refactor(dotnet): centralize runtime audit trail
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@@ -1,6 +1,7 @@
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using System.Text.Json;
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using QuantEngine.Core.Domain;
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using QuantEngine.Core.Interfaces;
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using QuantEngine.Application.Interfaces;
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namespace QuantEngine.Application.Services;
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@@ -15,34 +16,12 @@ public sealed record FactorComputationAudit(
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public sealed class FactorComputationService
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{
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private readonly HistoryIngestionService _history;
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private readonly string _auditRoot;
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private readonly IRuntimeAuditTrailService _auditTrail;
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public FactorComputationService(HistoryIngestionService history)
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public FactorComputationService(HistoryIngestionService history, IRuntimeAuditTrailService auditTrail)
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{
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_history = history;
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_auditRoot = FindRepoTempRoot();
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}
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private static string FindRepoTempRoot()
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{
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var current = new DirectoryInfo(AppContext.BaseDirectory);
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while (current != null)
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{
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if (Directory.Exists(Path.Combine(current.FullName, ".git")))
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{
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return Path.Combine(current.FullName, "Temp", "factor_audit");
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}
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current = current.Parent;
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}
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return Path.Combine(Directory.GetCurrentDirectory(), "Temp", "factor_audit");
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}
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private void AppendAudit(FactorComputationAudit audit)
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{
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Directory.CreateDirectory(_auditRoot);
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var path = Path.Combine(_auditRoot, $"{audit.Ticker}.jsonl");
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File.AppendAllText(path, JsonSerializer.Serialize(audit, new JsonSerializerOptions { WriteIndented = false }) + Environment.NewLine);
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_auditTrail = auditTrail;
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}
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public FactorOutputs Compute(
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@@ -53,7 +32,7 @@ public sealed class FactorComputationService
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{
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var computedAt = DateTimeOffset.UtcNow;
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var outputs = FactorCalculator.CalculateFactors(stockBars, indexBars);
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AppendAudit(new FactorComputationAudit(ticker, stockBars.Count, indexBars.Count, "SUCCEEDED", computedAt, sourceVersion));
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_auditTrail.Append("factor_audit", ticker, new FactorComputationAudit(ticker, stockBars.Count, indexBars.Count, "SUCCEEDED", computedAt, sourceVersion));
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return outputs;
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}
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@@ -71,6 +50,6 @@ public sealed class FactorComputationService
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await _history.AppendFactorOutputAsync("stdev_20d", sourceVersion, outputs.StDev20D, "PASS", sourceVersion, when);
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await _history.AppendFactorOutputAsync("beta_60d", sourceVersion, outputs.Beta60D, "PASS", sourceVersion, when);
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await _history.AppendFactorOutputAsync("rs_20d", sourceVersion, outputs.Rs20D, "PASS", sourceVersion, when);
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AppendAudit(new FactorComputationAudit(ticker, 0, 0, "PERSISTED", when, sourceVersion));
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_auditTrail.Append("factor_audit", ticker, new FactorComputationAudit(ticker, 0, 0, "PERSISTED", when, sourceVersion));
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}
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}
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