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>
104 lines
2.5 KiB
JSON
104 lines
2.5 KiB
JSON
{
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"formula_id": "CANONICAL_METRICS_V1",
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"generated_at": "2026-06-03T14:00:54Z",
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"metrics": {
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"cluster_pct": 65.27,
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"cash_min_required_krw": 38671178,
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"cash_reference_total_krw": 331700415,
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"t20_pass_rate": 54.76,
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"t20_is_proxy": true,
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"t20_source": "t5_operational_proxy",
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"t20_proxy_label": "[T20_PROXY: t20_source=t5_operational_proxy — 실측 T+20 표본 부재]"
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},
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"per_ticker": {
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"scrs_immediate_qty": {
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"091160": 2,
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"005930": 85,
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"494670": 124,
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"000660": 6
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},
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"scrs_rebound_qty": {
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"091160": 2,
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"005930": 86,
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"494670": 125,
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"000660": 6
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},
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"ticker_profit_pct": {
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"005930": 96.44,
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"012450": -20.17,
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"091160": 31.52,
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"000660": 40.45,
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"010120": -23.71,
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"028050": -9.75,
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"494670": -9.05,
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"064350": -8.36,
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"0117V0": -24.94,
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"000270": 1.37
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},
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"ticker_stop_price": {
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"005930": 334500,
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"012450": 1233000,
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"091160": 149500,
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"000660": 2268000,
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"010120": 291000,
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"028050": 50200,
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"494670": 28700,
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"064350": 203500,
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"0117V0": 29450,
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"000270": 166500
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},
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"ticker_limit_price": {
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"005930": 334500,
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"012450": 1233000,
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"091160": 149500,
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"000660": 2268000,
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"010120": 291000,
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"028050": 50200,
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"494670": 28700,
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"064350": 203500,
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"0117V0": 29450,
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"000270": 166500
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},
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"ticker_base_qty": {
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"005930": 520,
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"012450": 9,
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"091160": 7,
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"000660": 38,
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"010120": 5,
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"028050": 145,
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"494670": 379,
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"064350": 97,
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"0117V0": 137,
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"000270": 10
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},
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"ticker_tp1_price": {
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"005930": null,
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"012450": 1474000,
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"091160": null,
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"000660": null,
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"010120": 354500,
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"028050": 61000,
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"494670": 34300,
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"064350": 244500,
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"0117V0": 35400,
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"000270": 183100
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}
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},
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"resolved_count": 11,
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"unresolved": [],
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"proxy_warnings": [
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{
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"metric": "t20_pass_rate",
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"proxy_label": "[T20_PROXY: t20_source=t5_operational_proxy — 실측 T+20 표본 부재]",
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"enforcement": "proxy 상태에서 release_gate t20_alpha 합격 근거 사용 금지"
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}
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],
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"gate": "PASS",
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"t20_honesty": {
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"t20_is_proxy": true,
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"t20_source": "t5_operational_proxy",
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"t20_effective_rate": 54.76,
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"t20_proxy_label": "[T20_PROXY: t20_source=t5_operational_proxy — 실측 T+20 표본 부재]",
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"release_gate_t20_alpha_blocked": true
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}
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} |