kjh2064
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f3cc66b38a
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feat: Shadow Run API Endpoint (Phase 4)
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Implements FastEndpoints integration for 252+ trading-day validation trigger:
Contract-First Design (AGENTS.md v16.0):
- POST /api/shadow-runs (202 Accepted)
- Request: model_id, window_start, window_end, phase_filter
- Response: run_id, status, job_id, estimated_seconds
- Idempotency: Idempotency-Key header (deduplication)
Vertical Slice Components:
- Request.cs, Response.cs (DTOs with validation constraints)
- Validator.cs (FluentValidation): window >= 250 days, valid enum
- Handler.cs (Application): orchestrates command creation, Hangfire job enqueue
- Endpoint.cs (FastEndpoints): HTTP routing, error handling, 202 response
- Policy.cs: model existence validation (stub)
Integration:
- Hangfire background job client injection
- ShadowRunCommand creation with CorrelationId
- Queued to q-research (non-critical background queue)
Tests (9/9 passing):
- Validator: valid/invalid requests, phase filters, window constraints
- All validation scenarios: empty model, short window, invalid phase
Architecture Adherence:
- SOLID: Endpoint → Handler → Validator → Policy separation
- Complexity: Each component cyclomatic < 10
- Safety: Idempotent request (client-supplied key), async job model (202 response)
- Maturity: Contract verified, tests before implementation
Next Phase (Pending):
- Hangfire Job registration in Program.cs
- GET /api/shadow-runs/{run_id} polling endpoint
- E2E test: trigger → job execution → result persistence
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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2026-08-02 11:52:53 +09:00 |
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kjh2064
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7dd300f5b5
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feat: Infrastructure Implementation Phase — Database, Services, API integration
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Implements AGENTS.md v16.0 Infrastructure Contract for 252+ trading-day shadow runs:
Database Schema:
- V0008_CreateShadowRunTable.sql: Immutable audit trail, PIT-safe queries
- Indexes: (model_id, created_at), (status), (published_at)
- JSONB columns for metrics/gates (flexible versioning)
Services (Vertical Slice pattern):
- KrxDataService: Fetch OHLCV + fees from Korea Exchange; caching (24h); retry logic
- MarketCalendarService: Trading sessions with KRX holidays (2024-2026 built-in)
- IKrxDataService, IMarketCalendarService interfaces (testable, mockable)
Tests (7/7 passing):
- KrxDataService: Fetch bars, cache hits, fee schedule
- MarketCalendarService: Session window, holiday exclusion, determinism, 252-day coverage
- All using xUnit IAsyncLifetime for proper resource cleanup
Architecture adherence:
- SOLID: Service interfaces, DI-ready, separation of concerns
- Complexity: Cyclomatic < 10 per method
- Idempotent: KRX caching prevents duplicate API calls; date ranges deterministic
- Safety: Tested cache hit/miss, holiday logic, 252-day window validation
Next Phase (When user requests):
- Shadow Run API Endpoint (FastEndpoints)
- Hangfire Job registration & startup integration
- E2E test: trigger shadow run → job → result persisted
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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2026-08-02 08:02:05 +09:00 |
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kjh2064
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0587a3f0a0
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feat: Shadow Run Design Phase — 252+ trading-day validation framework
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Implements foundation for model evaluation per AGENTS.md v16.0:
- Domain models: ShadowRunCommand, ShadowRunResult, ValidationGates
- Data backfiller: OHLCV + fee schedule collection from KRX API
- Replay engine: Historical model simulation with signal/order/fill tracking
- Metrics calculator: Sharpe, Calmar, PBO, DSR, Max Drawdown, Win Rate
- Hangfire job orchestrator: Async shadow run execution (q-research queue)
- Integration tests: 4/4 passing (backfill, replay, metrics, validation)
Contract validation:
- Input: Model ID, date window, market phase filter
- Output: Immutable result with phase breakdown, gate status
- Gates: PBO ≤ 20%, DSR ≥ 95%, cost 2x positive
Architecture adherence:
- SOLID: Single responsibility (backfiller, replay, calculator separation)
- Complexity: Cyclomatic < 10 per method
- Safety: Idempotent replay via deterministic price/order fills
- Necessity: Grounded in CLAUDE.md § "Validation Gates"
- Pattern: Vertical Slice (Command → Handler → Queries)
Not included (future):
- Full 252-day rehearsal (requires market data backfill)
- Downstream inbox consumers (event delivery mechanisms)
- Phase segmentation logic (Bull/Bear/Sideways attribution)
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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2026-08-02 07:55:35 +09:00 |
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kjh2064
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78d9329cea
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fix(reliability): Remove cutoffTime filter to prevent data loss in outbox poller
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CRITICAL: Previous cutoffTime logic (occurred_at >= now-5min) silently dropped
messages older than 5 minutes forever, contradicting Outbox Pattern's guarantee
of eventual delivery for stuck messages.
Changes:
- DapperOutboxMessageReader: Remove cutoffTime parameter, process ALL unpublished
- OutboxPollerJob: Remove cutoffTime calculation, process all messages by occurred_at
- Tests: Remove cutoff scenario (no longer applicable); keep normal + max-attempts
- Comments: Document monitoring approach (alert if pending > 5 min) as separate concern
AGENTS.md v16.0 Checklist:
✅ Safety: No partial success (no silent data loss)
✅ Audit: Evidence tracked (all messages eventually processed)
✅ Right Way: Root cause fixed (was processing-logic bug, not test-logic bug)
Test results: 2/2 passing (normal path, max-attempts DQ)
Validation gate: Outbox/Inbox crash-recovery ✅ RESTORED
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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2026-08-02 07:36:52 +09:00 |
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kjh2064
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8e91cb26d7
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feat(reliability): Outbox Poller Hangfire job with inbox idempotency
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Implement async outbox polling and event publishing to inbox using Hangfire.
Completes AGENTS.md v16.0 Outbox/Inbox crash-recovery validation gate.
Changes:
- DapperOutboxMessageReader: async reader with InsertInboxAsync for idempotent publishing
- OutboxPollerJob: recurring Hangfire job (q-research, 3 retries, max 100 batch)
* Polls unpublished messages (PIT-safe cutoff: now - 5 min)
* Publishes to inbox_message (consumer='outbox-poller')
* Marks published_at + increments attempt counter
* Dead-letters messages after 3 attempts
- Program.cs: Register DapperOutboxMessageReader, schedule outbox-poller every minute UTC
- appsettings.json: Kestrel 5002 port binding for nginx upstream
- Integration.Tests: 3/3 passing scenarios (normal, PIT cutoff, max-attempts)
AGENTS.md v16.0 Checklist:
✅ SOLID (single responsibility, DI)
✅ Complexity (cyclomatic < 10)
✅ Audit (PIT query, published_at tracking, attempt counter)
✅ Necessity (CLAUDE.md: "Hangfire job polls outbox, publishes events")
✅ Normalization (3NF outbox, idempotent inbox PK, job_run audit)
✅ Simplicity (schema-qualified SQL, no SELECT *)
✅ Pattern (Hangfire job, on conflict do nothing)
✅ Guardrails (no magic values, crash-safe)
✅ Traceability (EventIds, LoggerMessage, correlation_id)
✅ Safety (atomic operations, idempotent inbox, no partial success)
✅ Maturity (Contract→Implementation→Test: 3/3 passing)
✅ Right Way (no force/no-verify, proper retry classification)
✅ Debt (zero new tech debt; consumer='outbox-poller' minimal & extensible)
Validation gates: 5/8 passed
- ✅ .NET 10 build/test
- ✅ pnpm typecheck/build
- ✅ DbUp fresh/upgrade
- ✅ Kestrel 5002 + nginx verified
- ✅ Outbox/Inbox crash-recovery
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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2026-08-02 07:31:47 +09:00 |
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kjh2064
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6a31bc3737
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PR 4b: Apply CA1822 static method modifiers + Gitea Actions secrets guidance
Completed DEBT-001 paydown (1pt) by making three pure-function methods static:
- ScheduleOccurrencePlanner.GetNextDueAt (no instance state accessed)
- PromotionGateEvaluator.Evaluate (evidence gate only, no mutations)
- EvaluationWindowPlanner.Plan (deterministic date calculation)
Changes:
- Added `static` modifier to three domain methods
- Updated call sites: ModelOperationsDispatcherJob, tests
- Removed unnecessary DI registrations (ModelOperationsModule)
- Eliminated instance creation overhead in tests
Test Results: 40/40 PASS (17 ModelOps + 18 SignalEngine + 5 Architecture)
Documentation:
- Updated TECH_DEBT_REGISTER.md: DEBT-001 Completed (PR 4b)
- Added Gitea Actions Secrets section to CLAUDE.md documenting:
- KRX_API_KEY, OPENDART_API_KEY, KIS_API_KEY storage location
- CI/CD usage pattern
- Local dev guidance
Per AGENTS.md v16.0: Code changes are performance improvements, not suppressions.
Quarterly paydown: +1pt (target 4pts for 20% Q3 2026)
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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2026-08-02 05:59:01 +09:00 |
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kjh2064
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87705c1f6a
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fix: Resolve backend build errors - add RootNamespace, OutputType, GlobalUsings, and code analysis settings
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2026-08-02 05:30:00 +09:00 |
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kjh2064
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dcd1322d41
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Initial commit: Add project files
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2026-08-02 05:15:36 +09:00 |
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