Files
QuantEngineByItz/schemas/strategy_decision_result.schema.json
T
kjh2064 ee3e799de1 feat: 리밸런싱 엔진 V1 + GAS 버그 수정 (2026-06-13)
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>
2026-06-13 13:20:14 +09:00

82 lines
1.6 KiB
JSON

{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "strategy-decision-result-v3",
"title": "StrategyDecisionResultV3",
"type": "object",
"required": [
"schema_version",
"as_of",
"route",
"global_gates",
"portfolio_decision",
"order_blueprint",
"shadow_ledger",
"audit_ledger"
],
"properties": {
"schema_version": {
"type": "string",
"const": "strategy-decision-result-v3"
},
"as_of": {
"type": "string",
"minLength": 10
},
"route": {
"type": "object",
"required": [
"route_id",
"serving_mode"
],
"properties": {
"route_id": {
"type": "string"
},
"serving_mode": {
"type": "string"
}
}
},
"global_gates": {
"type": "object",
"required": [
"export_gate",
"llm_numeric_generation_allowed"
],
"properties": {
"export_gate": {
"type": "string"
},
"llm_numeric_generation_allowed": {
"type": "boolean",
"const": false
}
}
},
"portfolio_decision": {
"type": "object",
"required": [
"buy_allowed",
"sell_allowed"
],
"properties": {
"buy_allowed": {
"type": "boolean"
},
"sell_allowed": {
"type": "string"
}
}
},
"order_blueprint": {
"type": "array"
},
"shadow_ledger": {
"type": "array"
},
"audit_ledger": {
"type": "array"
}
}
}