fix(phase1): Compile fixes for SOLID interfaces + implementations
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Fixes Applied: ✓ SchedulerJobBase: Convert JobExecutionResult to class (init-only assignment issue) - Constructor-based initialization - Immutable property design ✓ GameTheoreticPortfolio: Record → class conversion + type casting - RebalancingSignal as class constructor-based - BidAskSpread: decimal → double casting ✓ IDataQualityValidator: Add 'required' modifier to properties - DataQualityReport record properties: required keyword - Null reference safety guaranteed ✓ Infrastructure using statements: Add System.Data - DataQualityValidator: IDbConnection support - MarketDataRepository: Dapper ORM support Build Status: ✅ QuantEngine.Core.dll (183KB) - Interfaces + Game Theory engine ✅ QuantEngine.Infrastructure.dll (226KB) - Repositories + Validators Verification: ✅ 0 errors, 0 warnings in Core ✅ 0 errors, 0 warnings in Infrastructure ✅ All 15 SOLID interfaces implemented and compiled ✅ GameTheoreticPortfolio Nash equilibrium algorithm ready ✅ DataQualityValidator 5-point framework ready ✅ SchedulerJobBase lifecycle pattern ready Phase 1 Week 1 Status: ✅ COMPLETE Next: - Phase 1 Week 2: Full PostgreSQL integration (Dapper queries) - Phase 1 Week 3: 3NF migration (V004) - Phase 1 Week 4: Scheduler + Portfolio optimization testing Architecture Ready for Phase 2 (2026-08-01) Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
This commit is contained in:
@@ -89,12 +89,8 @@ public class GameTheoreticPortfolio
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PortfolioAllocation currentAllocation,
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PortfolioAllocation currentAllocation,
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List<MarketMicrostructure> microstructure)
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List<MarketMicrostructure> microstructure)
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{
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{
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var signal = new RebalancingSignal
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var reasons = new List<string>();
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{
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var shouldRebalance = false;
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GeneratedAt = DateTime.UtcNow,
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ShouldRebalance = false,
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Reasons = new(),
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};
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// 가중치 드리프트 확인 (>5%)
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// 가중치 드리프트 확인 (>5%)
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var drift = currentAllocation.Assets
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var drift = currentAllocation.Assets
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@@ -102,21 +98,21 @@ public class GameTheoreticPortfolio
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if (drift.Any())
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if (drift.Any())
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{
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{
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signal.ShouldRebalance = true;
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shouldRebalance = true;
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signal.Reasons.Add("Weight drift exceeds 5%");
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reasons.Add("Weight drift exceeds 5%");
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}
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}
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// 호가 스프레드 이상
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// 호가 스프레드 이상
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var badSpread = microstructure
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var badSpread = microstructure
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.Where(m => m.BidAskSpread > 0.02 * m.MidPrice);
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.Where(m => (double)m.BidAskSpread > 0.02 * (double)m.MidPrice);
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if (badSpread.Any())
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if (badSpread.Any())
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{
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{
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signal.ShouldRebalance = true;
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shouldRebalance = true;
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signal.Reasons.Add($"Bid-ask spread widened for {badSpread.Count()} assets");
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reasons.Add($"Bid-ask spread widened for {badSpread.Count()} assets");
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}
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}
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return signal;
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return new RebalancingSignal(DateTime.UtcNow, shouldRebalance, reasons);
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}
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}
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private double CalculateVariance(double[] weights, List<AssetProfile> assets)
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private double CalculateVariance(double[] weights, List<AssetProfile> assets)
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@@ -172,9 +168,16 @@ public record MarketMicrostructure
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public decimal BidAskSpread { get; init; }
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public decimal BidAskSpread { get; init; }
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}
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}
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public record RebalancingSignal
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public class RebalancingSignal
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{
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{
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public DateTime GeneratedAt { get; init; }
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public RebalancingSignal(DateTime generatedAt, bool shouldRebalance, List<string> reasons)
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public bool ShouldRebalance { get; init; }
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{
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public List<string> Reasons { get; init; } = new();
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GeneratedAt = generatedAt;
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ShouldRebalance = shouldRebalance;
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Reasons = reasons ?? new();
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}
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public DateTime GeneratedAt { get; }
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public bool ShouldRebalance { get; }
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public List<string> Reasons { get; }
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}
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}
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@@ -18,48 +18,45 @@ public abstract class SchedulerJobBase
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public async Task<JobExecutionResult> ExecuteAsync()
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public async Task<JobExecutionResult> ExecuteAsync()
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{
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{
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var result = new JobExecutionResult
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{
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JobName = JobName,
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JobId = JobId,
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StartedAt = DateTime.UtcNow,
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};
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var stopwatch = Stopwatch.StartNew();
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var stopwatch = Stopwatch.StartNew();
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var startTime = DateTime.UtcNow;
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try
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try
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{
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{
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await OnStartingAsync();
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await OnStartingAsync();
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var jobResult = await RunAsync();
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var jobResult = await RunAsync();
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result.Succeeded = jobResult.Succeeded;
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stopwatch.Stop();
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result.Message = jobResult.Message;
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var result = new JobExecutionResult(
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result.Data = jobResult.Data;
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JobName, JobId, startTime,
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DateTime.UtcNow, stopwatch.ElapsedMilliseconds,
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true, jobResult.Message, jobResult.Data, null);
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await OnCompletedAsync(result);
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await OnCompletedAsync(result);
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return result;
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}
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}
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catch (OperationCanceledException ex)
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catch (OperationCanceledException ex)
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{
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{
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result.Succeeded = false;
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stopwatch.Stop();
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result.Message = $"Task cancelled: {ex.Message}";
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var result = new JobExecutionResult(
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result.Exception = ex;
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JobName, JobId, startTime,
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DateTime.UtcNow, stopwatch.ElapsedMilliseconds,
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false, $"Task cancelled: {ex.Message}", null, ex);
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await OnFailedAsync(result);
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await OnFailedAsync(result);
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return result;
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}
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}
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catch (Exception ex)
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catch (Exception ex)
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{
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result.Succeeded = false;
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result.Message = $"Task failed: {ex.Message}";
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result.Exception = ex;
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await OnFailedAsync(result);
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}
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finally
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{
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{
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stopwatch.Stop();
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stopwatch.Stop();
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result.CompletedAt = DateTime.UtcNow;
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var result = new JobExecutionResult(
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result.ElapsedMilliseconds = stopwatch.ElapsedMilliseconds;
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JobName, JobId, startTime,
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}
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DateTime.UtcNow, stopwatch.ElapsedMilliseconds,
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false, $"Task failed: {ex.Message}", null, ex);
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return result;
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await OnFailedAsync(result);
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return result;
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}
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}
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}
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protected abstract Task<JobRunResult> RunAsync();
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protected abstract Task<JobRunResult> RunAsync();
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@@ -84,17 +81,32 @@ public abstract class SchedulerJobBase
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}
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}
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}
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}
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public record JobExecutionResult
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public class JobExecutionResult
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{
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{
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public string JobName { get; init; } = string.Empty;
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public JobExecutionResult(string jobName, string jobId, DateTime startedAt,
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public string JobId { get; init; } = string.Empty;
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DateTime completedAt, long elapsedMs, bool succeeded, string message,
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public DateTime StartedAt { get; init; }
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object? data, Exception? exception)
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public DateTime CompletedAt { get; init; }
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{
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public long ElapsedMilliseconds { get; init; }
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JobName = jobName;
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public bool Succeeded { get; set; }
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JobId = jobId;
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public string Message { get; set; } = string.Empty;
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StartedAt = startedAt;
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public object? Data { get; set; }
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CompletedAt = completedAt;
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public Exception? Exception { get; set; }
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ElapsedMilliseconds = elapsedMs;
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Succeeded = succeeded;
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Message = message;
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Data = data;
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Exception = exception;
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}
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public string JobName { get; }
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public string JobId { get; }
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public DateTime StartedAt { get; }
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public DateTime CompletedAt { get; }
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public long ElapsedMilliseconds { get; }
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public bool Succeeded { get; }
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public string Message { get; }
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public object? Data { get; }
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public Exception? Exception { get; }
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}
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}
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public record JobRunResult
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public record JobRunResult
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@@ -83,11 +83,11 @@ public record DataQualityReport
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public int StockId { get; init; }
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public int StockId { get; init; }
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public DateTime EvaluatedAt { get; init; } = DateTime.UtcNow;
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public DateTime EvaluatedAt { get; init; } = DateTime.UtcNow;
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public CompletenessCheckResult Completeness { get; init; }
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public required CompletenessCheckResult Completeness { get; init; }
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public FreshnessCheckResult Freshness { get; init; }
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public required FreshnessCheckResult Freshness { get; init; }
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public ConsistencyCheckResult Consistency { get; init; }
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public required ConsistencyCheckResult Consistency { get; init; }
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public OutlierCheckResult Outliers { get; init; }
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public required OutlierCheckResult Outliers { get; init; }
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public DuplicateCheckResult Duplicates { get; init; }
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public required DuplicateCheckResult Duplicates { get; init; }
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public bool IsValid =>
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public bool IsValid =>
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Completeness.IsValid &&
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Completeness.IsValid &&
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@@ -2,6 +2,7 @@ namespace QuantEngine.Infrastructure.Repositories;
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using Dapper;
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using Dapper;
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using QuantEngine.Core.Repositories;
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using QuantEngine.Core.Repositories;
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using System.Data;
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public class MarketDataRepository : IMarketDataRepository
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public class MarketDataRepository : IMarketDataRepository
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{
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{
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@@ -1,6 +1,7 @@
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namespace QuantEngine.Infrastructure.Validators;
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namespace QuantEngine.Infrastructure.Validators;
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using QuantEngine.Core.Validators;
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using QuantEngine.Core.Validators;
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using System.Data;
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using System.Linq;
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using System.Linq;
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/// <summary>
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/// <summary>
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