feat: wire normalized learning store into dotnet
Validators (Pushes and Pull Requests) / validate-ui-and-storage (push) Failing after 16s
Validators (Pushes and Pull Requests) / validate-core (push) Failing after 54s

This commit is contained in:
2026-07-12 11:48:32 +09:00
parent 1d90580854
commit 5d89c6ad02
4 changed files with 229 additions and 1 deletions
+95 -1
View File
@@ -1,6 +1,6 @@
// =============================================================================
// QuantEngine Database Schema (DBML)
// DbUp 마이그레이션(V1~V3)과 1:1 동기화 — 마이그레이션 추가 시 이 파일도 반드시 갱신
// DbUp 마이그레이션(V1~V5)과 1:1 동기화 — 마이그레이션 추가 시 이 파일도 반드시 갱신
// (CLAUDE.md 규칙: schema 변경 → DBML + 문서 동기화)
//
// 참고: Hangfire 스키마는 Hangfire.PostgreSql 라이브러리가 자동 생성
@@ -277,6 +277,12 @@ TableGroup "engine_history" {
factor_output_history
decision_result_history
market_vs_engine_gap_history
source_observation
factor_definition
factor_observation
decision_event
decision_factor_evidence
outcome_evaluation
}
Table engine_history.market_raw_history {
@@ -375,6 +381,88 @@ Table engine_history.market_vs_engine_gap_history {
Note: "시장 데이터 vs 엔진 계산 갭 분석 이력"
}
// =============================================================================
// Schema: engine_history (V5 normalized learning history)
// =============================================================================
Table engine_history.source_observation {
observation_id UUID [pk]
observed_at TIMESTAMPTZ [not null]
instrument_id TEXT [not null]
source_name TEXT [not null]
source_version TEXT [not null]
payload JSONB [not null]
provenance JSONB [not null, default: "'{}'::jsonb"]
created_at TIMESTAMPTZ [not null, default: "NOW()"]
}
Table engine_history.factor_definition {
factor_id TEXT [not null]
factor_version TEXT [not null]
formula_id TEXT [not null]
effective_from TIMESTAMPTZ [not null]
effective_to TIMESTAMPTZ
definition JSONB [not null, default: "'{}'::jsonb"]
provenance JSONB [not null, default: "'{}'::jsonb"]
indexes {
(factor_id, factor_version) [pk]
}
}
Table engine_history.factor_observation {
factor_observation_id UUID [pk]
observation_id UUID [not null]
factor_id TEXT [not null]
factor_version TEXT [not null]
observed_at TIMESTAMPTZ [not null]
numeric_value NUMERIC
text_value TEXT
gate TEXT [not null]
provenance JSONB [not null, default: "'{}'::jsonb"]
}
Table engine_history.decision_event {
decision_id UUID [pk]
decision_key TEXT [not null, unique]
decided_at TIMESTAMPTZ [not null]
instrument_id TEXT [not null]
action TEXT [not null]
gate TEXT [not null]
score NUMERIC
source_version TEXT [not null]
trace JSONB [not null, default: "'{}'::jsonb"]
provenance JSONB [not null, default: "'{}'::jsonb"]
created_at TIMESTAMPTZ [not null, default: "NOW()"]
}
Table engine_history.decision_factor_evidence {
decision_id UUID [not null]
factor_observation_id UUID [not null]
role TEXT [not null]
indexes {
(decision_id, factor_observation_id) [pk]
}
}
Table engine_history.outcome_evaluation {
evaluation_id UUID [pk]
decision_id UUID [not null]
horizon_days INT [not null]
evaluated_at TIMESTAMPTZ [not null]
realized_return NUMERIC
benchmark_return NUMERIC
excess_return NUMERIC
outcome_class TEXT [not null]
evaluation_gate TEXT [not null]
provenance JSONB [not null, default: "'{}'::jsonb"]
indexes {
(decision_id, horizon_days) [unique]
}
}
// =============================================================================
// Relationships (Logical, not enforced as FKs in DDL)
// =============================================================================
@@ -390,3 +478,9 @@ Ref: quantengine.kis_collection_errors.run_id > quantengine.kis_collection_runs.
Ref: quantengine.workspace_session.username > quantengine.workspace_account.username {
// logical relationship: session belongs to a user
}
Ref: engine_history.factor_observation.observation_id > engine_history.source_observation.observation_id
Ref: engine_history.factor_observation.(factor_id, factor_version) > engine_history.factor_definition.(factor_id, factor_version)
Ref: engine_history.decision_factor_evidence.decision_id > engine_history.decision_event.decision_id
Ref: engine_history.decision_factor_evidence.factor_observation_id > engine_history.factor_observation.factor_observation_id
Ref: engine_history.outcome_evaluation.decision_id > engine_history.decision_event.decision_id
@@ -0,0 +1,51 @@
namespace QuantEngine.Core.Interfaces;
public interface INormalizedLearningStore
{
Task<Guid> AppendSourceObservationAsync(SourceObservationRecord record);
Task<Guid> AppendFactorObservationAsync(FactorObservationRecord record);
Task<Guid> AppendDecisionAsync(DecisionEventRecord record);
Task AppendDecisionFactorEvidenceAsync(Guid decisionId, Guid factorObservationId, string role);
Task AppendOutcomeAsync(OutcomeEvaluationRecord record);
}
public sealed record SourceObservationRecord(
DateTimeOffset ObservedAt,
string InstrumentId,
string SourceName,
string SourceVersion,
string PayloadJson,
string ProvenanceJson);
public sealed record FactorObservationRecord(
Guid ObservationId,
Guid FactorObservationId,
string FactorId,
string FactorVersion,
DateTimeOffset ObservedAt,
decimal? NumericValue,
string? TextValue,
string Gate,
string ProvenanceJson);
public sealed record DecisionEventRecord(
string DecisionKey,
DateTimeOffset DecidedAt,
string InstrumentId,
string Action,
string Gate,
decimal? Score,
string SourceVersion,
string TraceJson,
string ProvenanceJson);
public sealed record OutcomeEvaluationRecord(
Guid DecisionId,
int HorizonDays,
DateTimeOffset EvaluatedAt,
decimal? RealizedReturn,
decimal? BenchmarkReturn,
decimal? ExcessReturn,
string OutcomeClass,
string EvaluationGate,
string ProvenanceJson);
@@ -0,0 +1,82 @@
using Dapper;
using QuantEngine.Core.Interfaces;
using QuantEngine.Infrastructure.Data;
namespace QuantEngine.Infrastructure.Repositories;
public sealed class NormalizedLearningStore : INormalizedLearningStore
{
private readonly IDbConnectionFactory _connectionFactory;
public NormalizedLearningStore(IDbConnectionFactory connectionFactory) => _connectionFactory = connectionFactory;
public async Task<Guid> AppendSourceObservationAsync(SourceObservationRecord record)
{
var id = Guid.NewGuid();
using var conn = _connectionFactory.CreateConnection();
await conn.ExecuteAsync(@"INSERT INTO engine_history.source_observation
(observation_id, observed_at, instrument_id, source_name, source_version, payload, provenance)
VALUES (@Id, @ObservedAt, @InstrumentId, @SourceName, @SourceVersion,
CAST(@PayloadJson AS jsonb), CAST(@ProvenanceJson AS jsonb))", new { Id = id, record.ObservedAt, record.InstrumentId, record.SourceName, record.SourceVersion, record.PayloadJson, record.ProvenanceJson });
return id;
}
public async Task<Guid> AppendFactorObservationAsync(FactorObservationRecord record)
{
using var conn = _connectionFactory.CreateConnection();
await conn.ExecuteAsync(@"INSERT INTO engine_history.factor_observation
(factor_observation_id, observation_id, factor_id, factor_version, observed_at,
numeric_value, text_value, gate, provenance)
VALUES (@FactorObservationId, @ObservationId, @FactorId, @FactorVersion, @ObservedAt,
@NumericValue, @TextValue, @Gate, CAST(@ProvenanceJson AS jsonb))", new
{
record.FactorObservationId,
record.ObservationId,
record.FactorId,
record.FactorVersion,
record.ObservedAt,
record.NumericValue,
record.TextValue,
record.Gate,
record.ProvenanceJson
});
return record.FactorObservationId;
}
public async Task<Guid> AppendDecisionAsync(DecisionEventRecord record)
{
var id = Guid.NewGuid();
using var conn = _connectionFactory.CreateConnection();
await conn.ExecuteAsync(@"INSERT INTO engine_history.decision_event
(decision_id, decision_key, decided_at, instrument_id, action, gate, score,
source_version, trace, provenance)
VALUES (@Id, @DecisionKey, @DecidedAt, @InstrumentId, @Action, @Gate, @Score,
@SourceVersion, CAST(@TraceJson AS jsonb), CAST(@ProvenanceJson AS jsonb))", new { Id = id, record.DecisionKey, record.DecidedAt, record.InstrumentId, record.Action, record.Gate, record.Score, record.SourceVersion, record.TraceJson, record.ProvenanceJson });
return id;
}
public async Task AppendDecisionFactorEvidenceAsync(Guid decisionId, Guid factorObservationId, string role)
{
using var conn = _connectionFactory.CreateConnection();
await conn.ExecuteAsync(@"INSERT INTO engine_history.decision_factor_evidence
(decision_id, factor_observation_id, role) VALUES (@DecisionId, @FactorObservationId, @Role)", new { decisionId, factorObservationId, role });
}
public async Task AppendOutcomeAsync(OutcomeEvaluationRecord record)
{
using var conn = _connectionFactory.CreateConnection();
await conn.ExecuteAsync(@"INSERT INTO engine_history.outcome_evaluation
(decision_id, horizon_days, evaluated_at, realized_return, benchmark_return,
excess_return, outcome_class, evaluation_gate, provenance)
VALUES (@DecisionId, @HorizonDays, @EvaluatedAt, @RealizedReturn, @BenchmarkReturn,
@ExcessReturn, @OutcomeClass, @EvaluationGate, CAST(@ProvenanceJson AS jsonb))
ON CONFLICT (decision_id, horizon_days) DO UPDATE SET
evaluated_at = EXCLUDED.evaluated_at,
realized_return = EXCLUDED.realized_return,
benchmark_return = EXCLUDED.benchmark_return,
excess_return = EXCLUDED.excess_return,
outcome_class = EXCLUDED.outcome_class,
evaluation_gate = EXCLUDED.evaluation_gate,
provenance = EXCLUDED.provenance", record);
}
}
+1
View File
@@ -96,6 +96,7 @@ try
// Repository Services
builder.Services.AddScoped<IWorkspaceRepository, WorkspaceRepository>();
builder.Services.AddScoped<IPostgresqlHistoryStore, PostgresqlHistoryStore>();
builder.Services.AddScoped<INormalizedLearningStore, NormalizedLearningStore>();
builder.Services.AddScoped<IPostgresqlHistorySnapshotReader, PostgresqlHistorySnapshotReader>();
builder.Services.AddScoped<HistoryIngestionService>();
builder.Services.AddScoped<ICollectionRepository, CollectionRepository>();