feat(quant): WBS-FE-BE-100 complete Vue3 Vite8 SPA & .NET10 FastEndpoints refactoring

src/dotnet/QuantEngine.Infrastructure/Migrations/V8__PostgreSQL_History_First_Schema.sql

@@ -0,0 +1,120 @@
+-- V8__PostgreSQL_History_First_Schema.sql
+-- PostgreSQL History-First Operating Model Canonical Database Schema
+-- Standard: 3NF Relational Core + JSONB Provenance Payload + Audit Logging
+
+-- 1. Create Schema if not exists
+CREATE SCHEMA IF NOT EXISTS quantengine;
+
+-- 2. Market Raw History Time-Series
+CREATE TABLE IF NOT EXISTS quantengine.market_raw_history (
+    id BIGSERIAL PRIMARY KEY,
+    ticker VARCHAR(32) NOT NULL,
+    as_of_date VARCHAR(10) NOT NULL,
+    open_price NUMERIC(18, 4),
+    high_price NUMERIC(18, 4),
+    low_price NUMERIC(18, 4),
+    close_price NUMERIC(18, 4) NOT NULL,
+    volume BIGINT,
+    nav_price NUMERIC(18, 4),
+    disparate_ratio NUMERIC(10, 6),
+    tracking_error NUMERIC(10, 6),
+    aum_krw NUMERIC(20, 2),
+    raw_payload JSONB NOT NULL,
+    provenance JSONB NOT NULL,
+    created_at TIMESTAMPTZ DEFAULT NOW(),
+    CONSTRAINT uk_market_raw_ticker_date UNIQUE (ticker, as_of_date)
+);
+
+CREATE INDEX IF NOT EXISTS idx_market_raw_ticker_date ON quantengine.market_raw_history (ticker, as_of_date DESC);
+
+-- 3. Factor Version & Definition History
+CREATE TABLE IF NOT EXISTS quantengine.factor_version_history (
+    factor_id VARCHAR(64) PRIMARY KEY,
+    formula_name VARCHAR(128) NOT NULL,
+    version VARCHAR(32) NOT NULL,
+    category VARCHAR(64) NOT NULL,
+    calibration_state VARCHAR(32) NOT NULL DEFAULT 'UNTESTED',
+    threshold_params JSONB NOT NULL,
+    description TEXT,
+    updated_at TIMESTAMPTZ DEFAULT NOW()
+);
+
+-- 4. Factor Output History (Calculation Store)
+CREATE TABLE IF NOT EXISTS quantengine.factor_output_history (
+    id BIGSERIAL PRIMARY KEY,
+    run_id VARCHAR(64) NOT NULL,
+    ticker VARCHAR(32) NOT NULL,
+    as_of_date VARCHAR(10) NOT NULL,
+    factor_id VARCHAR(64) NOT NULL,
+    score NUMERIC(10, 4),
+    calculation_state VARCHAR(32) NOT NULL,
+    provenance JSONB NOT NULL,
+    created_at TIMESTAMPTZ DEFAULT NOW(),
+    CONSTRAINT fk_factor_version FOREIGN KEY (factor_id) REFERENCES quantengine.factor_version_history (factor_id) ON DELETE CASCADE
+);
+
+CREATE INDEX IF NOT EXISTS idx_factor_output_run_ticker ON quantengine.factor_output_history (run_id, ticker);
+
+-- 5. Decision Result History (Signal & Risk Engine Output)
+CREATE TABLE IF NOT EXISTS quantengine.decision_result_history (
+    id BIGSERIAL PRIMARY KEY,
+    run_id VARCHAR(64) NOT NULL UNIQUE,
+    as_of_date VARCHAR(10) NOT NULL,
+    market_regime VARCHAR(32) NOT NULL,
+    portfolio_health VARCHAR(32) NOT NULL,
+    rebalance_required BOOLEAN NOT NULL DEFAULT FALSE,
+    mid_check_required BOOLEAN NOT NULL DEFAULT FALSE,
+    total_asset_krw NUMERIC(20, 2) NOT NULL,
+    d2_cash_krw NUMERIC(20, 2) NOT NULL,
+    decision_packet_json JSONB NOT NULL,
+    created_at TIMESTAMPTZ DEFAULT NOW()
+);
+
+-- 6. Order Waterfall Execution History
+CREATE TABLE IF NOT EXISTS quantengine.order_waterfall_execution_history (
+    id BIGSERIAL PRIMARY KEY,
+    run_id VARCHAR(64) NOT NULL,
+    ticker VARCHAR(32) NOT NULL,
+    sell_priority_rank INT NOT NULL,
+    waterfall_stage VARCHAR(64) NOT NULL,
+    action VARCHAR(16) NOT NULL,
+    target_qty INT NOT NULL,
+    executed_qty INT DEFAULT 0,
+    target_price NUMERIC(18, 4),
+    executed_price NUMERIC(18, 4),
+    bid_ask_spread_bps NUMERIC(10, 2),
+    slippage_bps NUMERIC(10, 2),
+    status VARCHAR(32) NOT NULL,
+    rationale TEXT,
+    created_at TIMESTAMPTZ DEFAULT NOW(),
+    CONSTRAINT fk_decision_waterfall FOREIGN KEY (run_id) REFERENCES quantengine.decision_result_history (run_id) ON DELETE CASCADE
+);
+
+-- 7. Shadow Ledger History (Blocked/Gate Orders Audit)
+CREATE TABLE IF NOT EXISTS quantengine.shadow_ledger_history (
+    id BIGSERIAL PRIMARY KEY,
+    run_id VARCHAR(64) NOT NULL,
+    ticker VARCHAR(32) NOT NULL,
+    blocked_gate VARCHAR(64) NOT NULL,
+    blocked_reason TEXT NOT NULL,
+    shadow_price NUMERIC(18, 4) NOT NULL,
+    shadow_qty INT NOT NULL,
+    shadow_tp_price NUMERIC(18, 4),
+    shadow_sl_price NUMERIC(18, 4),
+    created_at TIMESTAMPTZ DEFAULT NOW(),
+    CONSTRAINT fk_decision_shadow FOREIGN KEY (run_id) REFERENCES quantengine.decision_result_history (run_id) ON DELETE CASCADE
+);
+
+-- 8. Scheduler State Machine History
+CREATE TABLE IF NOT EXISTS quantengine.scheduler_state_history (
+    id BIGSERIAL PRIMARY KEY,
+    task_name VARCHAR(64) NOT NULL,
+    execution_id VARCHAR(64) NOT NULL UNIQUE,
+    state VARCHAR(32) NOT NULL,
+    started_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
+    finished_at TIMESTAMPTZ,
+    error_message TEXT,
+    lock_token VARCHAR(64)
+);
+
+CREATE INDEX IF NOT EXISTS idx_scheduler_state_task ON quantengine.scheduler_state_history (task_name, state);

src/dotnet/QuantEngine.Infrastructure/Repositories/PostgresqlHistoryStore.cs

@@ -6,6 +6,10 @@ using QuantEngine.Core.Interfaces;
 
 namespace QuantEngine.Infrastructure.Repositories
 {
+    /// <summary>
+    /// PostgreSQL Dapper Repository implementation for History-First Operating Model.
+    /// Manages 3NF Data Integrity, Waterfall Auditing, and Shadow Ledger persistence.
+    /// </summary>
     public class PostgresqlHistoryStore : IPostgresqlHistoryStore
     {
         private readonly IDbConnectionFactory _connectionFactory;
@@ -68,5 +72,35 @@ namespace QuantEngine.Infrastructure.Repositories
             var rows = await conn.QueryAsync(sql, new { Limit = limit });
             return rows.Select(row => (IDictionary<string, object?>)row).ToList();
         }
+
+        public async Task<long> RecordWaterfallExecutionAsync(string runId, string ticker, int rank, string stage, string action, int targetQty, decimal? targetPrice, decimal? bidAskSpreadBps, decimal? slippageBps, string status, string rationale)
+        {
+            using var conn = _connectionFactory.CreateConnection();
+            conn.Open();
+
+            const string sql = @"
+                INSERT INTO quantengine.order_waterfall_execution_history 
+                (run_id, ticker, sell_priority_rank, waterfall_stage, action, target_qty, target_price, bid_ask_spread_bps, slippage_bps, status, rationale)
+                VALUES 
+                (@runId, @ticker, @rank, @stage, @action, @targetQty, @targetPrice, @bidAskSpreadBps, @slippageBps, @status, @rationale)
+                RETURNING id;";
+
+            return await conn.ExecuteScalarAsync<long>(sql, new { runId, ticker, rank, stage, action, targetQty, targetPrice, bidAskSpreadBps, slippageBps, status, rationale });
+        }
+
+        public async Task<long> RecordShadowLedgerAsync(string runId, string ticker, string blockedGate, string blockedReason, decimal shadowPrice, int shadowQty, decimal? shadowTpPrice, decimal? shadowSlPrice)
+        {
+            using var conn = _connectionFactory.CreateConnection();
+            conn.Open();
+
+            const string sql = @"
+                INSERT INTO quantengine.shadow_ledger_history 
+                (run_id, ticker, blocked_gate, blocked_reason, shadow_price, shadow_qty, shadow_tp_price, shadow_sl_price)
+                VALUES 
+                (@runId, @ticker, @blockedGate, @blockedReason, @shadowPrice, @shadowQty, @shadowTpPrice, @shadowSlPrice)
+                RETURNING id;";
+
+            return await conn.ExecuteScalarAsync<long>(sql, new { runId, ticker, blockedGate, blockedReason, shadowPrice, shadowQty, shadowTpPrice, shadowSlPrice });
+        }
     }
 }