QuantEngineByItz/spec/44_live_replay_separation.yaml at fbb86c87d3c67944be3e7655eb342da5af5d8393 - QuantEngineByItz - Gitea: Git with a cup of tea

kjh2064/QuantEngineByItz

Files

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

9 lines

199 B

YAML

Raw Blame History

 schema_version: live_replay_separation.v2
 purpose: Separate live, paper, backtest, and replay evidence.
 source_types:
   - live
   - paper
   - backtest
   - replay
 promotion_rule: live_t20_count_gte_30