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:
@@ -21,19 +21,78 @@ public class SchedulerService
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private readonly IRecurringJobManager _recurringJobManager;
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private readonly IServiceScopeFactory _scopeFactory;
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private readonly IConfiguration _configuration;
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private readonly GatherTradingDataParser _parser;
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public SchedulerService(
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ILogger<SchedulerService> logger,
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IBackgroundJobClient jobClient,
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IRecurringJobManager recurringJobManager,
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IServiceScopeFactory scopeFactory,
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IConfiguration configuration)
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IConfiguration configuration,
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GatherTradingDataParser parser)
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{
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_logger = logger;
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_jobClient = jobClient;
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_recurringJobManager = recurringJobManager;
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_scopeFactory = scopeFactory;
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_configuration = configuration;
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_parser = parser;
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}
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private List<string> LoadTickersFromJson()
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{
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try
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{
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var jsonPath = FindGatherTradingDataJson();
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if (string.IsNullOrEmpty(jsonPath))
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{
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_logger.LogWarning("GatherTradingData.json not found, falling back to default universe");
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return new List<string> { "005930" };
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}
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var data = _parser.ParseGatherTradingData(jsonPath);
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var tickers = new HashSet<string>();
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foreach (var row in data)
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{
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if (row.TryGetValue("Ticker", out var tickerObj) && tickerObj is string tickerRaw && !string.IsNullOrEmpty(tickerRaw))
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{
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var ticker = tickerRaw.Trim('"');
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if (!string.IsNullOrEmpty(ticker))
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{
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tickers.Add(ticker);
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}
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}
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}
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var result = tickers.ToList();
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_logger.LogInformation("Loaded {Count} tickers from GatherTradingData.json", result.Count);
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return result;
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}
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catch (Exception ex)
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{
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_logger.LogWarning(ex, "Error loading tickers from GatherTradingData.json, falling back to default universe");
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return new List<string> { "005930" };
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}
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}
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private static string? FindGatherTradingDataJson()
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{
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var baseDir = AppContext.BaseDirectory;
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var current = new DirectoryInfo(baseDir);
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while (current != null)
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{
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var gatherPath = Path.Combine(current.FullName, "GatherTradingData.json");
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if (Directory.Exists(Path.Combine(current.FullName, ".git"))
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|| File.Exists(gatherPath))
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{
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return File.Exists(gatherPath) ? gatherPath : null;
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}
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current = current.Parent;
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}
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return null;
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}
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/// <summary>
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@@ -94,8 +153,7 @@ public class SchedulerService
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{
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_logger.LogInformation("Starting daily data collection job at {Time}", DateTime.Now);
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// List of tickers to collect
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var tickers = new[] { "005930", "000660", "051910", "005380", "010140", "005490" };
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var tickers = LoadTickersFromJson();
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// Create scope for scoped services
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using var scope = _scopeFactory.CreateScope();
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@@ -108,7 +166,7 @@ public class SchedulerService
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var accountMode = _configuration["Kis:AccountMode"] ?? "mock";
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// Execute collection
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var result = await orchestrator.RunCollectionAsync(runId, accountMode, tickers.ToList());
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var result = await orchestrator.RunCollectionAsync(runId, accountMode, tickers);
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// Log completion
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_logger.LogInformation("Collection run {RunId} completed: {Snapshots} snapshots, {Errors} errors",
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@@ -129,7 +187,7 @@ public class SchedulerService
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{
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_logger.LogInformation("Starting hourly price update at {Time}", DateTime.Now);
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var tickers = new[] { "005930", "000660", "051910" };
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var tickers = LoadTickersFromJson();
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foreach (var ticker in tickers)
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{
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