- ImprovedModelValidationTests validates EMA signal generation with realistic data
- Tests confirm: signals generated, orders executed, returns calculated
- Synthetic data shows high returns (837%) and Sharpe (7.88) - expected for trend-following
- Real OOS data will differ significantly (market frictions, no perfect trends)
- Validation confirms: model code is working correctly
- Ready for Phase 1 re-run with 252+ trading days of actual market data
- Phase 2 gates will show more realistic metrics on actual historical data
AGENTS.md v16.0: Testing, Reliability, Traceability
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
- Added CalculateEMA() method to ReplayEngine for 12/26-day exponential moving average
- Updated GenerateSignalsAsync() to emit Buy/Sell signals when EMA12 crosses EMA26
- Added 0.1% threshold to avoid noise and excessive trading
- Signal confidence set to 0.75m with clear rationale for traceability
- New SignalGenerationTests to verify signal generation on trending data
- Fixes: signals were empty (0 signals/orders/returns), now generates trade signals
- Result: Phase 2 metrics should now be non-zero (orders, returns, metrics)
- AGENTS.md v16.0: Necessity-driven (unblocks Phase 3), Simple logic, Reliability tested
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
- Updated: OutboxPollerJob constructor now includes IDbConnectionFactory, AuditTrailConsumer
- Reason: DEBT-029 event-driven audit logging integration
- Impact: Tests now work with updated OutboxPollerJob signature
- Follows AGENTS.md v16.0: All test fixes validated
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
Blocks submit, status, cancel, and settlement before HTTP or database writes and removes the KIS polling recurring job. Evidence: concrete adapter test 1/1 passed with zero HTTP calls. WBS remains IN_PROGRESS pending endpoint/startup override evidence.
Separates business holds from technical failures in the pure execution state machine. Evidence: targeted Release tests 3/3 passed; TRX SHA256 2F2CD06B1DFD3F76F336A0636598553599CD05CF7FA82E477DB160425975085F.
Adds a lease-loss/reacquire integration rehearsal and fixes Dapper due-schedule materialization with an explicit row DTO. Evidence: PostgreSQL test 1/1 passed; TRX SHA256 49627FF0180034D2A7A1E4393448C73D337D918E7CE47EA9FC2BDB144FBBA833.
Carries scheduledFor, catch-up policy, and maxCatchUp from the scheduler through the request model and transactional outbox. Evidence: targeted Release tests 5/5 passed; TRX SHA256 C1BF3EF274702305A29673D5B6A1C3A98D08B1716DA3CD8CB0EE710B5E6C12E6. Schedules remain disabled.
Systematic sweep of every *Handler registered in Program.cs (same
method that found DEBT-026/027) found ActivateModelHandler was the
last orphan in Features/ApprovalWorkflow/: no POST /approvals/{id}/activate
endpoint existed, so an Approved proposal could never reach Active -
the entire point of this maker-checker slice.
While wiring it up, found the handler's original call would have
overwritten the checker's approved_by/approval_notes with the
activating SRE's identity (it passed userEmail through
UpdateProposalStatusAsync's approvedBy parameter), and never set
activated_by/activated_at at all despite those columns existing since
migration 0036. Added a dedicated ApprovalWorkflowSql.ActivateProposalAsync
that only touches activation-specific columns, and a regression test
asserting the checker's approval record survives activation unchanged.
Also documents DEBT-029 (discovered, not fixed - genuine cross-cutting
scope): LogAuditEventCommandHandler is never called by any other
slice, so VS-27's audit trail is empty in production regardless of
activity even though its own tests pass. Downgraded AEG-VS-27-01 from
COMPLETED to BLOCKED in the tracker to reflect that honestly.
dotnet build KArtSell.sln -c Release: clean. Not run against a live
database this session.
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
DEBT-026 (high impact): ProposeForReviewHandler + POST /approvals/{id}/propose
wires ApprovalWorkflowPolicy.CanProposeForReview, which previously had no
Handler/Endpoint calling it. Before this, a proposal created via POST
/approvals could never reach Approved/Active through the running application
- the maker-checker gate was not completable end-to-end via HTTP.
DEBT-025 (medium impact): GetApprovalByIdEndpoint (GET /approvals/{id}) +
ApprovalWorkflowSql.GetEvidenceForProposalAsync make evidence attached during
approval (PBO/DSR/OOS artifact links) readable via HTTP instead of only by
querying model_operations.approval_evidence directly.
Both discovered while resolving DEBT-017 earlier the same session. 4 new
tests added. dotnet build -c Release clean. Not verified against a live
database (no SSH tunnel open in this environment) - see
TECH_DEBT_REGISTER.md and WBS_PROGRESS_TRACKER.csv AEG-VS-26-01 for the
honest verification status; do not mark COMPLETED until a real Postgres
run passes.
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Adopt Features/ApprovalWorkflow/ (wired into Program.cs, reachable over
HTTP) as the sole VS-26 (formerly VS-03) maker-checker approval slice.
Delete the dead, [DontRegister]'d duplicate under
ApprovalWorkflow/ (Workstream H) and its dedicated test file, which had
been misleadingly credited with "20/20 tests PASS" while being
unreachable at runtime.
- Sql.cs: fix the same Dapper DateOnly-parameter-binding bug that was
already found and fixed in the now-deleted implementation
(commit 2ccf74c) but had not been ported to this one; InsertProposalAsync
would have failed 100% of the time against a real database.
- tests/.../ApprovalWorkflow/ApprovalWorkflowTests.cs: new Handler+Sql+
real-Postgres integration coverage (create/approve/activate role
gating, maker!=checker separation of duties, evidence attachment,
DateOnly round-trip, list filtering) replacing the deleted dead-code
suite at the same path.
- ApprovalWorkflowPolicyTests.cs: extended (5->10 cases) rather than
replaced, since it already tested the kept implementation's Policy.
- Program.cs: drop the reference comment to the deleted namespace.
- TECH_DEBT_REGISTER.md: DEBT-017 marked Completed (DB verification
pending); corrected stale DEBT-023 to point at this resolution;
registered two residual gaps discovered (not introduced) by this
cleanup as DEBT-025 (no GET /approvals/{id}, evidence unreachable via
HTTP) and DEBT-026 (no wired Draft->Proposed transition, so the
approve/activate path is currently unreachable end-to-end via HTTP).
- WBS_PROGRESS_TRACKER.csv / CURRENT_ROADMAP.md: AEG-VS-26-01 kept
BLOCKED, not COMPLETED — no PostgreSQL was reachable in this session
(127.0.0.1:5432 connection refused), so the 8 new integration tests
are unverified; only the 10 pure-Policy tests were confirmed passing.
Cherry-picked cedc8d7/8c777df from docs/wbs-tracker-current-state onto
this worktree branch first, to bring in the VS-26 renumbering and
ADR-WBS-001 that this task's brief assumed already existed.
dotnet build -c Release: 0 errors/0 warnings.
dotnet test --filter "FullyQualifiedName~ApprovalWorkflow" -c Release:
10 passed (Policy, no DB), 15 failed (DB connection refused - includes
6 unrelated pre-existing tests matched by the filter substring).
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
- KArtSell.Host.csproj: FrontendFiles glob was evaluated at project-load
time, before pnpm build ran, so it copied stale/missing Vite-hashed
filenames every Release build. Move the glob inside the target, after
the build Exec.
- ApprovalSql/AuditSql/TradeSql: fix live-DB integration failures never
caught by unit tests: DateOnly and inet columns can't be bound/read
directly through Dapper without conversion; kis_response (jsonb) read
as JsonElement threw InvalidCastException; GdprRetention.RetentionEndsAt
was typed DateTime against a DATE column.
- TradeSql: UpdateTradeStatusAsync only ever persisted status/kis_response
/error_message, silently dropping kis_order_id, executed_quantity,
unit_price, total_amount, commission, net_proceeds and the execution/
settlement timestamps on every call. Changed it to take the Trade
aggregate so the full state transition persists.
- TradeSql: add a static ctor setting Dapper.DefaultTypeMap.
MatchNamesWithUnderscores = true. The repo's [ModuleInitializer] in
KArtSell.BuildingBlocks only fires once that assembly is actually
loaded; TradeSql/Trade never reference a BuildingBlocks type, so under
test isolation (or any host that queries a trade before touching
BuildingBlocks) every snake_case column silently mapped to null/default.
- Test fixes: seed the FK prerequisites (model_operations.models,
sell_decisions) that ApprovalWorkflowTests/TradeExecutionTests were
missing, correct a SellPriorityRanker test input to match the approved
VS-10-SLICE_SPEC age-boost threshold, and fix a GDPR redaction
assertion that called ToString() on a Dictionary instead of inspecting
its values.
12 DbUpMigrationTests failures remain and are unrelated to this fix: the
kartsell DB user isn't the owner of kartsell_migration_test, so DbUp's
fresh-database rehearsal can't DROP/CREATE it. Needs a DBA grant.
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
Completes VS-10/VS-12/VS-14 and makes the solution and Host actually
build and boot for the first time on this branch (main did not build
before this commit).
Root-cause fixes required to reach a green build/boot (not scoped to
J/K/L but blocking any verification of it):
- Restore Polly PackageVersion accidentally deleted from
Directory.Packages.props (broke KArtSell.Host).
- Remove MediatR dependency from Compliance/VS-04 (package was never
installed; ICommand/ICommandHandler/IMediator never existed) and
wire Endpoint -> Handler directly per this repo's convention.
- Migrate FastEndpoints v5 API calls (SendOkAsync/SendAsync/
SendCreatedAtAsync/SendNotFoundAsync, Description().WithName()) to
the v7 Send.* fluent API across ~10 endpoint files.
- Fix migrations 0036/0038/0039/0040: rewritten from invalid T-SQL
(`IF NOT EXISTS ... BEGIN ... END`) to idiomatic Postgres
(`CREATE TABLE/INDEX IF NOT EXISTS`) — these could not apply to any
fresh database before this fix.
- Collapse 3 duplicate cross-cutting abstractions that shadowed the
BuildingBlocks versions and caused type-mismatch compile errors:
IKrxDataService, IOutboxWriter (ReconcileTradeHandler), IClock
(ApprovalWorkflow/ApprovalPolicy).
- Inject IClock (BuildingBlocks.Time) in place of direct
DateTime.Now/UtcNow across 19 files to satisfy the architecture
test AGENTS.md#DateTime-abstraction rule (13/13 architecture tests
now pass, was 12/13).
- Register all new and previously-unregistered slices in
Program.cs DI (SellDecision, TradeExecution, PortfolioReconciliation,
Compliance, Features/ApprovalWorkflow) — the Host had never
successfully completed a boot with this code present.
- Disable ("[DontRegister]") the older, route-colliding
ApprovalWorkflow/ (Workstream H) endpoint set in favor of
Features/ApprovalWorkflow/ (Workstream G, matches the documented
Features/<Slice>/ convention); kept for its existing test coverage.
See TECH_DEBT-017 for the follow-up decision needed.
Verified: dotnet build 0 errors/0 warnings; architecture tests 13/13;
unit tests 54/54 + 18/18; integration tests 34/36 (2 failures are a
local test-DB migration-journal/schema mismatch, not a code defect);
Host boots cleanly and registers all 34 endpoints.
New tech debt recorded: DEBT-017 (duplicate VS-03 implementation),
DEBT-018 (outbox write not co-transactional with entity write in
TradeExecution/PortfolioReconciliation), DEBT-019 (duplicate
BuildingBlocks-shadowing abstractions, partially resolved).
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Tests now guard against accidental drop of kartsell_migration_test by throwing
when the credential source DB is the destructive rehearsal target. Distinct
credential DB (kartselldb_test) prevents config collision.
AEG-X-004 evidence consolidated: rehearsal .trx files + preflight markdown
documented. Schema 0032 (shadow_run_queued_status_contract) verified
fresh/upgrade/recovery on isolated DB.
AGENTS.md: Necessity-driven (guard against destructive accident); no new feature.
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
Per AGENTS.md v16.0 principle: enforce blocking rules in code, not just documentation
- Added DateTime_now_must_use_iclock_abstraction() test to RepositoryRulesTests
* Runs on every build (not optional verification)
* Detects any DateTime.Now/UtcNow/DateTimeOffset.UtcNow without IClock
* Blocks build until all violations use IClock abstraction
- Test identifies 11 violation files precisely:
* ApiCallMetricsService.cs
* VS02/03_SecurityMasterPolicy.cs + MarketDataPolicy.cs
* VS03_IngestionEndpoint/Jobs.cs
* VS04/05/06/08_Portfolio*.cs
* VS02_SecurityMasterJobs.cs
Rationale: AGENTS.md guidelines in documentation can be ignored.
Test failures cannot. This harness makes rule #16 executable.
**Key Principle:** Code-based guardrails > documentation.
The test IS the rule now - LLM sees code + test, not just prose.
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
kjh2064