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
@@ -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)
{