feat(collection): wire KIS collection end-to-end, add price-history pipeline (WBS QE-M0/M1/M2)
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:
@@ -99,6 +99,29 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
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CapturedAt: DataNormalizationHelper.KstNowIso()
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));
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// Persist daily OHLCV bars
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try
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{
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var today = DateTime.UtcNow.AddHours(9).ToString("yyyyMMdd");
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var chartResult = await _kisApiClient.GetDailyItemChartPriceAsync(ticker, today, today, "D", account);
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if (chartResult.TryGetValue("output2", out var output2Obj) && output2Obj is JsonElement output2Elem && output2Elem.ValueKind == JsonValueKind.Array)
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{
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foreach (var barElement in output2Elem.EnumerateArray())
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{
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if (!TryParseOhlcvBar(barElement, ticker, out var priceRecord))
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{
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_logger.LogWarning("Skipped invalid OHLCV bar for {Ticker}: constraints not satisfied", ticker);
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continue;
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}
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await _repository.SavePriceHistoryDailyAsync(priceRecord);
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}
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}
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}
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catch (Exception ex)
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{
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_logger.LogWarning(ex, "Failed to persist price history for {Ticker} (run {RunId})", ticker, runId);
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}
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// Track source
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if (!sourceCounts.ContainsKey(sourceName))
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sourceCounts[sourceName] = 0;
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@@ -185,6 +208,74 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
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}
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}
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private static bool TryParseOhlcvBar(JsonElement barElement, string ticker, out PriceHistoryDailyRecord priceRecord)
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{
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priceRecord = null!;
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try
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{
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if (barElement.ValueKind != JsonValueKind.Object)
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return false;
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var dateStr = GetJsonElementProperty(barElement, "stck_bsop_date");
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var openStr = GetJsonElementProperty(barElement, "stck_oprc");
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var highStr = GetJsonElementProperty(barElement, "stck_hgpr");
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var lowStr = GetJsonElementProperty(barElement, "stck_lwpr");
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var closeStr = GetJsonElementProperty(barElement, "stck_clpr");
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var volumeStr = GetJsonElementProperty(barElement, "acml_vol");
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if (string.IsNullOrEmpty(dateStr) || string.IsNullOrEmpty(openStr) ||
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string.IsNullOrEmpty(highStr) || string.IsNullOrEmpty(lowStr) ||
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string.IsNullOrEmpty(closeStr) || string.IsNullOrEmpty(volumeStr))
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return false;
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if (!DateOnly.TryParseExact(dateStr, "yyyyMMdd", null, System.Globalization.DateTimeStyles.None, out var tradeDate))
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return false;
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if (!decimal.TryParse(openStr.Replace(",", ""), out var open) ||
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!decimal.TryParse(highStr.Replace(",", ""), out var high) ||
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!decimal.TryParse(lowStr.Replace(",", ""), out var low) ||
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!decimal.TryParse(closeStr.Replace(",", ""), out var close) ||
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!long.TryParse(volumeStr.Replace(",", ""), out var volume))
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return false;
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if (volume < 0)
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return false;
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if (high < low || high < open || high < close || low > open || low > close)
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return false;
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priceRecord = new PriceHistoryDailyRecord(
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Ticker: ticker,
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TradeDate: tradeDate,
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Open: open,
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High: high,
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Low: low,
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Close: close,
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Volume: volume,
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Source: "kis_open_api"
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);
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return true;
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}
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catch
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{
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return false;
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}
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}
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private static string? GetJsonElementProperty(JsonElement element, string propertyName)
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{
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if (element.TryGetProperty(propertyName, out var prop))
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{
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if (prop.ValueKind == JsonValueKind.String)
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return prop.GetString();
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else if (prop.ValueKind == JsonValueKind.Number)
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return prop.GetRawText();
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}
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return null;
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}
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private static string GetOutputPath()
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{
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var baseDir = AppContext.BaseDirectory;
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@@ -222,7 +313,7 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
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return false;
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}
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private static void LogLineageEvent(string runId, string status, int successCount, int errorCount)
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private void LogLineageEvent(string runId, string status, int successCount, int errorCount)
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{
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try
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{
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@@ -259,7 +350,10 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
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File.AppendAllText(lineagePath, JsonSerializer.Serialize(ev) + "\n");
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}
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}
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catch { /* Robust fallback */ }
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catch (Exception ex)
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{
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_logger.LogWarning(ex, "Failed to write lineage event for run {RunId}", runId);
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}
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}
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}
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@@ -0,0 +1,393 @@
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using Xunit;
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using Moq;
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using System.Reflection;
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using System.Text.Json;
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using Microsoft.Extensions.Logging;
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using QuantEngine.Core.Interfaces;
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using QuantEngine.Application.Services;
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namespace QuantEngine.Core.Tests;
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public class KisDataCollectionOrchestratorTests
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{
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private readonly Mock<IKisApiClient> _kisApiClientMock;
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private readonly Mock<ICollectionRepository> _repositoryMock;
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private readonly Mock<ILogger<KisDataCollectionOrchestrator>> _loggerMock;
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private readonly PriceDataNormalizer _normalizer;
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private readonly SourcePriorityResolver _priorityResolver;
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private readonly KisDataCollectionOrchestrator _orchestrator;
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public KisDataCollectionOrchestratorTests()
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{
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_kisApiClientMock = new Mock<IKisApiClient>();
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_repositoryMock = new Mock<ICollectionRepository>();
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_loggerMock = new Mock<ILogger<KisDataCollectionOrchestrator>>();
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_priorityResolver = new SourcePriorityResolver();
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_normalizer = new PriceDataNormalizer(_priorityResolver);
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_orchestrator = new KisDataCollectionOrchestrator(
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_kisApiClientMock.Object,
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_repositoryMock.Object,
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_normalizer,
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_priorityResolver,
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_loggerMock.Object
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);
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}
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[Fact]
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public async Task RunCollectionAsync_WithCachedSnapshot_ShouldNotCallKisApiClient()
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{
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var runId = "test-run-001";
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var ticker = "005930";
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var account = "mock";
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var todayPrefix = DateTime.UtcNow.AddHours(9).ToString("yyyy-MM-dd");
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var cachedSnapshot = new CollectionSnapshotRecord(
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RunId: "prev-run",
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DatasetName: "data_feed",
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Ticker: ticker,
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SourceName: "kis_open_api",
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PayloadJson: """{"Ticker":"005930","current_price":50000}""",
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CapturedAt: $"{todayPrefix}T14:30:00"
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);
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_repositoryMock
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.Setup(r => r.GetLatestSnapshotsForTickerAsync(ticker, It.IsAny<int>()))
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.ReturnsAsync(new List<CollectionSnapshotRecord> { cachedSnapshot });
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_repositoryMock
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.Setup(r => r.SaveSnapshotAsync(It.IsAny<CollectionSnapshotRecord>()))
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.Returns(Task.CompletedTask);
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_repositoryMock
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.Setup(r => r.SavePriceHistoryDailyAsync(It.IsAny<PriceHistoryDailyRecord>()))
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.Returns(Task.CompletedTask);
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_repositoryMock
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.Setup(r => r.SaveRunAsync(It.IsAny<CollectionRunRecord>()))
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.Returns(Task.CompletedTask);
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var result = await _orchestrator.RunCollectionAsync(runId, account, new List<string> { ticker });
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Assert.NotNull(result);
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Assert.Equal("COMPLETED", result.Status);
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Assert.Equal(1, result.SuccessCount);
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_kisApiClientMock.Verify(
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k => k.GetCurrentPriceAsync(It.IsAny<string>(), It.IsAny<string>()),
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Times.Never,
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"IsMarketClosed should return true and cached snapshot should be used, so KIS API should not be called"
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);
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_repositoryMock.Verify(
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r => r.SaveSnapshotAsync(It.Is<CollectionSnapshotRecord>(s =>
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s.SourceName.Contains("(Cached)"))),
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Times.Once,
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"Cached snapshot source name should include '(Cached)' suffix"
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);
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}
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[Fact]
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public async Task RunCollectionAsync_WithoutCachedSnapshot_ShouldCallKisApiClient()
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{
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var runId = "test-run-002";
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var ticker = "005930";
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var account = "mock";
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_repositoryMock
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.Setup(r => r.GetLatestSnapshotsForTickerAsync(ticker, It.IsAny<int>()))
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.ReturnsAsync(new List<CollectionSnapshotRecord>());
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_kisApiClientMock
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.Setup(k => k.GetCurrentPriceAsync(ticker, account))
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.ReturnsAsync(new Dictionary<string, object>
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{
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{ "Ticker", ticker },
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{ "current_price", 50000 },
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{ "open", 49900 }
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});
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_kisApiClientMock
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.Setup(k => k.GetDailyItemChartPriceAsync(ticker, It.IsAny<string>(), It.IsAny<string>(), "D", account))
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.ReturnsAsync(new Dictionary<string, object>());
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_repositoryMock
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.Setup(r => r.SaveSnapshotAsync(It.IsAny<CollectionSnapshotRecord>()))
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.Returns(Task.CompletedTask);
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_repositoryMock
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.Setup(r => r.SavePriceHistoryDailyAsync(It.IsAny<PriceHistoryDailyRecord>()))
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.Returns(Task.CompletedTask);
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_repositoryMock
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.Setup(r => r.SaveRunAsync(It.IsAny<CollectionRunRecord>()))
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.Returns(Task.CompletedTask);
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var result = await _orchestrator.RunCollectionAsync(runId, account, new List<string> { ticker });
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Assert.NotNull(result);
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Assert.Equal("COMPLETED", result.Status);
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Assert.Equal(1, result.SuccessCount);
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_kisApiClientMock.Verify(
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k => k.GetCurrentPriceAsync(ticker, account),
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Times.Once,
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"No cached snapshot exists, so KIS API should be called"
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);
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}
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[Fact]
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public async Task RunCollectionAsync_WithPriorDaySnapshot_ShouldCallKisApiClient()
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{
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var runId = "test-run-003";
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var ticker = "005930";
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var account = "mock";
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var priorDay = DateTime.UtcNow.AddHours(9).AddDays(-1).ToString("yyyy-MM-dd");
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var priorDaySnapshot = new CollectionSnapshotRecord(
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RunId: "prev-run",
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DatasetName: "data_feed",
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Ticker: ticker,
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SourceName: "kis_open_api",
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PayloadJson: """{"Ticker":"005930","current_price":49000}""",
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CapturedAt: $"{priorDay}T14:30:00"
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);
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_repositoryMock
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.Setup(r => r.GetLatestSnapshotsForTickerAsync(ticker, It.IsAny<int>()))
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.ReturnsAsync(new List<CollectionSnapshotRecord> { priorDaySnapshot });
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_kisApiClientMock
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.Setup(k => k.GetCurrentPriceAsync(ticker, account))
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.ReturnsAsync(new Dictionary<string, object>
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{
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{ "Ticker", ticker },
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{ "current_price", 50100 }
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});
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_kisApiClientMock
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.Setup(k => k.GetDailyItemChartPriceAsync(ticker, It.IsAny<string>(), It.IsAny<string>(), "D", account))
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.ReturnsAsync(new Dictionary<string, object>());
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_repositoryMock
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.Setup(r => r.SaveSnapshotAsync(It.IsAny<CollectionSnapshotRecord>()))
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.Returns(Task.CompletedTask);
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_repositoryMock
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.Setup(r => r.SavePriceHistoryDailyAsync(It.IsAny<PriceHistoryDailyRecord>()))
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.Returns(Task.CompletedTask);
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_repositoryMock
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.Setup(r => r.SaveRunAsync(It.IsAny<CollectionRunRecord>()))
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.Returns(Task.CompletedTask);
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var result = await _orchestrator.RunCollectionAsync(runId, account, new List<string> { ticker });
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Assert.NotNull(result);
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Assert.Equal("COMPLETED", result.Status);
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Assert.Equal(1, result.SuccessCount);
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_kisApiClientMock.Verify(
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k => k.GetCurrentPriceAsync(ticker, account),
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Times.Once,
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"Snapshot is from prior day, not today, so KIS API should be called"
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);
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}
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[Fact]
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public async Task RunCollectionAsync_ShouldCompleteEvenIfLineageWriteFails()
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{
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var runId = "test-run-004";
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var ticker = "005930";
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var account = "mock";
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_repositoryMock
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.Setup(r => r.GetLatestSnapshotsForTickerAsync(ticker, It.IsAny<int>()))
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.ReturnsAsync(new List<CollectionSnapshotRecord>());
|
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|
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_kisApiClientMock
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.Setup(k => k.GetCurrentPriceAsync(ticker, account))
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.ReturnsAsync(new Dictionary<string, object>
|
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{
|
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{ "Ticker", ticker },
|
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{ "current_price", 50000 }
|
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});
|
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|
||||
_kisApiClientMock
|
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.Setup(k => k.GetDailyItemChartPriceAsync(ticker, It.IsAny<string>(), It.IsAny<string>(), "D", account))
|
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.ReturnsAsync(new Dictionary<string, object>());
|
||||
|
||||
_repositoryMock
|
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.Setup(r => r.SaveSnapshotAsync(It.IsAny<CollectionSnapshotRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
.Setup(r => r.SavePriceHistoryDailyAsync(It.IsAny<PriceHistoryDailyRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
.Setup(r => r.SaveRunAsync(It.IsAny<CollectionRunRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
var result = await _orchestrator.RunCollectionAsync(runId, account, new List<string> { ticker });
|
||||
|
||||
Assert.NotNull(result);
|
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Assert.Equal("COMPLETED", result.Status);
|
||||
Assert.Equal(1, result.SuccessCount);
|
||||
|
||||
_loggerMock.Verify(
|
||||
l => l.Log(
|
||||
LogLevel.Warning,
|
||||
It.IsAny<EventId>(),
|
||||
It.Is<It.IsAnyType>((v, t) =>
|
||||
v.ToString()!.Contains("Failed to write lineage event") ||
|
||||
v.ToString()!.Contains("lineage")),
|
||||
It.IsAny<Exception>(),
|
||||
It.IsAny<Func<It.IsAnyType, Exception?, string>>()),
|
||||
Times.Never,
|
||||
"Lineage write should succeed in normal case (no directory permission issues)"
|
||||
);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task RunCollectionAsync_WithMultipleTickers_ShouldHandleSuccessAndErrors()
|
||||
{
|
||||
var runId = "test-run-005";
|
||||
var account = "mock";
|
||||
var tickers = new List<string> { "005930", "000660" };
|
||||
|
||||
_repositoryMock
|
||||
.Setup(r => r.GetLatestSnapshotsForTickerAsync(It.IsAny<string>(), It.IsAny<int>()))
|
||||
.ReturnsAsync(new List<CollectionSnapshotRecord>());
|
||||
|
||||
_kisApiClientMock
|
||||
.Setup(k => k.GetCurrentPriceAsync("005930", account))
|
||||
.ReturnsAsync(new Dictionary<string, object>
|
||||
{
|
||||
{ "Ticker", "005930" },
|
||||
{ "current_price", 50000 }
|
||||
});
|
||||
|
||||
_kisApiClientMock
|
||||
.Setup(k => k.GetCurrentPriceAsync("000660", account))
|
||||
.ReturnsAsync(new Dictionary<string, object>
|
||||
{
|
||||
{ "Ticker", "000660" },
|
||||
{ "current_price", 100000 }
|
||||
});
|
||||
|
||||
_kisApiClientMock
|
||||
.Setup(k => k.GetDailyItemChartPriceAsync(It.IsAny<string>(), It.IsAny<string>(), It.IsAny<string>(), "D", account))
|
||||
.ReturnsAsync(new Dictionary<string, object>());
|
||||
|
||||
var callCount = 0;
|
||||
_repositoryMock
|
||||
.Setup(r => r.SaveSnapshotAsync(It.IsAny<CollectionSnapshotRecord>()))
|
||||
.Returns((CollectionSnapshotRecord snapshot) =>
|
||||
{
|
||||
callCount++;
|
||||
if (callCount == 2 && snapshot.Ticker == "000660")
|
||||
throw new Exception("Storage Error");
|
||||
return Task.CompletedTask;
|
||||
});
|
||||
|
||||
_repositoryMock
|
||||
.Setup(r => r.SavePriceHistoryDailyAsync(It.IsAny<PriceHistoryDailyRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
.Setup(r => r.SaveErrorAsync(It.IsAny<CollectionErrorRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
.Setup(r => r.SaveRunAsync(It.IsAny<CollectionRunRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
var result = await _orchestrator.RunCollectionAsync(runId, account, tickers);
|
||||
|
||||
Assert.NotNull(result);
|
||||
Assert.Equal("COMPLETED_WITH_ERRORS", result.Status);
|
||||
Assert.Equal(1, result.SuccessCount);
|
||||
Assert.Equal(1, result.ErrorCount);
|
||||
|
||||
_repositoryMock.Verify(
|
||||
r => r.SaveErrorAsync(It.Is<CollectionErrorRecord>(e =>
|
||||
e.Ticker == "000660" && e.ErrorMessage == "Storage Error")),
|
||||
Times.Once
|
||||
);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TryParseOhlcvBar_WithValidBar_ShouldReturnRecord()
|
||||
{
|
||||
var method = typeof(KisDataCollectionOrchestrator).GetMethod(
|
||||
"TryParseOhlcvBar",
|
||||
BindingFlags.NonPublic | BindingFlags.Static);
|
||||
|
||||
Assert.NotNull(method);
|
||||
|
||||
using var document = JsonDocument.Parse("""
|
||||
{
|
||||
"stck_bsop_date": "20260711",
|
||||
"stck_oprc": "1000",
|
||||
"stck_hgpr": "1100",
|
||||
"stck_lwpr": "900",
|
||||
"stck_clpr": "1050",
|
||||
"acml_vol": "12345"
|
||||
}
|
||||
""");
|
||||
|
||||
object?[] args =
|
||||
{
|
||||
document.RootElement,
|
||||
"005930",
|
||||
null,
|
||||
};
|
||||
|
||||
var result = (bool)method!.Invoke(null, args)!;
|
||||
|
||||
Assert.True(result);
|
||||
var record = Assert.IsType<PriceHistoryDailyRecord>(args[2]);
|
||||
Assert.Equal("005930", record.Ticker);
|
||||
Assert.Equal(new DateOnly(2026, 7, 11), record.TradeDate);
|
||||
Assert.Equal(1000m, record.Open);
|
||||
Assert.Equal(1100m, record.High);
|
||||
Assert.Equal(900m, record.Low);
|
||||
Assert.Equal(1050m, record.Close);
|
||||
Assert.Equal(12345L, record.Volume);
|
||||
Assert.Equal("kis_open_api", record.Source);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TryParseOhlcvBar_WithInvalidBar_ShouldReturnFalse()
|
||||
{
|
||||
var method = typeof(KisDataCollectionOrchestrator).GetMethod(
|
||||
"TryParseOhlcvBar",
|
||||
BindingFlags.NonPublic | BindingFlags.Static);
|
||||
|
||||
Assert.NotNull(method);
|
||||
|
||||
using var document = JsonDocument.Parse("""
|
||||
{
|
||||
"stck_bsop_date": "20260711",
|
||||
"stck_oprc": "1000",
|
||||
"stck_hgpr": "900",
|
||||
"stck_lwpr": "1100",
|
||||
"stck_clpr": "1050",
|
||||
"acml_vol": "12345"
|
||||
}
|
||||
""");
|
||||
|
||||
object?[] args =
|
||||
{
|
||||
document.RootElement,
|
||||
"005930",
|
||||
null,
|
||||
};
|
||||
|
||||
var result = (bool)method!.Invoke(null, args)!;
|
||||
|
||||
Assert.False(result);
|
||||
Assert.Null(args[2]);
|
||||
}
|
||||
}
|
||||
@@ -1,11 +1,13 @@
|
||||
using Xunit;
|
||||
using Moq;
|
||||
using System.Reflection;
|
||||
using Microsoft.Extensions.Logging;
|
||||
using Microsoft.Extensions.Configuration;
|
||||
using Microsoft.Extensions.DependencyInjection;
|
||||
using Hangfire;
|
||||
using Hangfire.Common;
|
||||
using QuantEngine.Web.Services;
|
||||
using QuantEngine.Application.Services;
|
||||
|
||||
namespace QuantEngine.Core.Tests;
|
||||
|
||||
@@ -19,16 +21,19 @@ public class SchedulerServiceTests
|
||||
var jobClientMock = new Mock<IBackgroundJobClient>();
|
||||
var recurringJobManagerMock = new Mock<IRecurringJobManager>();
|
||||
var scopeFactoryMock = new Mock<IServiceScopeFactory>();
|
||||
|
||||
|
||||
var configMock = new Mock<IConfiguration>();
|
||||
configMock.Setup(c => c["Kis:AccountMode"]).Returns("mock");
|
||||
|
||||
var parser = new GatherTradingDataParser();
|
||||
|
||||
var service = new SchedulerService(
|
||||
loggerMock.Object,
|
||||
jobClientMock.Object,
|
||||
recurringJobManagerMock.Object,
|
||||
scopeFactoryMock.Object,
|
||||
configMock.Object
|
||||
configMock.Object,
|
||||
parser
|
||||
);
|
||||
|
||||
// Act
|
||||
@@ -67,4 +72,121 @@ public class SchedulerServiceTests
|
||||
It.IsAny<RecurringJobOptions>()
|
||||
), Times.Once);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LoadTickersFromJson_WhenFileMissing_FallsBackToDefaultUniverse()
|
||||
{
|
||||
var repoRoot = FindRepoRoot();
|
||||
var jsonPath = Path.Combine(repoRoot, "GatherTradingData.json");
|
||||
var backupPath = jsonPath + ".bak";
|
||||
|
||||
if (File.Exists(jsonPath))
|
||||
{
|
||||
File.Copy(jsonPath, backupPath, true);
|
||||
File.Delete(jsonPath);
|
||||
}
|
||||
|
||||
try
|
||||
{
|
||||
var service = CreateService();
|
||||
var tickers = InvokeLoadTickersFromJson(service);
|
||||
|
||||
Assert.Single(tickers);
|
||||
Assert.Equal("005930", tickers[0]);
|
||||
}
|
||||
finally
|
||||
{
|
||||
if (File.Exists(backupPath))
|
||||
{
|
||||
File.Copy(backupPath, jsonPath, true);
|
||||
File.Delete(backupPath);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LoadTickersFromJson_WhenFileExists_ReturnsDistinctTickers()
|
||||
{
|
||||
var repoRoot = FindRepoRoot();
|
||||
var jsonPath = Path.Combine(repoRoot, "GatherTradingData.json");
|
||||
var backupPath = jsonPath + ".bak";
|
||||
|
||||
if (File.Exists(jsonPath))
|
||||
{
|
||||
File.Copy(jsonPath, backupPath, true);
|
||||
}
|
||||
|
||||
try
|
||||
{
|
||||
File.WriteAllText(jsonPath, """
|
||||
{
|
||||
"data": {
|
||||
"data_feed": [
|
||||
{"Ticker":"005930"},
|
||||
{"Ticker":"000660"},
|
||||
{"Ticker":"005930"}
|
||||
]
|
||||
}
|
||||
}
|
||||
""");
|
||||
|
||||
var service = CreateService();
|
||||
var tickers = InvokeLoadTickersFromJson(service);
|
||||
|
||||
Assert.Equal(new[] { "005930", "000660" }, tickers);
|
||||
}
|
||||
finally
|
||||
{
|
||||
if (File.Exists(backupPath))
|
||||
{
|
||||
File.Copy(backupPath, jsonPath, true);
|
||||
File.Delete(backupPath);
|
||||
}
|
||||
else
|
||||
{
|
||||
File.Delete(jsonPath);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private static SchedulerService CreateService()
|
||||
{
|
||||
var loggerMock = new Mock<ILogger<SchedulerService>>();
|
||||
var jobClientMock = new Mock<IBackgroundJobClient>();
|
||||
var recurringJobManagerMock = new Mock<IRecurringJobManager>();
|
||||
var scopeFactoryMock = new Mock<IServiceScopeFactory>();
|
||||
var configMock = new Mock<IConfiguration>();
|
||||
configMock.Setup(c => c["Kis:AccountMode"]).Returns("mock");
|
||||
|
||||
return new SchedulerService(
|
||||
loggerMock.Object,
|
||||
jobClientMock.Object,
|
||||
recurringJobManagerMock.Object,
|
||||
scopeFactoryMock.Object,
|
||||
configMock.Object,
|
||||
new GatherTradingDataParser()
|
||||
);
|
||||
}
|
||||
|
||||
private static List<string> InvokeLoadTickersFromJson(SchedulerService service)
|
||||
{
|
||||
var method = typeof(SchedulerService).GetMethod("LoadTickersFromJson", BindingFlags.Instance | BindingFlags.NonPublic);
|
||||
Assert.NotNull(method);
|
||||
return (List<string>)method!.Invoke(service, null)!;
|
||||
}
|
||||
|
||||
private static string FindRepoRoot()
|
||||
{
|
||||
var current = new DirectoryInfo(AppContext.BaseDirectory);
|
||||
while (current != null)
|
||||
{
|
||||
if (Directory.Exists(Path.Combine(current.FullName, ".git")))
|
||||
{
|
||||
return current.FullName;
|
||||
}
|
||||
current = current.Parent;
|
||||
}
|
||||
|
||||
throw new InvalidOperationException("Repository root not found.");
|
||||
}
|
||||
}
|
||||
|
||||
@@ -53,4 +53,14 @@ public interface ICollectionRepository
|
||||
/// Fetch latest snapshots for a ticker across all datasets.
|
||||
/// </summary>
|
||||
Task<List<CollectionSnapshotRecord>> GetLatestSnapshotsForTickerAsync(string ticker, int limit = 10);
|
||||
|
||||
/// <summary>
|
||||
/// Save daily price history bar (OHLCV). Idempotent via ON CONFLICT DO NOTHING.
|
||||
/// </summary>
|
||||
Task SavePriceHistoryDailyAsync(PriceHistoryDailyRecord record);
|
||||
|
||||
/// <summary>
|
||||
/// Get price history summary per ticker (row count, first/last dates).
|
||||
/// </summary>
|
||||
Task<List<PriceHistorySummaryRecord>> GetPriceHistorySummaryAsync();
|
||||
}
|
||||
|
||||
@@ -93,3 +93,28 @@ public record CollectionDashboardStateRecord(
|
||||
int TotalErrors,
|
||||
List<CollectionErrorRecord> RecentErrors
|
||||
);
|
||||
|
||||
/// <summary>
|
||||
/// Daily price history record (OHLCV bar).
|
||||
/// </summary>
|
||||
public record PriceHistoryDailyRecord(
|
||||
string Ticker,
|
||||
DateOnly TradeDate,
|
||||
decimal Open,
|
||||
decimal High,
|
||||
decimal Low,
|
||||
decimal Close,
|
||||
long Volume,
|
||||
string Source,
|
||||
string? ProvenanceJson = null
|
||||
);
|
||||
|
||||
/// <summary>
|
||||
/// Price history summary (per-ticker aggregation).
|
||||
/// </summary>
|
||||
public record PriceHistorySummaryRecord(
|
||||
string Ticker,
|
||||
int RowCount,
|
||||
DateOnly FirstDate,
|
||||
DateOnly LastDate
|
||||
);
|
||||
|
||||
@@ -0,0 +1,29 @@
|
||||
using System.Data;
|
||||
using Dapper;
|
||||
|
||||
namespace QuantEngine.Infrastructure.Data;
|
||||
|
||||
/// <summary>
|
||||
/// Dapper has no built-in type handler for System.DateOnly: writing a DateOnly parameter
|
||||
/// throws NotSupportedException, and reading a DATE column into a DateOnly property throws
|
||||
/// InvalidCastException. Register once at startup (SqlMapper.AddTypeHandler) to fix both
|
||||
/// directions everywhere in the codebase.
|
||||
/// </summary>
|
||||
public class DateOnlyTypeHandler : SqlMapper.TypeHandler<DateOnly>
|
||||
{
|
||||
public override void SetValue(IDbDataParameter parameter, DateOnly value)
|
||||
{
|
||||
parameter.DbType = DbType.Date;
|
||||
parameter.Value = value.ToDateTime(TimeOnly.MinValue);
|
||||
}
|
||||
|
||||
public override DateOnly Parse(object value)
|
||||
{
|
||||
return value switch
|
||||
{
|
||||
DateOnly d => d,
|
||||
DateTime dt => DateOnly.FromDateTime(dt),
|
||||
_ => DateOnly.Parse(value.ToString()!)
|
||||
};
|
||||
}
|
||||
}
|
||||
@@ -156,6 +156,42 @@ namespace QuantEngine.Infrastructure.Repositories
|
||||
)).ToList();
|
||||
}
|
||||
|
||||
public async Task SavePriceHistoryDailyAsync(PriceHistoryDailyRecord record)
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
await conn.ExecuteAsync(@"
|
||||
INSERT INTO quantengine.price_history_daily (ticker, trade_date, open, high, low, close, volume, source, provenance)
|
||||
VALUES (@Ticker, @TradeDate, @Open, @High, @Low, @Close, @Volume, @Source, @Provenance::jsonb)
|
||||
ON CONFLICT (ticker, trade_date) DO NOTHING",
|
||||
new
|
||||
{
|
||||
record.Ticker,
|
||||
// Dapper has no built-in type handler for System.DateOnly (throws
|
||||
// NotSupportedException) — pass as DateTime; the DATE column truncates the time part.
|
||||
TradeDate = record.TradeDate.ToDateTime(TimeOnly.MinValue),
|
||||
record.Open,
|
||||
record.High,
|
||||
record.Low,
|
||||
record.Close,
|
||||
record.Volume,
|
||||
record.Source,
|
||||
Provenance = record.ProvenanceJson ?? "{}"
|
||||
}
|
||||
);
|
||||
}
|
||||
|
||||
public async Task<List<PriceHistorySummaryRecord>> GetPriceHistorySummaryAsync()
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
return (await conn.QueryAsync<PriceHistorySummaryRecord>(@"
|
||||
SELECT ticker AS Ticker, count(*)::int AS RowCount, min(trade_date) AS FirstDate, max(trade_date) AS LastDate
|
||||
FROM quantengine.price_history_daily
|
||||
GROUP BY ticker
|
||||
ORDER BY ticker",
|
||||
new { }
|
||||
)).ToList();
|
||||
}
|
||||
|
||||
private async Task EnsureTablesAsync()
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
|
||||
@@ -216,6 +216,46 @@ public class GetLatestSnapshotsEndpoint : Endpoint<GetLatestSnapshotsRequest, Ge
|
||||
}
|
||||
}
|
||||
|
||||
public class GetPriceHistorySummaryResponse
|
||||
{
|
||||
public List<PriceHistorySummaryRecord> Tickers { get; set; } = new();
|
||||
}
|
||||
|
||||
public class GetPriceHistorySummaryEndpoint : EndpointWithoutRequest<GetPriceHistorySummaryResponse>
|
||||
{
|
||||
private readonly ICollectionRepository _repo;
|
||||
private readonly ILogger<GetPriceHistorySummaryEndpoint> _logger;
|
||||
|
||||
public GetPriceHistorySummaryEndpoint(ICollectionRepository repo, ILogger<GetPriceHistorySummaryEndpoint> logger)
|
||||
{
|
||||
_repo = repo;
|
||||
_logger = logger;
|
||||
}
|
||||
|
||||
public override void Configure()
|
||||
{
|
||||
Get("/api/collection/history-summary");
|
||||
AllowAnonymous();
|
||||
Description(d => d
|
||||
.Produces<GetPriceHistorySummaryResponse>(200)
|
||||
.Produces(500));
|
||||
}
|
||||
|
||||
public override async Task HandleAsync(CancellationToken ct)
|
||||
{
|
||||
try
|
||||
{
|
||||
var summary = await _repo.GetPriceHistorySummaryAsync();
|
||||
await SendOkAsync(new GetPriceHistorySummaryResponse { Tickers = summary }, ct);
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogWarning(ex, "Failed to fetch price history summary");
|
||||
await SendErrorsAsync(500, ct);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public class StartCollectionRunResponse
|
||||
{
|
||||
public string RunId { get; set; } = "";
|
||||
|
||||
@@ -86,4 +86,46 @@
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div class="row row-deck row-cards">
|
||||
<div class="col-12">
|
||||
<div class="card">
|
||||
<div class="card-header">
|
||||
<h3 class="card-title">히스토리 현황</h3>
|
||||
</div>
|
||||
<div class="table-responsive">
|
||||
<table class="table card-table table-vcenter">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>티커</th>
|
||||
<th>데이터 수</th>
|
||||
<th>시작일</th>
|
||||
<th>종료일</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
@if (Model.HistorySummary?.Any() == true)
|
||||
{
|
||||
@foreach (var summary in Model.HistorySummary)
|
||||
{
|
||||
<tr>
|
||||
<td>@summary.Ticker</td>
|
||||
<td>@summary.RowCount</td>
|
||||
<td>@summary.FirstDate:yyyy-MM-dd</td>
|
||||
<td>@summary.LastDate:yyyy-MM-dd</td>
|
||||
</tr>
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
<tr>
|
||||
<td colspan="4" class="text-center text-muted">데이터가 없습니다</td>
|
||||
</tr>
|
||||
}
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
@@ -12,6 +12,7 @@ public class IndexModel : PageModel
|
||||
private readonly ILogger<IndexModel> _logger;
|
||||
|
||||
public List<CollectionRunRecord>? Runs { get; set; }
|
||||
public List<PriceHistorySummaryRecord>? HistorySummary { get; set; }
|
||||
public string? Message { get; set; }
|
||||
|
||||
public IndexModel(ICollectionRepository collectionRepository, ILogger<IndexModel> logger)
|
||||
@@ -25,10 +26,11 @@ public class IndexModel : PageModel
|
||||
try
|
||||
{
|
||||
Runs = await _collectionRepository.GetRecentRunsAsync(limit: 20);
|
||||
HistorySummary = await _collectionRepository.GetPriceHistorySummaryAsync();
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Collection runs loading failed");
|
||||
_logger.LogError(ex, "Collection data loading failed");
|
||||
Message = "데이터 수집 현황을 불러올 수 없습니다.";
|
||||
}
|
||||
}
|
||||
|
||||
@@ -18,6 +18,9 @@ Log.Logger = new LoggerConfiguration()
|
||||
.WriteTo.File("logs/quantengine-.log", rollingInterval: RollingInterval.Day)
|
||||
.CreateLogger();
|
||||
|
||||
// Dapper has no built-in handler for System.DateOnly (params or result mapping) — register once globally.
|
||||
Dapper.SqlMapper.AddTypeHandler(new DateOnlyTypeHandler());
|
||||
|
||||
try
|
||||
{
|
||||
var builder = WebApplication.CreateBuilder(args);
|
||||
|
||||
@@ -21,19 +21,78 @@ public class SchedulerService
|
||||
private readonly IRecurringJobManager _recurringJobManager;
|
||||
private readonly IServiceScopeFactory _scopeFactory;
|
||||
private readonly IConfiguration _configuration;
|
||||
private readonly GatherTradingDataParser _parser;
|
||||
|
||||
public SchedulerService(
|
||||
ILogger<SchedulerService> logger,
|
||||
IBackgroundJobClient jobClient,
|
||||
IRecurringJobManager recurringJobManager,
|
||||
IServiceScopeFactory scopeFactory,
|
||||
IConfiguration configuration)
|
||||
IConfiguration configuration,
|
||||
GatherTradingDataParser parser)
|
||||
{
|
||||
_logger = logger;
|
||||
_jobClient = jobClient;
|
||||
_recurringJobManager = recurringJobManager;
|
||||
_scopeFactory = scopeFactory;
|
||||
_configuration = configuration;
|
||||
_parser = parser;
|
||||
}
|
||||
|
||||
private List<string> LoadTickersFromJson()
|
||||
{
|
||||
try
|
||||
{
|
||||
var jsonPath = FindGatherTradingDataJson();
|
||||
if (string.IsNullOrEmpty(jsonPath))
|
||||
{
|
||||
_logger.LogWarning("GatherTradingData.json not found, falling back to default universe");
|
||||
return new List<string> { "005930" };
|
||||
}
|
||||
|
||||
var data = _parser.ParseGatherTradingData(jsonPath);
|
||||
var tickers = new HashSet<string>();
|
||||
|
||||
foreach (var row in data)
|
||||
{
|
||||
if (row.TryGetValue("Ticker", out var tickerObj) && tickerObj is string tickerRaw && !string.IsNullOrEmpty(tickerRaw))
|
||||
{
|
||||
var ticker = tickerRaw.Trim('"');
|
||||
if (!string.IsNullOrEmpty(ticker))
|
||||
{
|
||||
tickers.Add(ticker);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
var result = tickers.ToList();
|
||||
_logger.LogInformation("Loaded {Count} tickers from GatherTradingData.json", result.Count);
|
||||
return result;
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogWarning(ex, "Error loading tickers from GatherTradingData.json, falling back to default universe");
|
||||
return new List<string> { "005930" };
|
||||
}
|
||||
}
|
||||
|
||||
private static string? FindGatherTradingDataJson()
|
||||
{
|
||||
var baseDir = AppContext.BaseDirectory;
|
||||
var current = new DirectoryInfo(baseDir);
|
||||
|
||||
while (current != null)
|
||||
{
|
||||
var gatherPath = Path.Combine(current.FullName, "GatherTradingData.json");
|
||||
if (Directory.Exists(Path.Combine(current.FullName, ".git"))
|
||||
|| File.Exists(gatherPath))
|
||||
{
|
||||
return File.Exists(gatherPath) ? gatherPath : null;
|
||||
}
|
||||
current = current.Parent;
|
||||
}
|
||||
|
||||
return null;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
@@ -94,8 +153,7 @@ public class SchedulerService
|
||||
{
|
||||
_logger.LogInformation("Starting daily data collection job at {Time}", DateTime.Now);
|
||||
|
||||
// List of tickers to collect
|
||||
var tickers = new[] { "005930", "000660", "051910", "005380", "010140", "005490" };
|
||||
var tickers = LoadTickersFromJson();
|
||||
|
||||
// Create scope for scoped services
|
||||
using var scope = _scopeFactory.CreateScope();
|
||||
@@ -108,7 +166,7 @@ public class SchedulerService
|
||||
var accountMode = _configuration["Kis:AccountMode"] ?? "mock";
|
||||
|
||||
// Execute collection
|
||||
var result = await orchestrator.RunCollectionAsync(runId, accountMode, tickers.ToList());
|
||||
var result = await orchestrator.RunCollectionAsync(runId, accountMode, tickers);
|
||||
|
||||
// Log completion
|
||||
_logger.LogInformation("Collection run {RunId} completed: {Snapshots} snapshots, {Errors} errors",
|
||||
@@ -129,7 +187,7 @@ public class SchedulerService
|
||||
{
|
||||
_logger.LogInformation("Starting hourly price update at {Time}", DateTime.Now);
|
||||
|
||||
var tickers = new[] { "005930", "000660", "051910" };
|
||||
var tickers = LoadTickersFromJson();
|
||||
|
||||
foreach (var ticker in tickers)
|
||||
{
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
Reference in New Issue
Block a user