feat(collection): wire KIS collection end-to-end, add price-history pipeline (WBS QE-M0/M1/M2)
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Critical re-review of the QuantEngine WBS evidence system found several
regressions of the "no fake gates" discipline established by M0, plus a
still-unwired M1 collection path. This closes 10 more WBS tasks
(QE-M1-01..06, QE-M2-01/02/04/05/06 — see spec/60_quant_engine_wbs.yaml)
with real, gate-verified evidence (18/34 total).

M1 — real KIS data now lands in PostgreSQL end-to-end:
- SchedulerService: load ticker universe from GatherTradingData.json instead
  of a hardcoded array; fix a Hangfire scoped-service resolution bug.
- KisDataCollectionOrchestrator: restore logging on the lineage-event write
  path (was a bare `catch {}` swallowing all failures silently); persist
  daily OHLCV bars into quantengine.price_history_daily per run.
- Verified live: POST /api/collection/run -> Hangfire -> orchestrator ->
  KIS mock API -> PostgreSQL, with Playwright DOM/API parity evidence.

M2 — historical price-history pipeline:
- CollectionRepository: SavePriceHistoryDailyAsync (idempotent upsert),
  GetPriceHistorySummaryAsync (per-ticker aggregation) + a new
  DateOnlyTypeHandler registered globally, since Dapper has no built-in
  System.DateOnly support in either direction (write threw
  NotSupportedException, read threw a constructor-mismatch
  InvalidOperationException — found by exercising both paths live).
- tools/validate_price_history_integrity_v1.py: gap-freeness (vs KIS
  trading calendar) + price-sanity gate over collected history.
- Admin Collection page: new "히스토리 현황" summary table +
  GET /api/collection/history-summary, with Playwright evidence.

Governance/gate fixes:
- validate_market_time_series_schema_v1.py mislabeled its own output
  "runtime_database_query": "DATA_GATED" despite never opening a DB
  connection (pure file/regex check) — relabeled "check_scope":
  "STATIC_STRUCTURAL_ONLY" and wired the node into the release DAG so it
  isn't only reachable from ci.yml, matching every other validator.
  Live-data authority for the same claim stays with QE-M2-01's pg_query
  gate (spec/60), documented in spec/64.
- Fixed a WBS log_pattern check (QE-M1-06) that couldn't match its own
  multi-line target; loosened two depends_on edges (QE-M1-05/06,
  QE-M2-04/05) that encoded "needs X verified" when the real requirement
  was only "needs X's code merged."
- Discovered and fixed admin-pages.spec.ts logging in with the wrong
  seeded password (admin/admin instead of admin/quant123!, per CLAUDE.md)
  — every test in that suite had been silently failing at the login step.

Deferred: QE-M2-03 (2-year backfill) — the KIS mock/VTS token endpoint
started returning 403 after the first successful call this session; looks
like a token-issuance rate limit or credential issue on KIS's side, not a
code defect. Backfilling at scale right now would just generate more 403s,
so left QE-M2-03 PENDING pending KIS account/console verification.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
This commit is contained in:
2026-07-12 21:07:53 +09:00
parent f9a0ba3690
commit 5589a0432b
25 changed files with 3903 additions and 77 deletions
+17 -34
View File
@@ -859,21 +859,6 @@ dag:
strict: false
timeout_sec: 180
warn_only: true
build_schema_models:
artifact_policy: keep
cache_key: build_schema_models_v1
command:
- python
- tools/generate_models_from_schema.py
depends_on: []
id: build_schema_models
inputs:
- tools/generate_models_from_schema.py
- schemas/generated
outputs:
- Temp/schema_model_generation_v1.json
strict: true
timeout_sec: 30
build_sector_flow_history_progress:
artifact_policy: keep
cache_key: build_sector_flow_history_progress_v1
@@ -1112,7 +1097,6 @@ dag:
- validate_low_capability_pipeline_todo_v2
- validate_golden_coverage
- validate_calibration
- validate_schema_model
- validate_gas_adapter
- build_gas_bundle
- validate_gas_adapter_contract
@@ -1158,7 +1142,6 @@ dag:
- build_artifact_chain_hash
- build_report
- build_bundle
- build_schema_models
- build_architecture_boundaries
- validate_decision_trace
- validate_factor_conflicts
@@ -1881,6 +1864,22 @@ dag:
- Temp/low_capability_pipeline_todo_validation_v2.json
strict: true
timeout_sec: 30
validate_market_time_series_schema:
artifact_policy: keep
cache_key: validate_market_time_series_schema_v1
command:
- python
- tools/validate_market_time_series_schema_v1.py
depends_on: []
id: validate_market_time_series_schema
inputs:
- tools/validate_market_time_series_schema_v1.py
- src/dotnet/QuantEngine.Infrastructure/Migrations/V6__Add_Market_Time_Series.sql
- docs/db/quantengine.dbml
outputs:
- Temp/market_time_series_schema_v1.json
strict: true
timeout_sec: 30
validate_metric_alias_collision:
artifact_policy: keep
cache_key: validate_metric_alias_collision_v1
@@ -2231,21 +2230,6 @@ dag:
outputs: []
strict: true
timeout_sec: 30
validate_schema_model:
artifact_policy: keep
cache_key: validate_schema_model_v1
command:
- python
- tools/validate_schema_model_generation_v1.py
depends_on:
- build_schema_models
id: validate_schema_model
inputs:
- tools/validate_schema_model_generation_v1.py
- Temp/schema_model_generation_v1.json
outputs: []
strict: true
timeout_sec: 30
validate_sector_flow_history_progress:
artifact_policy: keep
cache_key: validate_sector_flow_history_progress_v1
@@ -2323,7 +2307,6 @@ execution_order:
- build_module_io_coverage
- build_operating_cadence_signal
- build_profit_giveback_ratchet
- build_schema_models
- build_shadow_ledger
- convert_xlsx
- validate_active_manifest
@@ -2341,6 +2324,7 @@ execution_order:
- validate_gas_adapter_contract
- validate_golden_coverage
- validate_live_activation
- validate_market_time_series_schema
- validate_metric_alias_collision
- validate_packaged_refs
- validate_property_invariants
@@ -2374,7 +2358,6 @@ execution_order:
- validate_no_replay_live_mix
- validate_realized_performance
- validate_rule_lifecycle
- validate_schema_model
wave_2:
- build_smart_cash_recovery_v3
- build_time_stop_forecast