Files
QuantEngineByItz/tools/build_strategy_decision_v3.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

137 lines
4.0 KiB
Python

from __future__ import annotations
import argparse
import datetime as dt
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" / "strategy_decision_result_v3.json"
def _as_obj(value: Any) -> dict[str, Any]:
if isinstance(value, dict):
return value
if isinstance(value, str):
try:
parsed = json.loads(value)
return parsed if isinstance(parsed, dict) else {}
except Exception:
return {}
return {}
def _as_rows(value: Any) -> list[dict[str, Any]]:
if isinstance(value, list):
return [v for v in value if isinstance(v, dict)]
if isinstance(value, str):
try:
parsed = json.loads(value)
return _as_rows(parsed)
except Exception:
return []
return []
def _load_json(path: Path) -> dict[str, Any]:
try:
data = json.loads(path.read_text(encoding="utf-8"))
except Exception:
return {}
return data if isinstance(data, dict) else {}
def _safe_bool(v: Any, default: bool = False) -> bool:
if isinstance(v, bool):
return v
if isinstance(v, (int, float)):
return bool(v)
if isinstance(v, str):
return v.strip().lower() in ("1", "true", "y", "yes")
return default
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)
if not json_path.is_absolute():
json_path = ROOT / json_path
out_path = Path(args.out)
if not out_path.is_absolute():
out_path = ROOT / out_path
payload = _load_json(json_path)
if not payload:
print("STRATEGY_DECISION_V3_FAIL: input json missing/invalid")
return 1
data = _as_obj(payload.get("data"))
apex = _as_obj(payload.get("hApex"))
hctx = _as_obj(data.get("_harness_context"))
h = dict(hctx)
h.update(apex)
export_gate_obj = _as_obj(h.get("export_gate_json"))
export_allowed = export_gate_obj.get("hts_entry_allowed")
if export_allowed is True:
export_gate = "PASS"
elif export_allowed is False:
export_gate = "BLOCKED"
else:
export_gate = "REVIEW_ONLY"
blueprint = _as_rows(h.get("order_blueprint_json"))
shadow = [row for row in blueprint if str(row.get("validation_status", "")).upper() != "PASS"]
oq_obj = _as_obj(h.get("outcome_quality_score_v1_json"))
oq_gate = str(oq_obj.get("gate") or "")
buy_allowed = export_allowed is True and oq_gate != "CRITICAL_MODE"
sell_allowed = "ALLOW" if export_allowed is True else "REVIEW_ONLY"
out = {
"schema_version": "strategy-decision-result-v3",
"as_of": dt.datetime.now(dt.timezone.utc).isoformat(),
"source_truth": {
"price_basis": "HARNESS_ONLY",
"cash_basis": "D_PLUS_2"
},
"route": {
"route_id": str(h.get("request_route") or "PIPELINE_EOD_BATCH"),
"serving_mode": "JSON_ONLY_LLM_EXPLAIN"
},
"global_gates": {
"export_gate": export_gate,
"llm_numeric_generation_allowed": False
},
"portfolio_decision": {
"buy_allowed": _safe_bool(buy_allowed, False),
"sell_allowed": sell_allowed
},
"order_blueprint": blueprint,
"shadow_ledger": shadow,
"audit_ledger": [
{
"formula_id": "STRATEGY_DECISION_RESULT_V3",
"source_json": str(json_path.name),
"blueprint_rows": len(blueprint),
"shadow_rows": len(shadow)
}
]
}
out_path.parent.mkdir(parents=True, exist_ok=True)
out_path.write_text(json.dumps(out, ensure_ascii=False, indent=2), encoding="utf-8")
print(f"STRATEGY_DECISION_V3_OK: {out_path}")
return 0
if __name__ == "__main__":
raise SystemExit(main())