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
@@ -99,6 +99,29 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
CapturedAt: DataNormalizationHelper.KstNowIso()
));
// Persist daily OHLCV bars
try
{
var today = DateTime.UtcNow.AddHours(9).ToString("yyyyMMdd");
var chartResult = await _kisApiClient.GetDailyItemChartPriceAsync(ticker, today, today, "D", account);
if (chartResult.TryGetValue("output2", out var output2Obj) && output2Obj is JsonElement output2Elem && output2Elem.ValueKind == JsonValueKind.Array)
{
foreach (var barElement in output2Elem.EnumerateArray())
{
if (!TryParseOhlcvBar(barElement, ticker, out var priceRecord))
{
_logger.LogWarning("Skipped invalid OHLCV bar for {Ticker}: constraints not satisfied", ticker);
continue;
}
await _repository.SavePriceHistoryDailyAsync(priceRecord);
}
}
}
catch (Exception ex)
{
_logger.LogWarning(ex, "Failed to persist price history for {Ticker} (run {RunId})", ticker, runId);
}
// Track source
if (!sourceCounts.ContainsKey(sourceName))
sourceCounts[sourceName] = 0;
@@ -185,6 +208,74 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
}
}
private static bool TryParseOhlcvBar(JsonElement barElement, string ticker, out PriceHistoryDailyRecord priceRecord)
{
priceRecord = null!;
try
{
if (barElement.ValueKind != JsonValueKind.Object)
return false;
var dateStr = GetJsonElementProperty(barElement, "stck_bsop_date");
var openStr = GetJsonElementProperty(barElement, "stck_oprc");
var highStr = GetJsonElementProperty(barElement, "stck_hgpr");
var lowStr = GetJsonElementProperty(barElement, "stck_lwpr");
var closeStr = GetJsonElementProperty(barElement, "stck_clpr");
var volumeStr = GetJsonElementProperty(barElement, "acml_vol");
if (string.IsNullOrEmpty(dateStr) || string.IsNullOrEmpty(openStr) ||
string.IsNullOrEmpty(highStr) || string.IsNullOrEmpty(lowStr) ||
string.IsNullOrEmpty(closeStr) || string.IsNullOrEmpty(volumeStr))
return false;
if (!DateOnly.TryParseExact(dateStr, "yyyyMMdd", null, System.Globalization.DateTimeStyles.None, out var tradeDate))
return false;
if (!decimal.TryParse(openStr.Replace(",", ""), out var open) ||
!decimal.TryParse(highStr.Replace(",", ""), out var high) ||
!decimal.TryParse(lowStr.Replace(",", ""), out var low) ||
!decimal.TryParse(closeStr.Replace(",", ""), out var close) ||
!long.TryParse(volumeStr.Replace(",", ""), out var volume))
return false;
if (volume < 0)
return false;
if (high < low || high < open || high < close || low > open || low > close)
return false;
priceRecord = new PriceHistoryDailyRecord(
Ticker: ticker,
TradeDate: tradeDate,
Open: open,
High: high,
Low: low,
Close: close,
Volume: volume,
Source: "kis_open_api"
);
return true;
}
catch
{
return false;
}
}
private static string? GetJsonElementProperty(JsonElement element, string propertyName)
{
if (element.TryGetProperty(propertyName, out var prop))
{
if (prop.ValueKind == JsonValueKind.String)
return prop.GetString();
else if (prop.ValueKind == JsonValueKind.Number)
return prop.GetRawText();
}
return null;
}
private static string GetOutputPath()
{
var baseDir = AppContext.BaseDirectory;
@@ -222,7 +313,7 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
return false;
}
private static void LogLineageEvent(string runId, string status, int successCount, int errorCount)
private void LogLineageEvent(string runId, string status, int successCount, int errorCount)
{
try
{
@@ -259,7 +350,10 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
File.AppendAllText(lineagePath, JsonSerializer.Serialize(ev) + "\n");
}
}
catch { /* Robust fallback */ }
catch (Exception ex)
{
_logger.LogWarning(ex, "Failed to write lineage event for run {RunId}", runId);
}
}
}