Files
QuantEngineByItz/tools/validate_no_replay_live_mix_v2.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

52 lines
1.5 KiB
Python

#!/usr/bin/env python3
import sys
import json
import argparse
from pathlib import Path
ROOT = Path(__file__).resolve().parents[1]
def main():
parser = argparse.ArgumentParser()
parser.add_argument("--json", default="Temp/live_replay_separation_v3.json")
parser.add_argument("--strict", action="store_true")
args = parser.parse_args()
json_path = ROOT / args.json
if not json_path.exists():
print(f"File not found: {json_path}")
sys.exit(1)
data = json.loads(json_path.read_text(encoding="utf-8"))
rows = data.get("performance_rows", [])
allowed_origins = {"operational_live", "shadow_live", "replay", "estimated"}
replay_in_live_stats = 0
unlabeled_row_count = 0
for idx, row in enumerate(rows):
origin = row.get("origin")
if not origin:
unlabeled_row_count += 1
continue
if origin not in allowed_origins:
unlabeled_row_count += 1
continue
# Check if replay is mixed with live readiness stats
if origin in ("replay", "estimated") and row.get("is_live_readiness_basis", False):
replay_in_live_stats += 1
if unlabeled_row_count > 0:
print(f"Validation failed: {unlabeled_row_count} rows with invalid or missing origin")
sys.exit(1)
if replay_in_live_stats > 0:
print(f"Validation failed: {replay_in_live_stats} replay/estimated rows mixed in live statistics")
sys.exit(1)
print("VALIDATION OK")
sys.exit(0)
if __name__ == "__main__":
main()