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>
59 lines
2.2 KiB
YAML
59 lines
2.2 KiB
YAML
schema_version: operating_cadence.v2
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updated_at: '2026-06-10T23:29:00+09:00'
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goal: >
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주말 리밸런싱과 매월 1/11/21 중간점검 cadence를 release DAG input으로 연결한다.
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rebalance_required, mid_check_required는 final_decision_packet에 반드시 포함된다.
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timezone: Asia/Seoul
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cadence:
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weekly_rebalance:
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days: [Saturday, Sunday]
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trigger_field: rebalance_required # final packet에 삽입되는 boolean 필드
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required_sections:
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- portfolio_rebalance_playbook
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- ticker_action_matrix
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- sell_priority_table # 매도 후보 2개 이상이면 반드시 포함
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- cash_and_risk_budget_snapshot
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interim_check:
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dates: [1, 11, 21]
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trigger_field: mid_check_required # final packet에 삽입되는 boolean 필드
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required_sections:
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- engine_health_card
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- data_missing_and_harness_update_list
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- shadow_ledger_review
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- calibration_drift_report
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release_dag_integration:
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input_node: build_operating_cadence_signal_v1
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output_fields:
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- name: rebalance_required
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type: bool
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description: 현재 일자가 Saturday 또는 Sunday이면 true
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- name: mid_check_required
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type: bool
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description: 현재 일자의 day가 1, 11, 21 중 하나이면 true
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- name: cadence_label
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type: str
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enum: [WEEKEND_REBALANCE, MID_MONTH_CHECK, NORMAL]
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downstream_nodes:
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- build_final_context # context pack에 cadence 정보 삽입
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- build_final_decision_packet # packet에 rebalance_required 삽입
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rules:
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- id: RULE_WEEKEND_REBALANCE_CHECK
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condition: current_day in [Saturday, Sunday]
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action: Enforce rebalance review playbook. sell priority table must appear.
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packet_field: rebalance_required
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- id: RULE_INTERIM_CHECK
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condition: current_date.day in [1, 11, 21]
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action: Enforce interim quality check playbook. shadow ledger review mandatory.
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packet_field: mid_check_required
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- id: RULE_CADENCE_IN_PACKET
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condition: always
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action: >
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rebalance_required와 mid_check_required는 final_decision_packet_active에
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항상 포함된다. 값이 없으면 DATA_MISSING — 하네스 업데이트 필요.
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owner: quant_architect
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lifecycle_state: active
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