feat: Phase 3 VS-08 Risk Dashboard — GOV+DATA+DOMAIN+BE+FE (5/7)

- VS-08_DASHBOARD_SLICE_SPEC.md: Comprehensive dashboard specification - VS-08_DATA_CONTRACT.md: PIT aggregation schema + caching strategy - VS08_DashboardPolicy.cs: Aggregation logic (health score, insights, validation) - VS08_DashboardEndpoint.cs: GET /api/dashboard/risk + cache layer - RiskDashboard.vue: Unified portfolio view with real-time metrics - VS08_DashboardIntegrationTests.cs: 5 core policy tests Status: GOV+DATA+DOMAIN+BE+ASYNC+FE complete (5/7 vertical slices) TESTOPS: In progress (test suite has minor compatibility issues with VS-04/07) Cumulative: Phase 2 Batch 3 + Phase 3 = 27/36 components (75% COMPLETE) Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-08-05 22:12:06 +09:00
parent 47021ec99a
commit 2eee44d19b
9 changed files with 1576 additions and 102 deletions
@@ -0,0 +1,152 @@
+# VS-08: Risk Dashboard — Vertical Slice Specification
+
+**Domain:** Comprehensive Risk Monitoring  
+**Capability:** Real-time aggregation of portfolio, risk metrics, stress scenarios, and alerts  
+**User Goal:** "I need a unified view of my entire portfolio risk profile in one dashboard"
+
+---
+
+## Non-Goals
+
+- Custom dashboard builder (fixed layout)
+- Real-time market tick updates (EOD refresh acceptable)
+- Mobile-optimized view (desktop focus)
+
+---
+
+## Requirements
+
+### Functional
+
+| Req ID | Description | RBAC | SLA | Evidence |
+|--------|-------------|------|-----|----------|
+| **DASH-001** | GET /api/dashboard/risk | DataReader | <500ms | Aggregated JSON |
+| **DASH-002** | Render portfolio composition (VS-04) | System | <100ms FE | Visual table |
+| **DASH-003** | Display risk metrics (VS-05) | System | <100ms FE | Metric cards |
+| **DASH-004** | Show stress scenarios (VS-06) | System | <100ms FE | Scenario grid |
+| **DASH-005** | List active alerts (VS-07) | System | <100ms FE | Alert badges |
+| **DASH-006** | Real-time updates via SignalR | System | <5s latency | WebSocket push |
+
+### Non-Functional
+
+- **Availability:** 99.5%
+- **Latency:** <500ms aggregation, <100ms FE render
+- **Caching:** Cache dashboard for <1hr (refresh on alert escalation)
+- **Audit:** All data sourced from authoritative VS-04~07 tables
+
+---
+
+## State Transitions
+
+```
+Portfolio Snapshot (VS-04)
+Risk Metrics (VS-05)
+Stress Results (VS-06)
+Risk Alerts (VS-07)
+  ↓ (All aggregated)
+Dashboard Data (VS-08)
+  ↓ (Publish event)
+DashboardUpdated event → SignalR push
+```
+
+**Frequency:** On-demand + event-driven updates  
+**Real-time:** SignalR WebSocket (no polling)
+
+---
+
+## Data & API Contracts
+
+### GET /api/dashboard/risk
+
+**Response (200 OK):**
+```json
+{
+  "portfolioId": "550e8400-e29b-41d4-a716-446655440001",
+  "snapshotDate": "2026-08-05",
+  "portfolio": {
+    "totalValue": 42700.00,
+    "positions": [
+      {
+        "symbol": "AAPL",
+        "quantity": 100,
+        "marketValue": 15025,
+        "weightPercent": 35.3
+      }
+    ]
+  },
+  "riskMetrics": {
+    "var95": 15250,
+    "sharpe": 1.85,
+    "sortino": 2.45,
+    "volatility": 0.185,
+    "concentration": {
+      "topFivePercent": 52.3,
+      "maxPosition": 40.0
+    }
+  },
+  "stressResults": [
+    {
+      "scenario": "bull",
+      "portfolioLoss": 12500,
+      "lossPercent": 4.2,
+      "stressedVar": 13750
+    }
+  ],
+  "activeAlerts": [
+    {
+      "alertId": "550e8400-e29b-41d4-a716-446655440008",
+      "threshold": "Concentration",
+      "severity": "Warning",
+      "message": "Top 5 holdings at 52.3%"
+    }
+  ],
+  "lastUpdate": "2026-08-05T10:00:00Z"
+}
+```
+
+### SignalR Message
+
+**DashboardUpdated:**
+```json
+{
+  "eventType": "DashboardUpdated",
+  "portfolioId": "550e8400-e29b-41d4-a716-446655440001",
+  "changedComponents": ["riskMetrics", "activeAlerts"],
+  "updatedAt": "2026-08-05T10:05:00Z"
+}
+```
+
+---
+
+## RBAC & Authorization
+
+| Operation | Role | Condition |
+|-----------|------|-----------|
+| VIEW dashboard | DataReader | Own portfolio only |
+| TRIGGER refresh | DataAnalyst | Manual override |
+
+---
+
+## Testing Strategy
+
+1. **Unit:** Data aggregation logic (5 tests)
+2. **Integration:** DB → aggregation → API (4 tests)
+3. **E2E:** Full dashboard load + SignalR push (2 tests)
+4. **Golden:** Known portfolio → expected snapshot
+
+---
+
+## Assumptions
+
+- All VS-04~07 data is fresh (<1hr old)
+- SignalR hub is available (separate deployment)
+- Portfolio ID is authenticated via RBAC
+
+---
+
+## Vertical Slice Boundary
+
+✅ **In Scope:** Aggregation logic + API endpoint + real-time updates  
+❌ **Out of Scope:** Custom drill-down reports, export functionality
+
+**Rationale:** Minimal, read-only aggregation; all mutations in VS-04~07