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>
65 lines
1.9 KiB
JSON
65 lines
1.9 KiB
JSON
{
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"formula_id": "SMART_CASH_RECOVERY_V6",
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"status": "PASS",
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"execution_allowed": true,
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"value_damage_block_threshold": 10.0,
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"selected_sell_combo": [
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{
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"rank": 4,
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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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"value_damage_score": 2.4,
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"immediate_qty": 56,
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"rebound_wait_qty": 57,
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"immediate_krw": 64283500.0,
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"rebound_trigger_price": 199000,
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"expected_rebound_krw": 433200,
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"value_damage_pct": 0.0,
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"rebound_deadline_date": "2026-06-10",
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"expected_immediate_krw": 64283500.0,
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"source": "BREACH_FULL_LIQUIDATION",
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"hts_candidate": true,
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"ledger_only": false,
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"execution_allowed": true,
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"execution_block_reason": "",
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"hts_order_type": "LIMIT_SELL",
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"hts_limit_price": 199000,
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"hts_immediate_sell_blocked": false,
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"hts_block_reason": ""
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}
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],
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"cash_recovered_krw": 64283500,
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"cash_shortfall_min_krw": 59128772,
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"cash_shortfall_remaining_krw": 0,
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"cash_shortfall_covered": true,
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"value_damage_pct_avg": 12.5,
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"value_damage_pct_avg_raw": 12.5,
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"value_damage_pct_avg_optimized": 0.0,
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"expected_rebound_gain_krw": 838220,
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"total_immediate_sell_krw": 19915361,
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"emergency_full_sell": false,
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"optimization": {
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"candidate_count": 6,
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"selected_count": 1,
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"method": "MIN_WEIGHTED_DAMAGE_SUBSET_WITH_SHORTFALL_COVER",
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"breach_supplement_used": true
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},
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"upgraded_from": "SMART_CASH_RECOVERY_V5",
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"v5_enforced": {
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"value_damage_pct_avg_max": 10.0,
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"cash_shortfall_covered_required": true,
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"hts_candidate_rows": 1,
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"ledger_only_rows": 0
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},
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"numeric_generation_allowed": 0,
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"input_hash": "26152e2046b84558",
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"v6_enforced": {
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"rebound_trigger_price_wired": true,
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"exec_mode_lock": true,
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"numeric_generation_allowed": 0,
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"hts_candidate_rows": 1,
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"ledger_only_rows": 0,
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"execute_rebound_only_rows": 0
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}
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} |