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>
113 lines
3.8 KiB
Python
113 lines
3.8 KiB
Python
from __future__ import annotations
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import argparse
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import json
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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_PERF = ROOT / "Temp" / "perf_recovery_harness_v1.json"
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DEFAULT_DQ = ROOT / "Temp" / "data_integrity_100_lock_v1.json"
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def _load(path: Path) -> dict[str, Any]:
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if not path.exists():
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return {}
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try:
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obj = json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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return obj if isinstance(obj, dict) else {}
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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("--perf", default=str(DEFAULT_PERF))
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ap.add_argument("--dq", default=str(DEFAULT_DQ))
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args = ap.parse_args()
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jp = Path(args.json)
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pp = Path(args.perf)
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dp = Path(args.dq)
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if not jp.is_absolute():
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jp = ROOT / jp
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if not pp.is_absolute():
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pp = ROOT / pp
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if not dp.is_absolute():
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dp = ROOT / dp
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payload = _load(jp)
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perf = _load(pp)
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dq = _load(dp)
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data = payload.get("data") if isinstance(payload.get("data"), dict) else {}
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hctx = data.get("_harness_context") if isinstance(data.get("_harness_context"), dict) else {}
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perf_gate = str(perf.get("gate") or "DATA_MISSING")
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dq_gate = str(dq.get("gate") or "DATA_MISSING")
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reasons = perf.get("reasons") if isinstance(perf.get("reasons"), list) else []
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metrics = perf.get("metrics") if isinstance(perf.get("metrics"), dict) else {}
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overrides = {
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"formula_id": "PERF_RECOVERY_OVERRIDES_V1",
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"active": False,
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"perf_gate": perf_gate,
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"dq_gate": dq_gate,
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"reason_codes": reasons,
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"buy": {
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"force_watch_only": False,
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"pilot_threshold_uplift": 0,
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"max_new_positions": None,
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},
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"sell": {
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"min_rebound_wait_ratio": 0.5,
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"force_no_full_dump_without_emergency": True,
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"value_damage_cap_pct": 10.0,
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},
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}
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if perf_gate == "FAIL":
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overrides["active"] = True
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# 뒷북/설거지 국면에서는 신규 진입 문턱 강화
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overrides["buy"]["force_watch_only"] = True
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overrides["buy"]["pilot_threshold_uplift"] = 10
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overrides["buy"]["max_new_positions"] = 0
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# 매도는 반등대기 비중 최소화 하한 유지
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overrides["sell"]["min_rebound_wait_ratio"] = 0.6
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if dq_gate != "PASS_100":
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overrides["active"] = True
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# 데이터 완전성 미달 시 신규 매수 잠금
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overrides["buy"]["force_watch_only"] = True
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overrides["buy"]["max_new_positions"] = 0
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# 하네스 컨텍스트에 주입 (LLM 자유 해석 금지용)
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hctx["perf_recovery_overrides_json"] = json.dumps(overrides, ensure_ascii=False)
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hctx["perf_recovery_overrides_lock"] = True
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hctx["perf_recovery_gate"] = "ACTIVE" if overrides["active"] else "PASS"
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hctx["perf_recovery_watch_miss_rate"] = metrics.get("watch_miss_rate")
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hctx["perf_recovery_t20_pass_rate"] = metrics.get("t20_pass_rate")
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hctx["perf_recovery_value_damage"] = metrics.get("rebound_sell_value_damage")
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data["_harness_context"] = hctx
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payload["data"] = data
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jp.write_text(json.dumps(payload, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps({
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"formula_id": "PERF_RECOVERY_OVERRIDES_V1",
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"applied": True,
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"active": overrides["active"],
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"perf_gate": perf_gate,
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"dq_gate": dq_gate,
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"buy_force_watch_only": overrides["buy"]["force_watch_only"],
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"max_new_positions": overrides["buy"]["max_new_positions"],
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"min_rebound_wait_ratio": overrides["sell"]["min_rebound_wait_ratio"],
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}, 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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