Files
QuantEngineByItz/artifacts/archive/2026-06-06/smart_money_liquidity_evidence_gate_v2.json
T
kjh2064 ee3e799de1 feat: 리밸런싱 엔진 V1 + GAS 버그 수정 (2026-06-13)
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>
2026-06-13 13:20:14 +09:00

81 lines
1.8 KiB
JSON

{
"formula_id": "SMART_MONEY_LIQUIDITY_EVIDENCE_GATE_V2",
"gate": "PASS",
"evidence_disclosure_pct": 100,
"proxy_overweight_violation_count": 0,
"source_classification": "LABEL_PROXY",
"confidence_cap_applied": true,
"source_artifacts": [
"Temp/smart_money_liquidity_gate_v1.json",
"Temp/strategy_routing_audit_v1.json"
],
"rows": [
{
"ticker": "005930",
"name": "삼성전자",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "000660",
"name": "SK하이닉스",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "000270",
"name": "기아",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "091160",
"name": "KODEX 반도체",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "064350",
"name": "현대로템",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "012450",
"name": "한화에어로스페이스",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "028050",
"name": "삼성E&A",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "010120",
"name": "LS ELECTRIC",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "0117V0",
"name": "TIGER 코리아AI전력기기TOP3+",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "494670",
"name": "TIGER 조선TOP10",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "471990",
"name": "KODEX AI반도체핵심장비",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
}
]
}