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>
78 lines
2.9 KiB
YAML
78 lines
2.9 KiB
YAML
formula_id: HORIZON_ALLOCATION_LOCK_V1
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name: 투자 기간 할당 잠금 (Horizon Allocation Lock)
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description: 종목별 투자 목적(단기/중기/장기)을 명시적으로 고정하여 운영의 일관성을 확보합니다.
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rules:
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- id: HA001
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condition: "horizon_bucket IS NULL"
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action: "BLOCK_BUY"
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reason: "투자기간 버킷 미지정"
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- id: HA002
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condition: "horizon_bucket == 'SHORT_TERM' AND holding_days > 15"
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action: "FORCE_TRIM"
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reason: "단기 모멘텀 종목 보유 기간 초과"
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- id: HA003
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condition: "horizon_bucket == 'LONG_TERM' AND stop_loss_hit == TRUE"
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action: "DOWNGRADE_GRADE"
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reason: "장기 코어 종목의 구조적 훼손 의심"
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output:
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schema: horizon_allocation_json
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fields:
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- bucket: STRING (SHORT, MID, LONG)
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- weight_cap_pct: NUMBER
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- duration_violation: BOOLEAN
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# ── 투자성향별 가중치 보정 (CAPITAL_STYLE_ALLOCATION_V2) ─────────────────────
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# [SCAFFOLDED_PENDING_LIVE_DATA: 모든 성향 sample_n=0, target>=30]
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weight_calibration:
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formula_id: CAPITAL_STYLE_ALLOCATION_V2
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status: SCAFFOLDED_PENDING_LIVE_DATA
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rationale: "4성향(SCALP/SWING/MOMENTUM/POSITION) conviction이 전부 미보정. 보유기간별 실측 승률로 가중치를 닫아야 한다."
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styles:
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SCALP:
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horizon_days: "1~3일"
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weight_tech: 0.50
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weight_smartmoney: 0.30
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weight_fundamental: 0.20
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weight_source: EXPERT_PRIOR
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sample_n: 0
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label: "[UNVALIDATED_WEIGHT: n=0 < 30]"
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t5_win_rate: null
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SWING:
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horizon_days: "1~4주"
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weight_tech: 0.30
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weight_smartmoney: 0.35
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weight_fundamental: 0.35
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weight_source: EXPERT_PRIOR
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sample_n: 0
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label: "[UNVALIDATED_WEIGHT: n=0 < 30]"
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t5_win_rate: null
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MOMENTUM:
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horizon_days: "1~3개월"
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weight_tech: 0.20
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weight_smartmoney: 0.40
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weight_fundamental: 0.40
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weight_source: EXPERT_PRIOR
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sample_n: 0
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label: "[UNVALIDATED_WEIGHT: n=0 < 30]"
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t20_win_rate: null
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POSITION:
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horizon_days: "3개월+"
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weight_tech: 0.10
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weight_smartmoney: 0.35
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weight_fundamental: 0.55
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weight_source: EXPERT_PRIOR
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sample_n: 0
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label: "[UNVALIDATED_WEIGHT: n=0 < 30]"
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t20_win_rate: null
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conviction_gates:
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lt_35: {recommended_pct: 0, action: BLOCK_ENTRY, note: "진입 금지"}
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"35_49": {recommended_pct: 1.5}
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"50_64": {recommended_pct: 3.0}
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"65_79": {recommended_pct: 5.0}
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"80_plus": {recommended_pct: 7.0}
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calibration_trigger: "표본 >= 30 성향부터 weight_source=DYNAMIC으로 자동 전환"
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output: Temp/capital_style_allocation_v2.json
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python_tool: "tools/build_capital_style_allocation_v1.py (v2 출력으로 확장 필요)"
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gs_coverage: "gas_apex_runtime_core.gs:calcCapitalStyleAllocationV2_()"
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validator: "tools/validate_capital_style_allocation_v1.py"
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