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:
@@ -156,6 +156,42 @@ namespace QuantEngine.Infrastructure.Repositories
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)).ToList();
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}
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public async Task SavePriceHistoryDailyAsync(PriceHistoryDailyRecord record)
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{
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using var conn = _connectionFactory.CreateConnection();
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await conn.ExecuteAsync(@"
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INSERT INTO quantengine.price_history_daily (ticker, trade_date, open, high, low, close, volume, source, provenance)
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VALUES (@Ticker, @TradeDate, @Open, @High, @Low, @Close, @Volume, @Source, @Provenance::jsonb)
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ON CONFLICT (ticker, trade_date) DO NOTHING",
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new
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{
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record.Ticker,
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// Dapper has no built-in type handler for System.DateOnly (throws
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// NotSupportedException) — pass as DateTime; the DATE column truncates the time part.
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TradeDate = record.TradeDate.ToDateTime(TimeOnly.MinValue),
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record.Open,
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record.High,
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record.Low,
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record.Close,
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record.Volume,
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record.Source,
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Provenance = record.ProvenanceJson ?? "{}"
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}
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);
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}
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public async Task<List<PriceHistorySummaryRecord>> GetPriceHistorySummaryAsync()
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{
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using var conn = _connectionFactory.CreateConnection();
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return (await conn.QueryAsync<PriceHistorySummaryRecord>(@"
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SELECT ticker AS Ticker, count(*)::int AS RowCount, min(trade_date) AS FirstDate, max(trade_date) AS LastDate
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FROM quantengine.price_history_daily
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GROUP BY ticker
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ORDER BY ticker",
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new { }
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)).ToList();
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}
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private async Task EnsureTablesAsync()
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{
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using var conn = _connectionFactory.CreateConnection();
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