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>
75 lines
2.1 KiB
JSON
75 lines
2.1 KiB
JSON
{
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"formula_id": "SMART_CASH_RECOVERY_V3",
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"gate": "PASS",
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"regime": "NEUTRAL",
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"rebound_factor_atr": 0.5,
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"selected_combo": [
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{
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"ticker": "494670",
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"name": "TIGER 조선TOP10",
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"exec_mode": "TWAP_5_SPLIT",
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"split_plan": "50/50",
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"rebound_factor_atr": 0.5,
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"rebound_trigger_price": 28750,
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"value_damage_score": 64.4,
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"rebound_potential": 45.6,
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"recommended_action": "SPLIT_REBOUND"
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},
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{
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"ticker": "012450",
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"name": "한화에어로스페이스",
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"exec_mode": "LIMIT_NEAR_BID",
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"split_plan": "50/50",
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"rebound_factor_atr": 0.5,
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"rebound_trigger_price": 1086000,
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"value_damage_score": 46.0,
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"rebound_potential": 64.0,
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"recommended_action": "SPLIT_REBOUND"
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},
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{
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"ticker": "064350",
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"name": "현대로템",
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"exec_mode": "TWAP_5_SPLIT",
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"split_plan": "50/50",
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"rebound_factor_atr": 0.5,
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"rebound_trigger_price": 199000,
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"value_damage_score": 63.6,
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"rebound_potential": 46.4,
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"recommended_action": "SPLIT_REBOUND"
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},
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{
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"ticker": "028050",
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"name": "삼성E&A",
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"exec_mode": "TWAP_5_SPLIT",
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"split_plan": "50/50",
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"rebound_factor_atr": 0.5,
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"rebound_trigger_price": 50400,
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"value_damage_score": 63.6,
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"rebound_potential": 46.4,
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"recommended_action": "SPLIT_REBOUND"
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},
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{
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"ticker": "0117V0",
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"name": "TIGER 코리아AI전력기기",
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"exec_mode": "LIMIT_NEAR_BID",
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"split_plan": "50/50",
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"rebound_factor_atr": 0.5,
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"rebound_trigger_price": 23500,
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"value_damage_score": 62.8,
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"rebound_potential": 47.2,
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"recommended_action": "SPLIT_REBOUND"
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},
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{
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"ticker": "010120",
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"name": "LS ELECTRIC",
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"exec_mode": "LIMIT_NEAR_BID",
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"split_plan": "40/60",
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"rebound_factor_atr": 0.5,
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"rebound_trigger_price": 239000,
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"value_damage_score": 0.0,
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"rebound_potential": 100.0,
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"recommended_action": "WAIT_REBOUND"
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}
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],
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"distinct_exec_modes": 2
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} |