Files
QuantEngineByItz/tools/build_operational_evidence_audit_v1.py
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

109 lines
3.7 KiB
Python

from __future__ import annotations
import argparse
import json
from pathlib import Path
from typing import Any
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_JSON = ROOT / "GatherTradingData.json"
DEFAULT_OUT = ROOT / "Temp" / "operational_evidence_audit_v1.json"
def _load(path: Path) -> dict[str, Any]:
payload = json.loads(path.read_text(encoding="utf-8"))
return payload if isinstance(payload, dict) else {}
def _obj(v: Any) -> dict[str, Any]:
if isinstance(v, dict):
return v
if isinstance(v, str):
try:
parsed = json.loads(v)
return parsed if isinstance(parsed, dict) else {}
except Exception:
return {}
return {}
def _rows(v: Any) -> list[dict[str, Any]]:
if isinstance(v, list):
return [x for x in v if isinstance(x, dict)]
if isinstance(v, str):
try:
parsed = json.loads(v)
return _rows(parsed)
except Exception:
return []
return []
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--json", default=str(DEFAULT_JSON))
ap.add_argument("--out", default=str(DEFAULT_OUT))
args = ap.parse_args()
json_path = Path(args.json)
out_path = Path(args.out)
if not json_path.is_absolute():
json_path = ROOT / json_path
if not out_path.is_absolute():
out_path = ROOT / out_path
payload = _load(json_path)
data = payload.get("data") if isinstance(payload.get("data"), dict) else {}
hctx = data.get("_harness_context") if isinstance(data.get("_harness_context"), dict) else {}
hapex = payload.get("hApex") if isinstance(payload.get("hApex"), dict) else {}
h = dict(hctx)
h.update(hapex)
route = _obj(h.get("routing_serving_trace_v2_json"))
decision = _obj(h.get("routing_decision_explain_json"))
fq = _obj(h.get("fundamental_quality_json"))
fm = _obj(h.get("fundamental_multifactor_json"))
egq = _obj(h.get("earnings_growth_quality_json"))
msp = _obj(h.get("market_share_proxy_json"))
cfs = _obj(h.get("cashflow_stability_json"))
sml = _obj(h.get("smart_money_liquidity_json"))
hz = _obj(h.get("horizon_allocation_json"))
sel = _obj(h.get("strategy_execution_locks_v1_json"))
checks = {
"routing_trace_present": bool(route.get("request_route")) and bool(route.get("json_validation_status")),
"decision_explain_present": isinstance(decision.get("override_allowed"), bool),
"fundamental_quality_rows": len(_rows(fq.get("rows"))) > 0,
"fundamental_multifactor_rows": len(_rows(fm.get("rows"))) > 0,
"earnings_growth_quality_rows": len(_rows(egq.get("rows"))) > 0,
"market_share_proxy_rows": len(_rows(msp.get("rows"))) > 0,
"cashflow_stability_rows": len(_rows(cfs.get("rows"))) > 0,
"smart_money_liquidity_rows": len(_rows(sml.get("rows"))) > 0,
"horizon_bucket_summary_rows": len(_rows(hz.get("bucket_summary"))) > 0,
"strategy_execution_locks_present": str(sel.get("formula_id") or "") == "STRATEGY_EXECUTION_LOCKS_V1",
}
passed = sum(1 for v in checks.values() if v)
total = len(checks)
score = round((passed / total) * 100.0, 2) if total else 0.0
gate = "PASS" if score >= 100.0 else "BLOCK"
result = {
"formula_id": "OPERATIONAL_EVIDENCE_AUDIT_V1",
"score": score,
"gate": gate,
"passed_checks": passed,
"total_checks": total,
"checks": checks,
}
out_path.parent.mkdir(parents=True, exist_ok=True)
out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
print(json.dumps(result, ensure_ascii=False, indent=2))
return 0
if __name__ == "__main__":
raise SystemExit(main())