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>
46 lines
1.4 KiB
JSON
46 lines
1.4 KiB
JSON
{
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"formula_id": "SMART_CASH_RECOVERY_V7",
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"status": "PASS",
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"execution_allowed": true,
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"cash_shortfall_min_krw": 38671178,
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"cash_recovered_krw": 59399085,
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"cash_shortfall_covered": true,
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"raw_value_damage_pct_avg": 15.7,
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"optimized_value_damage_pct_avg": 7.85,
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"adjusted_value_damage_pct_avg": 15.7,
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"execution_damage_for_gate": 15.7,
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"adjustment_explanation_required": false,
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"selected_sell_combo": [
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{
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"ticker": "064350",
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"immediate_krw": 59399085.0,
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"expected_immediate_krw": 59399085.0,
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"value_damage_pct": 0.0,
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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": null,
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"hts_immediate_sell_blocked": false,
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"hts_block_reason": "",
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"raw_value_damage_pct": 7.85,
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"adjusted_value_damage_pct": 7.85,
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"adjustment_reason": "K2_50_50_REDESIGN_VALUE_DAMAGE_CAP",
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"rebound_wait_qty": 297,
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"immediate_qty": 296,
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"k2_50_50_applied": true,
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"rebound_capture_probability": 0.5
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}
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],
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"immediate_vs_rebound_split_shown": true,
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"optimization_note": "K2_50_50_REDESIGN: 15.7% → 7.85%",
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"value_damage_cap_met": true,
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"optimization": {
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"candidate_count": 4,
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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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} |