Gate 3: Comprehensive Preparation Toolkit
Creates three detailed guides for production-ready shadow run execution: 1. GATE_3_PREFLIGHT_CHECKLIST.md (15 min checklist) - Infrastructure verification (SSH, PostgreSQL, KArtSell.Host) - Schema validation (all tables present) - Market data availability (KRX API or stub) - Execution readiness (model selection, date range) - Success criteria understanding - Troubleshooting for common pre-flight issues 2. GATE_3_SETUP_SCRIPTS.md (Automated preparation) - SQL scripts: Create test model, clean state - PowerShell: Check market data, test API, monitor jobs - Reusable monitoring script with timeout/retry logic - SQL validation queries for post-execution analysis - Save/reference environment variables 3. GATE_3_RESULTS_VALIDATION.md (Post-execution verification) - Validation gates breakdown (PBO, DSR, Cost2x) - SQL queries to verify each gate - Phase analysis interpretation (Bull/Bear/Sideways) - Audit trail verification (CorrelationId tracing) - Decision matrix (what to do if gates pass/fail) - Troubleshooting post-execution issues Features: ✓ Step-by-step execution paths ✓ Copy-paste SQL queries for validation ✓ PowerShell scripts for automation ✓ Clear success/failure criteria ✓ Escalation paths (who to contact if gates fail) ✓ Post-execution approval workflow integration Preparation level: PRODUCTION-READY Next: Run checklist, execute shadow run, validate results Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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# Gate 3 Pre-Flight Checklist
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**Purpose:** Verify all prerequisites are in place before executing 252-day shadow run
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**Estimated Time:** 15 minutes
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**Success Criteria:** All items checked ✅
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---
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## ✅ Section 1: Infrastructure Setup (Estimated 5 min)
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### 1.1 Database Connectivity
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- [ ] **SSH Port Forwarding Active**
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```bash
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# Check if tunnel is alive
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telnet localhost 5432
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# Expected: Connected (if not, restart tunnel)
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```
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- [ ] **PostgreSQL Connection Verified**
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```bash
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psql -h localhost -p 5432 -U kartsell -d kartsell -c "SELECT version();"
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# Expected: PostgreSQL version output
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```
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- [ ] **Environment Variables Set**
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```bash
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# PowerShell
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$env:KARTSELL_POSTGRES; $env:KRX_API_KEY
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# Expected: Connection string and API key populated
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```
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### 1.2 KArtSell.Host Service
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- [ ] **Service Running on Port 5000**
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```bash
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curl -s http://localhost:5000/health | jq .
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# Expected: 200 OK response
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```
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- [ ] **Hangfire Dashboard Accessible**
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- Navigate to http://localhost:5000/hangfire
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- Expected: Dashboard loads with 0 jobs in queue
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- [ ] **Authentication Token Available**
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- JWT token with Admin or Researcher role
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- Save as environment variable for curl commands
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---
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## ✅ Section 2: Database State (Estimated 5 min)
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### 2.1 Schema Validation
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- [ ] **Shadow Run Table Exists**
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```sql
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SELECT EXISTS (
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SELECT 1 FROM information_schema.tables
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WHERE table_schema = 'model_operations'
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AND table_name = 'shadow_run'
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);
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# Expected: true
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```
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- [ ] **Approval Queue Table Exists**
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```sql
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SELECT EXISTS (
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SELECT 1 FROM information_schema.tables
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WHERE table_schema = 'model_operations'
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AND table_name = 'approval_queue'
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);
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# Expected: true
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```
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- [ ] **Outbox/Inbox Tables Exist**
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```sql
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SELECT EXISTS (
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SELECT 1 FROM information_schema.tables
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WHERE table_schema IN ('building_blocks', 'outbox')
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);
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# Expected: true
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```
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### 2.2 Data Validation
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- [ ] **Active Model Exists**
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```sql
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SELECT COUNT(*) FROM model_operations.model
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WHERE status = 'Active';
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# Expected: > 0 (at least one active model)
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```
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- [ ] **No Pending Shadow Runs**
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```sql
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SELECT COUNT(*) FROM model_operations.shadow_run
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WHERE status IN ('Pending', 'DataBackfill', 'Replay');
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# Expected: 0 (clean state)
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```
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- [ ] **No Pending Approvals**
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```sql
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SELECT COUNT(*) FROM model_operations.approval_queue
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WHERE status = 'Pending';
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# Expected: 0 (ready for new run)
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```
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---
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## ✅ Section 3: Market Data (Estimated 3 min)
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### 3.1 KRX API Configuration
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- [ ] **API Key Available**
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```bash
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echo $env:KRX_API_KEY # PowerShell
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# Expected: Non-empty API key
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```
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- [ ] **API Endpoint Reachable**
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```bash
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curl -s -H "Authorization: Bearer $env:KRX_API_KEY" \
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"https://openapi.krx.co.kr/homeurl/service/rest/Stock/GetStockMarketIndex" \
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| jq .
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# Expected: 200 OK with market data
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```
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- [ ] **Historical Data Available**
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```bash
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# Check KRX has data for 2024-01-02 to 2024-08-31
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# (The date range for shadow run)
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# Expected: Data exists for all trading sessions
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```
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### 3.2 Fallback (Stub Data)
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- [ ] **Understand Stub Mode**
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- If KRX API unavailable, can use `StubKrxData` for testing
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- Modify KrxDataService to use stub if needed
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- Useful for local testing before production execution
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---
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## ✅ Section 4: Execution Readiness (Estimated 2 min)
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### 4.1 Test Model Identification
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- [ ] **Model Selected**
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```sql
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SELECT id, name, status FROM model_operations.model
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WHERE status = 'Active'
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LIMIT 1;
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# Save the ID as $MODEL_ID
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```
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- [ ] **Model ID Noted**
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- Store in variable for later use
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- Example: `MODEL_ID="a1b2c3d4-e5f6-7890-abcd-ef1234567890"`
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### 4.2 Date Range Verified
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- [ ] **Window Start Date Chosen**
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- Typical: 2024-01-02 (first KRX trading day of 2024)
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- Save as: `WINDOW_START="2024-01-02"`
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- [ ] **Window End Date Chosen**
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- Typical: 2024-08-31 (end of period for testing)
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- Save as: `WINDOW_END="2024-08-31"`
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- Ensure: Start < End, both dates are valid trading days
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### 4.3 Monitoring Setup
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- [ ] **Hangfire Dashboard Open**
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- Keep http://localhost:5000/hangfire open in browser
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- Watch q-research queue for job execution
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- [ ] **Polling Script Ready**
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```bash
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# Save this as gate3_poll.sh (or poll.ps1)
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# Will use to check shadow run status every 30 seconds
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```
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- [ ] **Log File Monitoring**
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- Know where KArtSell.Host logs are written
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- Can tail them to watch execution progress
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---
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## ✅ Section 5: Success Criteria (Estimated 0 min - just verify understanding)
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### 5.1 Validation Gates
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- [ ] **Understand PBO Gate**
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- PBO ≤ 20% means backtest not overfit
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- Expected result: pbo_under_20 = true
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- [ ] **Understand DSR Gate**
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- DSR ≥ 95th percentile means daily Sharpe is robust
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- Expected result: dsr_above_95 = true
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- [ ] **Understand Cost 2x Gate**
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- Returns should survive if fees double
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- Expected result: cost_2x_positive = true
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- [ ] **Understand Phase Gate**
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- All phase metrics should be non-zero
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- Bull, Bear, Sideways all populated
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### 5.2 Approval Workflow Readiness
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- [ ] **Understand Approval Flow**
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- Shadow run completion → approval queue auto-populated
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- Status changes: Pending → Approved/Rejected
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- [ ] **Know Approval Command**
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```bash
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curl -X POST http://localhost:5000/api/v1/approval-queue/{id}/approve \
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-H "Authorization: Bearer <token>"
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```
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---
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## ✅ Pre-Flight Summary
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**Checklist Status:**
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- [ ] Infrastructure ready (database, service, auth)
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- [ ] Schema validated (all tables exist)
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- [ ] Data clean (no hanging runs or approvals)
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- [ ] Market data available (KRX or stub)
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- [ ] Model selected and ID noted
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- [ ] Date window chosen (start → end)
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- [ ] Monitoring setup (dashboard + logs)
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- [ ] Success criteria understood
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**Ready to Execute?**
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- If all ✅: Proceed to GATE_3_EXECUTION_GUIDE.md
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- If any ❌: Fix issue, re-verify, then proceed
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---
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## Troubleshooting During Pre-Flight
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**Issue: PostgreSQL Connection Fails**
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- Verify SSH tunnel is running: `ssh -L 5432:127.0.0.1:5432 kjh2064@178.104.200.7`
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- Check credentials in $env:KARTSELL_POSTGRES
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- Verify firewall allows localhost:5432
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**Issue: KArtSell.Host Not Running**
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- Start with: `dotnet run --project src/KArtSell.Host -c Release`
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- Check for port 5000 conflicts: `netstat -tulpn | grep 5000`
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**Issue: No Active Models**
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- Create test model via script (see GATE_3_SETUP_SCRIPTS.md)
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- Or manually insert via SQL
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**Issue: KRX API Unreachable**
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- Verify API key in environment
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- Check internet connectivity
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- Use stub data mode for local testing
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---
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## Next Steps
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Once all ✅ checked:
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1. Open GATE_3_EXECUTION_GUIDE.md
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2. Execute shadow run via POST /api/shadow-runs
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3. Monitor via Hangfire + polling endpoint
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4. Validate results via SQL queries
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5. Trigger approval workflow
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@@ -0,0 +1,294 @@
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# Gate 3 Results Validation
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**Purpose:** Verify shadow run results meet all validation gates
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**Usage:** After shadow run execution completes (status = EvaluationComplete)
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---
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## Validation Gates Overview
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| Gate | Threshold | JSON Field | Expected |
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|------|-----------|-----------|----------|
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| **PBO** | ≤ 20% | `pbo_under_20` | `true` |
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| **DSR** | ≥ 95th | `dsr_above_95` | `true` |
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| **Cost 2x** | Positive | `cost_2x_positive` | `true` |
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| **All Passed** | 3/3 gates | `all_gates_passed` | `true` |
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---
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## Step 1: Check Overall Status
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**SQL Query:**
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```sql
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SELECT
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run_id,
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status,
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CAST(validation_gates_json->>'all_gates_passed' AS bool) as gates_passed,
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validation_gates_json::text as full_gates,
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published_at
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FROM model_operations.shadow_run
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ORDER BY published_at DESC
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LIMIT 1;
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```
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**Expected Result:**
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```
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run_id | status | gates_passed | full_gates | published_at
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b2c3d4e5... | EvaluationComplete | true | {"all_gates_passed":true, ...} | 2026-08-02 14:30:45
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```
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**Interpretation:**
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- ✅ **Status = EvaluationComplete**: Run finished successfully
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- ✅ **gates_passed = true**: All validation gates passed
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- ⚠️ **Status = Failed**: Check error_message column for failure reason
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- ⚠️ **gates_passed = false**: At least one gate failed (see details below)
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---
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## Step 2: Validate Each Gate
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### Gate 2a: PBO (Probability of Backtest Overfit) ≤ 20%
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**SQL Query:**
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```sql
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SELECT
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CAST(validation_gates_json->>'pbo' AS numeric) as pbo_value,
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CAST(validation_gates_json->>'pbo_under_20' AS bool) as pbo_pass
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FROM model_operations.shadow_run
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ORDER BY published_at DESC
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LIMIT 1;
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```
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**Expected Result:**
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```
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pbo_value | pbo_pass
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0.15 | true
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```
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**Interpretation:**
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- ✅ **pbo_value ≤ 0.20**: Strategy not overfit to historical data
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- ❌ **pbo_value > 0.20**: Strategy may be overfit; consider:
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- Different date range
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- Different model parameters
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- Simpler strategy
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**Action if Failed:**
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```
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Risk Level: HIGH
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Recommendation: Review strategy assumptions, try longer backtest period
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Contact: Risk committee for decision on proceeding despite failed gate
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```
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---
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### Gate 2b: DSR (Daily Sharpe Ratio) ≥ 95th Percentile
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**SQL Query:**
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```sql
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SELECT
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CAST(validation_gates_json->>'dsr' AS numeric) as dsr_value,
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CAST(validation_gates_json->>'dsr_above_95' AS bool) as dsr_pass,
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CAST(validation_gates_json->>'sharpe' AS numeric) as sharpe_ratio
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FROM model_operations.shadow_run
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ORDER BY published_at DESC
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LIMIT 1;
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```
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**Expected Result:**
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```
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dsr_value | dsr_pass | sharpe_ratio
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0.96 | true | 1.45
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```
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**Interpretation:**
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- ✅ **dsr_value ≥ 0.95**: Daily Sharpe ratio above 95th percentile (robust)
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- ✅ **sharpe_ratio ≥ 1.0**: Standard Sharpe ratio is positive
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- ❌ **dsr_value < 0.95**: Inconsistent daily performance
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- ❌ **sharpe_ratio < 1.0**: Weak risk-adjusted returns
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**Action if Failed:**
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```
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Risk Level: MEDIUM
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Recommendation: Analyze volatility patterns, check for asymmetric risk
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Contact: Quant team for robustness review
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```
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---
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### Gate 2c: Cost 2x (Returns Survive Doubled Fees)
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**SQL Query:**
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```sql
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SELECT
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CAST(validation_gates_json->>'cost_2x_positive' AS bool) as cost_pass,
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CAST(validation_gates_json->>'returns' AS numeric) as total_return,
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(validation_gates_json->'cost_analysis_json'->>'doubled_fee_return') as cost_2x_return
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FROM model_operations.shadow_run
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ORDER BY published_at DESC
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LIMIT 1;
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```
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**Expected Result:**
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```
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cost_pass | total_return | cost_2x_return
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true | 0.28 | 0.18
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```
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**Interpretation:**
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- ✅ **cost_pass = true**: Returns remain positive even with 2x fees
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- ✅ **cost_2x_return > 0**: Robust to fee increases
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- ❌ **cost_pass = false**: Strategy margin eroded by fees
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**Action if Failed:**
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```
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Risk Level: MEDIUM
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Recommendation: Review trading costs, optimize execution
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Contact: Trading desk for fee negotiations
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```
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---
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## Step 3: Phase Analysis (Optional but Recommended)
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**SQL Query:**
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```sql
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SELECT
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(phase_analysis_json->'bull'->>'sharpe')::numeric as bull_sharpe,
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(phase_analysis_json->'bull'->>'return')::numeric as bull_return,
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(phase_analysis_json->'bear'->>'sharpe')::numeric as bear_sharpe,
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(phase_analysis_json->'bear'->>'return')::numeric as bear_return,
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(phase_analysis_json->'sideways'->>'sharpe')::numeric as sideways_sharpe,
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(phase_analysis_json->'sideways'->>'return')::numeric as sideways_return
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FROM model_operations.shadow_run
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ORDER BY published_at DESC
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LIMIT 1;
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```
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**Expected Result:**
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```
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bull_sharpe | bull_return | bear_sharpe | bear_return | sideways_sharpe | sideways_return
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1.8 | 0.35 | 0.9 | 0.15 | 1.2 | 0.22
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```
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**Interpretation:**
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- ✅ **All non-zero**: Strategy works across market regimes
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- ✅ **Bull sharpe > bear sharpe**: Better in trending markets (typical)
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- ⚠️ **Bear sharpe < 1.0**: Struggles in downturns (acceptable)
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- ❌ **Any = 0**: Missing data for market phase
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**Insights:**
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- Bull regime: +35% return (1.8 Sharpe) — strong upside capture
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- Bear regime: +15% return (0.9 Sharpe) — downside protection working
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- Sideways: +22% return (1.2 Sharpe) — range-bound trading effective
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||||
---
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||||
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## Step 4: Audit Trail Verification
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||||
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**SQL Query:**
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```sql
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SELECT
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sr.run_id,
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||||
sr.published_at,
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COUNT(DISTINCT om.correlation_id) as distinct_correlation_ids,
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COUNT(DISTINCT im.consumer_id) as consumers_processed,
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(SELECT COUNT(*) FROM model_operations.approval_queue
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WHERE run_id = sr.run_id) as approval_records
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FROM model_operations.shadow_run sr
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||||
LEFT JOIN building_blocks.outbox_message om ON sr.run_id::text = om.payload_json->>'runId'
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||||
LEFT JOIN outbox.inbox im ON om.message_id = im.outbox_id
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||||
WHERE sr.run_id = '<RUN_ID>'
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||||
GROUP BY sr.run_id, sr.published_at;
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||||
```
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**Expected Result:**
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||||
```
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run_id | published_at | distinct_correlation_ids | consumers_processed | approval_records
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||||
b2c3d4e5... | 2026-08-02 14:30:45 | 1 | 3 | 1
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||||
```
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||||
**Interpretation:**
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||||
- ✅ **distinct_correlation_ids = 1**: Single run traced end-to-end
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||||
- ✅ **consumers_processed ≥ 1**: Events routed to consumers
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||||
- ✅ **approval_records = 1**: Approval auto-populated
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- ❌ **Any = 0**: Audit trail incomplete
|
||||
|
||||
---
|
||||
|
||||
## Summary Checklist
|
||||
|
||||
After execution, verify:
|
||||
|
||||
- [ ] Status = EvaluationComplete
|
||||
- [ ] all_gates_passed = true
|
||||
- [ ] pbo_under_20 = true (PBO ≤ 20%)
|
||||
- [ ] dsr_above_95 = true (DSR ≥ 95th)
|
||||
- [ ] cost_2x_positive = true (2x fee robust)
|
||||
- [ ] Phase analysis populated (bull, bear, sideways)
|
||||
- [ ] Approval queue auto-populated (status = Pending)
|
||||
- [ ] Correlation IDs in audit trail
|
||||
- [ ] No error_message in shadow_run
|
||||
|
||||
---
|
||||
|
||||
## Decision Points
|
||||
|
||||
| Scenario | Action |
|
||||
|----------|--------|
|
||||
| All gates ✅ | Proceed to approval workflow (Gate 4) |
|
||||
| PBO fails | Contact Risk committee |
|
||||
| DSR fails | Contact Quant team for robustness review |
|
||||
| Cost gate fails | Discuss with Trading desk |
|
||||
| Audit trail incomplete | Investigate Outbox→Inbox pipeline |
|
||||
| Approval not auto-populated | Check downstream consumer job logs |
|
||||
|
||||
---
|
||||
|
||||
## Next Steps (if all validated)
|
||||
|
||||
1. **Query Approval Queue**
|
||||
```sql
|
||||
SELECT id, run_id, status, requested_at
|
||||
FROM model_operations.approval_queue
|
||||
WHERE run_id = '<RUN_ID>';
|
||||
```
|
||||
|
||||
2. **Maker-Checker Approval**
|
||||
```bash
|
||||
curl -X POST http://localhost:5000/api/v1/approval-queue/{id}/approve \
|
||||
-H "Authorization: Bearer <token>" \
|
||||
-d '{"approvalReason":"All gates passed, approved for activation"}'
|
||||
```
|
||||
|
||||
3. **Verify Approval Updated**
|
||||
```sql
|
||||
SELECT status, approved_by, approval_reason, approved_at
|
||||
FROM model_operations.approval_queue
|
||||
WHERE run_id = '<RUN_ID>';
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Troubleshooting
|
||||
|
||||
**Problem: Shadow run missing validation gates JSON**
|
||||
```
|
||||
Solution: Check error_message for execution errors. Re-run with logs enabled.
|
||||
```
|
||||
|
||||
**Problem: Approval not auto-created**
|
||||
```
|
||||
Solution: Check DownstreamConsumerJob logs. Verify ShadowRunCompletedEvent was emitted.
|
||||
```
|
||||
|
||||
**Problem: One gate failed (e.g., PBO > 20%)**
|
||||
```
|
||||
Solution: This is NOT a blocker for activation, but flags increased backtest risk.
|
||||
Review with Risk committee before activation.
|
||||
```
|
||||
|
||||
**Problem: Phase analysis all zeros**
|
||||
```
|
||||
Solution: Check date range covered all market regimes.
|
||||
If short period, results are expected. Use longer window for production.
|
||||
```
|
||||
@@ -0,0 +1,405 @@
|
||||
# Gate 3 Setup Scripts
|
||||
|
||||
**Purpose:** Automated scripts to prepare infrastructure for shadow run execution
|
||||
**Usage:** Run scripts BEFORE executing GATE_3_EXECUTION_GUIDE.md
|
||||
|
||||
---
|
||||
|
||||
## 1. Create Test Model (SQL)
|
||||
|
||||
**File:** `gate3_create_model.sql`
|
||||
**Purpose:** Create an active test model if none exists
|
||||
|
||||
```sql
|
||||
-- Check if model exists
|
||||
SELECT COUNT(*) as model_count FROM model_operations.model
|
||||
WHERE name LIKE '%Test%' AND status = 'Active';
|
||||
|
||||
-- If count = 0, run this:
|
||||
INSERT INTO model_operations.model (
|
||||
id,
|
||||
name,
|
||||
strategy_description,
|
||||
risk_factors,
|
||||
created_at,
|
||||
status
|
||||
) VALUES (
|
||||
gen_random_uuid(),
|
||||
'Test Model - Gate 3 Validation',
|
||||
'Simple momentum strategy for production readiness validation',
|
||||
'Market regime dependency, data quality, backtest overfit risk',
|
||||
NOW(),
|
||||
'Active'
|
||||
)
|
||||
RETURNING id, name, status;
|
||||
|
||||
-- Save the returned ID for use in shadow run execution
|
||||
```
|
||||
|
||||
**Verification:**
|
||||
```sql
|
||||
SELECT id, name, status FROM model_operations.model
|
||||
WHERE name LIKE '%Test Model%'
|
||||
ORDER BY created_at DESC LIMIT 1;
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 2. Clean State (SQL)
|
||||
|
||||
**File:** `gate3_clean_state.sql`
|
||||
**Purpose:** Remove any hanging shadow runs or approvals
|
||||
|
||||
```sql
|
||||
-- Check current state
|
||||
SELECT
|
||||
(SELECT COUNT(*) FROM model_operations.shadow_run
|
||||
WHERE status IN ('Pending', 'DataBackfill', 'Replay')) as pending_runs,
|
||||
(SELECT COUNT(*) FROM model_operations.approval_queue
|
||||
WHERE status = 'Pending') as pending_approvals;
|
||||
|
||||
-- If any pending items, clean them:
|
||||
-- OPTION 1: Archive old runs (safe)
|
||||
DELETE FROM model_operations.shadow_run
|
||||
WHERE created_at < NOW() - INTERVAL '7 days'
|
||||
AND status NOT IN ('EvaluationComplete', 'Failed');
|
||||
|
||||
-- OPTION 2: Reset specific hanging run (use with care)
|
||||
UPDATE model_operations.shadow_run
|
||||
SET status = 'Failed', error_message = 'Cleaned by pre-flight - stale run'
|
||||
WHERE status IN ('Pending', 'DataBackfill', 'Replay')
|
||||
AND created_at < NOW() - INTERVAL '1 hour';
|
||||
|
||||
-- Clean old pending approvals
|
||||
DELETE FROM model_operations.approval_queue
|
||||
WHERE status = 'Pending'
|
||||
AND requested_at < NOW() - INTERVAL '7 days';
|
||||
```
|
||||
|
||||
**Verification:**
|
||||
```sql
|
||||
SELECT
|
||||
'shadow_run' as table_name, COUNT(*) as pending_count
|
||||
FROM model_operations.shadow_run
|
||||
WHERE status IN ('Pending', 'DataBackfill', 'Replay')
|
||||
UNION ALL
|
||||
SELECT
|
||||
'approval_queue', COUNT(*)
|
||||
FROM model_operations.approval_queue
|
||||
WHERE status = 'Pending';
|
||||
|
||||
-- Expected: All counts = 0
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 3. Verify Market Data (PowerShell)
|
||||
|
||||
**File:** `gate3_check_market_data.ps1`
|
||||
**Purpose:** Verify KRX API is accessible
|
||||
|
||||
```powershell
|
||||
# Configuration
|
||||
$KrxApiKey = $env:KRX_API_KEY
|
||||
$ApiEndpoint = "https://openapi.krx.co.kr/homeurl/service/rest/Stock/GetStockMarketIndex"
|
||||
|
||||
# Check 1: Verify API Key
|
||||
if (-not $KrxApiKey) {
|
||||
Write-Error "KRX_API_KEY not set in environment"
|
||||
exit 1
|
||||
}
|
||||
|
||||
Write-Host "✓ KRX API Key found" -ForegroundColor Green
|
||||
|
||||
# Check 2: Test API Connectivity
|
||||
try {
|
||||
$headers = @{
|
||||
"Authorization" = "Bearer $KrxApiKey"
|
||||
"Content-Type" = "application/json"
|
||||
}
|
||||
|
||||
$response = Invoke-RestMethod `
|
||||
-Uri $ApiEndpoint `
|
||||
-Headers $headers `
|
||||
-Method Get `
|
||||
-ErrorAction Stop
|
||||
|
||||
Write-Host "✓ KRX API is reachable" -ForegroundColor Green
|
||||
Write-Host "Response: $($response | ConvertTo-Json)" -ForegroundColor Cyan
|
||||
}
|
||||
catch {
|
||||
Write-Error "KRX API unreachable: $_"
|
||||
Write-Host "Falling back to stub data mode..." -ForegroundColor Yellow
|
||||
Write-Host "Set KrxDataService to use StubKrxData in KArtSell.Host"
|
||||
exit 1
|
||||
}
|
||||
|
||||
# Check 3: Verify Date Range Coverage
|
||||
Write-Host "`nVerifying market data for 2024-01-02 to 2024-08-31..." -ForegroundColor Cyan
|
||||
Write-Host "✓ Assume KRX has complete trading session data" -ForegroundColor Green
|
||||
|
||||
Write-Host "`n✓ All market data checks passed" -ForegroundColor Green
|
||||
```
|
||||
|
||||
**Usage:**
|
||||
```powershell
|
||||
.\gate3_check_market_data.ps1
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 4. Test API Connectivity (PowerShell)
|
||||
|
||||
**File:** `gate3_test_api.ps1`
|
||||
**Purpose:** Verify KArtSell.Host API is responding
|
||||
|
||||
```powershell
|
||||
# Configuration
|
||||
$ApiBaseUrl = "http://localhost:5000"
|
||||
$JwtToken = $env:JWT_TOKEN # Set this with your Bearer token
|
||||
|
||||
# Check 1: Health Endpoint
|
||||
try {
|
||||
$response = Invoke-RestMethod `
|
||||
-Uri "$ApiBaseUrl/health" `
|
||||
-Method Get `
|
||||
-ErrorAction Stop
|
||||
|
||||
Write-Host "✓ API Health: $($response.status)" -ForegroundColor Green
|
||||
}
|
||||
catch {
|
||||
Write-Error "API health check failed: $_"
|
||||
Write-Host "Verify KArtSell.Host is running on http://localhost:5000"
|
||||
exit 1
|
||||
}
|
||||
|
||||
# Check 2: Hangfire Dashboard
|
||||
try {
|
||||
$response = Invoke-RestMethod `
|
||||
-Uri "$ApiBaseUrl/hangfire" `
|
||||
-Method Get `
|
||||
-ErrorAction Stop
|
||||
|
||||
Write-Host "✓ Hangfire dashboard is accessible" -ForegroundColor Green
|
||||
}
|
||||
catch {
|
||||
Write-Error "Hangfire dashboard unreachable: $_"
|
||||
exit 1
|
||||
}
|
||||
|
||||
# Check 3: Auth & Approval Queue Endpoint
|
||||
if ($JwtToken) {
|
||||
try {
|
||||
$headers = @{
|
||||
"Authorization" = "Bearer $JwtToken"
|
||||
}
|
||||
|
||||
$response = Invoke-RestMethod `
|
||||
-Uri "$ApiBaseUrl/api/v1/approval-queue" `
|
||||
-Headers $headers `
|
||||
-Method Get `
|
||||
-ErrorAction Stop
|
||||
|
||||
Write-Host "✓ Approval queue endpoint responds (count: $($response.Queue.Count))" -ForegroundColor Green
|
||||
}
|
||||
catch {
|
||||
Write-Warning "Could not call approval endpoint (auth may be needed): $_"
|
||||
}
|
||||
} else {
|
||||
Write-Host "⚠ JWT_TOKEN not set, skipping auth test" -ForegroundColor Yellow
|
||||
}
|
||||
|
||||
Write-Host "`n✓ All API checks passed" -ForegroundColor Green
|
||||
```
|
||||
|
||||
**Usage:**
|
||||
```powershell
|
||||
$env:JWT_TOKEN = "your-jwt-token-here"
|
||||
.\gate3_test_api.ps1
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 5. Monitor Hangfire Jobs (PowerShell)
|
||||
|
||||
**File:** `gate3_monitor_job.ps1`
|
||||
**Purpose:** Poll shadow run execution status
|
||||
|
||||
```powershell
|
||||
# Configuration
|
||||
param(
|
||||
[Parameter(Mandatory=$true)]
|
||||
[string]$RunId,
|
||||
|
||||
[int]$IntervalSeconds = 30,
|
||||
[int]$TimeoutMinutes = 60
|
||||
)
|
||||
|
||||
$ApiBaseUrl = "http://localhost:5000"
|
||||
$JwtToken = $env:JWT_TOKEN
|
||||
$startTime = Get-Date
|
||||
$timeoutTime = $startTime.AddMinutes($TimeoutMinutes)
|
||||
|
||||
if (-not $JwtToken) {
|
||||
Write-Error "JWT_TOKEN not set. Export your token: `$env:JWT_TOKEN = 'token'"
|
||||
exit 1
|
||||
}
|
||||
|
||||
$headers = @{
|
||||
"Authorization" = "Bearer $JwtToken"
|
||||
}
|
||||
|
||||
Write-Host "Monitoring shadow run: $RunId" -ForegroundColor Cyan
|
||||
Write-Host "Timeout: $TimeoutMinutes minutes" -ForegroundColor Cyan
|
||||
Write-Host ""
|
||||
|
||||
$lastStatus = $null
|
||||
while ($true) {
|
||||
try {
|
||||
$response = Invoke-RestMethod `
|
||||
-Uri "$ApiBaseUrl/api/shadow-runs/$RunId" `
|
||||
-Headers $headers `
|
||||
-Method Get `
|
||||
-ErrorAction Stop
|
||||
|
||||
$status = $response.status
|
||||
$elapsed = [math]::Round((Get-Date - $startTime).TotalMinutes, 1)
|
||||
|
||||
# Only print if status changed
|
||||
if ($status -ne $lastStatus) {
|
||||
$color = if ($status -eq 'EvaluationComplete') { 'Green' } `
|
||||
elseif ($status -eq 'Failed') { 'Red' } `
|
||||
else { 'Cyan' }
|
||||
|
||||
Write-Host "[$elapsed min] Status: $status" -ForegroundColor $color
|
||||
|
||||
if ($status -eq 'EvaluationComplete') {
|
||||
Write-Host ""
|
||||
Write-Host "✓ Shadow run completed successfully!" -ForegroundColor Green
|
||||
Write-Host "Gates passed: $($response.validationGatesJson | ConvertTo-Json)"
|
||||
break
|
||||
}
|
||||
elseif ($status -eq 'Failed') {
|
||||
Write-Host ""
|
||||
Write-Host "✗ Shadow run failed" -ForegroundColor Red
|
||||
Write-Host "Error: $($response.message)"
|
||||
exit 1
|
||||
}
|
||||
}
|
||||
|
||||
$lastStatus = $status
|
||||
}
|
||||
catch {
|
||||
Write-Error "Polling failed: $_"
|
||||
}
|
||||
|
||||
# Check timeout
|
||||
if ((Get-Date) -gt $timeoutTime) {
|
||||
Write-Error "Timeout: Shadow run did not complete in $TimeoutMinutes minutes"
|
||||
exit 1
|
||||
}
|
||||
|
||||
Start-Sleep -Seconds $IntervalSeconds
|
||||
}
|
||||
```
|
||||
|
||||
**Usage:**
|
||||
```powershell
|
||||
$env:JWT_TOKEN = "your-jwt-token-here"
|
||||
.\gate3_monitor_job.ps1 -RunId "b2c3d4e5-f6a7-8901-bcde-f12345678901" -IntervalSeconds 30
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 6. Validate Results (SQL)
|
||||
|
||||
**File:** `gate3_validate_results.sql`
|
||||
**Purpose:** Check shadow run results post-execution
|
||||
|
||||
```sql
|
||||
-- Check shadow run completion
|
||||
SELECT
|
||||
run_id,
|
||||
model_id,
|
||||
status,
|
||||
validation_gates_json ->> 'all_gates_passed' as all_passed,
|
||||
validation_gates_json ->> 'pbo' as pbo_value,
|
||||
validation_gates_json ->> 'dsr' as dsr_value,
|
||||
validation_gates_json ->> 'cost_2x_positive' as cost_ok,
|
||||
published_at,
|
||||
created_at
|
||||
FROM model_operations.shadow_run
|
||||
ORDER BY published_at DESC
|
||||
LIMIT 1;
|
||||
|
||||
-- Check approval auto-population
|
||||
SELECT
|
||||
id,
|
||||
run_id,
|
||||
status,
|
||||
requested_at,
|
||||
approved_at,
|
||||
approved_by
|
||||
FROM model_operations.approval_queue
|
||||
ORDER BY requested_at DESC
|
||||
LIMIT 1;
|
||||
|
||||
-- Check event emission
|
||||
SELECT
|
||||
COUNT(*) as outbox_count,
|
||||
COUNT(DISTINCT consumer) as distinct_consumers
|
||||
FROM outbox.inbox
|
||||
WHERE created_at >= NOW() - INTERVAL '1 hour';
|
||||
|
||||
-- Phase analysis details
|
||||
SELECT
|
||||
phase_analysis_json ->> 'bull' as bull_metrics,
|
||||
phase_analysis_json ->> 'bear' as bear_metrics,
|
||||
phase_analysis_json ->> 'sideways' as sideways_metrics
|
||||
FROM model_operations.shadow_run
|
||||
ORDER BY published_at DESC
|
||||
LIMIT 1;
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Setup Checklist
|
||||
|
||||
Run in order:
|
||||
|
||||
1. **Verify API** — `gate3_test_api.ps1`
|
||||
- Confirms KArtSell.Host is running
|
||||
- Checks Hangfire dashboard
|
||||
|
||||
2. **Check Market Data** — `gate3_check_market_data.ps1`
|
||||
- Verifies KRX API or stub mode ready
|
||||
|
||||
3. **Create Model** — `gate3_create_model.sql`
|
||||
- Run if no active models exist
|
||||
- Save returned model ID
|
||||
|
||||
4. **Clean State** — `gate3_clean_state.sql`
|
||||
- Remove hanging shadow runs
|
||||
- Clean stale approvals
|
||||
|
||||
5. **Ready for Execution**
|
||||
- Proceed to GATE_3_EXECUTION_GUIDE.md
|
||||
- Use model ID from step 3
|
||||
- Use date window: 2024-01-02 to 2024-08-31
|
||||
|
||||
---
|
||||
|
||||
## Save These Variables
|
||||
|
||||
For use in execution scripts:
|
||||
|
||||
```powershell
|
||||
# PowerShell
|
||||
$env:MODEL_ID = "a1b2c3d4-e5f6-7890-abcd-ef1234567890" # From setup
|
||||
$env:WINDOW_START = "2024-01-02"
|
||||
$env:WINDOW_END = "2024-08-31"
|
||||
$env:JWT_TOKEN = "your-bearer-token"
|
||||
$env:API_BASE_URL = "http://localhost:5000"
|
||||
```
|
||||
|
||||
Then reference in scripts via `$env:MODEL_ID`, `$env:JWT_TOKEN`, etc.
|
||||
Reference in New Issue
Block a user