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
@@ -0,0 +1,393 @@
using Xunit;
using Moq;
using System.Reflection;
using System.Text.Json;
using Microsoft.Extensions.Logging;
using QuantEngine.Core.Interfaces;
using QuantEngine.Application.Services;
namespace QuantEngine.Core.Tests;
public class KisDataCollectionOrchestratorTests
{
private readonly Mock<IKisApiClient> _kisApiClientMock;
private readonly Mock<ICollectionRepository> _repositoryMock;
private readonly Mock<ILogger<KisDataCollectionOrchestrator>> _loggerMock;
private readonly PriceDataNormalizer _normalizer;
private readonly SourcePriorityResolver _priorityResolver;
private readonly KisDataCollectionOrchestrator _orchestrator;
public KisDataCollectionOrchestratorTests()
{
_kisApiClientMock = new Mock<IKisApiClient>();
_repositoryMock = new Mock<ICollectionRepository>();
_loggerMock = new Mock<ILogger<KisDataCollectionOrchestrator>>();
_priorityResolver = new SourcePriorityResolver();
_normalizer = new PriceDataNormalizer(_priorityResolver);
_orchestrator = new KisDataCollectionOrchestrator(
_kisApiClientMock.Object,
_repositoryMock.Object,
_normalizer,
_priorityResolver,
_loggerMock.Object
);
}
[Fact]
public async Task RunCollectionAsync_WithCachedSnapshot_ShouldNotCallKisApiClient()
{
var runId = "test-run-001";
var ticker = "005930";
var account = "mock";
var todayPrefix = DateTime.UtcNow.AddHours(9).ToString("yyyy-MM-dd");
var cachedSnapshot = new CollectionSnapshotRecord(
RunId: "prev-run",
DatasetName: "data_feed",
Ticker: ticker,
SourceName: "kis_open_api",
PayloadJson: """{"Ticker":"005930","current_price":50000}""",
CapturedAt: $"{todayPrefix}T14:30:00"
);
_repositoryMock
.Setup(r => r.GetLatestSnapshotsForTickerAsync(ticker, It.IsAny<int>()))
.ReturnsAsync(new List<CollectionSnapshotRecord> { cachedSnapshot });
_repositoryMock
.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);
Assert.Equal("COMPLETED", result.Status);
Assert.Equal(1, result.SuccessCount);
_kisApiClientMock.Verify(
k => k.GetCurrentPriceAsync(It.IsAny<string>(), It.IsAny<string>()),
Times.Never,
"IsMarketClosed should return true and cached snapshot should be used, so KIS API should not be called"
);
_repositoryMock.Verify(
r => r.SaveSnapshotAsync(It.Is<CollectionSnapshotRecord>(s =>
s.SourceName.Contains("(Cached)"))),
Times.Once,
"Cached snapshot source name should include '(Cached)' suffix"
);
}
[Fact]
public async Task RunCollectionAsync_WithoutCachedSnapshot_ShouldCallKisApiClient()
{
var runId = "test-run-002";
var ticker = "005930";
var account = "mock";
_repositoryMock
.Setup(r => r.GetLatestSnapshotsForTickerAsync(ticker, It.IsAny<int>()))
.ReturnsAsync(new List<CollectionSnapshotRecord>());
_kisApiClientMock
.Setup(k => k.GetCurrentPriceAsync(ticker, account))
.ReturnsAsync(new Dictionary<string, object>
{
{ "Ticker", ticker },
{ "current_price", 50000 },
{ "open", 49900 }
});
_kisApiClientMock
.Setup(k => k.GetDailyItemChartPriceAsync(ticker, It.IsAny<string>(), It.IsAny<string>(), "D", account))
.ReturnsAsync(new Dictionary<string, object>());
_repositoryMock
.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);
Assert.Equal("COMPLETED", result.Status);
Assert.Equal(1, result.SuccessCount);
_kisApiClientMock.Verify(
k => k.GetCurrentPriceAsync(ticker, account),
Times.Once,
"No cached snapshot exists, so KIS API should be called"
);
}
[Fact]
public async Task RunCollectionAsync_WithPriorDaySnapshot_ShouldCallKisApiClient()
{
var runId = "test-run-003";
var ticker = "005930";
var account = "mock";
var priorDay = DateTime.UtcNow.AddHours(9).AddDays(-1).ToString("yyyy-MM-dd");
var priorDaySnapshot = new CollectionSnapshotRecord(
RunId: "prev-run",
DatasetName: "data_feed",
Ticker: ticker,
SourceName: "kis_open_api",
PayloadJson: """{"Ticker":"005930","current_price":49000}""",
CapturedAt: $"{priorDay}T14:30:00"
);
_repositoryMock
.Setup(r => r.GetLatestSnapshotsForTickerAsync(ticker, It.IsAny<int>()))
.ReturnsAsync(new List<CollectionSnapshotRecord> { priorDaySnapshot });
_kisApiClientMock
.Setup(k => k.GetCurrentPriceAsync(ticker, account))
.ReturnsAsync(new Dictionary<string, object>
{
{ "Ticker", ticker },
{ "current_price", 50100 }
});
_kisApiClientMock
.Setup(k => k.GetDailyItemChartPriceAsync(ticker, It.IsAny<string>(), It.IsAny<string>(), "D", account))
.ReturnsAsync(new Dictionary<string, object>());
_repositoryMock
.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);
Assert.Equal("COMPLETED", result.Status);
Assert.Equal(1, result.SuccessCount);
_kisApiClientMock.Verify(
k => k.GetCurrentPriceAsync(ticker, account),
Times.Once,
"Snapshot is from prior day, not today, so KIS API should be called"
);
}
[Fact]
public async Task RunCollectionAsync_ShouldCompleteEvenIfLineageWriteFails()
{
var runId = "test-run-004";
var ticker = "005930";
var account = "mock";
_repositoryMock
.Setup(r => r.GetLatestSnapshotsForTickerAsync(ticker, It.IsAny<int>()))
.ReturnsAsync(new List<CollectionSnapshotRecord>());
_kisApiClientMock
.Setup(k => k.GetCurrentPriceAsync(ticker, account))
.ReturnsAsync(new Dictionary<string, object>
{
{ "Ticker", ticker },
{ "current_price", 50000 }
});
_kisApiClientMock
.Setup(k => k.GetDailyItemChartPriceAsync(ticker, It.IsAny<string>(), It.IsAny<string>(), "D", account))
.ReturnsAsync(new Dictionary<string, object>());
_repositoryMock
.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);
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.");
}
}