feat: postgres history-first 계약과 적재 경로 추가

- PostgreSQL history contract와 schema/validator를 추가했습니다. - .NET history store, snapshot reader, repository, migration을 연결했습니다. - history-first 운영 모델 문서와 daily signal tracking 문구를 정리했습니다.
2026-06-26 14:17:04 +09:00
parent 7e0c0b6c8f
commit 8f13bb4a48
17 changed files with 707 additions and 17 deletions
@@ -0,0 +1,92 @@
+using System.Collections.Generic;
+using System.Threading.Tasks;
+using QuantEngine.Core.Domain;
+using QuantEngine.Core.Interfaces;
+
+namespace QuantEngine.Application.Services
+{
+    public class HistoryIngestionService
+    {
+        private readonly IPostgresqlHistoryStore _store;
+
+        public HistoryIngestionService(IPostgresqlHistoryStore store)
+        {
+            _store = store;
+        }
+
+        public Task<int> AppendDecisionAsync(IDictionary<string, object?> payload)
+            => _store.AppendAsync("decision_result_history", payload);
+
+        public Task<int> AppendFactorOutputAsync(IDictionary<string, object?> payload)
+            => _store.AppendAsync("factor_output_history", payload);
+
+        public Task<int> AppendMarketRawAsync(IDictionary<string, object?> payload)
+            => _store.AppendAsync("market_raw_history", payload);
+
+        public Task<int> AppendGapAsync(IDictionary<string, object?> payload)
+            => _store.AppendAsync("market_vs_engine_gap_history", payload);
+
+        public Task<int> AppendDecisionAsync(
+            FinalDecisionResult decision,
+            SellDecisionResult? sellDecision = null,
+            TimingDecisionResult? timingDecision = null,
+            string? instrumentId = null,
+            string? sourceVersion = null,
+            string? gate = null)
+        {
+            var payload = new Dictionary<string, object?>
+            {
+                ["decision_id"] = Guid.NewGuid().ToString("N"),
+                ["decided_at"] = DateTimeOffset.UtcNow,
+                ["instrument_id"] = instrumentId ?? string.Empty,
+                ["action"] = decision.FinalAction,
+                ["gate"] = gate ?? (string.IsNullOrWhiteSpace(sellDecision?.Validation) ? "PASS" : sellDecision.Validation),
+                ["score"] = decision.PriorityScore,
+                ["source_version"] = sourceVersion ?? decision.DecisionSource,
+                ["provenance"] = new Dictionary<string, object?>
+                {
+                    ["final_action"] = decision.FinalAction,
+                    ["action_priority"] = decision.ActionPriority,
+                    ["priority_score"] = decision.PriorityScore,
+                    ["decision_source"] = decision.DecisionSource,
+                    ["sell_action"] = sellDecision?.Action,
+                    ["sell_validation"] = sellDecision?.Validation,
+                    ["timing_action"] = timingDecision?.Action,
+                    ["timing_reason"] = timingDecision?.Reason
+                }
+            };
+
+            return _store.AppendAsync("decision_result_history", payload);
+        }
+
+        public Task<int> AppendFactorOutputAsync(
+            string factorId,
+            string factorVersion,
+            double outputValue,
+            string outputGate,
+            string? sourceVersion = null,
+            DateTimeOffset? observedAt = null)
+        {
+            var payload = new Dictionary<string, object?>
+            {
+                ["factor_output_id"] = Guid.NewGuid().ToString("N"),
+                ["observed_at"] = observedAt ?? DateTimeOffset.UtcNow,
+                ["factor_id"] = factorId,
+                ["factor_version"] = factorVersion,
+                ["output_value"] = outputValue,
+                ["output_gate"] = outputGate,
+                ["source_version"] = sourceVersion ?? factorVersion,
+                ["provenance"] = new Dictionary<string, object?>
+                {
+                    ["factor_id"] = factorId,
+                    ["factor_version"] = factorVersion,
+                    ["output_value"] = outputValue,
+                    ["output_gate"] = outputGate,
+                    ["source_version"] = sourceVersion ?? factorVersion
+                }
+            };
+
+            return _store.AppendAsync("factor_output_history", payload);
+        }
+    }
+}