult = alphaLayer.hAlpha;
var hApexResult = apexLayer.hApex;
var backdataRows = syncBackdataFeatureBank_(now, asResult.holdings, dfMap, hAlphaResult, hApexResult);
hApexResult.backdata_feature_bank_json = backdataRows;
hApexResult.backdata_learning_lock = true;
var dfgResult = apexLayer.dfgResult;
var claExitJson = apexLayer.claExitJson;
var slgRows = apexLayer.slgRows;
var pcgResult = apexLayer.pcgResult;
logHarnessSub_('[HARNESS_SUB] L3-D: calcHarnessPortfolioHealthScore_');
var portfolioHealthScore = calcHarnessPortfolioHealthScore_({
heat_gate: heatGate,
cash_floor_status: cashFloorInfo.status,
drawdown_guard_state: drawdownGuard.state,
snapshot_execution_gate: snapshotGate.status,
portfolio_beta_gate: (portfolioBetaGate || {}).gate_status,
sector_concentration: (sectorConcentration || {}).gate_status,
portfolio_drawdown_gate: (portfolioDrawdownGate || {}).gate,
win_loss_streak_state: winLossStreakGuard.state,
position_count_gate: (positionCountLimit || {}).gate_status,
single_position_weight: (singlePositionWeightCap || {}).gate_status,
semiconductor_cluster: (semiconductorClusterGate || {}).gate_status,
stop_breach_gate: (stopBreachAlert || {}).gate,
tp_trigger_gate: (tpTriggerAlert || {}).gate,
heat_concentration_gate: (heatConcentrationAlert || {}).gate,
regime_transition_type: (regimeTransitionAlert || {}).transition_type
});
// [PROPOSAL50] P1-C: M5 V1.1 — 반도체 클러스터 한도 2배 초과 시 4주 의무 감축 계획
var mandatoryReduction = calcMandatoryReductionPlan_(
semiconductorClusterGate, asResult.holdings, dfMap, h3, totalAsset
);
hApexResult.mandatory_reduction_json = mandatoryReduction;
if (mandatoryReduction.is_mandatory) {
Logger.log('[M5_V1.1] MANDATORY_REDUCTION: ' + mandatoryReduction.current_excess_pct
+ '%p 초과 → 주당 ' + mandatoryReduction.weekly_reduction_target_krw + '원 감축 필요');
}
return {
hAlpha: hAlphaResult,
hApex: hApexResult,
backdataRows: backdataRows,
dfgResult: dfgResult,
claExitJson: claExitJson,
slgRows: slgRows,
pcgResult: pcgResult,
portfolioHealthScore: portfolioHealthScore
};
}
function assembleHarnessAlphaRadar_(asResult, dfMap, kospiRet5d, sectorFlowRadar) {
var hAlpha = calcAlphaShield_(asResult.holdings, dfMap, kospiRet5d, sectorFlowRadar);
return { hAlpha: hAlpha };
}
function assembleHarnessApexLayer_(
ss, now, asResult, dfMap, totalAsset, kospiRet5d, sectorFlowRadar,
h2, h3, h4, h5, orderBlueprint, cashShortfallInfo, marketRegime, h1, capturedAtIso, cashFloorInfo
) {
logHarnessSub_('[HARNESS_SUB] L3-B1: assembleHarnessApexCore_');
var apexCore = assembleHarnessApexCore_(
ss, now, asResult, dfMap, totalAsset, kospiRet5d, sectorFlowRadar,
h2, h3, h4, h5, orderBlueprint, cashShortfallInfo, marketRegime, h1, capturedAtIso
);
logHarnessSub_('[HARNESS_SUB] L3-B2: applyApexProposal46Suite_');
var hApex = applyApexProposal46Suite_(
ss, asResult.holdings, dfMap, h2, h3, cashShortfallInfo, asResult, cashFloorInfo, capturedAtIso, now, apexCore.hApex
);
hApex = hApex || {};
orderBlueprint = Array.isArray(orderBlueprint) ? orderBlueprint : [];
logHarnessSub_('[HARNESS_SUB] L3-B3: buildRoutingTrace_');
// [PROPOSAL50] P0-2: ROUTING_TRACE_V1 — export_gate 완료 후 라우팅 trace 확정
var routingTrace = buildRoutingTrace_(
(h1 && h1.intradayLock) || false, cashFloorInfo, hApex, capturedAtIso
);
hApex.routing_trace_json = routingTrace;
hApex.routing_serving_trace_v2_json = buildRoutingServingTraceV2_(routingTrace, hApex);
logHarnessSub_('[HARNESS_SUB] L3-B4: buildWatchLedger_');
// [PROPOSAL50] P0-3: WATCH_LEDGER_V1 — validation_status != PASS 행 물리 분리
hApex.watch_ledger_json = buildWatchLedger_(orderBlueprint, h4);
logHarnessSub_('[HARNESS_SUB] L3-B5: buildShadowLedger_');
// [PROPOSAL50] H10: SHADOW_LEDGER_V1 — BLOCKED 블루프린트 투명 원장
hApex.shadow_ledger_json = buildShadowLedger_(orderBlueprint, dfMap);
logHarnessSub_('[HARNESS_SUB] L3-B6: calcTrimPlanMinCash_');
// [PROPOSAL50] G2: TRIM_PLAN_MIN_CASH_V1 — 최소 현금 TRIM 계획 결정론적 산출
// h2는 sell_priority 결과 객체; sell_priority_table 배열만 전달
hApex.trim_plan_to_min_cash_json = calcTrimPlanMinCash_(
asResult.holdings, dfMap, cashShortfallInfo,
(h2 && h2.sell_priority_table) ? h2.sell_priority_table : (Array.isArray(h2) ? h2 : [])
);
// [PROPOSAL51] P1-C: CRDL-V1 — 현금회복 3분리 표시 잠금 (trim_plan 확정 후)
hApex.cash_recovery_display_json = calcCashRecoveryDisplayLock_(
hApex.scrs_v2_json || {},
hApex.trim_plan_to_min_cash_json || [],
cashShortfallInfo || {}
);
logHarnessSub_('[HARNESS_SUB] L3-B7: calcLlmServingConstraint_');
// [PROPOSAL50] D2: LLM_SERVING_CONSTRAINT_V1 — 12가지 금지행동 체크 (보고서 조립 직전)
hApex.llm_serving_constraint_json = calcLlmServingConstraint_(hApex);
logHarnessSub_('[HARNESS_SUB] L3-B8: calcDeterministicServingLock_');
// [PROPOSAL50] P2-1: DSLE-V1 — 서빙 잠금 (파이프라인 최종 단계)
var servingLock = calcDeterministicServingLock_(hApex, capturedAtIso, now);
hApex.serving_lock_json = servingLock;
return {
hApex: hApex,
dfgResult: apexCore.dfgResult,
claExitJson: apexCore.claExitJson,
slgRows: apexCore.slgRows,
pcgResult: apexCore.pcgResult
};
}
function assembleHarnessApexCore_(
ss, now, asResult, dfMap, totalAsset, kospiRet5d, sectorFlowRadar,
h2, h3, h4, h5, orderBlueprint, cashShortfallInfo, marketRegime, h1, capturedAtIso
) {
logHarnessSub_('[HARNESS_SUB] L3-B1a: calcApexExecutionHarness_');
var hApex = calcApexExecutionHarness_(
asResult.holdings, dfMap, sectorFlowRadar, kospiRet5d,
h1, h2, h3, h4, orderBlueprint, cashShortfallInfo, marketRegime
);
logHarnessSub_('[HARNESS_SUB] L3-B1b: applyApexPostProcessing_');
var apexPost = applyApexPostProcessing_(
ss, now, capturedAtIso, asResult.holdings, dfMap, totalAsset, kospiRet5d, marketRegime, hApex
);
return {
hApex: apexPost.hApex,
dfgResult: apexPost.dfgResult,
claExitJson: apexPost.claExitJson,
slgRows: apexPost.slgRows,
pcgResult: apexPost.pcgResult
};
}
function prepareHarnessContextInputs_(ss) {
// 공통 데이터 읽기와 H1 사전 게이트를 분리해 buildHarnessContext_()를 얇게 유지한다.
var settings = readSettings_(ss);
var performance = readPerformanceSheet_();
var totalAsset = toNumber_(settings['total_asset_krw']);
var mrsScore = toNumber_(settings['mrs_score'] || settings['MRS'] || 5);
var dfMap = buildDataFeedMap_(ss);
var asResult = parseAccountSnapshot_(ss, totalAsset, dfMap);
var kospiRet5d = readKospiRet5d_(ss);
var kospiRet20d = readKospiRet20d_(ss);
var sectorFlowRadar = readSectorFlowForRadar_(ss);
if (totalAsset <= 0) totalAsset = asResult.derivedTotalAsset;
var harnessState = calcHarnessPortfolioGuardState_(
ss, asResult, settings, performance, totalAsset, mrsScore
);
return {
settings: settings,
performance: performance,
totalAsset: totalAsset,
mrsScore: mrsScore,
dfMap: dfMap,
asResult: asResult,
kospiRet5d: kospiRet5d,
kospiRet20d: kospiRet20d,
sectorFlowRadar: sectorFlowRadar,
harnessState: harnessState
};
}
function finalizeHarnessContextRows_(
ss, now, capturedAtIso, intradayLock, snapshotFreshness, snapshotGate, cashFloorInfo,
heatGate, heatThresholds, mrsScore, asResult, dfMap, settlementCashPct, totalHeatPct,
buyPowerKrw, totalAsset, actions, performance, h2, h3, h4, h5, orderBlueprint, hAlpha,
regimeTrimGuidance, cashShortfallInfo, hApex, sectorMomentumRows, drawdownGuard,
portfolioBetaGate, eventRiskRows, sectorConcentration, tpLadderRows, regimeSizeScale,
regimeCashMinPct, stopAdequacyRows, staleRows, singlePositionWeightCap,
semiconductorClusterGate, portfolioDrawdownGate, winLossStreakGuard, positionCountLimit,
stopBreachAlert, tpTriggerAlert, heatConcentrationAlert, regimeTransitionAlert,
portfolioHealthScore
) {
var rows = buildHarnessRows_(
now, capturedAtIso, intradayLock, snapshotFreshness, snapshotGate, cashFloorInfo, heatGate, heatThresholds, mrsScore,
asResult, dfMap, settlementCashPct, totalHeatPct, buyPowerKrw, totalAsset, actions,
performance, h2, h3, h4, h5, orderBlueprint, hAlpha, regimeTrimGuidance,
cashShortfallInfo, hApex, sectorMomentumRows,
drawdownGuard, portfolioBetaGate, eventRiskRows, sectorConcentration, tpLadderRows,
regimeSizeScale, regimeCashMinPct, stopAdequacyRows, staleRows,
singlePositionWeightCap, semiconductorClusterGate, portfolioDrawdownGate,
winLossStreakGuard, positionCountLimit,
stopBreachAlert, tpTriggerAlert, heatConcentrationAlert,
regimeTransitionAlert, portfolioHealthScore
);
assertHarnessRowsComplete_(rows);
writeHarnessSheet_(ss, rows, now);
return rows;
}
function calcHarnessPortfolioHealthScore_(gateMap) {
return calcPortfolioHealthScore_(gateMap);
}
function calcHarnessPortfolioGuardState_(ss, asResult, settings, performance, totalAsset, mrsScore) {
var settlementCashPct = totalAsset > 0
? round2_(asResult.settlementCashD2Krw / totalAsset * 100) : 0;
var totalHeatPct = totalAsset > 0
? round2_(asResult.totalHeatKrw / totalAsset * 100) : 0;
var buyPowerKrw = asResult.settlementCashD2Krw - asResult.openOrderAmountKrw;
var intradayLock = calcIntradayLock_(asResult.capturedAt);
var capturedAtIso = asResult.capturedAt ? formatIso_(asResult.capturedAt) : '';
var snapshotFreshness = checkAccountSnapshotFreshness_();
var snapshotGate = snapshotExecutionGate_(snapshotFreshness);
var cashFloorInfo = calcCashFloor_(mrsScore, settlementCashPct);
var cashShortfallInfo = calcCashShortfallHarness_(asResult, totalAsset, cashFloorInfo, mrsScore);
var drawdownGuard = calcDrawdownGuard_(performance);
var winLossStreakGuard = calcWinLossStreakGuard_(performance);
var marketRegime = readMacroRegime_(ss);
var regimeTrimGuidance = calcRegimeTrimGuidance_(marketRegime);
var regimeTransitionAlert = calcRegimeTransitionAlert_(marketRegime, ss, settings);
var regimeSizeScale = calcRegimeSizeScale_(marketRegime);
var regimeCashMinPct = calcRegimeCashUplift_(marketRegime, cashFloorInfo.minPct);
if (regimeCashMinPct > cashFloorInfo.minPct) {
cashFloorInfo.minPct = regimeCashMinPct;
cashFloorInfo.status = settlementCashPct >= regimeCashMinPct ? 'OK' : 'BELOW_FLOOR';
cashShortfallInfo = calcCashShortfallHarness_(asResult, totalAsset, cashFloorInfo, mrsScore);
}
var heatThresholds = calcHeatThresholdsByRegime_(marketRegime);
var heatGate = totalHeatPct >= heatThresholds.hardBlock ? 'BLOCK_NEW_BUY'
: totalHeatPct >= heatThresholds.halve ? 'HALVE_NEW_BUY_QUANTITY'
: 'ALLOW_CONTINUE';
var actions = calcActions_(intradayLock, heatGate, cashFloorInfo.status);
var h1 = {
intradayLock: intradayLock,
snapshotExecutionGate: snapshotGate.status,
snapshotExecutionReason: snapshotGate.reason,
accountSnapshotFreshness: snapshotFreshness,
heatGate: heatGate,
heatGateThresholdPct: heatThresholds.hardBlock,
drawdownBuyScale: drawdownGuard.buy_scale,
drawdownGuardState: drawdownGuard.state,
regimeSizeScale: regimeSizeScale.scale,
winLossStreakBuyScale: winLossStreakGuard.buy_scale,
winLossStreakState: winLossStreakGuard.state,
cashFloorStatus: cashFloorInfo.status,
cashFloorMinPct: cashFloorInfo.minPct,
totalAsset: totalAsset,
buyPowerKrw: buyPowerKrw,
performanceMultiplier: performance.bayesian_multiplier,
performanceLabel: performance.bayesian_label,
performanceBuyBias: calcPerformanceBuyBias_(performance),
};
return {
settlementCashPct: settlementCashPct,
totalHeatPct: totalHeatPct,
buyPowerKrw: buyPowerKrw,
intradayLock: intradayLock,
capturedAtIso: capturedAtIso,
snapshotFreshness: snapshotFreshness,
snapshotGate: snapshotGate,
cashFloorInfo: cashFloorInfo,
cashShortfallInfo: cashShortfallInfo,
drawdownGuard: drawdownGuard,
winLossStreakGuard: winLossStreakGuard,
marketRegime: marketRegime,
regimeTrimGuidance: regimeTrimGuidance,
regimeTransitionAlert: regimeTransitionAlert,
regimeSizeScale: regimeSizeScale,
regimeCashMinPct: regimeCashMinPct,
heatThresholds: heatThresholds,
heatGate: heatGate,
actions: actions,
h1: h1,
};
}
function applyApexPostProcessing_(ss, now, capturedAtIso, holdings, dfMap, totalAsset, kospiRet5d, marketRegime, hApex) {
// ── [2026-05-21_SPRINT_B] Sprint B 게이트 산출 ───────────────────────────────
logHarnessSub_('[HARNESS_SUB] L3-B1b-1: calcHarnessDataFreshnessGate_');
var dfgResult = calcHarnessDataFreshnessGate_(capturedAtIso, now);
logHarnessSub_('[HARNESS_SUB] L3-B1b-2: calcClaRegimeExitCondition_');
var claExitJson = calcClaRegimeExitCondition_(dfMap, marketRegime);
logHarnessSub_('[HARNESS_SUB] L3-B1b-3: calcSatelliteLifecycleGate_');
var slgRows = calcSatelliteLifecycleGate_(
holdings, dfMap, hApex.alpha_evaluation_window_json || []
);
logHarnessSub_('[HARNESS_SUB] L3-B1b-4: calcPortfolioCorrelationGate_');
var pcgResult = calcPortfolioCorrelationGate_(
holdings, dfMap, totalAsset, kospiRet5d
);
// Direction DFG: STALE_WARN/STALE_BLOCK → SAQG ELIGIBLE 하향
if (dfgResult.data_freshness_status === 'STALE_WARN'
|| dfgResult.data_freshness_status === 'STALE_BLOCK') {
(hApex.saqg_json || []).forEach(function(r) {
if (r.saqg_v1 === 'ELIGIBLE') {
r.saqg_v1 = 'WATCHLIST_ONLY';
r.hts_allowed = false;
r.saqg_downgraded_by = 'DFG_' + dfgResult.data_freshness_status;
}
});
}
hApex.data_freshness_json = dfgResult;
hApex.cla_regime_exit_json = claExitJson;
hApex.satellite_lifecycle_gate_json = slgRows;
hApex.portfolio_correlation_gate_json = pcgResult;
// [C-1] AFL: alpha history upsert (T+20/T+60 graduated holdings)
try {
appendAlphaHistory_(ss, hApex.alpha_evaluation_window_json || [], holdings, dfMap, marketRegime);
} catch(e) {
Logger.log("[AFL] appendAlphaHistory_ error: " + e.message);
}
try {
hApex.alpha_feedback_json = runAlphaFeedbackLoop_();
} catch(e) {
Logger.log("[AFL] runAlphaFeedbackLoop_ error: " + e.message);
hApex.alpha_feedback_json = getAlphaFeedbackJson_();
}
// Direction PCG: CORRELATION_BLOCK → 약한 위성 BUY 추가 차단
if (pcgResult.correlation_gate_status === 'CORRELATION_BLOCK') {
(hApex.buy_permission_json || []).forEach(function(bp) {
var h = holdings.find(function(x) { return x.ticker === bp.ticker; });
if (!h || h.position_type === 'core') return;
var df = dfMap[bp.ticker] || {};
var slg = slgRows.find(function(r) { return r.ticker === bp.ticker; });
var weakSignal = df.rs_verdict === 'LAGGARD' || df.brt_verdict === 'BROKEN'
|| (slg && (slg.lifecycle_stage === 'REVIEW' || slg.lifecycle_stage === 'EXIT'));
if (weakSignal && bp.buy_permission_state !== 'BLOCKED') {
bp.buy_permission_state = 'BLOCKED';
bp.blocked_reason_codes = (bp.blocked_reason_codes || [])
.concat(['CORRELATION_BLOCK_WEAK_SATELLITE']);
}
});
}
return {
hApex: hApex,
dfgResult: dfgResult,
claExitJson: claExitJson,
slgRows: slgRows,
pcgResult: pcgResult,
};
}
function applyApexProposal46Suite_(ss, holdings, dfMap, h2, h3, cashShortfallInfo, asResult, cashFloorInfo, capturedAtIso, now, hApex) {
logHarnessSub_('[HARNESS_SUB] L3-B2a: applyApexMacroAlphaSuite_');
hApex = applyApexMacroAlphaSuite_(holdings, dfMap, hApex);
logHarnessSub_('[HARNESS_SUB] L3-B2b: applyApexProtectionAndFeedbackSuite_');
hApex = applyApexProtectionAndFeedbackSuite_(holdings, dfMap, h2, h3, cashShortfallInfo, hApex);
logHarnessSub_('[HARNESS_SUB] L3-B2c: applyApexConsistencySuite_');
hApex = applyApexConsistencySuite_(hApex, asResult, dfMap, cashFloorInfo, capturedAtIso, now);
return hApex;
}
function applyApexMacroAlphaSuite_(holdings, dfMap, hApex) {
return applyApexMacroAlphaSuiteImpl_(holdings, dfMap, hApex);
}
function applyApexMacroEventSuite_(hApex) {
return applyApexMacroEventSuiteImpl_(hApex);
}
function applyApexPredictiveAlphaSuite_(holdings, dfMap, hApex) {
return applyApexPredictiveAlphaSuiteImpl_(holdings, dfMap, hApex);
}
function applyApexProtectionAndFeedbackSuite_(holdings, dfMap, h2, h3, cashShortfallInfo, hApex) {
logHarnessSub_('[HARNESS_SUB] L3-B2b-i: applyApexCashPreservationSuite_');
hApex = applyApexCashPreservationSuite_(holdings, dfMap, h2, h3, cashShortfallInfo, hApex);
logHarnessSub_('[HARNESS_SUB] L3-B2b-ii: applyApexFeedbackSignalSuite_');
hApex = applyApexFeedbackSignalSuite_(holdings, dfMap, hApex);
return hApex;
}
function applyApexCashPreservationSuite_(holdings, dfMap, h2, h3, cashShortfallInfo, hApex) {
// THIN_ADAPTER: [decision] delegated to Python — src/quant_engine/inject_computed_harness.py:cash_recovery
// PA3: CASH_PRESERVATION_SELL_ENGINE_V2
var cpseRows = calcCashPreservationSellEngineV2_(holdings, dfMap, cashShortfallInfo, h3);
hApex.cash_preservation_sell_json = cpseRows;
// [PROPOSAL50] P1-2: SCRS-V2 — 주식가치 보호 + 반등 포착 통합 현금확보 엔진
var scrsResult = calcSmartCashRecoverySell_(holdings, dfMap, cashShortfallInfo, h2, hApex);
hApex.scrs_v2_json = scrsResult;
// [PROPOSAL51] P2-B: PROACTIVE_SELL_RADAR_V2 — 8신호 D-3일 사전 분배 감지
var ppMap = {};
((hApex.profit_preservation_json) || []).forEach(function(pp) {
var tk = (pp.ticker || pp.ticker_code || '').toString();
if (tk) ppMap[tk] = pp;
});
hApex.proactive_sell_radar_json = calcProactiveSellRadarV2_(holdings, dfMap, ppMap);
return hApex;
}
function applyApexFeedbackSignalSuite_(holdings, dfMap, hApex) {
// THIN_ADAPTER: [decision] delegated to Python — src/quant_engine/compute_formula_outputs.py:compute_final_decision
// anti_late_entry_json set first — watch_breakout uses ALE grade to filter grade-F chasers
logHarnessSub_('[HARNESS_SUB] L3-B2b-ii-0: anti_late_entry_json');
hApex.anti_late_entry_json = calcAntiLateEntryGateV2_(holdings, dfMap);
logHarnessSub_('[HARNESS_SUB] L3-B2b-ii-1: applyApexWatchBreakoutSuite_');
hApex = applyApexWatchBreakoutSuite_(holdings, dfMap, hApex);
logHarnessSub_('[HARNESS_SUB] L3-B2b-ii-2: applyApexAntiWhipsawSuite_');
hApex = applyApexAntiWhipsawSuite_(holdings, dfMap, hApex);
logHarnessSub_('[HARNESS_SUB] L3-B2b-ii-3: applyApexAlphaHistorySuite_');
hApex = applyApexAlphaHistorySuite_(hApex);
return hApex;
}
function applyApexWatchBreakoutSuite_(holdings, dfMap, hApex) {
return applyApexWatchBreakoutSuiteImpl_(holdings, dfMap, hApex);
}
function applyApexAntiWhipsawSuite_(holdings, dfMap, hApex) {
// [PROPOSAL48_A3] ANTI_WHIPSAW_REENTRY_GATE_V1
var awrRows = calcAntiWhipsawReentryGateV1_(
hApex.sell_candidates_json || [], dfMap, holdings
);
hApex.anti_whipsaw_reentry_json = awrRows;
return hApex;
}
function applyApexAlphaHistorySuite_(hApex) {
// [PROPOSAL48_C7] alpha_history T20/T60 통계 집계 — T+5 피드백 루프 가시화
hApex.alpha_history_summary_json = getAlphaHistorySummary_();
return hApex;
}
function applyApexConsistencySuite_(hApex, asResult, dfMap, cashFloorInfo, capturedAtIso, now) {
// PA5: CONSISTENCY_VALIDATOR_V2
var cvResult = calcConsistencyValidatorV2_(hApex, asResult, cashFloorInfo, capturedAtIso, now);
hApex.consistency_report_json = cvResult;
hApex.consistency_score = cvResult.consistency_score;
hApex.cv_verdict = cvResult.cv_verdict;
// [PROPOSAL51] P0-B: SPSV2 — 매도 주문 3중 가격 검증 (Export Gate 전에 실행)
hApex.order_blueprint_json = calcSellPriceSanityV2_(
hApex.order_blueprint_json || [],
hApex.profit_preservation_json || []
);
// [PROPOSAL51] P2-D: SEQG-V1 — 매도 실행 품질 채점 (SPSV2 후, Export Gate 전)
hApex.sell_execution_quality_json = calcSellExecutionQualityGate_(
hApex.order_blueprint_json || [],
[], // holdings은 hApex에 직접 포함되지 않아 PSR 데이터만으로 채점
hApex.proactive_sell_radar_json || []
);
// [PROPOSAL51] P0-C: SEMICONDUCTOR_CLUSTER_SYNC_V1 — cluster gate ↔ mandatory_reduction 정합성
hApex.cluster_sync_result_json = syncSemiconductorCluster_(hApex);
// [PROPOSAL51] P0-D: PHL-V1 — 5계층 가격 단일화 잠금 (SPSV2 통과 후)
hApex.price_hierarchy_json = applyPriceHierarchyLockAll_(hApex);
// [PROPOSAL51] P1-B: DQG-V2 — 필드 충족률 데이터 완성도 게이트
hApex.data_quality_gate_v2_json = calcDataQualityGateV2_(hApex);
// [PROPOSAL53] P0-A: FUNDAMENTAL_QUALITY_GATE_V1
hApex.fundamental_quality_json = calcFundamentalQualityGateV1_(asResult.holdings || [], dfMap || {});
// [PROPOSAL53] P0-B: HORIZON_ALLOCATION_LOCK_V1
hApex.horizon_allocation_json = calcHorizonAllocationLockV1_(asResult.holdings || [], hApex);
// [PROPOSAL53] P0-C: SMART_MONEY_LIQUIDITY_GATE_V1
hApex.smart_money_liquidity_json = calcSmartMoneyLiquidityGateV1_(asResult.holdings || [], hApex);
// [PROPOSAL54] P0.5 확장 하네스
hApex.fundamental_multifactor_json = calcFundamentalMultiFactorScoreV2_(asResult.holdings || [], dfMap || {});
hApex.earnings_growth_quality_json = calcEarningsGrowthQualityGateV1_(asResult.holdings || [], dfMap || {});
hApex.market_share_proxy_json = calcMarketShareMomentumProxyV1_(asResult.holdings || [], dfMap || {}, hApex);
hApex.cashflow_stability_json = calcCashflowStabilityGateV1_(asResult.holdings || [], dfMap || {});
hApex.routing_explain_json = calcRoutingExplainLockV1_(hApex);
hApex.gs_formula_mirror_json = buildGsFormulaMirrorV1_();
// [PROPOSAL54 P0.6] 신규 5개 하네스 실거래 BUY 차단 연동
hApex.order_blueprint_json = applyProposal54BuyBlockLocks_(hApex.order_blueprint_json || [], hApex);
// [PROPOSAL51-FIX-ORDER] calcExportGate_ 호출 전 portfolio_health_score 숫자형 보장.
// buildHarnessContext_()의 FIX(line 2272)보다 이 함수가 먼저 실행되므로
// 여기서 재확인하지 않으면 CHECK_7이 항상 undefined를 본다.
if (typeof hApex.portfolio_health_score !== 'number' || isNaN(hApex.portfolio_health_score)) {
var _phsJson = hApex.portfolio_health_json;
var _phsRaw = _phsJson && _phsJson.score;
hApex.portfolio_health_score = (typeof _phsRaw === 'number' && !isNaN(_phsRaw)) ? _phsRaw : 0;
}
// [PROPOSAL50] P0-1: EXPORT_GATE_V1 — PENDING_EXPORT 원인 자동 진단
var egResult = calcExportGate_(hApex, asResult, cashFloorInfo);
hApex.export_gate_json = egResult;
hApex.json_validation_status = egResult.json_validation_status;
hApex.hts_entry_allowed = egResult.hts_entry_allowed;
return hApex;
}
/**
* GS Formula Mirror V1
* Python 보조 도구로 생성되는 공식들을 GAS 하네스 계층에서도 명시적으로 추적한다.
* 목적: YAML↔GS 커버리지의 소스오브트루스를 GAS 쪽에 고정.
*/
function buildGsFormulaMirrorV1_() {
var formulaIds = [
'BLANK_CELL_AUDIT_V1',
'CASHFLOW_QUALITY_SIGNAL_V1',
'EARNINGS_QUALITY_SIGNAL_V1',
'EJCE_VIEW_RENDERER_V1',
'FUNDAMENTAL_MULTIFACTOR_V3',
'FUNDAMENTAL_RAW_INGEST_V1',
'GROWTH_RATE_SIGNAL_V1',
'HORIZON_CLASSIFICATION_V1',
'LIQUIDITY_FLOW_SIGNAL_V1',
'MARKET_SHARE_SIGNAL_V2',
'PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1',
'RATCHET_TRAILING_GENERAL_V1',
'ROUTING_EXECUTION_LOG_TABLE_V1',
'SMART_CASH_RECOVERY_V3',
'SMART_MONEY_FLOW_SIGNAL_V2',
'VALUE_PRESERVATION_SCORER_V1'
];
var rows = [];
for (var i = 0; i < formulaIds.length; i++) {
rows.push({
formula_id: formulaIds[i],
implementation_layer: 'GAS_MIRROR',
mirror_state: 'DECLARED',
formula_id_source: 'GS_FORMULA_MIRROR_V1'
});
}
return {
formula_id: 'GS_FORMULA_MIRROR_V1',
rows: rows
};
}
function applyProposal54BuyBlockLocks_(blueprint, hApex) {
// THIN_ADAPTER: [decision] delegated to Python — src/quant_engine/inject_computed_harness.py:main
blueprint = Array.isArray(blueprint) ? blueprint : [];
function toMap_(obj, key, condFn) {
var m = {};
var rows = (obj && obj.rows) || [];
if (!Array.isArray(rows)) return m;
rows.forEach(function(r) {
var tk = String((r || {})[key] || '');
if (!tk) return;
m[tk] = condFn(r || {});
});
return m;
}
var fm = (hApex && hApex.fundamental_multifactor_json) || {};
var egq = (hApex && hApex.earnings_growth_quality_json) || {};
var msp = (hApex && hApex.market_share_proxy_json) || {};
var cfs = (hApex && hApex.cashflow_stability_json) || {};
var fmMap = toMap_(fm, 'ticker', function(r){ return Number(r.score_0_100 || 0) < 60; });
var egqMap = toMap_(egq, 'ticker', function(r){ return String(r.gate || '') === 'BLOCK_BUY'; });
var mspMap = toMap_(msp, 'ticker', function(r){ return String(r.proxy_state || '') === 'LOSING'; });
var cfsMap = toMap_(cfs, 'ticker', function(r){ return String(r.gate || '') === 'BLOCK_BUY'; });
return blueprint.map(function(row) {
var r = Object.assign({}, row);
var orderType = String(r.order_type || '').toUpperCase();
var isBuy = orderType === 'BUY' || orderType === 'ADD_ON' || orderType === 'STAGED_BUY';
if (!isBuy) return r;
var tk = String(r.ticker || '');
var blocks = [];
// 충돌 우선순위: Cashflow/Fundamental 계열 > Share/Earnings
if (cfsMap[tk]) blocks.push('CASHFLOW_STABILITY_GATE_V1');
if (fmMap[tk]) blocks.push('FUNDAMENTAL_MULTI_FACTOR_SCORE_V2');
if (mspMap[tk]) blocks.push('MARKET_SHARE_MOMENTUM_PROXY_V1');
if (egqMap[tk]) blocks.push('EARNINGS_GROWTH_QUALITY_GATE_V1');
if (blocks.length > 0) {
r.validation_status = 'BLOCKED';
r.blocked_by_gate = blocks.join('|');
r.rationale_code = (r.rationale_code ? String(r.rationale_code) + '|' : '') + 'P054_BUY_BLOCK:' + r.blocked_by_gate;
if (typeof r.quantity === 'number' && r.quantity > 0) r.quantity = 0;
}
return r;
});
}
function calcFundamentalMultiFactorScoreV2_(holdings, dfMap) {
holdings = Array.isArray(holdings) ? holdings : [];
dfMap = dfMap || {};
var rows = holdings.map(function(h) {
var tk = String(h.ticker || '');
var df = dfMap[tk] || {};
var m = {
roe: toNumber_(df.roe_pct),
opm: toNumber_(df.opm_pct),
rev: toNumber_(df.revenue_growth_pct),
opg: toNumber_(df.op_income_growth_pct),
share: toNumber_(df.market_share_proxy_pct),
ocf: toNumber_(df.operating_cf_krw),
fcf: toNumber_(df.free_cf_krw),
debt: toNumber_(df.debt_ratio_pct)
};
var score = 0;
var fail = [];
if (m.roe !== null && m.roe >= 8) score += 15; else fail.push('ROE');
if (m.opm !== null && m.opm >= 8) score += 15; else fail.push('OPM');
if (m.rev !== null && m.rev >= 0) score += 15; else fail.push('REV_GROWTH');
if (m.opg !== null && m.opg >= 0) score += 15; else fail.push('OP_GROWTH');
if (m.share !== null && m.share >= 0) score += 10; else fail.push('SHARE_PROXY');
if (m.ocf !== null && m.ocf > 0) score += 15; else fail.push('OCF');
if (m.fcf !== null && m.fcf > 0) score += 10; else fail.push('FCF');
if (m.debt !== null && m.debt <= 200) score += 5; else fail.push('DEBT');
var grade = score >= 80 ? 'A' : score >= 65 ? 'B' : score >= 50 ? 'C' : 'D';
return {
ticker: tk,
name: h.name || '',
score_0_100: score,
grade: grade,
buy_allowed: score >= 60 && fail.length <= 4,
fail_reasons: fail
};
});
return { formula_id: 'FUNDAMENTAL_MULTI_FACTOR_SCORE_V2', rows: rows };
}
function calcEarningsGrowthQualityGateV1_(holdings, dfMap) {
holdings = Array.isArray(holdings) ? holdings : [];
dfMap = dfMap || {};
var rows = holdings.map(function(h) {
var tk = String(h.ticker || '');
var df = dfMap[tk] || {};
var q1 = toNumber_(df.eps_growth_qoq_pct);
var y1 = toNumber_(df.eps_growth_yoy_pct);
var trend = (q1 !== null && y1 !== null && q1 >= 0 && y1 >= 0) ? 'ACCELERATING' :
(q1 !== null && y1 !== null && q1 < 0 && y1 < 0) ? 'DECELERATING' : 'MIXED';
var gate = trend === 'DECELERATING' ? 'BLOCK_BUY' : 'PASS_OR_WATCH';
return { ticker: tk, name: h.name || '', trend: trend, consistency: (trend === 'MIXED' ? 'LOW' : 'HIGH'), gate: gate };
});
return { formula_id: 'EARNINGS_GROWTH_QUALITY_GATE_V1', rows: rows };
}
function calcMarketShareMomentumProxyV1_(holdings, dfMap, hApex) {
holdings = Array.isArray(holdings) ? holdings : [];
dfMap = dfMap || {};
var alphaMap = {};
((hApex && hApex.alpha_lead_json) || []).forEach(function(r){ alphaMap[String(r.ticker || '')] = r; });
var rows = holdings.map(function(h) {
var tk = String(h.ticker || '');
var df = dfMap[tk] || {};
var alpha = alphaMap[tk] || {};
var rev = toNumber_(df.revenue_growth_pct);
var rs = toNumber_(alpha.alpha_lead_score);
var state = (rev !== null && rev < 0) || (rs !== null && rs < 50) ? 'LOSING' :
(rev !== null && rev > 5 && rs !== null && rs >= 70) ? 'GAINING' : 'NEUTRAL';
return { ticker: tk, name: h.name || '', proxy_state: state, confidence_band: state === 'NEUTRAL' ? 'MEDIUM' : 'HIGH' };
});
return { formula_id: 'MARKET_SHARE_MOMENTUM_PROXY_V1', rows: rows };
}
function calcCashflowStabilityGateV1_(holdings, dfMap) {
holdings = Array.isArray(holdings) ? holdings : [];
dfMap = dfMap || {};
var rows = holdings.map(function(h) {
var tk = String(h.ticker || '');
var df = dfMap[tk] || {};
var ocf = toNumber_(df.operating_cf_krw);
var fcf = toNumber_(df.free_cf_krw);
var accrual = toNumber_(df.accrual_ratio_pct);
var unstable = (ocf !== null && ocf <= 0) || (fcf !== null && fcf <= 0);
var accrRisk = (accrual !== null && accrual > 10);
return {
ticker: tk,
name: h.name || '',
stability_state: unstable ? 'UNSTABLE' : 'STABLE',
accrual_risk_flag: !!accrRisk,
gate: (unstable && accrRisk) ? 'BLOCK_BUY' : 'PASS_OR_WATCH'
};
});
return { formula_id: 'CASHFLOW_STABILITY_GATE_V1', rows: rows };
}
function calcRoutingExplainLockV1_(hApex) {
var eg = (hApex && hApex.export_gate_json) || {};
return {
formula_id: 'ROUTING_DECISION_EXPLAIN_LOCK_V1',
gate_path: ['FUNDAMENTAL_MULTI_FACTOR_SCORE_V2','EARNINGS_GROWTH_QUALITY_GATE_V1','MARKET_SHARE_MOMENTUM_PROXY_V1','CASHFLOW_STABILITY_GATE_V1','EXPORT_GATE_V2'],
blocked_by: eg.hts_entry_allowed ? null : String(eg.json_validation_status || 'REVIEW_ONLY'),
override_allowed: false
};
}
// ═══════════════════════════════════════════════════════════════════════
// [PROPOSAL53] 신규 P0 하네스 4종
// ═══════════════════════════════════════════════════════════════════════
function calcFundamentalQualityGateV1_(holdings, dfMap) {
holdings = Array.isArray(holdings) ? holdings : [];
dfMap = dfMap || {};
var rows = holdings.map(function(h) {
var tk = String(h.ticker || '');
var df = dfMap[tk] || {};
var roe = toNumber_(df.roe_pct);
var opGrowth = toNumber_(df.op_income_growth_pct);
var debt = toNumber_(df.debt_ratio_pct);
var ocf = toNumber_(df.operating_cf_krw);
var pe = toNumber_(df.pe_ttm);
var pass = 0;
var fail = [];
if (roe !== null && roe >= 8) pass++; else fail.push('ROE_WEAK_OR_MISSING');
if (opGrowth !== null && opGrowth >= 0) pass++; else fail.push('OP_GROWTH_WEAK_OR_MISSING');
if (debt !== null && debt <= 200) pass++; else fail.push('DEBT_RATIO_HIGH_OR_MISSING');
if (ocf !== null && ocf > 0) pass++; else fail.push('OCF_WEAK_OR_MISSING');
if (pe !== null && pe > 0 && pe <= 35) pass++; else fail.push('PE_BAND_OUT_OR_MISSING');
var grade = pass >= 4 ? 'A' : pass >= 3 ? 'B' : pass >= 2 ? 'C' : 'D';
return {
ticker: tk,
name: h.name || '',
grade: grade,
score: pass,
buy_allowed: pass >= 3,
fail_reasons: fail,
formula_id: 'FUNDAMENTAL_QUALITY_GATE_V1'
};
});
return {
formula_id: 'FUNDAMENTAL_QUALITY_GATE_V1',
rows: rows
};
}
function calcHorizonAllocationLockV1_(holdings, hApex) {
holdings = Array.isArray(holdings) ? holdings : [];
var totalAsset = toNumber_((hApex && hApex.total_asset_krw) || 0) || 0;
var cap = { SHORT: 25, MID: 45, LONG: 70, UNKNOWN: 0 };
var bucketSum = { SHORT: 0, MID: 0, LONG: 0, UNKNOWN: 0 };
var rows = holdings.map(function(h) {
var bucket = String(h.invest_horizon || h.horizon_bucket || 'UNKNOWN').toUpperCase();
if (!cap.hasOwnProperty(bucket)) bucket = 'UNKNOWN';
var v = toNumber_(h.marketValue) || toNumber_(h.market_value_krw) || toNumber_(h.close) * (toNumber_(h.holdingQty) || 0) || 0;
bucketSum[bucket] += v;
return { ticker: String(h.ticker || ''), name: h.name || '', bucket: bucket, market_value_krw: v };
});
var byBucket = Object.keys(bucketSum).map(function(k) {
var pct = totalAsset > 0 ? (bucketSum[k] / totalAsset * 100) : 0;
return {
bucket: k,
cap_pct: cap[k],
current_pct: Math.round(pct * 100) / 100,
violation: pct > cap[k]
};
});
return {
formula_id: 'HORIZON_ALLOCATION_LOCK_V1',
bucket_summary: byBucket,
rows: rows
};
}
function calcSmartMoneyLiquidityGateV1_(holdings, hApex) {
holdings = Array.isArray(holdings) ? holdings : [];
var radarMap = {};
((hApex && hApex.proactive_sell_radar_json) || []).forEach(function(r) {
radarMap[String(r.ticker || '')] = r;
});
var rows = holdings.map(function(h) {
var tk = String(h.ticker || '');
var r = radarMap[tk] || {};
var flowState = Number(r.score || 0) >= 6 ? 'OUTFLOW_RISK' : 'NEUTRAL';
var liqState = Number(r.liquidity_5d_bn || 0) > 0 && Number(r.liquidity_5d_bn) < 80 ? 'LOW' : 'NORMAL';
var mode = (flowState === 'OUTFLOW_RISK' && liqState === 'LOW') ? 'SELL_SPLIT_ONLY' : 'NORMAL';
return {
ticker: tk,
name: h.name || '',
flow_state: flowState,
liquidity_state: liqState,
execution_mode: mode,
buy_allowed: mode === 'NORMAL',
formula_id: 'SMART_MONEY_LIQUIDITY_GATE_V1'
};
});
return {
formula_id: 'SMART_MONEY_LIQUIDITY_GATE_V1',
rows: rows
};
}
function buildRoutingServingTraceV2_(routingTrace, hApex) {
var rt = routingTrace || {};
var eg = (hApex && hApex.export_gate_json) || {};
return {
trace_version: 'V2',
llm_serving_budget: 0,
request_route: rt.request_route || 'PIPELINE_EOD_BATCH',
bundle_selected: rt.bundle_selected || 'retirement_portfolio_compact',
prompt_entrypoint: rt.prompt_entrypoint || 'prompts/analysis_prompt.md',
gate_path: ['DATA_QUALITY_GATE_V2', 'SELL_PRICE_SANITY_V2', 'EXPORT_GATE_V2'],
final_block_reason: eg.hts_entry_allowed ? null : String(eg.json_validation_status || 'REVIEW_ONLY'),
json_validation_status: eg.json_validation_status || rt.json_validation_status || 'PENDING_EXPORT',
formula_id: 'ROUTING_SERVING_DECISION_TRACE_V2'
};
}
// ── H1 헬퍼 ──────────────────────────────────────────────────────────────────
/**
* readMacroRegime_
* macro 시트의 REGIME_PRELIM 행에서 시장 국면 값 읽기
* buildHarnessContext_()에서 국면별 감축 가이던스 산출에 사용
*/
function readMacroRegime_(ss) {
try {
var sh = ss.getSheetByName('macro');
if (!sh) return 'UNKNOWN';
var data = sh.getDataRange().getValues();
for (var i = 0; i < data.length; i++) {
if (String(data[i][0] || '') === 'REGIME_PRELIM'
|| String(data[i][1] || '') === 'Market_Regime_Prelim') {
return String(data[i][3] || 'UNKNOWN');
}
}
return 'UNKNOWN';
} catch(e) {
Logger.log('[HARNESS] readMacroRegime_ error: ' + e.message);
return 'UNKNOWN';
}
}
/**
* calcRegimeTrimGuidance_
* REGIME_TRIM_WEIGHT_V1: 시장 국면별 위성/주도주 감축 비율 결정론적 산출
* LLM이 "조정기엔 5~10%" 같은 주관적 판단을 내리는 것을 하네스에서 선점
* spec/13_formula_registry.yaml:REGIME_TRIM_WEIGHT_V1 참조
*/
function calcRegimeTrimGuidance_(regime) {
switch (regime) {
case 'SECULAR_LEADER_RISK_ON':
case 'RISK_ON':
return {
phase: 'ADVANCE',
satellite_trim_pct_min: 0,
satellite_trim_pct_max: 5,
leader_trim_pct_min: 0,
leader_trim_pct_max: 0,
priority_order: 'HOLD_ALL > 약한위성_5%이하 > 중복ETF',
new_buy_gate: 'ALLOWED_IF_HEAT_PASS',
description: '상승기: 주도주 보유 극대화. 감축 최소화.'
};
case 'LEADER_CONCENTRATION':
case 'NEUTRAL':
return {
phase: 'PULLBACK_IN_UPTREND',
satellite_trim_pct_min: 5,
satellite_trim_pct_max: 10,
leader_trim_pct_min: 0,
leader_trim_pct_max: 5,
priority_order: '약한위성 > 중복ETF > 주도주_소량헤지',
new_buy_gate: 'BLOCKED',
description: '조정/횡보기: 위성 부분 감축. 주도주 소량 헤지 가능.'
};
case 'RISK_OFF_CANDIDATE':
return {
phase: 'DISTRIBUTION',
satellite_trim_pct_min: 10,
satellite_trim_pct_max: 25,
leader_trim_pct_min: 5,
leader_trim_pct_max: 10,
priority_order: '중복ETF > 약한위성 > 주도주_이익잠금',
new_buy_gate: 'BLOCKED',
description: '분배장 경고: 위성 우선 감축. 현금 목표 12% 이상.'
};
case 'RISK_OFF':
case 'EVENT_SHOCK':
return {
phase: 'BREAKDOWN',
satellite_trim_pct_min: 25,
satellite_trim_pct_max: 50,
leader_trim_pct_min: 10,
leader_trim_pct_max: 25,
priority_order: '코어보호해제 > 전종목감축검토',
new_buy_gate: 'HARD_BLOCKED',
description: '추세붕괴/이벤트쇼크: 전면 감축. 코어 예외 없음.'
};
default:
return {
phase: 'UNKNOWN',
satellite_trim_pct_min: 0,
satellite_trim_pct_max: 0,
leader_trim_pct_min: 0,
leader_trim_pct_max: 0,
priority_order: 'DATA_MISSING_REGIME — 국면 미확인',
new_buy_gate: 'BLOCKED',
description: '국면 미확인: 신규매수 보류. macro 재실행 후 재판정.'
};
}
}
function calcCashShortfallHarness_(asResult, totalAsset, cashFloorInfo, mrsScore) {
var targetCashPct = Math.max(5 + (mrsScore / 10) * 15, cashFloorInfo.minPct);
var d2Krw = asResult.settlementCashD2Krw || 0;
var asset = Number.isFinite(totalAsset) ? totalAsset : 0;
return {
cash_current_pct_d2: asset > 0 ? Math.round(d2Krw / asset * 10000) / 100 : 0,
cash_target_pct: targetCashPct,
cash_shortfall_min_krw: Math.max(0, Math.round(asset * cashFloorInfo.minPct / 100 - d2Krw)),
cash_shortfall_target_krw: Math.max(0, Math.round(asset * targetCashPct / 100 - d2Krw))
};
}
/**
* SECULAR_LEADER_REGIME_GATE_V1
* 삼성전자(005930)·SK하이닉스(000660) secular_leader_profit_lock 결정론적 발동 게이트.
* spec/exit/take_profit.yaml:secular_leader_profit_lock.activation_required_all 완전 구현.
* 반환: { active, status, reasons }
*/
function calcSecularLeaderGate_(ticker, marketRegime, df, holdingQty) {
var SECULAR_TICKERS = ['005930', '000660'];
var reasons = [];
if (SECULAR_TICKERS.indexOf(ticker) < 0) {
return { active: false, status: 'NOT_APPLICABLE', reasons: ['not_secular_leader_ticker'] };
}
// ── 비활성 조건 검사 (any one → 즉시 비활성) ────────────────────────────
var close = df.close || 0;
var ma20 = df.ma20 || 0;
var frg5d = typeof df.frg5d === 'number' ? df.frg5d : null;
var inst5d = typeof df.inst5d === 'number' ? df.inst5d : null;
var acTotal = typeof df.acTotal === 'number' ? df.acTotal : 0;
var deactivationReasons = [];
if (marketRegime !== 'SECULAR_LEADER_RISK_ON') {
deactivationReasons.push('regime_not_secular(' + marketRegime + ')');
}
if (close > 0 && ma20 > 0 && close <= ma20) {
deactivationReasons.push('close(' + close + ')<=MA20(' + ma20 + ')');
}
if (acTotal >= 3) {
deactivationReasons.push('anti_climax_gate>=' + acTotal);
}
if (frg5d !== null && inst5d !== null && frg5d < 0 && inst5d < 0) {
deactivationReasons.push('dual_outflow:frg5d(' + frg5d + ')_inst5d(' + inst5d + ')');
}
if (deactivationReasons.length > 0) {
return {
active: false,
status: 'DEACTIVATED',
reasons: deactivationReasons
};
}
// ── 활성화 조건 검사 (all must pass) ────────────────────────────────────
var activationFails = [];
if (!(holdingQty > 0)) {
activationFails.push('no_holding_quantity');
}
if (close <= 0 || ma20 <= 0) {
activationFails.push('close_or_ma20_missing');
} else if (close <= ma20) {
activationFails.push('close_below_ma20');
}
var flowOk = df.flowOk === 'Y';
var flowPos = (frg5d !== null && frg5d > 0) || (inst5d !== null && inst5d > 0);
if (!flowOk || !flowPos) {
activationFails.push('flow_condition_fail(flowOk=' + df.flowOk + ',frg5d=' + frg5d + ',inst5d=' + inst5d + ')');
}
if (activationFails.length > 0) {
return {
active: false,
status: 'ACTIVATION_FAIL',
reasons: activationFails
};
}
return {
active: true,
status: 'ACTIVE',
reasons: ['regime=SECULAR_LEADER_RISK_ON', 'close>MA20', 'flow_ok', 'holding_confirmed']
};
}
function calcIntradayLock_(capturedAt) {
if (!capturedAt) return false;
var d = capturedAt instanceof Date ? capturedAt : new Date(capturedAt);
if (isNaN(d.getTime())) return false;
var kstMin = ((d.getUTCHours() + 9) % 24) * 60 + d.getUTCMinutes();
return kstMin < INTRADAY_CUTOFF_MINUTES;
}
/**
* N1: POSITION_SIZE_REGIME_SCALE_V1
* 국면에 따라 atrQty 기반 매수 수량의 스케일 배수를 반환한다.
* M1(DrawdownGuard) 이후에 추가로 적용되는 독립적 국면 방어층.
* @param {string} regime
* @return {{ scale, regime_applied }}
*/
function calcRegimeSizeScale_(regime) {
var r = String(regime || '').toUpperCase();
if (r.indexOf('EVENT_SHOCK') >= 0) return { scale: 0.25, regime_applied: regime };
if (r.indexOf('RISK_OFF') >= 0) return { scale: 0.50, regime_applied: regime };
if (r.indexOf('SECULAR_LEADER') >= 0 && r.indexOf('RISK_ON') >= 0) return { scale: 1.2, regime_applied: regime };
if (r.indexOf('RISK_ON') >= 0) return { scale: 1.1, regime_applied: regime };
return { scale: 1.0, regime_applied: regime }; // NEUTRAL
}
/**
* N5: REGIME_CASH_UPLIFT_V1
* 국면에 따라 현금 최소 비율을 상향하는 오버라이드를 반환한다.
* MRS 기반 calcCashFloor_ 결과보다 높을 때만 적용된다.
* @param {string} regime
* @param {number} mrsCashMinPct — 현재 MRS 기반 최소 현금 %
* @return {number} effectiveMinPct
*/
function calcRegimeCashUplift_(regime, mrsCashMinPct) {
var r = String(regime || '').toUpperCase();
var regimeMin = 0;
if (r.indexOf('EVENT_SHOCK') >= 0) regimeMin = 20;
else if (r.indexOf('RISK_OFF') >= 0) regimeMin = 15;
else if (r.indexOf('RISK_ON') >= 0) regimeMin = 5; // 완화
// NEUTRAL: regimeMin=0 → MRS값 그대로
return Math.max(mrsCashMinPct, regimeMin);
}
/**
* N3: STOP_PRICE_ADEQUACY_V1
* 보유 종목의 수동 손절가가 ATR 기반 권고 손절가 대비 적정한지 검증한다.
* manual_stop < recommended_stop × 0.85 → STOP_WIDE (너무 넓어 Heat 과소 반영)
* manual_stop < recommended_stop × 0.60 → STOP_CRITICAL (손절 의지 없음 수준)
* @param {Array} holdings
* @param {Object} dfMap
* @return {Array} stop_adequacy rows
*/
function calcStopAdequacyRows_(holdings, dfMap) {
return holdings.map(function(h) {
var df = dfMap[h.ticker] || {};
var atr20 = typeof df.atr20 === 'number' && df.atr20 > 0 ? df.atr20 : null;
var close = df.close || h.close || 0;
var avgCost = h.avgCost || 0;
var recommendedStop = null;
if (atr20 && close > 0 && avgCost > 0) {
var atrMul = (atr20 / avgCost * 100 >= 8) ? 2.0 : 1.5;
recommendedStop = Math.max(avgCost * 0.92, avgCost - atr20 * atrMul);
recommendedStop = tickNormalize_(recommendedStop);
}
var status = 'PASS';
var stopGap = null;
if (recommendedStop !== null && h.stopPrice > 0) {
stopGap = round2_((recommendedStop - h.stopPrice) / recommendedStop * 100);
if (h.stopPrice < recommendedStop * 0.60) status = 'STOP_CRITICAL';
else if (h.stopPrice < recommendedStop * 0.85) status = 'STOP_WIDE';
} else if (!atr20) {
status = 'INSUFFICIENT_DATA';
}
return {
ticker: h.ticker,
name: h.name || '',
manual_stop: h.stopPrice || null,
recommended_stop: recommendedStop,
stop_gap_pct: stopGap,
adequacy_status: status,
stop_price_src: h.stopPriceSrc || 'UNKNOWN',
formula_id: 'STOP_PRICE_ADEQUACY_V1'
};
});
}
/**
* N4: HOLDING_STALE_REVIEW_V1
* 보유 기간이 60일을 초과한 종목에 STALE_POSITION 플래그를 표시한다.
* account_snapshot의 entry_date 컬럼 기반. 없으면 ENTRY_DATE_MISSING.
* @param {Array} holdings — entryDate 필드 포함
* @return {Array} holding_stale rows
*/
function calcHoldingStaleReview_(holdings) {
var nowMs = Date.now();
var STALE_DAYS = 60;
var REVIEW_DAYS = 30;
return holdings.map(function(h) {
var entryDateStr = h.entryDate || null;
var holdingDays = null;
var status = 'ENTRY_DATE_MISSING';
if (entryDateStr) {
var entryMs = new Date(entryDateStr).getTime();
if (Number.isFinite(entryMs) && entryMs > 0) {
holdingDays = Math.floor((nowMs - entryMs) / 86400000);
if (holdingDays > STALE_DAYS) status = 'STALE_POSITION';
else if (holdingDays > REVIEW_DAYS) status = 'REVIEW_SOON';
else status = 'FRESH';
}
}
return {
ticker: h.ticker,
name: h.name || '',
entry_date: entryDateStr,
holding_days: holdingDays,
stale_status: status,
formula_id: 'HOLDING_STALE_REVIEW_V1'
};
});
}
/**
* P1: STOP_BREACH_ALERT_V1
* 보유 종목 중 close <= stop_price인 종목을 즉시 경보한다.
* close <= stop_price → BREACH_IMMEDIATE_EXIT
* close <= stop_price × 1.03 → STOP_APPROACHING
* @param {Array} holdings
* @param {Object} dfMap
* @return {{ gate, alerts }}
*/
function calcStopBreachAlert_(holdings, dfMap) {
// THIN_ADAPTER: [stop_loss] delegated to Python — src/quant_engine/inject_computed_harness.py:calc_stop_breach_alerts
var gate = 'PASS';
var alerts = holdings.map(function(h) {
var df = dfMap[h.ticker] || {};
var close = h.close || df.close || 0;
var stopPrc = h.stopPrice || 0;
var status = 'PASS';
var gapPct = null;
if (close > 0 && stopPrc > 0) {
gapPct = round2_((close - stopPrc) / stopPrc * 100);
if (close <= stopPrc) {
status = 'BREACH_IMMEDIATE_EXIT';
gate = 'BREACH';
} else if (close <= stopPrc * 1.03) {
status = 'STOP_APPROACHING';
if (gate === 'PASS') gate = 'APPROACHING';
}
} else {
status = 'INSUFFICIENT_DATA';
}
return { ticker: h.ticker, name: h.name || '', close: close, stop_price: stopPrc, stop_src: h.stopPriceSrc || 'UNKNOWN', gap_pct: gapPct, status: status, formula_id: 'STOP_BREACH_ALERT_V1' };
});
return { gate: gate, alerts: alerts };
}
/**
* P1-BIS: RELATIVE_STOP_SIGNAL_V1
* 시장 베타 보정 후 초과수익(20D) 기반 상대 손절 신호.
* k=2.0 → threshold = -k × σ_proxy; ABS_FLOOR=-20%; TIME_STOP=60일+음수 초과수익
* @param {Array} holdings
* @param {Object} dfMap
* @param {number} kospiRet20d — KOSPI 20D 수익률 (%)
* @return {{ gate, signals }}
*/
function calcRelativeStopSignal_(holdings, dfMap, kospiRet20d) {
var K = 2.0;
var ABS_FLOOR = -20.0;
var gate = 'PASS';
var signals = holdings.map(function(h) {
var df = dfMap[h.ticker] || {};
var ret20d = typeof df.ret20d === 'number' ? df.ret20d : parseFloat(df.ret20d);
var atr20 = typeof df.atr20 === 'number' ? df.atr20 : parseFloat(df.atr20);
var close = h.close || df.close || 0;
var profitPct = typeof h.profitPct === 'number' ? h.profitPct : parseFloat(h.profitPct);
var holdDays = typeof h.holdingDays === 'number' ? h.holdingDays : parseInt(h.holdingDays) || 0;
if (!Number.isFinite(ret20d) || !Number.isFinite(atr20) || close <= 0) {
return { ticker: h.ticker, name: h.name || '', signal: false,
signal_type: 'INSUFFICIENT_DATA', details: {}, formula_id: 'RELATIVE_STOP_SIGNAL_V1' };
}
var betaProxy = 1.0;
if (typeof kospiRet20d === 'number' && Math.abs(kospiRet20d) >= 0.5) {
betaProxy = Math.min(3.0, Math.max(0.3, ret20d / kospiRet20d));
}
var excessRet = ret20d - betaProxy * kospiRet20d;
var sigmaProxy = (atr20 / close * 100) * Math.sqrt(20);
var threshold = -K * sigmaProxy;
var relBreach = excessRet < threshold;
var absBreach = Number.isFinite(profitPct) && profitPct < ABS_FLOOR;
var timeBreach = holdDays >= 60 && excessRet < 0;
var triggered = relBreach || absBreach || timeBreach;
var signalType = absBreach ? 'ABS_FLOOR' : (relBreach ? 'REL_EXCESS' : (timeBreach ? 'TIME_STOP' : 'PASS'));
if (triggered && gate === 'PASS') gate = 'TRIGGERED';
return {
ticker: h.ticker,
name: h.name || '',
signal: triggered,
signal_type: signalType,
details: {
beta_proxy: round2_(betaProxy),
excess_ret20d: round2_(excessRet),
sigma_proxy: round2_(sigmaProxy),
threshold: round2_(threshold),
profit_pct: Number.isFinite(profitPct) ? round2_(profitPct) : null,
hold_days: holdDays
},
formula_id: 'RELATIVE_STOP_SIGNAL_V1'
};
});
return { gate: gate, signals: signals };
}
/**
* P3: ABSOLUTE_RISK_STOP_V1
* stop adequacy rows를 절대 리스크 손절 taxonomy에 맞춰 표준화한다.
* @param {Array} holdings
* @param {Object} dfMap
* @return {{ gate, rows }}
*/
function calcAbsoluteRiskStopV1_(holdings, dfMap) {
// THIN_ADAPTER: [stop_loss] delegated to Python — src/quant_engine/compute_formula_outputs.py:compute_stop_price_core
var rows = calcStopAdequacyRows_(holdings, dfMap).map(function(r) {
var stopPrice = Number.isFinite(r.manual_stop) && r.manual_stop > 0
? r.manual_stop
: r.recommended_stop;
return {
ticker: r.ticker,
name: r.name || '',
stop_price: Number.isFinite(stopPrice) ? round2_(stopPrice) : null,
stop_quantity: null,
adequacy_status: r.adequacy_status,
stop_gap_pct: r.stop_gap_pct,
formula_id: 'ABSOLUTE_RISK_STOP_V1'
};
});
var gate = rows.some(function(r) { return r.adequacy_status === 'STOP_CRITICAL'; }) ? 'BLOCK' : 'PASS';
return { gate: gate, rows: rows };
}
/**
* P3: RELATIVE_UNDERPERF_ALERT_V1
* 상대약세 경보를 표준 taxonomy로 감싼다.
* @param {Array} holdings
* @param {Object} dfMap
* @param {number} kospiRet20d
* @return {{ gate, rows }}
*/
function calcRelativeUnderperfAlertV1_(holdings, dfMap, kospiRet20d) {
var result = calcRelativeStopSignal_(holdings, dfMap, kospiRet20d);
return {
gate: result.gate,
rows: result.signals.map(function(r) {
return {
ticker: r.ticker,
name: r.name || '',
signal: !!r.signal,
signal_type: r.signal_type,
details: r.details || {},
formula_id: 'RELATIVE_UNDERPERF_ALERT_V1'
};
})
};
}
/**
* P3: STOP_ACTION_LADDER_V1
* exit sell action 결과를 손절/익절/시간손절 taxonomy로 표준화한다.
* @param {Object} ctx
* @return {{ formula_id, action, ratio_pct, limit_price, price_basis, reason, validation }}
*/
var calcStopActionLadderV1_ = function(ctx) {
var d = calcExitSellAction_(ctx || {});
return {
formula_id: 'STOP_ACTION_LADDER_V1',
action: d.action,
ratio_pct: d.ratio_pct,
limit_price: d.limit_price,
price_basis: d.price_basis,
reason: d.reason,
validation: d.validation,
order_type: d.order_type,
price_source: d.price_source
};
}
/**
* P2: TP_TRIGGER_ALERT_V1
* close >= tp1_price / tp2_price인 종목을 감지하고 tp_quantity_ladder_json과 연계한다.
* 익절 가격 도달 시 즉각 수량을 확정론적으로 제공한다.
* @param {Array} holdings
* @param {Object} dfMap
* @param {Object} h4 — calcPrices_() 반환값 (h4.prices 배열)
* @param {Array} tpLadderRows — calcTpQuantityLadder_() 반환값
* @return {{ gate, triggered }}
*/
function calcTpTriggerAlert_(holdings, dfMap, h4, tpLadderRows) {
// THIN_ADAPTER: [take_profit] delegated to Python — src/quant_engine/compute_formula_outputs.py:compute_tp_validity
var priceMap = {};
(h4.prices || []).forEach(function(p) { priceMap[p.ticker] = p; });
var ladderMap = {};
(tpLadderRows || []).forEach(function(r) { ladderMap[r.ticker] = r; });
var gate = 'PASS';
var triggered = [];
holdings.forEach(function(h) {
var df = dfMap[h.ticker] || {};
var close = h.close || df.close || 0;
var pr = priceMap[h.ticker] || {};
var lr = ladderMap[h.ticker] || {};
var tp1 = typeof pr.tp1_price === 'number' ? pr.tp1_price : null;
var tp2 = typeof pr.tp2_price === 'number' ? pr.tp2_price : null;
var tp1Hit = tp1 !== null && close > 0 && close >= tp1;
var tp2Hit = tp2 !== null && close > 0 && close >= tp2;
if (!tp1Hit && !tp2Hit) return;
if (gate === 'PASS') gate = 'TRIGGERED';
triggered.push({
ticker: h.ticker,
name: h.name || '',
close: close,
tp1_price: tp1,
tp2_price: tp2,
tp1_triggered: tp1Hit,
tp2_triggered: tp2Hit,
tp1_qty: lr.tp1_qty !== undefined ? lr.tp1_qty : null,
tp2_qty: lr.tp2_qty !== undefined ? lr.tp2_qty : null,
qty_source: lr.qty_source || 'NO_LADDER',
formula_id: 'TP_TRIGGER_ALERT_V1'
});
});
return { gate: gate, triggered: triggered };
}
/**
* P3: HEAT_CONCENTRATION_ALERT_V1
* 단일 종목이 전체 Total Heat의 50% 이상을 차지하면 HEAT_CONCENTRATED 경보.
* 해당 종목 급락 시 total_heat_pct가 급변해 게이트가 무력화되는 리스크 차단.
* @param {Array} holdings — avgCost, stopPrice, holdingQty 포함
* @param {number} totalHeatKrw
* @return {{ gate, by_holding }}
*/
function calcHeatConcentrationAlert_(holdings, totalHeatKrw) {
if (!totalHeatKrw || totalHeatKrw <= 0) {
return { gate: 'INSUFFICIENT_DATA', by_holding: [], formula_id: 'HEAT_CONCENTRATION_ALERT_V1' };
}
var gate = 'PASS';
var rows = holdings.map(function(h) {
var heatI = (h.avgCost > 0 && h.stopPrice > 0 && h.holdingQty > 0)
? (h.avgCost - h.stopPrice) * h.holdingQty : 0;
var sharePct = round2_(heatI / totalHeatKrw * 100);
var status = sharePct >= 50 ? 'HEAT_CONCENTRATED' : 'PASS';
if (status === 'HEAT_CONCENTRATED') gate = 'HEAT_CONCENTRATED';
return { ticker: h.ticker, name: h.name || '', heat_krw: Math.round(heatI), heat_share_pct: sharePct, status: status, formula_id: 'HEAT_CONCENTRATION_ALERT_V1' };
});
return { gate: gate, by_holding: rows };
}
/**
* P4: REGIME_TRANSITION_ALERT_V1
* settings.prev_market_regime와 현재 국면을 비교해 전환 유형을 산출한다.
* UPGRADE(완화) / DOWNGRADE(긴축) / LATERAL_SHIFT / NO_CHANGE
* 실행 후 current regime을 settings에 자동 기록.
* @param {string} marketRegime
* @param {Object} ss
* @param {Object} settings
* @return {{ transition_type, prev_regime, current_regime, affected_gates }}
*/
function calcRegimeTransitionAlert_(marketRegime, ss, settings) {
var prevRegime = String(settings['prev_market_regime'] || '').trim();
var curr = String(marketRegime || '').toUpperCase();
var prev = prevRegime.toUpperCase();
writeSettingValue_(ss, 'prev_market_regime', marketRegime);
if (!prevRegime || prev === curr) {
return { transition_type: 'NO_CHANGE', prev_regime: prevRegime || null, current_regime: marketRegime, affected_gates: [], formula_id: 'REGIME_TRANSITION_ALERT_V1' };
}
var RANK = { 'EVENT_SHOCK': 0, 'RISK_OFF': 1, 'NEUTRAL': 2, 'RISK_ON': 3, 'SECULAR_LEADER': 4 };
var getRank = function(r) {
if (r.indexOf('SECULAR_LEADER') >= 0) return 4;
if (r.indexOf('RISK_ON') >= 0) return 3;
if (r.indexOf('NEUTRAL') >= 0) return 2;
if (r.indexOf('RISK_OFF') >= 0) return 1;
if (r.indexOf('EVENT_SHOCK') >= 0) return 0;
return 2;
};
var transitionType = getRank(curr) > getRank(prev) ? 'UPGRADE'
: getRank(curr) < getRank(prev) ? 'DOWNGRADE'
: 'LATERAL_SHIFT';
var AFFECTED = [
'DYNAMIC_HEAT_GATE_V1', 'POSITION_SIZE_REGIME_SCALE_V1', 'REGIME_CASH_UPLIFT_V1',
'PORTFOLIO_BETA_GATE_V1', 'SECTOR_CONCENTRATION_LIMIT_V1',
'SEMICONDUCTOR_CLUSTER_GATE_V1', 'SINGLE_POSITION_WEIGHT_CAP_V1', 'POSITION_COUNT_LIMIT_V1'
];
return { transition_type: transitionType, prev_regime: prevRegime, current_regime: marketRegime, affected_gates: AFFECTED, formula_id: 'REGIME_TRANSITION_ALERT_V1' };
}
/**
* P5: PORTFOLIO_HEALTH_SCORE_V1
* 모든 게이트 상태를 집계해 HEALTHY/CAUTION/CRITICAL 단일 레이블을 산출한다.
* CRITICAL 게이트 1개 이상, 또는 CAUTION 게이트 3개 이상 → CRITICAL
* CAUTION 게이트 1~2개 → CAUTION, 0개 → HEALTHY
* score = max(0, 100 - critical×30 - caution×10)
* @param {Object} gateMap — { gate_id: gate_status_string }
* @return {{ label, score, critical_count, caution_count, blocked_gates }}
*/
function calcPortfolioHealthScore_(gateMap) {
var CRITICAL = ['BLOCK_NEW_BUY', 'HARD_BLOCK', 'NO_BUY', 'DRAWDOWN_FORCE_RISK_OFF',
'POSITION_COUNT_BLOCK', 'CLUSTER_BLOCK', 'BREACH',
'OVER_BETA', 'BLOCK_SECTOR', 'STOP_CRITICAL'];
var CAUTION = ['HALVE_NEW_BUY_QUANTITY', 'TRIM_REQUIRED', 'REDUCE_BUY', 'CAUTION_BUY',
'DRAWDOWN_CAUTION', 'WARN_BETA', 'WARN_TOP2', 'OVERWEIGHT_TRIM',
'EDGE_DEGRADED', 'EDGE_WEAK', 'EDGE_CRITICAL', 'APPROACHING',
'TRIGGERED', 'HEAT_CONCENTRATED', 'DOWNGRADE'];
var critCount = 0, warnCount = 0, blocked = [];
Object.keys(gateMap).forEach(function(name) {
var val = String(gateMap[name] || '').trim();
if (CRITICAL.indexOf(val) >= 0) {
critCount++;
blocked.push({ gate: name, status: val, severity: 'CRITICAL' });
} else if (CAUTION.indexOf(val) >= 0) {
warnCount++;
blocked.push({ gate: name, status: val, severity: 'CAUTION' });
}
});
var label = (critCount >= 1 || warnCount >= 3) ? 'CRITICAL'
: warnCount >= 1 ? 'CAUTION'
: 'HEALTHY';
return {
label: label,
score: Math.max(0, 100 - critCount * 30 - warnCount * 10),
critical_count: critCount,
caution_count: warnCount,
blocked_gates: blocked,
gate_input_count: Object.keys(gateMap).length,
formula_id: 'PORTFOLIO_HEALTH_SCORE_V1'
};
}
/**
* O1: SINGLE_POSITION_WEIGHT_CAP_V1
* 개별 종목 비중이 국면별 상한(NEUTRAL:20%, RISK_OFF:15%)을 초과하면 OVERWEIGHT_TRIM.
* M5(섹터 편중)와 독립적인 종목 단위 비중 하드 캡.
* @param {Array} holdings — weightPct 포함
* @param {string} marketRegime
* @return {{ gate_status, cap_pct, by_position }}
*/
/**
* LEADER_POSITION_WEIGHT_CAP_V1
* 삼성전자(005930), SK하이닉스(000660)에 대해 KOSPI 시총 비중 기반 차등 한도 적용.
* spec/strategy/semiconductor_concentration_policy.yaml 기준.
*
* 배경: 삼성전자 KOSPI 비중 ~23%. 기존 고정 20% 한도는 시장 비중보다 낮아
* 주도주를 사실상 과소보유 강제. 국면별로 시장 비중 × 배수를 허용한다.
*
* @param {Array} holdings
* @param {string} marketRegime
* @param {number} kospiSamsungWeightPct — settings.kospi_samsung_weight_pct (기본 23)
* @param {number} kospiHynixWeightPct — settings.kospi_hynix_weight_pct (기본 12)
*/
function calcSinglePositionWeightCap_(holdings, marketRegime, kospiSamsungWeightPct, kospiHynixWeightPct) {
var r = String(marketRegime || '').toUpperCase();
var isEventShock = r.indexOf('EVENT_SHOCK') >= 0;
var isRiskOff = isEventShock || r.indexOf('RISK_OFF') >= 0;
var isRiskOn = r.indexOf('RISK_ON') >= 0 && !isRiskOff;
var isSecularLeader = r.indexOf('SECULAR_LEADER') >= 0;
// settings에서 KOSPI 개별 종목 비중 읽기 (KRX/FnGuide 시총 데이터 기반 수동 입력)
// 미입력(0) 시 mktWtProvided=false → 정책 기반 고정 한도만 적용
var smWt = (Number.isFinite(kospiSamsungWeightPct) && kospiSamsungWeightPct > 0)
? kospiSamsungWeightPct : 0;
var hxWt = (Number.isFinite(kospiHynixWeightPct) && kospiHynixWeightPct > 0)
? kospiHynixWeightPct : 0;
var smWtProvided = smWt > 0;
var hxWtProvided = hxWt > 0;
// 일반 종목 한도 (기존 유지)
var defaultCap = isRiskOff ? 15.0 : (isRiskOn ? 22.0 : 20.0);
var gate = 'PASS';
var rows = holdings.map(function(h) {
var wPct = typeof h.weightPct === 'number' ? h.weightPct : 0;
var tickerCap;
if (h.ticker === '005930') {
// 삼성전자 — 국면별 정책 한도 (EXPERT_PRIOR, calibration_registry 등록)
// KOSPI 비중 제공 시: 비중×배수 vs 정책 한도 중 큰 값
// KOSPI 비중 미제공 시: 정책 한도만 (추측값 삽입 금지)
if (isEventShock)
tickerCap = 15.0;
else if (isRiskOff)
tickerCap = 18.0;
else if (isSecularLeader)
tickerCap = smWtProvided ? Math.max(50.0, smWt * 2.20) : 50.0;
else if (isRiskOn)
tickerCap = smWtProvided ? Math.max(40.0, smWt * 1.70) : 40.0;
else // NEUTRAL
tickerCap = smWtProvided ? Math.max(28.0, smWt * 1.20) : 28.0;
} else if (h.ticker === '000660') {
// SK하이닉스 — 국면별 정책 한도
if (isEventShock)
tickerCap = 10.0;
else if (isRiskOff)
tickerCap = 12.0;
else if (isSecularLeader)
tickerCap = hxWtProvided ? Math.max(28.0, hxWt * 2.50) : 28.0;
else if (isRiskOn)
tickerCap = hxWtProvided ? Math.max(22.0, hxWt * 1.80) : 22.0;
else // NEUTRAL
tickerCap = hxWtProvided ? Math.max(15.0, hxWt * 1.20) : 15.0;
} else {
tickerCap = defaultCap;
}
tickerCap = round2_(tickerCap);
var status = wPct > tickerCap ? 'OVERWEIGHT_TRIM' : 'PASS';
if (status === 'OVERWEIGHT_TRIM') gate = 'OVERWEIGHT_TRIM';
return {
ticker: h.ticker,
name: h.name || '',
weight_pct: wPct,
cap_pct: tickerCap,
status: status,
is_leader: (h.ticker === '005930' || h.ticker === '000660'),
formula_id: 'LEADER_POSITION_WEIGHT_CAP_V1'
};
});
return {
gate_status: gate,
cap_pct: defaultCap,
kospi_samsung_weight: smWtProvided ? round2_(smWt) : 'DATA_MISSING_SET_IN_SETTINGS',
kospi_hynix_weight: hxWtProvided ? round2_(hxWt) : 'DATA_MISSING_SET_IN_SETTINGS',
by_position: rows,
formula_id: 'LEADER_POSITION_WEIGHT_CAP_V1'
};
}
/**
* O2: SEMICONDUCTOR_CLUSTER_GATE_V1
* 005930(삼성전자) + 000660(SK하이닉스) 합산 비중이 상한을 초과하면 CLUSTER_BLOCK.
* 두 종목이 같은 사이클에서 동반 하락하는 상관 리스크 통제.
* @param {Array} holdings
* @param {string} marketRegime
* @return {{ gate_status, combined_pct, cap_pct, holdings }}
*/
/**
* MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
* 반도체 클러스터 한도를 KOSPI 시총 비중 기반으로 동적 산출한다.
* spec/strategy/semiconductor_concentration_policy.yaml 기준.
*
* 배경: 삼성+하이닉스 KOSPI 비중 ~35%. 기존 고정 25% 한도는 주도장에서
* 시장 대비 필연적 언더퍼폼을 강제. 시장 비중은 최소 허용해야 한다.
*
* @param {Array} holdings
* @param {string} marketRegime
* @param {number} kospiSemiWeightPct — settings.kospi_semi_weight_pct (기본 35)
*/
function calcSemiconductorClusterGate_(holdings, marketRegime, kospiSemiWeightPct) {
var r = String(marketRegime || '').toUpperCase();
var isEventShock = r.indexOf('EVENT_SHOCK') >= 0;
var isRiskOff = isEventShock || r.indexOf('RISK_OFF') >= 0;
var isRiskOn = r.indexOf('RISK_ON') >= 0 && !isRiskOff;
var isSecularLeader = r.indexOf('SECULAR_LEADER') >= 0;
var isCLA = r.indexOf('CONCENTRATED_LEADER_ADVANCE') >= 0 || r === 'CLA';
// settings에서 KOSPI 반도체 시총 비중 읽기 (사용자가 KRX 데이터 기반으로 직접 입력)
// 0 또는 미입력이면 DATA_MISSING — 아래 정책 기반 한도만 적용
var mktWt = (Number.isFinite(kospiSemiWeightPct) && kospiSemiWeightPct > 0)
? kospiSemiWeightPct : 0;
var mktWtProvided = mktWt > 0;
// 국면별 정책 한도 (EXPERT_PRIOR — calibration_registry.yaml 등록값)
// 주의: KOSPI 비중은 KRX/FnGuide 시총 데이터 기준으로 settings에서만 입력.
// 하드코딩 추정치 사용 금지. settings 미입력 시 정책 한도만 적용.
var capPct, gateMode;
if (isEventShock) {
capPct = mktWtProvided ? Math.max(20.0, mktWt * 0.60) : 20.0;
gateMode = 'DEFENSIVE_STRICT';
} else if (isRiskOff) {
capPct = mktWtProvided ? Math.max(25.0, mktWt * 0.80) : 25.0;
gateMode = 'DEFENSIVE';
} else if (isSecularLeader || isCLA) {
capPct = 65.0;
gateMode = 'SECULAR_LEADER';
} else if (isRiskOn) {
capPct = mktWtProvided ? Math.max(45.0, mktWt * 1.30) : 45.0;
gateMode = 'RISK_ON_OVERWEIGHT';
} else {
capPct = mktWtProvided ? Math.max(35.0, mktWt * 1.00) : 35.0;
gateMode = 'MARKET_NEUTRAL';
}
// CLA 상태에서는 KODEX 반도체(229200)도 클러스터에 포함
var SEMI_BASE = ['005930', '000660'];
var SEMI_CLA = ['005930', '000660', '229200'];
var clusterTickers = isCLA ? SEMI_CLA : SEMI_BASE;
var total = 0;
var clusterRows = [];
holdings.forEach(function(h) {
if (clusterTickers.indexOf(h.ticker) >= 0) {
var wPct = typeof h.weightPct === 'number' ? h.weightPct : 0;
total += wPct;
clusterRows.push({ ticker: h.ticker, name: h.name || '', weight_pct: wPct });
}
});
// 게이트 판정
// WARN 경계: mktWt 제공 시 mktWt × 0.90, 미제공 시 capPct × 0.80
var warnThreshold = mktWtProvided ? mktWt * 0.90 : capPct * 0.80;
var gate, clusterState;
if (total >= capPct) {
if (isRiskOff) {
gate = 'CLUSTER_BLOCK';
clusterState = 'CLUSTER_HOLD_ONLY';
} else {
gate = 'CLUSTER_OVERWEIGHT_TRIM';
clusterState = 'CLUSTER_HOLD_ONLY';
}
} else if (total >= warnThreshold) {
if (isSecularLeader || isCLA) {
gate = 'CLUSTER_HOLD_ONLY';
clusterState = 'CLUSTER_HOLD_ONLY';
} else {
gate = 'CLUSTER_OVERWEIGHT_WARN';
clusterState = 'CLUSTER_OPEN';
}
} else {
gate = 'PASS';
clusterState = 'CLUSTER_OPEN';
}
return {
gate_status: gate,
cluster_state: clusterState,
cluster_id: 'SEMICONDUCTOR_KR',
cluster_tickers: clusterTickers,
combined_pct: round2_(total),
cap_pct: round2_(capPct),
kospi_semi_weight: mktWtProvided ? round2_(mktWt) : 'DATA_MISSING_SET_IN_SETTINGS',
kospi_weight_provided: mktWtProvided,
gate_mode: gateMode,
holdings: clusterRows,
formula_id: 'MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1'
};
}
/**
* SATELLITE_FAILURE_GATE_V1
* 위성 집단 실패 추적 — spec/13_formula_registry.yaml:SATELLITE_FAILURE_GATE_V1
* @param {Array} satelliteRows — { composite_verdict, rs_verdict, ret20d, excess_ret_10d }
* @return {{ sfg_v1, sfg_reason, sfg_broken_count, sfg_failure_rate }}
*/
function calcSatelliteFailureGate_(satelliteRows) {
if (!satelliteRows || satelliteRows.length === 0) {
return { sfg_v1: 'CLEAR', sfg_reason: 'no_satellite_data',
sfg_broken_count: 0, sfg_failure_rate: 0,
formula_id: 'SATELLITE_FAILURE_GATE_V1' };
}
var brokenCount = 0, failureCount = 0;
var totalRet20d = 0, totalExcess = 0, retCount = 0;
satelliteRows.forEach(function(row) {
var cv = row.composite_verdict || '';
var rv = row.rs_verdict || '';
if (cv === 'CLOSE_POSITION' || rv === 'BROKEN') brokenCount++;
if (cv === 'REDUCE_CANDIDATE' || cv === 'EXIT_REVIEW' || cv === 'CLOSE_POSITION') failureCount++;
if (typeof row.ret20d === 'number') { totalRet20d += row.ret20d; retCount++; }
if (typeof row.excess_ret_10d === 'number') totalExcess += row.excess_ret_10d;
});
var n = satelliteRows.length;
var failureRate = n > 0 ? failureCount / n : 0;
var avgRet20d = retCount > 0 ? totalRet20d / retCount : 0;
var avgExcess = n > 0 ? totalExcess / n : 0;
var condA = brokenCount >= 3;
var condB = failureRate >= 0.60;
var condC = avgRet20d <= -10 && avgExcess <= -8; // ret20d는 % 단위 (e.g. -10.5)
var triggered = condA || condB || condC;
return {
sfg_v1: triggered ? 'TRIGGERED' : 'CLEAR',
sfg_reason: condA ? ('broken_count_' + brokenCount) :
condB ? ('failure_rate_' + Math.round(failureRate * 100) + 'pct') :
condC ? 'avg_excess_drawdown_breach' : 'clear',
sfg_broken_count: brokenCount,
sfg_failure_rate: parseFloat(failureRate.toFixed(3)),
formula_id: 'SATELLITE_FAILURE_GATE_V1'
};
}
/**
* SATELLITE_AGGREGATE_PNL_GATE_V1
* 위성 합산 손익이 코어 수익을 얼마나 잠식하는지 결정론적으로 산출한다.
*/
function calcSatelliteAggregatePnlGate_(holdings) {
var corePnl = 0, satellitePnl = 0, coreCount = 0, satelliteCount = 0;
(holdings || []).forEach(function(h) {
var pnl = typeof h.profit_loss === 'number' ? h.profit_loss
: typeof h.unrealizedPnl === 'number' ? h.unrealizedPnl
: typeof h.unrealized_pnl_krw === 'number' ? h.unrealized_pnl_krw : 0;
if (h.position_type === 'core') {
corePnl += pnl; coreCount++;
} else {
satellitePnl += pnl; satelliteCount++;
}
});
var ratio = corePnl > 0 ? Math.abs(Math.min(0, satellitePnl)) / corePnl : null;
var status = ratio === null ? 'INSUFFICIENT_DATA'
: ratio >= 0.50 ? 'SAPG_CRITICAL'
: ratio >= 0.25 ? 'SAPG_ALERT'
: 'PASS';
return {
sapg_status: status,
core_total_pnl_krw: Math.round(corePnl),
satellite_total_pnl_krw: Math.round(satellitePnl),
satellite_loss_to_core_gain_ratio: ratio === null ? null : round2_(ratio),
core_count: coreCount,
satellite_count: satelliteCount,
formula_id: 'SATELLITE_AGGREGATE_PNL_GATE_V1'
};
}
function calcCashCreationPurposeLockRow_(h, df, sfgResult) {
var cv = df.composite_verdict || null;
var rv = df.rs_verdict || null;
var brt = df.brt_verdict || null;
var excessDrawdown = typeof df.excess_drawdown_pctp === 'number' ? df.excess_drawdown_pctp : null;
var rec20 = typeof df.recovery_ratio_20d === 'number' ? df.recovery_ratio_20d : null;
var valid = false;
var reasons = [];
if (['REDUCE_CANDIDATE', 'EXIT_REVIEW', 'CLOSE_POSITION'].includes(cv)) { valid = true; reasons.push('composite_verdict_' + cv); }
if (rv === 'BROKEN' || brt === 'BROKEN') { valid = true; reasons.push('relative_broken'); }
if (excessDrawdown !== null && excessDrawdown >= 10 && rec20 !== null && rec20 < 0.50) { valid = true; reasons.push('excess_drawdown_no_recovery'); }
if (sfgResult && sfgResult.sfg_v1 === 'TRIGGERED' && h.position_type !== 'core') { valid = true; reasons.push('sfg_v1_TRIGGERED'); }
return {
ticker: h.ticker,
name: h.name || df.name || '',
position_type: h.position_type || 'unknown',
sell_reason_validity: valid ? 'VALID_SELL_REASON' : 'INVALID_SELL_REASON',
valid_reason_codes: reasons,
reinvestment_allowed: false,
formula_id: 'CASH_CREATION_PURPOSE_LOCK_V1'
};
}
// ── [2026-05-21_AEW_V1] ALPHA_EVALUATION_WINDOW_V1 ──────────────────────────
// 위성 보유 종목의 진입 이후 경과 영업일을 판단하여 T+20/T+60 알파 게이트를 산출한다.
// 벤치마크: 삼성전자(005930) + SK하이닉스(000660) 평균 ret20D/ret60D (프록시).
// position_type=core 종목은 EXEMPT 처리하여 게이트 판정에서 제외한다.
function calcAlphaEvaluationWindow_(holdings, dfMap) {
var samsung = dfMap['005930'] || {};
var hynix = dfMap['000660'] || {};
// 코어 벤치마크 수익률 프록시
var coreRet20Vals = [];
if (Number.isFinite(samsung.ret20D)) coreRet20Vals.push(samsung.ret20D);
if (Number.isFinite(hynix.ret20D)) coreRet20Vals.push(hynix.ret20D);
var coreRet20d = coreRet20Vals.length > 0
? coreRet20Vals.reduce(function(s,v){return s+v;},0) / coreRet20Vals.length : null;
var coreRet60Vals = [];
if (Number.isFinite(samsung.ret60D)) coreRet60Vals.push(samsung.ret60D);
if (Number.isFinite(hynix.ret60D)) coreRet60Vals.push(hynix.ret60D);
var coreRet60d = coreRet60Vals.length > 0
? coreRet60Vals.reduce(function(s,v){return s+v;},0) / coreRet60Vals.length : null;
var aewRows = [];
holdings.forEach(function(h) {
if (!h.ticker) return;
// core 종목 — 알파 게이트 평가 대상 아님
if (h.position_type === 'core') {
aewRows.push({
ticker: h.ticker,
name: h.name || '',
position_type: 'core',
entry_date: h.entry_date || '',
days_since_entry: null,
satellite_return_pct: null,
core_benchmark_ret20d: coreRet20d,
core_benchmark_ret60d: coreRet60d,
t20_reached: false,
t20_vs_core_pctp: null,
t20_alpha_gate: 'EXEMPT',
t60_reached: false,
t60_vs_core_pctp: null,
t60_alpha_gate: 'EXEMPT',
evaluation_method: 'EXEMPT_CORE',
formula_id: 'ALPHA_EVALUATION_WINDOW_V1'
});
return;
}
var daysSinceEntry = h.entry_date ? calcKrxBizDaysDiff_(h.entry_date) : null;
var satRetPct = typeof h.return_pct === 'number' && Number.isFinite(h.return_pct)
? h.return_pct : null;
// entry_date 없거나 미래 날짜 — 데이터 누락
var validEntry = daysSinceEntry !== null && daysSinceEntry >= 0;
var t20Reached = validEntry && daysSinceEntry >= 20;
var t60Reached = validEntry && daysSinceEntry >= 60;
var t20VsCorePctp = null;
var t20AlphaGate = validEntry ? (t20Reached ? 'DATA_MISSING' : 'NOT_YET') : 'DATA_MISSING';
var t60VsCorePctp = null;
var t60AlphaGate = validEntry ? (t60Reached ? 'DATA_MISSING' : 'NOT_YET') : 'DATA_MISSING';
// T+20 평가 — 위성 총수익률 vs 코어 20D 수익률 (프록시)
if (t20Reached && satRetPct !== null && coreRet20d !== null) {
t20VsCorePctp = round2_(satRetPct - coreRet20d);
t20AlphaGate = t20VsCorePctp < -3 ? 'T20_ALPHA_FAIL'
: t20VsCorePctp >= 0 ? 'PASS'
: 'NEUTRAL';
}
// T+60 평가 — 위성 총수익률 vs 코어 60D 수익률 (프록시)
if (t60Reached && satRetPct !== null && coreRet60d !== null) {
t60VsCorePctp = round2_(satRetPct - coreRet60d);
t60AlphaGate = t60VsCorePctp < -5 ? 'T60_ALPHA_FAIL'
: t60VsCorePctp >= 0 ? 'PASS'
: 'NEUTRAL';
}
aewRows.push({
ticker: h.ticker,
name: h.name || '',
position_type: h.position_type || 'satellite',
entry_date: h.entry_date || '',
days_since_entry: daysSinceEntry,
satellite_return_pct: satRetPct,
core_benchmark_ret20d: coreRet20d,
core_benchmark_ret60d: coreRet60d,
t20_reached: t20Reached,
t20_vs_core_pctp: t20VsCorePctp,
t20_alpha_gate: t20AlphaGate,
t60_reached: t60Reached,
t60_vs_core_pctp: t60VsCorePctp,
t60_alpha_gate: t60AlphaGate,
// PROXY 경고: satRetPct는 진입~현재 총수익률; 코어 벤치마크는 20D/60D rolling
// 동일 기간 비교가 아니므로 진입 시점이 20~60일 이내인 경우 오차 있음
evaluation_method: 'PROXY_FROM_RETURN_PCT_VS_CORE_ROLLING',
formula_id: 'ALPHA_EVALUATION_WINDOW_V1'
});
});
return aewRows;
}
// ─────────────────────────────────────────────────────────────────────────────
// [2026-05-21_SPRINT_B] Sprint B — 4개 하네스 게이트
// ─────────────────────────────────────────────────────────────────────────────
// ── B-1: HARNESS_DATA_FRESHNESS_GATE_V1 ─────────────────────────────────────
// account_snapshot capturedAt 기준으로 영업일 신선도를 판정한다.
// STALE_BLOCK(5일+) → 주문표 생성 차단. STALE_WARN(3-4일) → SAQG ELIGIBLE 하향.
function calcHarnessDataFreshnessGate_(capturedAtIso, now) {
// capturedAtIso: "yyyy-MM-dd HH:mm:ss" or "yyyy-MM-dd" — 날짜만 추출
var marketDateStr = capturedAtIso ? String(capturedAtIso).substring(0, 10) : null;
if (!marketDateStr || !/^\d{4}-\d{2}-\d{2}$/.test(marketDateStr)) {
return {
data_freshness_status: 'UNKNOWN',
data_age_business_days: null,
market_date: null,
freshness_degraded_gates: ['ALL_GATES_UNCERTAIN'],
formula_id: 'HARNESS_DATA_FRESHNESS_GATE_V1'
};
}
var ageDays = calcKrxBizDaysDiff_(marketDateStr);
var status = ageDays <= 1 ? 'FRESH'
: ageDays === 2 ? 'STALE_1D'
: ageDays <= 4 ? 'STALE_WARN'
: 'STALE_BLOCK';
var degraded = [];
if (status === 'STALE_WARN') degraded = ['BRT_RELIABILITY_LOW', 'SAQG_ELIGIBLE_DOWNGRADE'];
if (status === 'STALE_BLOCK') degraded = ['BRT_BLOCKED', 'SAQG_BLOCKED', 'ORDER_GENERATION_BLOCKED'];
return {
data_freshness_status: status,
data_age_business_days: ageDays,
market_date: marketDateStr,
freshness_degraded_gates: degraded,
formula_id: 'HARNESS_DATA_FRESHNESS_GATE_V1'
};
}
// ── B-2: SATELLITE_LIFECYCLE_GATE_V1 ────────────────────────────────────────
// 위성 종목에 WATCH/PILOT/CONFIRMED/REVIEW/EXIT 5단계 라이프사이클을 부여한다.
// brt_verdict, composite_verdict, excess_drawdown_pctp, AEW t20_alpha_gate를 조합해
// 현재 상태에서 가장 적절한 단계를 결정론적으로 산출한다.
function calcSatelliteLifecycleGate_(holdings, dfMap, aewRows) {
var aewMap = {};
(aewRows || []).forEach(function(r) { if (r.ticker) aewMap[r.ticker] = r; });
return holdings.map(function(h) {
if (h.position_type === 'core') {
return {
ticker: h.ticker,
name: h.name || '',
position_type: 'core',
lifecycle_stage: 'CORE_EXEMPT',
lifecycle_transition_reason: 'core_position',
lifecycle_days_in_stage: null,
review_warning: null,
formula_id: 'SATELLITE_LIFECYCLE_GATE_V1'
};
}
var df = dfMap[h.ticker] || {};
var aew = aewMap[h.ticker] || {};
var cv = df.composite_verdict || 'UNKNOWN';
var brt = df.brt_verdict || 'UNKNOWN';
var exDd = typeof df.excess_drawdown_pctp === 'number' ? df.excess_drawdown_pctp : null;
var t20g = aew.t20_alpha_gate || 'NOT_YET';
var t20v = typeof aew.t20_vs_core_pctp === 'number' ? aew.t20_vs_core_pctp : null;
var daysEntry = h.entry_date ? calcKrxBizDaysDiff_(h.entry_date) : null;
var stage = 'PILOT';
var reason = 'default_pilot';
// ── EXIT 조건 (최우선) ─────────────────────────────────────────────────
if (brt === 'BROKEN') {
stage = 'EXIT'; reason = 'brt_BROKEN';
} else if (cv === 'CLOSE_POSITION') {
stage = 'EXIT'; reason = 'composite_CLOSE_POSITION';
} else if (exDd !== null && exDd >= 15) {
stage = 'EXIT'; reason = 'excess_drawdown_15pct';
} else if (t20g === 'T20_ALPHA_FAIL' && t20v !== null && t20v < -10) {
stage = 'EXIT'; reason = 'T20_ALPHA_FAIL_severe';
// ── REVIEW 조건 ──────────────────────────────────────────────────────
} else if (brt === 'LAGGARD') {
stage = 'REVIEW'; reason = 'brt_LAGGARD';
} else if (cv === 'REDUCE_CANDIDATE') {
stage = 'REVIEW'; reason = 'composite_REDUCE';
} else if (t20g === 'T20_ALPHA_FAIL') {
stage = 'REVIEW'; reason = 'T20_ALPHA_FAIL';
} else if (exDd !== null && exDd >= 8) {
stage = 'REVIEW'; reason = 'excess_drawdown_8pct';
// ── CONFIRMED 조건 ─────────────────────────────────────────────────
} else if (daysEntry !== null && daysEntry >= 20
&& t20g === 'PASS'
&& (cv === 'PRIME_CANDIDATE' || cv === 'WATCH_CANDIDATE')
&& (brt === 'LEADER' || brt === 'MARKET')) {
stage = 'CONFIRMED'; reason = 't20_pass_market_or_leader';
// ── PILOT 조건 (기본) ───────────────────────────────────────────────
} else if (daysEntry !== null && daysEntry < 20) {
stage = 'PILOT'; reason = 'within_20d_of_entry';
} else {
stage = 'PILOT'; reason = 'pending_t20_evaluation';
}
// 4주 REVIEW 경보 (Direction SLG)
var reviewWarn = (stage === 'REVIEW' && daysEntry !== null && daysEntry >= 20)
? '4주_REVIEW_비중50%_감축검토' : null;
return {
ticker: h.ticker,
name: h.name || df.name || '',
position_type: h.position_type || 'satellite',
lifecycle_stage: stage,
lifecycle_transition_reason: reason,
lifecycle_days_in_stage: daysEntry,
review_warning: reviewWarn,
composite_verdict: cv,
brt_verdict: brt,
excess_drawdown_pctp: exDd,
t20_alpha_gate: t20g,
formula_id: 'SATELLITE_LIFECYCLE_GATE_V1'
};
});
}
// ── B-3: CLA_REGIME_EXIT_CONDITION_V1 ───────────────────────────────────────
// CONCENTRATED_LEADER_ADVANCE 국면의 종료 조건을 탐지한다.
// 삼성전자(005930) + SK하이닉스(000660)를 대상으로 5개 신호를 평가하고
// 가중치 합산으로 CLA_ACTIVE / CLA_EXIT_WARNING / CLA_EXIT_CONFIRMED를 결정한다.
/**
* SECULAR_LEADER_AUTO_DETECT_V1
* spec/strategy/semiconductor_concentration_policy.yaml 조건 기반
* 반도체 주도주 자동 감지 → SECULAR_LEADER_RISK_ON 국면 진입 권고.
*
* 감지 조건 (가중치 합산 ≥ 6 → is_secular_leader=true):
* SL1 (w=3): 삼성 또는 하이닉스 RS_Ratio ≥ 1.5 (5일 연속)
* SL2 (w=2): 외인+기관 동반순매수 3일 이상
* SL3 (w=2): 반도체 섹터 5일 수익률 KOSPI 대비 +5%p 이상 초과
* SL4 (w=1): 반도체 섹터 5D 거래대금 > 20D 거래대금 × 1.3
*
* @param {Object} dfMap — buildDataFeedMap_() 반환값
* @param {string} marketRegime
* @param {number} kospiRet5d — KOSPI 5일 수익률
* @return {{ is_secular_leader, score, signals, recommendation, formula_id }}
*/
function calcSecularLeaderAutoDetect_(dfMap, marketRegime, kospiRet5d) {
var SECULAR_TICKERS = ['005930', '000660'];
var THRESHOLD = 6;
var score = 0;
var signals = [];
var kospiRet = typeof kospiRet5d === 'number' ? kospiRet5d : 0;
// SL1: RS_Ratio ≥ 1.5 — 삼성 또는 하이닉스
var sl1Hit = SECULAR_TICKERS.some(function(tk) {
var df = dfMap[tk] || {};
var rsRatio = typeof df.rsRatio === 'number' ? df.rsRatio
: (typeof df.rs_ratio === 'number' ? df.rs_ratio : null);
return rsRatio !== null && rsRatio >= 1.5;
});
if (sl1Hit) { score += 3; signals.push('SL1_RS_RATIO_GTE_1.5(w=3)'); }
// SL2: 외인+기관 동반순매수 3일 이상 — 양 종목 중 하나
var sl2Hit = SECULAR_TICKERS.some(function(tk) {
var df = dfMap[tk] || {};
var frg = typeof df.frg5d === 'number' ? df.frg5d : -1;
var ins = typeof df.inst5d === 'number' ? df.inst5d : -1;
return frg > 0 && ins > 0; // 5일 누적 동반순매수 = 3일 이상 추정
});
if (sl2Hit) { score += 2; signals.push('SL2_FRG_INST_CO_BUY(w=2)'); }
// SL3: 반도체 섹터 5일 수익률 KOSPI 대비 +5%p 초과 (대표 종목 프록시)
var semiRet5d = null;
SECULAR_TICKERS.forEach(function(tk) {
var df = dfMap[tk] || {};
if (typeof df.ret5d === 'number' && (semiRet5d === null || df.ret5d > semiRet5d)) {
semiRet5d = df.ret5d;
}
});
if (semiRet5d !== null && semiRet5d - kospiRet >= 5.0) {
score += 2;
signals.push('SL3_SECTOR_OUTPERFORM_5PCT(w=2)');
}
// SL4: 반도체 섹터 거래대금 급증 (대표 종목 avgTradeVal5d/20d 프록시)
var sl4Hit = SECULAR_TICKERS.some(function(tk) {
var df = dfMap[tk] || {};
var val5 = toNumber_(df.avg_trade_val_5d || df.avgTradeVal5d) || 0;
var val20 = toNumber_(df.avg_trade_val_20d || df.avgTradeVal20d) || 0;
return val5 > 0 && val20 > 0 && val5 > val20 * 1.3;
});
if (sl4Hit) { score += 1; signals.push('SL4_TRADE_VALUE_SURGE(w=1)'); }
var isSecularLeader = score >= THRESHOLD;
var currentRegime = String(marketRegime || '').toUpperCase();
var alreadyActive = currentRegime.indexOf('SECULAR_LEADER') >= 0;
// 종료 조건: RS_Ratio < 1.0 3일 or 외인+기관 동반순매도 5일
var exitSignals = [];
SECULAR_TICKERS.forEach(function(tk) {
var df = dfMap[tk] || {};
var rsRatio = typeof df.rsRatio === 'number' ? df.rsRatio
: (typeof df.rs_ratio === 'number' ? df.rs_ratio : null);
if (rsRatio !== null && rsRatio < 1.0) exitSignals.push(tk + '_RS_BELOW_1.0');
var frg = typeof df.frg5d === 'number' ? df.frg5d : 0;
var ins = typeof df.inst5d === 'number' ? df.inst5d : 0;
if (frg < 0 && ins < 0) exitSignals.push(tk + '_CO_SELL');
});
return {
is_secular_leader: isSecularLeader,
score: score,
threshold: THRESHOLD,
signals: signals,
exit_signals: exitSignals,
already_active: alreadyActive,
recommendation: isSecularLeader && !alreadyActive
? 'UPGRADE_TO_SECULAR_LEADER_RISK_ON'
: (alreadyActive && exitSignals.length >= 2 ? 'EXIT_SECULAR_LEADER' : 'MAINTAIN'),
formula_id: 'SECULAR_LEADER_AUTO_DETECT_V1'
};
}
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