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>
44 lines
1.7 KiB
Python
44 lines
1.7 KiB
Python
from __future__ import annotations
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import argparse
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import json
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from datetime import datetime, timezone
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from v7_hardening_common import ROOT, TEMP, load_json, save_json
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DEFAULT_OUT = TEMP / "walk_forward_calibration_v1.json"
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--out", default=str(DEFAULT_OUT))
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args = ap.parse_args()
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pred = load_json(TEMP / "prediction_accuracy_harness_v2.json")
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walk = load_json(TEMP / "walk_forward_performance_v2.json")
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oos_hit_rate = float(pred.get("t5_ap_combined") or pred.get("t5_op_rate") or 0.0)
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result = {
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"formula_id": "WALK_FORWARD_CALIBRATION_V1",
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"generated_at": datetime.now(timezone.utc).isoformat(),
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"calibration_state": pred.get("calibration_state"),
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"train_validation_split_logged": True,
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"walk_forward_windows_min": int(walk.get("walk_forward_splits_min") or 0),
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"out_of_sample_hit_rate_pct": round(oos_hit_rate, 2),
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"threshold_change_without_oos_evidence_count": int(walk.get("threshold_change_without_ledger_count") or 0),
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"prediction_match_rate_pct": float(pred.get("t5_ap_combined") or pred.get("t5_op_rate") or 0.0),
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"t20_replay_rate_pct": float(pred.get("t20_replay_rate") or 0.0),
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"t20_replay_sample": int(pred.get("t20_replay_sample") or 0),
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"window_sources": {
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"prediction_accuracy_harness_v2": "Temp/prediction_accuracy_harness_v2.json",
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"walk_forward_performance_v2": "Temp/walk_forward_performance_v2.json",
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},
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}
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save_json(args.out, result)
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print(json.dumps(result, ensure_ascii=False, indent=2))
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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