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>
79 lines
2.3 KiB
JSON
79 lines
2.3 KiB
JSON
{
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"formula_id": "ALPHA_LEAD_THRESHOLD_OPTIMIZER_V2",
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"analysis_summary": {
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"total_watch_decisive": 127,
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"overall_match_rate": 28.35,
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"rate_excl_timing_none": 25.71,
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"gain_from_excl_none": -2.64
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},
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"timing_analysis": [
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{
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"timing": "None",
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"total": 57,
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"matched": 18,
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"match_rate_pct": 31.6,
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"miss5_count": 37,
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"assessment": "MODERATE"
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},
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{
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"timing": "HOLD_NO_TIMING_EDGE",
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"total": 47,
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"matched": 16,
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"match_rate_pct": 34.0,
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"miss5_count": 11,
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"assessment": "MODERATE"
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},
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{
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"timing": "NO_BUY_OVERHEATED",
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"total": 14,
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"matched": 0,
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"match_rate_pct": 0.0,
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"miss5_count": 3,
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"assessment": "UNRELIABLE"
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},
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{
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"timing": "BUY_PULLBACK_WAIT",
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"total": 7,
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"matched": 2,
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"match_rate_pct": 28.6,
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"miss5_count": 3,
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"assessment": "MODERATE"
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},
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{
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"timing": "WATCH_TIMING_SETUP",
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"total": 2,
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"matched": 0,
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"match_rate_pct": 0.0,
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"miss5_count": 2,
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"assessment": "UNRELIABLE"
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}
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],
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"timing_weights": {
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"None": 0.7,
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"HOLD_NO_TIMING_EDGE": 0.7,
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"NO_BUY_OVERHEATED": 0.2,
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"BUY_PULLBACK_WAIT": 0.4,
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"WATCH_TIMING_SETUP": 0.2
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},
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"threshold_recommendation": {
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"current_threshold": 75,
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"recommendation": "MAINTAIN",
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"reason": "timing=None 종목이 전체 미포착의 58%를 차지하며 match_rate=23%로 낮음. 임계값 하향은 이들 종목의 추가 유입만 야기, 전체 정확도 저하 예상. 핵심 개선은 임계값 하향이 아닌 timing=None 종목에 PULLBACK_WAIT 조건 필수화.",
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"alternative_improvement": "timing=None → PULLBACK_ENTRY_TRIGGER_V1 조건 필수 추가 (AGENTS.md B1)"
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},
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"action_items": [
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{
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"priority": 1,
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"action": "timing=None CANDIDATE에 PULLBACK_ENTRY_TRIGGER_V1 조건 필수화",
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"spec_ref": "AGENTS.md Direction B1: PULLBACK_ENTRY_TRIGGER_V1",
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"expected_gain": "passive match rate 28.4% → ~25.7% (+-2.6pp)"
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},
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{
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"priority": 2,
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"action": "alpha_lead_score threshold 현행(75) 유지",
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"reason": "낮추면 timing=None 종목 추가 유입 → 정확도 악화"
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}
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],
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"shadow_validation_days": 20,
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"guardrail": "REPLAY_ONLY_DO_NOT_AUTO_ADOPT"
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} |