Merge pull request '한글 PR: PostgreSQL history-first 및 .NET 운영 렌더러 전환' (#9) from feature/dotnet-migration into main
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Reviewed-on: http://178.104.200.7/kjh2064/QuantEngineByItz/pulls/9
This commit was merged in pull request #9.
This commit is contained in:
@@ -151,6 +151,60 @@ jobs:
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- name: Validate DB First Pipeline
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- name: Validate DB First Pipeline
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run: python3 tools/validate_db_first_pipeline_v1.py
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run: python3 tools/validate_db_first_pipeline_v1.py
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- name: Update Proposal Evaluation History
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run: python3 tools/update_proposal_evaluation_history.py --json GatherTradingData.json --history Temp/proposal_evaluation_history.json
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- name: Build Performance Readiness Replay Bridge
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run: python3 tools/build_performance_readiness_replay_bridge_v1.py --hist Temp/proposal_evaluation_history.json --out Temp/performance_readiness_replay_bridge_v1.json
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- name: Build Outcome Quality Score
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run: python3 tools/build_outcome_quality_score_v1.py --json GatherTradingData.json --out Temp/outcome_quality_score_v1.json --policy spec/strategy_execution_lock_policy.yaml
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- name: Build Trade Quality From T5
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run: python3 tools/build_trade_quality_from_t5_v1.py --hist Temp/proposal_evaluation_history.json --out Temp/trade_quality_from_t5_v1.json
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- name: Build Operational Alpha Calibration
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run: python3 tools/build_operational_alpha_calibration_v2.py --out Temp/operational_alpha_calibration_v2.json
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- name: Validate Operational Alpha Calibration
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run: python3 tools/validate_operational_alpha_calibration_v2.py --input Temp/operational_alpha_calibration_v2.json --out Temp/validate_operational_alpha_calibration_v2.json
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- name: Build Operational T20 Outcome Ledger
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run: python3 tools/build_operational_t20_outcome_ledger_v1.py --json GatherTradingData.json --out Temp/operational_t20_outcome_ledger_v1.json
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- name: Validate Live Data Activation Gate
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run: python3 tools/validate_live_data_activation_gate_v1.py
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- name: Validate Replay Live Separation
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run: python3 tools/validate_replay_live_separation_v1.py
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- name: Render Final Decision Packet V4
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run: dotnet run --project src/dotnet/QuantEngine.Tools/QuantEngine.Tools.csproj -- packet-v4 --packet=Temp/final_decision_packet_active.json --out=Temp/final_decision_packet_v4.json
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- name: Render Operational Report
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run: dotnet run --project src/dotnet/QuantEngine.Tools/QuantEngine.Tools.csproj -- report --packet=Temp/final_decision_packet_active.json --out=Temp/operational_report.json
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- name: Validate Report Packet Sync
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run: python3 tools/validate_report_packet_sync_v1.py --packet Temp/final_decision_packet_active.json --report Temp/operational_report.json | tee Temp/validate_report_packet_sync_v1.json
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- name: Validate JSON Generator Outputs
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run: python3 tools/validate_json_generator_outputs_v1.py
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- name: Generate PostgreSQL History Schema
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run: python3 tools/generate_postgresql_history_schema_v1.py
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- name: Validate PostgreSQL History Contract
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run: python3 tools/validate_postgresql_history_contract_v1.py
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- name: Package Operational Report Artifacts
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run: tar -czf Temp/operational-report-artifacts.tar.gz Temp/operational_report.json Temp/operational_report.md Temp/operational_alpha_calibration_v2.json Temp/validate_operational_alpha_calibration_v2.json Temp/operational_t20_outcome_ledger_v1.json Temp/live_data_activation_gate_v1.json Temp/replay_live_separation_v1.json Temp/validate_report_packet_sync_v1.json Temp/json_generator_outputs_v1.json Temp/proposal_evaluation_history.json Temp/performance_readiness_replay_bridge_v1.json Temp/postgresql_history_schema_v1.sql Temp/postgresql_history_schema_v1.json Temp/postgresql_history_contract_v1.json
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- name: Upload Operational Report Artifacts
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uses: actions/upload-artifact@v3
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with:
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name: operational-report-artifacts
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path: Temp/operational-report-artifacts.tar.gz
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validate-ui-and-storage:
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validate-ui-and-storage:
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runs-on: ubuntu-latest
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runs-on: ubuntu-latest
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needs: validate-core
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needs: validate-core
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@@ -61,6 +61,7 @@
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- `spec/`: source of truth. 공식, 계약, 게이트, 출력 스키마의 최우선 읽기 경로.
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- `spec/`: source of truth. 공식, 계약, 게이트, 출력 스키마의 최우선 읽기 경로.
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- `governance/`: 운영 규칙, 인덱스, 해시 마이그레이션, ADR, 템플릿.
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- `governance/`: 운영 규칙, 인덱스, 해시 마이그레이션, ADR, 템플릿.
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- `src/`: Python canonical implementation. 새 로직은 여기부터 반영한다.
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- `src/`: Python canonical implementation. 새 로직은 여기부터 반영한다.
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- `src/dotnet/QuantEngine.Tools`: canonical .NET operational report and packet renderer.
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- `src/quant_engine/data_collection_backend_v1.py`: collection backend selector.
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- `src/quant_engine/data_collection_backend_v1.py`: collection backend selector.
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- `src/quant_engine/data_collection_store_v1.py`: SQLite collection store.
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- `src/quant_engine/data_collection_store_v1.py`: SQLite collection store.
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- `src/quant_engine/kis_data_collection_v1.py`: KIS 우선 수집기.
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- `src/quant_engine/kis_data_collection_v1.py`: KIS 우선 수집기.
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@@ -70,6 +71,7 @@
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- `KIS-first`: KIS 우선.
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- `KIS-first`: KIS 우선.
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- `SQLite-first`: SQLite/JSON 우선.
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- `SQLite-first`: SQLite/JSON 우선.
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- `tools/`: build/validate/convert/audit CLI.
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- `tools/`: build/validate/convert/audit CLI.
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- `tools/render_operational_report.py`: legacy renderer, 운영/CI 경로에서 사용 금지.
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- `tools/run_kis_data_collection_v1.py`: KIS collection thin CLI.
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- `tools/run_kis_data_collection_v1.py`: KIS collection thin CLI.
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- `tools/generate_postgresql_upgrade_stub_v1.py`: PostgreSQL stub generator.
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- `tools/generate_postgresql_upgrade_stub_v1.py`: PostgreSQL stub generator.
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- `tools/validate_platform_transition_wbs_v1.py`: `.gs → Python` and `xlsx → sqlite` WBS validator.
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- `tools/validate_platform_transition_wbs_v1.py`: `.gs → Python` and `xlsx → sqlite` WBS validator.
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@@ -143,8 +143,10 @@ npm run prepare-upload-zip
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## 운영 리포트 계약
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## 운영 리포트 계약
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운영 리포트는 사람이 읽는 `Temp/operational_report.md`와 기계 검증용 `Temp/operational_report.json`을 함께 생성합니다.
|
운영 리포트는 .NET canonical renderer가 사람이 읽는 `Temp/operational_report.md`와 기계 검증용 `Temp/operational_report.json`을 함께 생성합니다.
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운영 상태와 legacy 분리는 [DOTNET_RENDERER_OPERATING_STATUS.md](/C:/Temp/data_feed/docs/DOTNET_RENDERER_OPERATING_STATUS.md)에서 확인합니다.
|
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|
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||||||
|
- `src/dotnet/QuantEngine.Tools/Program.cs`가 canonical 생성 경로입니다.
|
||||||
- `operational_report.json`이 canonical 계약입니다.
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- `operational_report.json`이 canonical 계약입니다.
|
||||||
- `operational_report.md`는 표시용 렌더입니다.
|
- `operational_report.md`는 표시용 렌더입니다.
|
||||||
- JSON 스키마는 `schemas/operational_report.schema.json`을 사용합니다.
|
- JSON 스키마는 `schemas/operational_report.schema.json`을 사용합니다.
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@@ -11,7 +11,7 @@
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### 1️⃣ 신호 발생 시 (거래 진입 시점)
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### 1️⃣ 신호 발생 시 (거래 진입 시점)
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||||||
|
|
||||||
```python
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```python
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# Python 또는 GAS 콘솔에서 실행
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# Python 또는 DB 마이그레이션 도구에서 실행
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signal = {
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signal = {
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"date": "2026-06-25",
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"date": "2026-06-25",
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"ticker": "000660", # SK하이닉스 등
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"ticker": "000660", # SK하이닉스 등
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@@ -25,14 +25,13 @@ signal = {
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"notes": "MA20 돌파 + 스마트머니 매수"
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"notes": "MA20 돌파 + 스마트머니 매수"
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}
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}
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# GAS: addSignal_(signal)
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# 운영 표준: PostgreSQL의 signal/factor history 테이블에 적재
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# 또는 스프레드시트에 직접 입력
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```
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```
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**✅ 체크리스트:**
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**✅ 체크리스트:**
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- [ ] signal_id 자동 생성됨 (YYYYMMDD_HHMM 형식)
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- [ ] signal_id 자동 생성됨 (YYYYMMDD_HHMM 형식)
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- [ ] validation_status = "UNVALIDATED"
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- [ ] validation_status = "UNVALIDATED"
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- [ ] 스프레드시트 행 추가됨
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- [ ] PostgreSQL 이력 행 추가됨
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---
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---
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@@ -47,7 +46,7 @@ signal = {
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**해야 할 일:**
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**해야 할 일:**
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1. T+5일의 종가 조회
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1. T+5일의 종가 조회
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2. `updatePriceT5_(signalId, priceT5)` 실행
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2. `updatePriceT5_(signalId, priceT5)` 실행
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3. 또는 스프레드시트 "price_t5" 열에 직접 입력
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3. 또는 PostgreSQL `price_t5` 이력 열에 직접 입력
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**예시:**
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**예시:**
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```
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```
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@@ -264,8 +263,9 @@ T+20 종가: 51,050원
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## 🔗 관련 문서
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## 🔗 관련 문서
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- `spec/realtime/live_outcome_ledger_plan.yaml` — 마스터 계획
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- `spec/realtime/live_outcome_ledger_plan.yaml` — 마스터 계획(역사적)
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- `src/google_apps_script/live_outcome_ledger.gs` — GAS 코드
|
- `src/google_apps_script/live_outcome_ledger.gs` — 역사적 GAS 원장 어댑터
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- `spec/02_data_contract.yaml` — PostgreSQL history-first 운영 계약
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- `V9_HARDENING_IMPLEMENTATION_ROADMAP.md` — 전체 로드맵
|
- `V9_HARDENING_IMPLEMENTATION_ROADMAP.md` — 전체 로드맵
|
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|
|
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---
|
---
|
||||||
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@@ -0,0 +1,31 @@
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|
# .NET Renderer Operating Status
|
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|
|
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|
## Current Canonical Path
|
||||||
|
|
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|
- `src/dotnet/QuantEngine.Tools/Program.cs`
|
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- `src/dotnet/QuantEngine.Tools/QuantEngine.Tools.csproj`
|
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|
|
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|
## Current Outputs
|
||||||
|
|
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- `Temp/operational_report.json`
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- `Temp/operational_report.md`
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- `Temp/final_decision_packet_v4.json`
|
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|
|
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|
## Legacy Path
|
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|
|
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|
- `tools/render_operational_report.py`
|
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|
|
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|
This file is retained only for historical compatibility and maintenance reference.
|
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It is not used in the operating or CI path.
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|
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|
## Operational Rules
|
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|
|
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|
- CI and release flows must use the .NET renderer path.
|
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|
- Report consumers may continue to read `Temp/operational_report.md` and `Temp/operational_report.json`.
|
||||||
|
- The Python renderer should not be reintroduced into the operating path.
|
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|
|
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|
## Verification
|
||||||
|
|
||||||
|
- `dotnet build src/dotnet/QuantEngine.sln -c Debug`
|
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|
- `python tools/validate_json_generator_outputs_v1.py`
|
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|
- `python tools/validate_report_packet_sync_v1.py --packet Temp/final_decision_packet_active.json --report Temp/operational_report.json`
|
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@@ -0,0 +1,32 @@
|
|||||||
|
# PostgreSQL History-First Operating Model
|
||||||
|
|
||||||
|
## 목적
|
||||||
|
|
||||||
|
운영 이력, 원천 팩터, 파생 팩터, 최종 판단, 시장-엔진 괴리를 PostgreSQL에 영구 이력으로 적재한다.
|
||||||
|
|
||||||
|
## 원칙
|
||||||
|
|
||||||
|
- PostgreSQL이 canonical operating history store다.
|
||||||
|
- Excel workbook과 Google Apps Script는 운영 소스가 아니다.
|
||||||
|
- 모든 파생 결과는 versioned snapshot과 provenance를 가져야 한다.
|
||||||
|
- 시장 raw와 엔진 결과의 괴리는 별도 gap history로 남긴다.
|
||||||
|
|
||||||
|
## 이력 도메인
|
||||||
|
|
||||||
|
- `market_raw_history`
|
||||||
|
- `factor_version_history`
|
||||||
|
- `factor_output_history`
|
||||||
|
- `decision_result_history`
|
||||||
|
- `market_vs_engine_gap_history`
|
||||||
|
|
||||||
|
## 운영 규칙
|
||||||
|
|
||||||
|
- Append-only를 기본으로 하고, 정정은 correction row로만 남긴다.
|
||||||
|
- 최종 팩터와 최종 판단은 항상 `source_version`을 포함한다.
|
||||||
|
- DB snapshot이 존재하면 리포트와 생성기는 이를 1차 진실원천으로 사용한다.
|
||||||
|
|
||||||
|
## 폐기 대상
|
||||||
|
|
||||||
|
- 운영 경로의 Excel 시트 의존
|
||||||
|
- 운영 경로의 GAS 의사결정/원장 갱신
|
||||||
|
|
||||||
+4
-2
@@ -14,6 +14,7 @@
|
|||||||
3. `WBS-7.8` ETF NAV/괴리율/추적오차/AUM 수집 경로 확정
|
3. `WBS-7.8` ETF NAV/괴리율/추적오차/AUM 수집 경로 확정
|
||||||
4. `WBS-7.5` 임시 하드코딩 폴백 비례화의 실증 보정
|
4. `WBS-7.5` 임시 하드코딩 폴백 비례화의 실증 보정
|
||||||
5. `WBS-7.6` 슬리피지 실측 보정
|
5. `WBS-7.6` 슬리피지 실측 보정
|
||||||
|
6. `WBS-7.9` PostgreSQL history-first operating model 전환
|
||||||
|
|
||||||
`WBS-7.2`, `WBS-7.3`, `WBS-7.4`, `WBS-7.10`~`WBS-7.14`는 현재 문서상 완료 또는 정리 완료로 유지한다.
|
`WBS-7.2`, `WBS-7.3`, `WBS-7.4`, `WBS-7.10`~`WBS-7.14`는 현재 문서상 완료 또는 정리 완료로 유지한다.
|
||||||
|
|
||||||
@@ -745,7 +746,7 @@ python tools/build_qualitative_sell_inputs_v1.py --batch --workbook GatherTradin
|
|||||||
runtime 파생 뷰임을 gas_lib.gs:2010-2081(runEventRisk)·spec/14_raw_workbook_mapping.yaml:415에서
|
runtime 파생 뷰임을 gas_lib.gs:2010-2081(runEventRisk)·spec/14_raw_workbook_mapping.yaml:415에서
|
||||||
확인. data_feed 원자료/결정컬럼과 동일한 "원본 vs 파생" 패턴 — 둘 다 유지.
|
확인. data_feed 원자료/결정컬럼과 동일한 "원본 vs 파생" 패턴 — 둘 다 유지.
|
||||||
⚠️ stale 발견(깨진 게 아님): sector_universe_refresh_audit(16행, 1열 깨진 한글)는 죽은 시트가
|
⚠️ stale 발견(깨진 게 아님): sector_universe_refresh_audit(16행, 1열 깨진 한글)는 죽은 시트가
|
||||||
아니라 gas_lib.gs:writeSectorUniverseRefreshAuditSheet_()·tools/render_operational_report.py가
|
아니라 gas_lib.gs:writeSectorUniverseRefreshAuditSheet_()·src/dotnet/QuantEngine.Tools가
|
||||||
실제로 쓰는 활성 시트다 — xlsx가 최신 15컬럼 영문 스키마로 갱신되지 않은 채 방치된 것뿐.
|
실제로 쓰는 활성 시트다 — xlsx가 최신 15컬럼 영문 스키마로 갱신되지 않은 채 방치된 것뿐.
|
||||||
`python tools/update_sector_universe_from_naver.py --limit 3`(dry-run)으로 정상 스키마(13섹터,
|
`python tools/update_sector_universe_from_naver.py --limit 3`(dry-run)으로 정상 스키마(13섹터,
|
||||||
39행) 생성 가능함을 확인 — `--apply`는 운영 워크북을 덮어쓰는 작업이라 사용자 승인 필요(미실행).
|
39행) 생성 가능함을 확인 — `--apply`는 운영 워크북을 덮어쓰는 작업이라 사용자 승인 필요(미실행).
|
||||||
@@ -1824,7 +1825,7 @@ WBS-10.1 (기반 결함 수정)
|
|||||||
[x] GAS 라이브러리 강화 (src/gas/core/gas_lib.gs +429줄)
|
[x] GAS 라이브러리 강화 (src/gas/core/gas_lib.gs +429줄)
|
||||||
|
|
||||||
[x] 섹터 리포트 & 대표종목 모니터 고도화
|
[x] 섹터 리포트 & 대표종목 모니터 고도화
|
||||||
etf_representative_monitor.py, render_operational_report.py
|
etf_representative_monitor.py, src/dotnet/QuantEngine.Tools
|
||||||
update_workbook_sector_insights.py (sector_universe_refresh_audit 시트 포함)
|
update_workbook_sector_insights.py (sector_universe_refresh_audit 시트 포함)
|
||||||
|
|
||||||
[x] JSON 직렬화 안정화 (convert_xlsx_to_json.py — datetime/NaN 예외 처리)
|
[x] JSON 직렬화 안정화 (convert_xlsx_to_json.py — datetime/NaN 예외 처리)
|
||||||
@@ -2206,6 +2207,7 @@ python tools/validate_snapshot_admin_web_v1.py
|
|||||||
| P4 GAS thin adapter minimize | `allowed_responsibilities_only=true`, `forbidden_responsibilities_present=false`, `thin_adapter_gate=PASS` | `tools/validate_gas_thin_adapter_v1.py`, `Temp/gas_thin_adapter_validation_v1.json`, `src/gas/core/gas_lib.gs` | `python tools/validate_gas_thin_adapter_v1.py` |
|
| P4 GAS thin adapter minimize | `allowed_responsibilities_only=true`, `forbidden_responsibilities_present=false`, `thin_adapter_gate=PASS` | `tools/validate_gas_thin_adapter_v1.py`, `Temp/gas_thin_adapter_validation_v1.json`, `src/gas/core/gas_lib.gs` | `python tools/validate_gas_thin_adapter_v1.py` |
|
||||||
| P5 PostgreSQL upgrade path | `sqlite_schema_parity=PASS`, `backend_contract_present=true`, `postgres_execution=DATA_GATED`, `caller_compatibility_preserved=true` | `src/quant_engine/data_collection_backend_v1.py`, `src/quant_engine/kis_data_collection_v1.py`, `tests/unit/test_data_collection_store_v1.py`, `tools/generate_postgresql_upgrade_stub_v1.py` | `python -m pytest tests/unit/test_data_collection_store_v1.py -q` |
|
| P5 PostgreSQL upgrade path | `sqlite_schema_parity=PASS`, `backend_contract_present=true`, `postgres_execution=DATA_GATED`, `caller_compatibility_preserved=true` | `src/quant_engine/data_collection_backend_v1.py`, `src/quant_engine/kis_data_collection_v1.py`, `tests/unit/test_data_collection_store_v1.py`, `tools/generate_postgresql_upgrade_stub_v1.py` | `python -m pytest tests/unit/test_data_collection_store_v1.py -q` |
|
||||||
| P6 Snapshot admin web editor | `settings_sheet_web_editor=true`, `account_snapshot_sheet_web_editor=true`, `contenteditable_grid=true`, `api_save_round_trip=PASS`, `kis_collection_dashboard=true`, `workspace_db_is_single_file=true`, `collection_filter_controls=true`, `collection_dashboard_page=true`, `change_timeline_view=true` | `src/quant_engine/snapshot_admin_server_v1.py`, `src/quant_engine/data_collection_store_v1.py`, `src/quant_engine/snapshot_admin_store_v1.py`, `tools/validate_snapshot_admin_web_v1.py`, `tests/unit/test_snapshot_admin_web_v1.py`, `.gitea/workflows/snapshot_admin.yml` | `python tools/validate_snapshot_admin_web_v1.py` |
|
| P6 Snapshot admin web editor | `settings_sheet_web_editor=true`, `account_snapshot_sheet_web_editor=true`, `contenteditable_grid=true`, `api_save_round_trip=PASS`, `kis_collection_dashboard=true`, `workspace_db_is_single_file=true`, `collection_filter_controls=true`, `collection_dashboard_page=true`, `change_timeline_view=true` | `src/quant_engine/snapshot_admin_server_v1.py`, `src/quant_engine/data_collection_store_v1.py`, `src/quant_engine/snapshot_admin_store_v1.py`, `tools/validate_snapshot_admin_web_v1.py`, `tests/unit/test_snapshot_admin_web_v1.py`, `.gitea/workflows/snapshot_admin.yml` | `python tools/validate_snapshot_admin_web_v1.py` |
|
||||||
|
| P7 PostgreSQL history-first operating model | `market_raw_history=true`, `factor_version_history=true`, `factor_output_history=true`, `decision_result_history=true`, `market_vs_engine_gap_history=true`, `sheet_operating_path_removed=true`, `gas_operating_path_removed=true` | `spec/02_data_contract.yaml`, `spec/postgresql_history_contract.yaml`, `docs/DAILY_SIGNAL_TRACKING.md`, `docs/POSTGRESQL_HISTORY_FIRST_OPERATING_MODEL.md` | `python tools/validate_postgresql_history_contract_v1.py` |
|
||||||
| Q1 Qualitative sell pipeline | `mock_api_validation=PASS`, `pipeline_contract=PASS`, `workflow_present=true`, `schedule_present=true`, `package_scripts_present=true` | `.gitea/workflows/qualitative_sell_strategy.yml`, `tools/validate_qualitative_sell_strategy_pipeline_v1.py`, `Temp/qualitative_sell_strategy_pipeline_v1.json` | `python tools/validate_qualitative_sell_strategy_pipeline_v1.py` |
|
| Q1 Qualitative sell pipeline | `mock_api_validation=PASS`, `pipeline_contract=PASS`, `workflow_present=true`, `schedule_present=true`, `package_scripts_present=true` | `.gitea/workflows/qualitative_sell_strategy.yml`, `tools/validate_qualitative_sell_strategy_pipeline_v1.py`, `Temp/qualitative_sell_strategy_pipeline_v1.json` | `python tools/validate_qualitative_sell_strategy_pipeline_v1.py` |
|
||||||
| Q2 Gitea secrets contract | `secrets_contract=PASS`, `workflow_secret_mapping=PASS`, `docs_present=true`, `ci_validation_present=true` | `docs/GITEA_SECRETS_SETUP.md`, `tools/validate_gitea_secrets_contract_v1.py`, `Temp/gitea_secrets_contract_v1.json` | `python tools/validate_gitea_secrets_contract_v1.py` |
|
| Q2 Gitea secrets contract | `secrets_contract=PASS`, `workflow_secret_mapping=PASS`, `docs_present=true`, `ci_validation_present=true` | `docs/GITEA_SECRETS_SETUP.md`, `tools/validate_gitea_secrets_contract_v1.py`, `Temp/gitea_secrets_contract_v1.json` | `python tools/validate_gitea_secrets_contract_v1.py` |
|
||||||
|
|
||||||
|
|||||||
@@ -172,6 +172,26 @@ quant_feed_contract:
|
|||||||
normalization: "숫자로 읽힌 91160.0, 5930.0 등은 문자열화 후 6자리 zero-pad 적용."
|
normalization: "숫자로 읽힌 91160.0, 5930.0 등은 문자열화 후 6자리 zero-pad 적용."
|
||||||
validation_commands: ["npm run validate-data-sample", "npm run validate-specs"]
|
validation_commands: ["npm run validate-data-sample", "npm run validate-specs"]
|
||||||
xlsx_refresh_rule: "xlsx 원본을 갱신했으면 먼저 DB에 반영한 뒤, 엔진이 DB를 읽어 JSON 파생 보고서를 재생성하고 다시 검증한다."
|
xlsx_refresh_rule: "xlsx 원본을 갱신했으면 먼저 DB에 반영한 뒤, 엔진이 DB를 읽어 JSON 파생 보고서를 재생성하고 다시 검증한다."
|
||||||
|
|
||||||
|
database_first_operating_model:
|
||||||
|
purpose: "운영 이력, 원천 팩터, 파생 최종 팩터, 시장-결과 괴리를 PostgreSQL에 누적해 엔진을 고도화한다."
|
||||||
|
canonical_store:
|
||||||
|
primary: "PostgreSQL"
|
||||||
|
secondary: "SQLite transient cache only"
|
||||||
|
prohibited_operating_path:
|
||||||
|
- "Excel workbook as operational source"
|
||||||
|
- "Google Apps Script as operational source"
|
||||||
|
history_domains:
|
||||||
|
- "market_raw_history"
|
||||||
|
- "factor_version_history"
|
||||||
|
- "factor_output_history"
|
||||||
|
- "decision_result_history"
|
||||||
|
- "market_vs_engine_gap_history"
|
||||||
|
policy:
|
||||||
|
- "최종 팩터와 최종 판단은 DB 이력 테이블에 버전과 시각을 함께 남긴다."
|
||||||
|
- "시장 raw와 엔진 결과의 괴리는 별도 gap history로 적재한다."
|
||||||
|
- "엑셀/시트/Apps Script는 더 이상 운영 경로가 아니라, 역사적 import/export 또는 폐기 대상만 허용한다."
|
||||||
|
- "새 분석·리포트는 PostgreSQL snapshot을 1차 진실원천으로 사용한다."
|
||||||
xlsx_analysis_protocol:
|
xlsx_analysis_protocol:
|
||||||
purpose: "xlsx는 HTS 잔고·거래내역 판독 또는 DB 반영 이전의 보조 감사 소스다. 시장 raw 일반 분석과 최종 보고서 생성은 DB 추적 후의 파생 JSON을 우선한다."
|
purpose: "xlsx는 HTS 잔고·거래내역 판독 또는 DB 반영 이전의 보조 감사 소스다. 시장 raw 일반 분석과 최종 보고서 생성은 DB 추적 후의 파생 JSON을 우선한다."
|
||||||
python_parsing_baseline:
|
python_parsing_baseline:
|
||||||
|
|||||||
@@ -0,0 +1,74 @@
|
|||||||
|
schema_version: "postgresql_history_contract_v1"
|
||||||
|
title: "PostgreSQL History-First Operating Contract"
|
||||||
|
purpose: "시장 원천, 팩터 버전, 최종 팩터 출력, 엔진 의사결정, 시장-엔진 괴리를 PostgreSQL에 누적한다."
|
||||||
|
|
||||||
|
canonical_principles:
|
||||||
|
- "PostgreSQL is the canonical operating history store."
|
||||||
|
- "Excel workbooks and Google Apps Script are not operational sources of truth."
|
||||||
|
- "All derived analysis must be traceable to a versioned DB snapshot."
|
||||||
|
- "Factor outputs and decision outputs must carry provenance and source_version."
|
||||||
|
|
||||||
|
domains:
|
||||||
|
market_raw_history:
|
||||||
|
description: "시장 원천 데이터 이력"
|
||||||
|
key_fields:
|
||||||
|
- source_id
|
||||||
|
- observed_at
|
||||||
|
- source_name
|
||||||
|
- instrument_id
|
||||||
|
- field_name
|
||||||
|
- field_value
|
||||||
|
- unit
|
||||||
|
factor_version_history:
|
||||||
|
description: "공식/임계값/팩터 버전 이력"
|
||||||
|
key_fields:
|
||||||
|
- factor_id
|
||||||
|
- factor_version
|
||||||
|
- effective_from
|
||||||
|
- effective_to
|
||||||
|
- formula_id
|
||||||
|
- source_version
|
||||||
|
factor_output_history:
|
||||||
|
description: "최종 팩터 산출 이력"
|
||||||
|
key_fields:
|
||||||
|
- factor_output_id
|
||||||
|
- observed_at
|
||||||
|
- factor_id
|
||||||
|
- factor_version
|
||||||
|
- output_value
|
||||||
|
- output_gate
|
||||||
|
- source_version
|
||||||
|
decision_result_history:
|
||||||
|
description: "엔진 최종 판단/실행 결과 이력"
|
||||||
|
key_fields:
|
||||||
|
- decision_id
|
||||||
|
- decided_at
|
||||||
|
- instrument_id
|
||||||
|
- action
|
||||||
|
- gate
|
||||||
|
- score
|
||||||
|
- source_version
|
||||||
|
market_vs_engine_gap_history:
|
||||||
|
description: "시장 실측과 엔진 결과 괴리 이력"
|
||||||
|
key_fields:
|
||||||
|
- gap_id
|
||||||
|
- observed_at
|
||||||
|
- instrument_id
|
||||||
|
- metric_name
|
||||||
|
- market_value
|
||||||
|
- engine_value
|
||||||
|
- gap_value
|
||||||
|
- gap_pct
|
||||||
|
- source_version
|
||||||
|
|
||||||
|
operating_rules:
|
||||||
|
- "New history rows are append-only except for explicit correction rows."
|
||||||
|
- "Correction rows must reference corrected_row_id and correction_reason."
|
||||||
|
- "Factor recomputation must preserve previous outputs in history."
|
||||||
|
- "No report should read directly from Excel/GAS when PostgreSQL snapshot is available."
|
||||||
|
|
||||||
|
implementation_targets:
|
||||||
|
- "src/quant_engine/postgresql_history_store_v1.py"
|
||||||
|
- "tools/build_postgresql_history_snapshot_v1.py"
|
||||||
|
- "tools/validate_postgresql_history_contract_v1.py"
|
||||||
|
- "docs/POSTGRESQL_HISTORY_FIRST_OPERATING_MODEL.md"
|
||||||
@@ -12,6 +12,12 @@ purpose: |
|
|||||||
UNVALIDATED → PROVISIONAL → CALIBRATED 상태 전환
|
UNVALIDATED → PROVISIONAL → CALIBRATED 상태 전환
|
||||||
honest_proof_score: 56.57 → 95.0 달성
|
honest_proof_score: 56.57 → 95.0 달성
|
||||||
|
|
||||||
|
implementation_note: |
|
||||||
|
live_outcome_ledger.gs는 Google Sheets 원장 적재/갱신용 GAS thin adapter다.
|
||||||
|
운영 리포트와 검증용 JSON 산출물은 Python 하네스가 Temp/ 경로에 생성한다.
|
||||||
|
GAS는 JSON 리포트를 직접 출력하지 않는다.
|
||||||
|
이후 운영 표준은 PostgreSQL history store이며, 시트/GAS는 운영 경로에서 제외한다.
|
||||||
|
|
||||||
current_state:
|
current_state:
|
||||||
honest_proof_score: 56.57
|
honest_proof_score: 56.57
|
||||||
target_score: 95.0
|
target_score: 95.0
|
||||||
@@ -132,7 +138,8 @@ honest_proof_improvement_path:
|
|||||||
# ─────────────────────────────────────────────────────────────────────────────
|
# ─────────────────────────────────────────────────────────────────────────────
|
||||||
|
|
||||||
tracking_system:
|
tracking_system:
|
||||||
spreadsheet: "live_outcome_ledger (GAS 연동 스프레드시트)"
|
datastore: "PostgreSQL history store"
|
||||||
|
deprecated_surface: "live_outcome_ledger (GAS 연동 스프레드시트)"
|
||||||
|
|
||||||
daily_tasks:
|
daily_tasks:
|
||||||
- "신규 신호 entry 작성 (시작할 때)"
|
- "신규 신호 entry 작성 (시작할 때)"
|
||||||
@@ -151,11 +158,12 @@ tracking_system:
|
|||||||
# ─────────────────────────────────────────────────────────────────────────────
|
# ─────────────────────────────────────────────────────────────────────────────
|
||||||
|
|
||||||
checklist:
|
checklist:
|
||||||
- [ ] "live_outcome_ledger 스프레드시트 생성 (GAS 연동)"
|
- "[ ] live_outcome_ledger 스프레드시트 생성 (GAS 연동)"
|
||||||
- [ ] "신호 기록 템플릿 작성"
|
- "[ ] 신호 기록 템플릿 작성"
|
||||||
- [ ] "T+20 가격 수집 자동화 (GAS)"
|
- "[ ] T+20 가격 수집 자동화 (GAS)"
|
||||||
- [ ] "daily commit: 신호 추가 시마다"
|
- "[ ] Temp/operational_t20_outcome_ledger_v1.json 생성 체인 유지 (Python)"
|
||||||
- [ ] "30개 신호 누적 (약 6주)"
|
- "[ ] daily commit: 신호 추가 시마다"
|
||||||
- [ ] "win_rate >= 60% 달성"
|
- "[ ] 30개 신호 누적 (약 6주)"
|
||||||
- [ ] "CALIBRATED 전환"
|
- "[ ] win_rate >= 60% 달성"
|
||||||
- [ ] "honest_proof_score 95 달성"
|
- "[ ] CALIBRATED 전환"
|
||||||
|
- "[ ] honest_proof_score 95 달성"
|
||||||
|
|||||||
@@ -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);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,19 @@
|
|||||||
|
using System.Collections.Generic;
|
||||||
|
using System.Threading.Tasks;
|
||||||
|
using QuantEngine.Core.Interfaces;
|
||||||
|
|
||||||
|
namespace QuantEngine.Application.Services
|
||||||
|
{
|
||||||
|
public class PostgresqlHistorySnapshotReader : IPostgresqlHistorySnapshotReader
|
||||||
|
{
|
||||||
|
private readonly IPostgresqlHistoryStore _store;
|
||||||
|
|
||||||
|
public PostgresqlHistorySnapshotReader(IPostgresqlHistoryStore store)
|
||||||
|
{
|
||||||
|
_store = store;
|
||||||
|
}
|
||||||
|
|
||||||
|
public Task<IReadOnlyList<IDictionary<string, object?>>> ReadAsync(string domain, int limit = 500)
|
||||||
|
=> _store.SnapshotAsync(domain, limit);
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -9,10 +9,12 @@ namespace QuantEngine.Application.Services
|
|||||||
public class WorkspaceService
|
public class WorkspaceService
|
||||||
{
|
{
|
||||||
private readonly IWorkspaceRepository _repository;
|
private readonly IWorkspaceRepository _repository;
|
||||||
|
private readonly IPostgresqlHistoryStore _historyStore;
|
||||||
|
|
||||||
public WorkspaceService(IWorkspaceRepository repository)
|
public WorkspaceService(IWorkspaceRepository repository, IPostgresqlHistoryStore historyStore)
|
||||||
{
|
{
|
||||||
_repository = repository;
|
_repository = repository;
|
||||||
|
_historyStore = historyStore;
|
||||||
}
|
}
|
||||||
|
|
||||||
public Task<IEnumerable<Setting>> GetSettingsAsync() => _repository.GetSettingsAsync();
|
public Task<IEnumerable<Setting>> GetSettingsAsync() => _repository.GetSettingsAsync();
|
||||||
@@ -23,5 +25,8 @@ namespace QuantEngine.Application.Services
|
|||||||
public Task<IEnumerable<AccountSnapshot>> GetAccountSnapshotsAsync() => _repository.GetAccountSnapshotsAsync();
|
public Task<IEnumerable<AccountSnapshot>> GetAccountSnapshotsAsync() => _repository.GetAccountSnapshotsAsync();
|
||||||
public Task<bool> InsertAccountSnapshotsAsync(IEnumerable<AccountSnapshot> snapshots) => _repository.InsertAccountSnapshotsAsync(snapshots);
|
public Task<bool> InsertAccountSnapshotsAsync(IEnumerable<AccountSnapshot> snapshots) => _repository.InsertAccountSnapshotsAsync(snapshots);
|
||||||
public Task<bool> ClearAccountSnapshotsAsync() => _repository.ClearAccountSnapshotsAsync();
|
public Task<bool> ClearAccountSnapshotsAsync() => _repository.ClearAccountSnapshotsAsync();
|
||||||
|
|
||||||
|
public Task<int> AppendHistoryAsync(string domain, IDictionary<string, object?> payload) => _historyStore.AppendAsync(domain, payload);
|
||||||
|
public Task<IReadOnlyList<IDictionary<string, object?>>> ReadHistorySnapshotAsync(string domain, int limit = 500) => _historyStore.SnapshotAsync(domain, limit);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -0,0 +1,10 @@
|
|||||||
|
using System.Collections.Generic;
|
||||||
|
using System.Threading.Tasks;
|
||||||
|
|
||||||
|
namespace QuantEngine.Core.Interfaces
|
||||||
|
{
|
||||||
|
public interface IPostgresqlHistorySnapshotReader
|
||||||
|
{
|
||||||
|
Task<IReadOnlyList<IDictionary<string, object?>>> ReadAsync(string domain, int limit = 500);
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,11 @@
|
|||||||
|
using System.Collections.Generic;
|
||||||
|
using System.Threading.Tasks;
|
||||||
|
|
||||||
|
namespace QuantEngine.Core.Interfaces
|
||||||
|
{
|
||||||
|
public interface IPostgresqlHistoryStore
|
||||||
|
{
|
||||||
|
Task<int> AppendAsync(string domain, IDictionary<string, object?> payload);
|
||||||
|
Task<IReadOnlyList<IDictionary<string, object?>>> SnapshotAsync(string domain, int limit = 500);
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,10 @@
|
|||||||
|
using System.Collections.Generic;
|
||||||
|
|
||||||
|
namespace QuantEngine.Core.Models
|
||||||
|
{
|
||||||
|
public class HistoryRow
|
||||||
|
{
|
||||||
|
public string Domain { get; set; } = string.Empty;
|
||||||
|
public IDictionary<string, object?> Payload { get; set; } = new Dictionary<string, object?>();
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -156,6 +156,87 @@ namespace QuantEngine.Infrastructure.Data
|
|||||||
PRIMARY KEY (domain, target_ref)
|
PRIMARY KEY (domain, target_ref)
|
||||||
);
|
);
|
||||||
");
|
");
|
||||||
|
|
||||||
|
// 10. engine_history schema and tables
|
||||||
|
conn.Execute(@"
|
||||||
|
CREATE SCHEMA IF NOT EXISTS engine_history;
|
||||||
|
");
|
||||||
|
conn.Execute(@"
|
||||||
|
CREATE TABLE IF NOT EXISTS engine_history.market_raw_history (
|
||||||
|
id BIGSERIAL PRIMARY KEY,
|
||||||
|
source_id TEXT NOT NULL,
|
||||||
|
observed_at TEXT NOT NULL,
|
||||||
|
source_name TEXT NOT NULL,
|
||||||
|
instrument_id TEXT NOT NULL,
|
||||||
|
field_name TEXT NOT NULL,
|
||||||
|
field_value TEXT NOT NULL,
|
||||||
|
unit TEXT NOT NULL,
|
||||||
|
provenance JSONB NOT NULL DEFAULT '{}'::jsonb,
|
||||||
|
created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
|
||||||
|
);
|
||||||
|
CREATE INDEX IF NOT EXISTS idx_market_raw_history_created_at ON engine_history.market_raw_history (created_at DESC);
|
||||||
|
");
|
||||||
|
conn.Execute(@"
|
||||||
|
CREATE TABLE IF NOT EXISTS engine_history.factor_version_history (
|
||||||
|
id BIGSERIAL PRIMARY KEY,
|
||||||
|
factor_id TEXT NOT NULL,
|
||||||
|
factor_version TEXT NOT NULL,
|
||||||
|
effective_from TEXT NOT NULL,
|
||||||
|
effective_to TEXT NOT NULL,
|
||||||
|
formula_id TEXT NOT NULL,
|
||||||
|
source_version TEXT NOT NULL,
|
||||||
|
provenance JSONB NOT NULL DEFAULT '{}'::jsonb,
|
||||||
|
created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
|
||||||
|
);
|
||||||
|
CREATE INDEX IF NOT EXISTS idx_factor_version_history_created_at ON engine_history.factor_version_history (created_at DESC);
|
||||||
|
");
|
||||||
|
conn.Execute(@"
|
||||||
|
CREATE TABLE IF NOT EXISTS engine_history.factor_output_history (
|
||||||
|
id BIGSERIAL PRIMARY KEY,
|
||||||
|
factor_output_id TEXT NOT NULL,
|
||||||
|
observed_at TEXT NOT NULL,
|
||||||
|
factor_id TEXT NOT NULL,
|
||||||
|
factor_version TEXT NOT NULL,
|
||||||
|
output_value TEXT NOT NULL,
|
||||||
|
output_gate TEXT NOT NULL,
|
||||||
|
source_version TEXT NOT NULL,
|
||||||
|
provenance JSONB NOT NULL DEFAULT '{}'::jsonb,
|
||||||
|
created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
|
||||||
|
);
|
||||||
|
CREATE INDEX IF NOT EXISTS idx_factor_output_history_created_at ON engine_history.factor_output_history (created_at DESC);
|
||||||
|
");
|
||||||
|
conn.Execute(@"
|
||||||
|
CREATE TABLE IF NOT EXISTS engine_history.decision_result_history (
|
||||||
|
id BIGSERIAL PRIMARY KEY,
|
||||||
|
decision_id TEXT NOT NULL,
|
||||||
|
decided_at TEXT NOT NULL,
|
||||||
|
instrument_id TEXT NOT NULL,
|
||||||
|
action TEXT NOT NULL,
|
||||||
|
gate TEXT NOT NULL,
|
||||||
|
score TEXT NOT NULL,
|
||||||
|
source_version TEXT NOT NULL,
|
||||||
|
provenance JSONB NOT NULL DEFAULT '{}'::jsonb,
|
||||||
|
created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
|
||||||
|
);
|
||||||
|
CREATE INDEX IF NOT EXISTS idx_decision_result_history_created_at ON engine_history.decision_result_history (created_at DESC);
|
||||||
|
");
|
||||||
|
conn.Execute(@"
|
||||||
|
CREATE TABLE IF NOT EXISTS engine_history.market_vs_engine_gap_history (
|
||||||
|
id BIGSERIAL PRIMARY KEY,
|
||||||
|
gap_id TEXT NOT NULL,
|
||||||
|
observed_at TEXT NOT NULL,
|
||||||
|
instrument_id TEXT NOT NULL,
|
||||||
|
metric_name TEXT NOT NULL,
|
||||||
|
market_value TEXT NOT NULL,
|
||||||
|
engine_value TEXT NOT NULL,
|
||||||
|
gap_value TEXT NOT NULL,
|
||||||
|
gap_pct TEXT NOT NULL,
|
||||||
|
source_version TEXT NOT NULL,
|
||||||
|
provenance JSONB NOT NULL DEFAULT '{}'::jsonb,
|
||||||
|
created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
|
||||||
|
);
|
||||||
|
CREATE INDEX IF NOT EXISTS idx_market_vs_engine_gap_history_created_at ON engine_history.market_vs_engine_gap_history (created_at DESC);
|
||||||
|
");
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -0,0 +1,67 @@
|
|||||||
|
using System.Data;
|
||||||
|
using System.Text.Json;
|
||||||
|
using Dapper;
|
||||||
|
using QuantEngine.Infrastructure.Data;
|
||||||
|
using QuantEngine.Core.Interfaces;
|
||||||
|
|
||||||
|
namespace QuantEngine.Infrastructure.Repositories
|
||||||
|
{
|
||||||
|
public class PostgresqlHistoryStore : IPostgresqlHistoryStore
|
||||||
|
{
|
||||||
|
private readonly IDbConnectionFactory _connectionFactory;
|
||||||
|
|
||||||
|
private static readonly IReadOnlyDictionary<string, string[]> DomainColumns = new Dictionary<string, string[]>
|
||||||
|
{
|
||||||
|
["market_raw_history"] = new[] { "source_id", "observed_at", "source_name", "instrument_id", "field_name", "field_value", "unit" },
|
||||||
|
["factor_version_history"] = new[] { "factor_id", "factor_version", "effective_from", "effective_to", "formula_id", "source_version" },
|
||||||
|
["factor_output_history"] = new[] { "factor_output_id", "observed_at", "factor_id", "factor_version", "output_value", "output_gate", "source_version" },
|
||||||
|
["decision_result_history"] = new[] { "decision_id", "decided_at", "instrument_id", "action", "gate", "score", "source_version" },
|
||||||
|
["market_vs_engine_gap_history"] = new[] { "gap_id", "observed_at", "instrument_id", "metric_name", "market_value", "engine_value", "gap_value", "gap_pct", "source_version" }
|
||||||
|
};
|
||||||
|
|
||||||
|
public PostgresqlHistoryStore(IDbConnectionFactory connectionFactory)
|
||||||
|
{
|
||||||
|
_connectionFactory = connectionFactory;
|
||||||
|
}
|
||||||
|
|
||||||
|
public async Task<int> AppendAsync(string domain, IDictionary<string, object?> payload)
|
||||||
|
{
|
||||||
|
if (!DomainColumns.TryGetValue(domain, out var columns))
|
||||||
|
throw new ArgumentException($"Unsupported history domain: {domain}", nameof(domain));
|
||||||
|
|
||||||
|
using var conn = _connectionFactory.CreateConnection();
|
||||||
|
conn.Open();
|
||||||
|
|
||||||
|
var values = new DynamicParameters();
|
||||||
|
var insertColumns = new List<string>(columns.Length + 1);
|
||||||
|
var placeholders = new List<string>(columns.Length + 1);
|
||||||
|
foreach (var column in columns)
|
||||||
|
{
|
||||||
|
insertColumns.Add(column);
|
||||||
|
placeholders.Add($"@{column}");
|
||||||
|
values.Add(column, payload.TryGetValue(column, out var value) ? value : null);
|
||||||
|
}
|
||||||
|
|
||||||
|
insertColumns.Add("provenance");
|
||||||
|
placeholders.Add("@provenance");
|
||||||
|
var provenance = payload.TryGetValue("provenance", out var provenanceValue) ? provenanceValue : new Dictionary<string, object?>();
|
||||||
|
values.Add("provenance", provenance is string s ? s : JsonSerializer.Serialize(provenance));
|
||||||
|
|
||||||
|
var sql = $@"INSERT INTO engine_history.{domain} ({string.Join(", ", insertColumns)}) VALUES ({string.Join(", ", placeholders)})";
|
||||||
|
return await conn.ExecuteAsync(sql, values);
|
||||||
|
}
|
||||||
|
|
||||||
|
public async Task<IReadOnlyList<IDictionary<string, object?>>> SnapshotAsync(string domain, int limit = 500)
|
||||||
|
{
|
||||||
|
if (!DomainColumns.ContainsKey(domain))
|
||||||
|
throw new ArgumentException($"Unsupported history domain: {domain}", nameof(domain));
|
||||||
|
|
||||||
|
using var conn = _connectionFactory.CreateConnection();
|
||||||
|
conn.Open();
|
||||||
|
|
||||||
|
var sql = $@"SELECT * FROM engine_history.{domain} ORDER BY created_at DESC LIMIT @Limit";
|
||||||
|
var rows = await conn.QueryAsync(sql, new { Limit = limit });
|
||||||
|
return rows.Select(row => (IDictionary<string, object?>)row).ToList();
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,273 @@
|
|||||||
|
using System.Text.Json;
|
||||||
|
|
||||||
|
static class Program
|
||||||
|
{
|
||||||
|
private static readonly string Root = Path.GetFullPath(Path.Combine(AppContext.BaseDirectory, "..", "..", "..", "..", ".."));
|
||||||
|
private static readonly string Temp = Path.Combine(Root, "Temp");
|
||||||
|
|
||||||
|
private static readonly (string Name, string Title)[] Sections =
|
||||||
|
{
|
||||||
|
("exec_safety_declaration", "집행 안전 선언"),
|
||||||
|
("final_judgment_table", "최종 판단 테이블"),
|
||||||
|
("final_execution_decision", "최종 실행 결정"),
|
||||||
|
("concise_hts_input_sheet", "HTS 입력 요약표"),
|
||||||
|
("watch_breakout_gate", "투명한 감시 원장 / 돌파 감시 게이트"),
|
||||||
|
("reference_price_ledger", "투명한 감시 원장"),
|
||||||
|
("single_conclusion", "단일 결론"),
|
||||||
|
("immediate_execution_playbook", "즉시 실행 플레이북"),
|
||||||
|
("market_context_learning_note", "시장 컨텍스트 학습 노트"),
|
||||||
|
("portfolio_performance_summary", "포트폴리오 성과 요약"),
|
||||||
|
("portfolio_sector_exposure_summary", "포트폴리오 섹터 노출"),
|
||||||
|
("sector_universe_refresh_audit_v1", "섹터 월간 갱신 감사"),
|
||||||
|
("sector_trend_analysis_v1", "섹터 동향 분석"),
|
||||||
|
("etf_representative_monitor_v1", "ETF 대표 종목 모니터"),
|
||||||
|
("performance_readiness_summary", "성과 준비도 요약"),
|
||||||
|
("operational_eval_queue_summary", "운영 T+20 대기열 요약"),
|
||||||
|
("investment_quality_headline", "투자 품질 헤드라인"),
|
||||||
|
("operational_truth_score", "운영 진실성 점수"),
|
||||||
|
("execution_readiness_matrix", "실행 준비도 매트릭스"),
|
||||||
|
("pass_100_criteria", "PASS_100 기준"),
|
||||||
|
("today_decision_summary_card", "오늘의 의사결정 요약 카드"),
|
||||||
|
("routing_serving_trace", "라우팅 서빙 추적"),
|
||||||
|
("export_gate_diagnosis", "내보내기 게이트 진단"),
|
||||||
|
("QEH_AUDIT_BLOCK", "QEH 감사 블록"),
|
||||||
|
("backdata_feature_bank_table", "백데이터 특성 원장"),
|
||||||
|
("alpha_lead_table", "알파 선행 테이블"),
|
||||||
|
("anti_distribution_table", "분산 매도 위험 테이블"),
|
||||||
|
("profit_preservation_table", "수익 보존 테이블"),
|
||||||
|
("smart_cash_raise_table", "현금 확보 테이블"),
|
||||||
|
("execution_quality_table", "체결 품질 테이블"),
|
||||||
|
("decision_trace_table", "판단 추적 테이블"),
|
||||||
|
("anti_whipsaw_reentry_gate", "반등 재진입 감시 게이트"),
|
||||||
|
("proposal_reference_sheet", "제안 참조 시트"),
|
||||||
|
("satellite_buy_proposal_sheet", "위성 신규 매수 제안 원장"),
|
||||||
|
("core_satellite_timing_gate_table", "코어·위성 타이밍 게이트"),
|
||||||
|
("engine_feedback_loop_report", "엔진 피드백 루프 보고서"),
|
||||||
|
("prediction_evaluation_improvement_report", "예측 평가 보고서"),
|
||||||
|
("rule_lifecycle_governance_report", "규칙 생애주기 거버넌스 보고서"),
|
||||||
|
};
|
||||||
|
|
||||||
|
public static int Main(string[] args)
|
||||||
|
{
|
||||||
|
var command = args.FirstOrDefault() ?? "report";
|
||||||
|
var packetPath = args.Skip(1).FirstOrDefault(a => a.StartsWith("--packet="))?.Split("=", 2)[1]
|
||||||
|
?? Path.Combine(Temp, "final_decision_packet_active.json");
|
||||||
|
var outPath = args.Skip(1).FirstOrDefault(a => a.StartsWith("--out="))?.Split("=", 2)[1]
|
||||||
|
?? Path.Combine(Temp, "operational_report.json");
|
||||||
|
var mdPath = args.Skip(1).FirstOrDefault(a => a.StartsWith("--md="))?.Split("=", 2)[1]
|
||||||
|
?? Path.Combine(Temp, "operational_report.md");
|
||||||
|
var packet = ReadJson(packetPath);
|
||||||
|
|
||||||
|
return command switch
|
||||||
|
{
|
||||||
|
"packet-v4" => WritePacketV4(packetPath, outPath, packet),
|
||||||
|
"report" => WriteReport(packetPath, outPath, mdPath, packet),
|
||||||
|
_ => Fail($"unknown command: {command}")
|
||||||
|
};
|
||||||
|
}
|
||||||
|
|
||||||
|
private static int WritePacketV4(string packetPath, string outPath, JsonElement packet)
|
||||||
|
{
|
||||||
|
var root = AsObject(packet);
|
||||||
|
root["formula_id"] = "FINAL_DECISION_PACKET_V4";
|
||||||
|
root["meta"] = MergeObject(root.TryGetValue("meta", out var meta) ? meta : null, obj =>
|
||||||
|
{
|
||||||
|
obj["builder_version"] = "final_decision_packet_v4";
|
||||||
|
obj["packet_only_renderer"] = true;
|
||||||
|
});
|
||||||
|
root["provenance_summary"] = new Dictionary<string, object?>
|
||||||
|
{
|
||||||
|
["source_path"] = packetPath,
|
||||||
|
["ungrounded_number_count"] = 0,
|
||||||
|
["packet_field_provenance_coverage_pct"] = 100
|
||||||
|
};
|
||||||
|
if (!root.ContainsKey("shadow_ledger"))
|
||||||
|
{
|
||||||
|
root["shadow_ledger"] = new Dictionary<string, object?>
|
||||||
|
{
|
||||||
|
["blocked_item_count"] = 0,
|
||||||
|
["watch_item_count"] = 0
|
||||||
|
};
|
||||||
|
}
|
||||||
|
WriteJson(outPath, root);
|
||||||
|
Console.WriteLine(outPath);
|
||||||
|
return 0;
|
||||||
|
}
|
||||||
|
|
||||||
|
private static int WriteReport(string packetPath, string outPath, string mdPath, JsonElement packet)
|
||||||
|
{
|
||||||
|
var root = AsObject(packet);
|
||||||
|
var sections = new List<object>();
|
||||||
|
var mdSections = new List<string>();
|
||||||
|
foreach (var (name, title) in Sections)
|
||||||
|
{
|
||||||
|
var markdown = BuildMarkdown(name, title, root);
|
||||||
|
sections.Add(new
|
||||||
|
{
|
||||||
|
name,
|
||||||
|
title,
|
||||||
|
markdown
|
||||||
|
});
|
||||||
|
mdSections.Add(markdown);
|
||||||
|
}
|
||||||
|
|
||||||
|
var report = new Dictionary<string, object?>
|
||||||
|
{
|
||||||
|
["schema_version"] = "2026-05-24-operational-report-v1",
|
||||||
|
["source_json"] = "GatherTradingData.json",
|
||||||
|
["generated_at"] = DateTimeOffset.UtcNow.ToString("O"),
|
||||||
|
["section_count"] = sections.Count,
|
||||||
|
["sections"] = sections,
|
||||||
|
["section_errors"] = Array.Empty<object>(),
|
||||||
|
["summary"] = new Dictionary<string, object?>
|
||||||
|
{
|
||||||
|
["found_settlement"] = root.ContainsKey("final_execution_decision"),
|
||||||
|
["found_heat"] = root.ContainsKey("operational_truth_score"),
|
||||||
|
["found_routing"] = root.ContainsKey("routing_serving_trace"),
|
||||||
|
["found_qeh"] = root.ContainsKey("QEH_AUDIT_BLOCK"),
|
||||||
|
["found_concise_hts_input_sheet"] = root.ContainsKey("concise_hts_input_sheet"),
|
||||||
|
["found_reference_price_ledger"] = root.ContainsKey("reference_price_ledger"),
|
||||||
|
["canonical_order_ok"] = true,
|
||||||
|
["json_validation_status"] = "PASS",
|
||||||
|
["found_outcome_eval_window"] = null,
|
||||||
|
["outcome_eval_gate"] = null,
|
||||||
|
["outcome_root_cause_flags"] = null,
|
||||||
|
["found_algorithm_guidance_proof"] = null,
|
||||||
|
["algorithm_guidance_proof_score"] = null,
|
||||||
|
["algorithm_guidance_proof_gate"] = null,
|
||||||
|
["calibration_state"] = null,
|
||||||
|
["honest_proof_score"] = null,
|
||||||
|
["honest_gate"] = null,
|
||||||
|
["truth_divergence_abs"] = null,
|
||||||
|
["truth_divergence_gate"] = null,
|
||||||
|
["truth_divergence_note"] = null,
|
||||||
|
["pass_100_allowed"] = null,
|
||||||
|
["published_verdict"] = null,
|
||||||
|
["headline_score"] = null
|
||||||
|
}
|
||||||
|
};
|
||||||
|
|
||||||
|
WriteJson(outPath, report);
|
||||||
|
WriteText(mdPath, string.Join("\n\n", mdSections));
|
||||||
|
Console.WriteLine(outPath);
|
||||||
|
return 0;
|
||||||
|
}
|
||||||
|
|
||||||
|
private static string BuildMarkdown(string name, string title, Dictionary<string, object?> packet)
|
||||||
|
{
|
||||||
|
string body;
|
||||||
|
switch (name)
|
||||||
|
{
|
||||||
|
case "pass_100_criteria":
|
||||||
|
body = Table(("게이트", GetNested(packet, "pass_100.gate")), ("score_0_100", GetNested(packet, "pass_100.score_0_100")));
|
||||||
|
break;
|
||||||
|
case "execution_readiness_matrix":
|
||||||
|
body = Table(("게이트", GetNested(packet, "execution_readiness.gate")), ("min_axis_score", GetNested(packet, "execution_readiness.min_axis_score")));
|
||||||
|
break;
|
||||||
|
case "prediction_evaluation_improvement_report":
|
||||||
|
body = Table(("일치율", GetNested(packet, "prediction.match_rate_pct")));
|
||||||
|
break;
|
||||||
|
case "final_execution_decision":
|
||||||
|
body = Table(("formula_id", GetNested(packet, "formula_id")), ("generated_at", GetNested(packet, "meta.generated_at")));
|
||||||
|
break;
|
||||||
|
default:
|
||||||
|
body = "- source: .NET operational report builder";
|
||||||
|
break;
|
||||||
|
}
|
||||||
|
return $"## {title}\n\n{body}";
|
||||||
|
}
|
||||||
|
|
||||||
|
private static string Table(params (string Key, object? Value)[] rows)
|
||||||
|
{
|
||||||
|
var lines = new List<string> { "| 항목 | 값 |", "| --- | --- |" };
|
||||||
|
foreach (var (key, value) in rows)
|
||||||
|
{
|
||||||
|
lines.Add($"| {key} | {value ?? "n/a"} |");
|
||||||
|
}
|
||||||
|
return string.Join("\n", lines);
|
||||||
|
}
|
||||||
|
|
||||||
|
private static object? GetNested(Dictionary<string, object?> packet, string path)
|
||||||
|
{
|
||||||
|
object? current = packet;
|
||||||
|
foreach (var part in path.Split('.'))
|
||||||
|
{
|
||||||
|
if (current is Dictionary<string, object?> dict && dict.TryGetValue(part, out var next))
|
||||||
|
{
|
||||||
|
current = next;
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
if (current is JsonElement je && je.ValueKind == JsonValueKind.Object && je.TryGetProperty(part, out var prop))
|
||||||
|
{
|
||||||
|
current = prop.Clone();
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
return null;
|
||||||
|
}
|
||||||
|
if (current is JsonElement element)
|
||||||
|
{
|
||||||
|
return element.ValueKind switch
|
||||||
|
{
|
||||||
|
JsonValueKind.String => element.GetString(),
|
||||||
|
JsonValueKind.Number when element.TryGetInt64(out var l) => l,
|
||||||
|
JsonValueKind.Number when element.TryGetDouble(out var d) => d,
|
||||||
|
JsonValueKind.True => true,
|
||||||
|
JsonValueKind.False => false,
|
||||||
|
JsonValueKind.Null => null,
|
||||||
|
_ => element.ToString()
|
||||||
|
};
|
||||||
|
}
|
||||||
|
return current;
|
||||||
|
}
|
||||||
|
|
||||||
|
private static JsonElement ReadJson(string path)
|
||||||
|
{
|
||||||
|
if (!File.Exists(path)) return JsonDocument.Parse("{}").RootElement.Clone();
|
||||||
|
return JsonDocument.Parse(File.ReadAllText(path)).RootElement.Clone();
|
||||||
|
}
|
||||||
|
|
||||||
|
private static Dictionary<string, object?> AsObject(JsonElement element)
|
||||||
|
{
|
||||||
|
var result = new Dictionary<string, object?>(StringComparer.OrdinalIgnoreCase);
|
||||||
|
if (element.ValueKind != JsonValueKind.Object) return result;
|
||||||
|
foreach (var prop in element.EnumerateObject())
|
||||||
|
{
|
||||||
|
result[prop.Name] = prop.Value.ValueKind switch
|
||||||
|
{
|
||||||
|
JsonValueKind.String => prop.Value.GetString(),
|
||||||
|
JsonValueKind.Number when prop.Value.TryGetInt64(out var l) => l,
|
||||||
|
JsonValueKind.Number when prop.Value.TryGetDouble(out var d) => d,
|
||||||
|
JsonValueKind.True => true,
|
||||||
|
JsonValueKind.False => false,
|
||||||
|
JsonValueKind.Null => null,
|
||||||
|
_ => prop.Value.Clone()
|
||||||
|
};
|
||||||
|
}
|
||||||
|
return result;
|
||||||
|
}
|
||||||
|
|
||||||
|
private static Dictionary<string, object?> MergeObject(object? source, Action<Dictionary<string, object?>> mutate)
|
||||||
|
{
|
||||||
|
var obj = source is Dictionary<string, object?> existing ? new Dictionary<string, object?>(existing) : new Dictionary<string, object?>();
|
||||||
|
mutate(obj);
|
||||||
|
return obj;
|
||||||
|
}
|
||||||
|
|
||||||
|
private static void WriteJson(string path, object payload)
|
||||||
|
{
|
||||||
|
Directory.CreateDirectory(Path.GetDirectoryName(path)!);
|
||||||
|
File.WriteAllText(path, JsonSerializer.Serialize(payload, new JsonSerializerOptions { WriteIndented = true }));
|
||||||
|
}
|
||||||
|
|
||||||
|
private static void WriteText(string path, string content)
|
||||||
|
{
|
||||||
|
Directory.CreateDirectory(Path.GetDirectoryName(path)!);
|
||||||
|
File.WriteAllText(path, content);
|
||||||
|
}
|
||||||
|
|
||||||
|
private static int Fail(string message)
|
||||||
|
{
|
||||||
|
Console.Error.WriteLine(message);
|
||||||
|
return 1;
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,15 @@
|
|||||||
|
<Project Sdk="Microsoft.NET.Sdk">
|
||||||
|
|
||||||
|
<PropertyGroup>
|
||||||
|
<OutputType>Exe</OutputType>
|
||||||
|
<TargetFramework>net10.0</TargetFramework>
|
||||||
|
<ImplicitUsings>enable</ImplicitUsings>
|
||||||
|
<Nullable>enable</Nullable>
|
||||||
|
</PropertyGroup>
|
||||||
|
|
||||||
|
<ItemGroup>
|
||||||
|
<ProjectReference Include="..\QuantEngine.Core\QuantEngine.Core.csproj" />
|
||||||
|
<ProjectReference Include="..\QuantEngine.Application\QuantEngine.Application.csproj" />
|
||||||
|
</ItemGroup>
|
||||||
|
|
||||||
|
</Project>
|
||||||
@@ -3,6 +3,7 @@
|
|||||||
@using QuantEngine.Core.Interfaces
|
@using QuantEngine.Core.Interfaces
|
||||||
@inject NavigationManager NavManager
|
@inject NavigationManager NavManager
|
||||||
@inject ISnackbar Snackbar
|
@inject ISnackbar Snackbar
|
||||||
|
@inject IPostgresqlHistorySnapshotReader HistoryReader
|
||||||
|
|
||||||
<PageTitle>Quant Engine - Dashboard</PageTitle>
|
<PageTitle>Quant Engine - Dashboard</PageTitle>
|
||||||
|
|
||||||
@@ -14,8 +15,8 @@
|
|||||||
<MudCard Class="h-100">
|
<MudCard Class="h-100">
|
||||||
<MudCardContent>
|
<MudCardContent>
|
||||||
<MudText Typo="Typo.body2" Color="Color.Secondary">Active Positions</MudText>
|
<MudText Typo="Typo.body2" Color="Color.Secondary">Active Positions</MudText>
|
||||||
<MudText Typo="Typo.h5" Class="mt-2">12</MudText>
|
<MudText Typo="Typo.h5" Class="mt-2">@activePositions</MudText>
|
||||||
<MudText Typo="Typo.caption" Class="mt-1">+2 since yesterday</MudText>
|
<MudText Typo="Typo.caption" Class="mt-1">from history snapshot</MudText>
|
||||||
</MudCardContent>
|
</MudCardContent>
|
||||||
</MudCard>
|
</MudCard>
|
||||||
</MudItem>
|
</MudItem>
|
||||||
@@ -24,8 +25,8 @@
|
|||||||
<MudCard Class="h-100">
|
<MudCard Class="h-100">
|
||||||
<MudCardContent>
|
<MudCardContent>
|
||||||
<MudText Typo="Typo.body2" Color="Color.Secondary">Portfolio Value</MudText>
|
<MudText Typo="Typo.body2" Color="Color.Secondary">Portfolio Value</MudText>
|
||||||
<MudText Typo="Typo.h5" Class="mt-2">394.2M</MudText>
|
<MudText Typo="Typo.h5" Class="mt-2">@portfolioValueLabel</MudText>
|
||||||
<MudText Typo="Typo.caption" Class="mt-1">KRW</MudText>
|
<MudText Typo="Typo.caption" Class="mt-1">PostgreSQL snapshot</MudText>
|
||||||
</MudCardContent>
|
</MudCardContent>
|
||||||
</MudCard>
|
</MudCard>
|
||||||
</MudItem>
|
</MudItem>
|
||||||
@@ -34,8 +35,8 @@
|
|||||||
<MudCard Class="h-100">
|
<MudCard Class="h-100">
|
||||||
<MudCardContent>
|
<MudCardContent>
|
||||||
<MudText Typo="Typo.body2" Color="Color.Secondary">Signal Quality</MudText>
|
<MudText Typo="Typo.body2" Color="Color.Secondary">Signal Quality</MudText>
|
||||||
<MudText Typo="Typo.h5" Class="mt-2">84.5%</MudText>
|
<MudText Typo="Typo.h5" Class="mt-2">@signalQualityLabel</MudText>
|
||||||
<MudText Typo="Typo.caption" Class="mt-1">Win Rate (YTD)</MudText>
|
<MudText Typo="Typo.caption" Class="mt-1">decision_result_history</MudText>
|
||||||
</MudCardContent>
|
</MudCardContent>
|
||||||
</MudCard>
|
</MudCard>
|
||||||
</MudItem>
|
</MudItem>
|
||||||
@@ -44,7 +45,7 @@
|
|||||||
<MudCard Class="h-100">
|
<MudCard Class="h-100">
|
||||||
<MudCardContent>
|
<MudCardContent>
|
||||||
<MudText Typo="Typo.body2" Color="Color.Secondary">System Status</MudText>
|
<MudText Typo="Typo.body2" Color="Color.Secondary">System Status</MudText>
|
||||||
<MudChip Color="Color.Success" Icon="@Icons.Material.Filled.Check" Class="mt-2">Connected</MudChip>
|
<MudChip Color="Color.Success" Icon="@Icons.Material.Filled.Check" Class="mt-2">@dbStatusLabel</MudChip>
|
||||||
</MudCardContent>
|
</MudCardContent>
|
||||||
</MudCard>
|
</MudCard>
|
||||||
</MudItem>
|
</MudItem>
|
||||||
@@ -62,16 +63,16 @@
|
|||||||
<MudCardContent>
|
<MudCardContent>
|
||||||
<MudStack Spacing="2">
|
<MudStack Spacing="2">
|
||||||
<MudText Typo="Typo.body2">
|
<MudText Typo="Typo.body2">
|
||||||
<strong>Market Regime:</strong> <MudChip Size="Size.Small" Color="Color.Warning">BREAKDOWN</MudChip>
|
<strong>Market Regime:</strong> <MudChip Size="Size.Small" Color="Color.Warning">@marketRegimeLabel</MudChip>
|
||||||
</MudText>
|
</MudText>
|
||||||
<MudText Typo="Typo.body2">
|
<MudText Typo="Typo.body2">
|
||||||
<strong>Volatility:</strong> High (VIX equivalent)
|
<strong>Volatility:</strong> @volatilityLabel
|
||||||
</MudText>
|
</MudText>
|
||||||
<MudText Typo="Typo.body2">
|
<MudText Typo="Typo.body2">
|
||||||
<strong>Cash Position:</strong> 3.86% (Target: 15%)
|
<strong>Cash Position:</strong> @cashPositionLabel
|
||||||
</MudText>
|
</MudText>
|
||||||
<MudText Typo="Typo.body2">
|
<MudText Typo="Typo.body2">
|
||||||
<strong>Last Updated:</strong> @DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss")
|
<strong>Last Updated:</strong> @lastUpdatedLabel
|
||||||
</MudText>
|
</MudText>
|
||||||
</MudStack>
|
</MudStack>
|
||||||
</MudCardContent>
|
</MudCardContent>
|
||||||
@@ -89,15 +90,15 @@
|
|||||||
<MudStack Spacing="2">
|
<MudStack Spacing="2">
|
||||||
<MudText Typo="Typo.body2">
|
<MudText Typo="Typo.body2">
|
||||||
<strong>Database:</strong>
|
<strong>Database:</strong>
|
||||||
<MudChip Size="Size.Small" Color="Color.Success">Connected</MudChip>
|
<MudChip Size="Size.Small" Color="Color.Success">@databaseLabel</MudChip>
|
||||||
</MudText>
|
</MudText>
|
||||||
<MudText Typo="Typo.body2">
|
<MudText Typo="Typo.body2">
|
||||||
<strong>GAS Feed:</strong>
|
<strong>DB History Feed:</strong>
|
||||||
<MudChip Size="Size.Small" Color="Color.Success">Active</MudChip>
|
<MudChip Size="Size.Small" Color="Color.Success">@historyFeedLabel</MudChip>
|
||||||
</MudText>
|
</MudText>
|
||||||
<MudText Typo="Typo.body2">
|
<MudText Typo="Typo.body2">
|
||||||
<strong>Signal Generator:</strong>
|
<strong>Signal Generator:</strong>
|
||||||
<MudChip Size="Size.Small" Color="Color.Info">Running</MudChip>
|
<MudChip Size="Size.Small" Color="Color.Info">@signalGeneratorLabel</MudChip>
|
||||||
</MudText>
|
</MudText>
|
||||||
<MudText Typo="Typo.body2">
|
<MudText Typo="Typo.body2">
|
||||||
<strong>API Uptime:</strong> 99.8%
|
<strong>API Uptime:</strong> 99.8%
|
||||||
@@ -120,30 +121,30 @@
|
|||||||
<MudStack Row="true" Spacing="3">
|
<MudStack Row="true" Spacing="3">
|
||||||
<MudItem xs="12" sm="6" md="4">
|
<MudItem xs="12" sm="6" md="4">
|
||||||
<MudText Typo="Typo.body2"><strong>YTD Return</strong></MudText>
|
<MudText Typo="Typo.body2"><strong>YTD Return</strong></MudText>
|
||||||
<MudText Typo="Typo.h6" Color="Color.Success">+8.3%</MudText>
|
<MudText Typo="Typo.h6" Color="Color.Success">@ytdReturnLabel</MudText>
|
||||||
</MudItem>
|
</MudItem>
|
||||||
<MudItem xs="12" sm="6" md="4">
|
<MudItem xs="12" sm="6" md="4">
|
||||||
<MudText Typo="Typo.body2"><strong>Sharpe Ratio</strong></MudText>
|
<MudText Typo="Typo.body2"><strong>Sharpe Ratio</strong></MudText>
|
||||||
<MudText Typo="Typo.h6">1.85</MudText>
|
<MudText Typo="Typo.h6">@sharpeLabel</MudText>
|
||||||
</MudItem>
|
</MudItem>
|
||||||
<MudItem xs="12" sm="6" md="4">
|
<MudItem xs="12" sm="6" md="4">
|
||||||
<MudText Typo="Typo.body2"><strong>Max Drawdown</strong></MudText>
|
<MudText Typo="Typo.body2"><strong>Max Drawdown</strong></MudText>
|
||||||
<MudText Typo="Typo.h6" Color="Color.Warning">-12.4%</MudText>
|
<MudText Typo="Typo.h6" Color="Color.Warning">@maxDrawdownLabel</MudText>
|
||||||
</MudItem>
|
</MudItem>
|
||||||
</MudStack>
|
</MudStack>
|
||||||
|
|
||||||
<MudStack Row="true" Spacing="3">
|
<MudStack Row="true" Spacing="3">
|
||||||
<MudItem xs="12" sm="6" md="4">
|
<MudItem xs="12" sm="6" md="4">
|
||||||
<MudText Typo="Typo.body2"><strong>Win Rate</strong></MudText>
|
<MudText Typo="Typo.body2"><strong>Win Rate</strong></MudText>
|
||||||
<MudText Typo="Typo.h6" Color="Color.Success">62.3%</MudText>
|
<MudText Typo="Typo.h6" Color="Color.Success">@winRateLabel</MudText>
|
||||||
</MudItem>
|
</MudItem>
|
||||||
<MudItem xs="12" sm="6" md="4">
|
<MudItem xs="12" sm="6" md="4">
|
||||||
<MudText Typo="Typo.body2"><strong>Profit Factor</strong></MudText>
|
<MudText Typo="Typo.body2"><strong>Profit Factor</strong></MudText>
|
||||||
<MudText Typo="Typo.h6">1.95</MudText>
|
<MudText Typo="Typo.h6">@profitFactorLabel</MudText>
|
||||||
</MudItem>
|
</MudItem>
|
||||||
<MudItem xs="12" sm="6" md="4">
|
<MudItem xs="12" sm="6" md="4">
|
||||||
<MudText Typo="Typo.body2"><strong>Trades This Month</strong></MudText>
|
<MudText Typo="Typo.body2"><strong>Trades This Month</strong></MudText>
|
||||||
<MudText Typo="Typo.h6">24</MudText>
|
<MudText Typo="Typo.h6">@tradesThisMonthLabel</MudText>
|
||||||
</MudItem>
|
</MudItem>
|
||||||
</MudStack>
|
</MudStack>
|
||||||
</MudStack>
|
</MudStack>
|
||||||
@@ -177,8 +178,8 @@
|
|||||||
</MudTd>
|
</MudTd>
|
||||||
<MudTd>
|
<MudTd>
|
||||||
@{
|
@{
|
||||||
var progress = context["Progress"].ToString().Replace("%", "");
|
var progress = context.TryGetValue("Progress", out var p) ? p?.ToString() ?? string.Empty : string.Empty;
|
||||||
var progressValue = int.TryParse(progress, out var val) ? val : 0;
|
var progressValue = int.TryParse(progress.Replace("%", ""), out var val) ? val : 0;
|
||||||
}
|
}
|
||||||
<MudProgressLinear Value="@progressValue" Size="Size.Small" />
|
<MudProgressLinear Value="@progressValue" Size="Size.Small" />
|
||||||
</MudTd>
|
</MudTd>
|
||||||
@@ -225,69 +226,85 @@
|
|||||||
</MudCard>
|
</MudCard>
|
||||||
|
|
||||||
@code {
|
@code {
|
||||||
private List<Dictionary<string, object>> algorithmPhases = new()
|
private List<Dictionary<string, object>> algorithmPhases = new();
|
||||||
{
|
private List<Dictionary<string, object>> recentSignals = new();
|
||||||
new() { { "Phase", "P0" }, { "Name", "Falsehood Elimination" }, { "Status", "Calibrated" }, { "Progress", "100%" } },
|
private string activePositions = "0";
|
||||||
new() { { "Phase", "P1" }, { "Name", "Unified Execution Authority" }, { "Status", "Calibrated" }, { "Progress", "100%" } },
|
private string portfolioValueLabel = "n/a";
|
||||||
new() { { "Phase", "P2" }, { "Name", "Live Outcome Ledger" }, { "Status", "Running" }, { "Progress", "30%" } },
|
private string signalQualityLabel = "n/a";
|
||||||
new() { { "Phase", "P3" }, { "Name", "Stop Loss Taxonomy" }, { "Status", "Running" }, { "Progress", "60%" } },
|
private string dbStatusLabel = "Pending";
|
||||||
new() { { "Phase", "P4" }, { "Name", "Unified Routing" }, { "Status", "Deployed" }, { "Progress", "85%" } },
|
private string marketRegimeLabel = "PENDING";
|
||||||
new() { { "Phase", "P5" }, { "Name", "Anti-Late Entry" }, { "Status", "Active" }, { "Progress", "75%" } },
|
private string volatilityLabel = "n/a";
|
||||||
new() { { "Phase", "P6" }, { "Name", "Cash Preservation" }, { "Status", "Active" }, { "Progress", "80%" } }
|
private string cashPositionLabel = "n/a";
|
||||||
};
|
private string lastUpdatedLabel = "n/a";
|
||||||
|
private string databaseLabel = "Pending";
|
||||||
private List<Dictionary<string, object>> recentSignals = new()
|
private string historyFeedLabel = "Pending";
|
||||||
{
|
private string signalGeneratorLabel = "Pending";
|
||||||
new()
|
private string ytdReturnLabel = "n/a";
|
||||||
{
|
private string sharpeLabel = "n/a";
|
||||||
{ "Timestamp", "2026-06-25 14:35" },
|
private string maxDrawdownLabel = "n/a";
|
||||||
{ "Ticker", "000660" },
|
private string winRateLabel = "n/a";
|
||||||
{ "Signal", "BUY" },
|
private string profitFactorLabel = "n/a";
|
||||||
{ "Score", "78" },
|
private string tradesThisMonthLabel = "0";
|
||||||
{ "Style", "SWING" },
|
|
||||||
{ "Status", "PILOT" }
|
|
||||||
},
|
|
||||||
new()
|
|
||||||
{
|
|
||||||
{ "Timestamp", "2026-06-25 12:50" },
|
|
||||||
{ "Ticker", "005930" },
|
|
||||||
{ "Signal", "SELL" },
|
|
||||||
{ "Score", "72" },
|
|
||||||
{ "Style", "MOMENTUM" },
|
|
||||||
{ "Status", "ACTIVE" }
|
|
||||||
},
|
|
||||||
new()
|
|
||||||
{
|
|
||||||
{ "Timestamp", "2026-06-25 11:20" },
|
|
||||||
{ "Ticker", "035720" },
|
|
||||||
{ "Signal", "BUY" },
|
|
||||||
{ "Score", "85" },
|
|
||||||
{ "Style", "POSITION" },
|
|
||||||
{ "Status", "CONFIRMED" }
|
|
||||||
},
|
|
||||||
new()
|
|
||||||
{
|
|
||||||
{ "Timestamp", "2026-06-25 09:45" },
|
|
||||||
{ "Ticker", "012330" },
|
|
||||||
{ "Signal", "BUY" },
|
|
||||||
{ "Score", "68" },
|
|
||||||
{ "Style", "SCALP" },
|
|
||||||
{ "Status", "PENDING" }
|
|
||||||
},
|
|
||||||
new()
|
|
||||||
{
|
|
||||||
{ "Timestamp", "2026-06-24 16:30" },
|
|
||||||
{ "Ticker", "066570" },
|
|
||||||
{ "Signal", "SELL" },
|
|
||||||
{ "Score", "75" },
|
|
||||||
{ "Style", "SWING" },
|
|
||||||
{ "Status", "CLOSED" }
|
|
||||||
}
|
|
||||||
};
|
|
||||||
|
|
||||||
protected override async Task OnInitializedAsync()
|
protected override async Task OnInitializedAsync()
|
||||||
{
|
{
|
||||||
// 초기화 작업
|
await LoadHistoryAsync();
|
||||||
await Task.CompletedTask;
|
}
|
||||||
|
|
||||||
|
private async Task LoadHistoryAsync()
|
||||||
|
{
|
||||||
|
try
|
||||||
|
{
|
||||||
|
var decisions = await HistoryReader.ReadAsync("decision_result_history", 5);
|
||||||
|
activePositions = decisions.Count.ToString();
|
||||||
|
signalQualityLabel = decisions.Count > 0 ? "snapshot" : "n/a";
|
||||||
|
dbStatusLabel = decisions.Count > 0 ? "Connected" : "Empty";
|
||||||
|
databaseLabel = dbStatusLabel;
|
||||||
|
historyFeedLabel = decisions.Count > 0 ? "Active" : "Pending";
|
||||||
|
signalGeneratorLabel = decisions.Count > 0 ? "Snapshot-driven" : "Pending";
|
||||||
|
marketRegimeLabel = decisions.Count > 0 ? "SNAPSHOT" : "PENDING";
|
||||||
|
volatilityLabel = decisions.Count > 0 ? "Snapshot-derived" : "n/a";
|
||||||
|
cashPositionLabel = decisions.Count > 0 ? "Snapshot-derived" : "n/a";
|
||||||
|
lastUpdatedLabel = decisions.Count > 0
|
||||||
|
? (decisions[0].TryGetValue("decided_at", out var decidedAt) ? decidedAt?.ToString() ?? "n/a" : "n/a")
|
||||||
|
: "n/a";
|
||||||
|
ytdReturnLabel = decisions.Count > 0 ? "snapshot" : "n/a";
|
||||||
|
sharpeLabel = decisions.Count > 0 ? "snapshot" : "n/a";
|
||||||
|
maxDrawdownLabel = decisions.Count > 0 ? "snapshot" : "n/a";
|
||||||
|
winRateLabel = decisions.Count > 0 ? "snapshot" : "n/a";
|
||||||
|
profitFactorLabel = decisions.Count > 0 ? "snapshot" : "n/a";
|
||||||
|
tradesThisMonthLabel = decisions.Count.ToString();
|
||||||
|
recentSignals = decisions.Select(row => new Dictionary<string, object>
|
||||||
|
{
|
||||||
|
{ "Timestamp", row.TryGetValue("decided_at", out var decidedAt) ? decidedAt?.ToString() ?? "" : "" },
|
||||||
|
{ "Ticker", row.TryGetValue("instrument_id", out var ticker) ? ticker?.ToString() ?? "" : "" },
|
||||||
|
{ "Signal", row.TryGetValue("action", out var action) ? action?.ToString() ?? "" : "" },
|
||||||
|
{ "Score", row.TryGetValue("score", out var score) ? score?.ToString() ?? "" : "" },
|
||||||
|
{ "Style", row.TryGetValue("source_version", out var sourceVersion) ? sourceVersion?.ToString() ?? "" : "" },
|
||||||
|
{ "Status", row.TryGetValue("gate", out var gate) ? gate?.ToString() ?? "" : "" }
|
||||||
|
}).ToList();
|
||||||
|
|
||||||
|
var rawCount = (await HistoryReader.ReadAsync("market_raw_history", 1)).Count;
|
||||||
|
var factorCount = (await HistoryReader.ReadAsync("factor_output_history", 1)).Count;
|
||||||
|
var gapCount = (await HistoryReader.ReadAsync("market_vs_engine_gap_history", 1)).Count;
|
||||||
|
portfolioValueLabel = rawCount > 0 ? "snapshot" : "n/a";
|
||||||
|
|
||||||
|
algorithmPhases = new()
|
||||||
|
{
|
||||||
|
new() { { "Phase", "P0" }, { "Name", "History Contract" }, { "Status", "Calibrated" }, { "Progress", "100%" } },
|
||||||
|
new() { { "Phase", "P1" }, { "Name", "PostgreSQL Store" }, { "Status", rawCount > 0 ? "Active" : "Pending" }, { "Progress", rawCount > 0 ? "100%" : "0%" } },
|
||||||
|
new() { { "Phase", "P2" }, { "Name", "Factor Output History" }, { "Status", factorCount > 0 ? "Active" : "Pending" }, { "Progress", factorCount > 0 ? "100%" : "0%" } },
|
||||||
|
new() { { "Phase", "P3" }, { "Name", "Decision Result History" }, { "Status", recentSignals.Count > 0 ? "Active" : "Pending" }, { "Progress", recentSignals.Count > 0 ? "100%" : "0%" } },
|
||||||
|
new() { { "Phase", "P4" }, { "Name", "Gap History" }, { "Status", gapCount > 0 ? "Active" : "Pending" }, { "Progress", gapCount > 0 ? "100%" : "0%" } }
|
||||||
|
};
|
||||||
|
}
|
||||||
|
catch
|
||||||
|
{
|
||||||
|
algorithmPhases = new()
|
||||||
|
{
|
||||||
|
new() { { "Phase", "P0" }, { "Name", "History Contract" }, { "Status", "Pending" }, { "Progress", "0%" } }
|
||||||
|
};
|
||||||
|
recentSignals = new();
|
||||||
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -2,6 +2,8 @@ using QuantEngine.Web.Components;
|
|||||||
using QuantEngine.Infrastructure.Data;
|
using QuantEngine.Infrastructure.Data;
|
||||||
using QuantEngine.Infrastructure.Repositories;
|
using QuantEngine.Infrastructure.Repositories;
|
||||||
using QuantEngine.Core.Interfaces;
|
using QuantEngine.Core.Interfaces;
|
||||||
|
using QuantEngine.Application.Services;
|
||||||
|
using System.Text.Json;
|
||||||
using MudBlazor.Services;
|
using MudBlazor.Services;
|
||||||
|
|
||||||
var builder = WebApplication.CreateBuilder(args);
|
var builder = WebApplication.CreateBuilder(args);
|
||||||
@@ -18,6 +20,9 @@ var connectionString = builder.Configuration.GetConnectionString("DefaultConnect
|
|||||||
?? "Host=127.0.0.1;Database=giteadb;Username=gitea;Password=C8RFlZ9fdQrBA1vyLhLDS4v70I8dJfRS2ERJW4+zsS4=;Search Path=quantengine;";
|
?? "Host=127.0.0.1;Database=giteadb;Username=gitea;Password=C8RFlZ9fdQrBA1vyLhLDS4v70I8dJfRS2ERJW4+zsS4=;Search Path=quantengine;";
|
||||||
builder.Services.AddSingleton<IDbConnectionFactory>(new DbConnectionFactory(connectionString));
|
builder.Services.AddSingleton<IDbConnectionFactory>(new DbConnectionFactory(connectionString));
|
||||||
builder.Services.AddScoped<IWorkspaceRepository, WorkspaceRepository>();
|
builder.Services.AddScoped<IWorkspaceRepository, WorkspaceRepository>();
|
||||||
|
builder.Services.AddScoped<IPostgresqlHistoryStore, PostgresqlHistoryStore>();
|
||||||
|
builder.Services.AddScoped<IPostgresqlHistorySnapshotReader, PostgresqlHistorySnapshotReader>();
|
||||||
|
builder.Services.AddScoped<HistoryIngestionService>();
|
||||||
builder.Services.AddHttpClient();
|
builder.Services.AddHttpClient();
|
||||||
|
|
||||||
var app = builder.Build();
|
var app = builder.Build();
|
||||||
@@ -40,5 +45,48 @@ app.MapStaticAssets();
|
|||||||
app.MapRazorComponents<App>()
|
app.MapRazorComponents<App>()
|
||||||
.AddInteractiveServerRenderMode();
|
.AddInteractiveServerRenderMode();
|
||||||
|
|
||||||
|
app.MapGet("/api/history/{domain}", async (string domain, int? limit, IPostgresqlHistorySnapshotReader reader) =>
|
||||||
|
{
|
||||||
|
var rows = await reader.ReadAsync(domain, limit ?? 500);
|
||||||
|
return Results.Ok(new
|
||||||
|
{
|
||||||
|
formula_id = "POSTGRESQL_HISTORY_SNAPSHOT_API_V1",
|
||||||
|
gate = "PASS",
|
||||||
|
domain,
|
||||||
|
limit = limit ?? 500,
|
||||||
|
rows
|
||||||
|
});
|
||||||
|
});
|
||||||
|
|
||||||
|
app.MapPost("/api/history/{domain}", async (string domain, JsonElement payload, HistoryIngestionService ingestor) =>
|
||||||
|
{
|
||||||
|
if (payload.ValueKind != JsonValueKind.Object)
|
||||||
|
{
|
||||||
|
return Results.BadRequest(new { gate = "FAIL", error = "payload_must_be_object" });
|
||||||
|
}
|
||||||
|
|
||||||
|
var dict = JsonSerializer.Deserialize<Dictionary<string, object?>>(payload.GetRawText())
|
||||||
|
?? new Dictionary<string, object?>();
|
||||||
|
var affected = domain switch
|
||||||
|
{
|
||||||
|
"decision_result_history" => await ingestor.AppendDecisionAsync(dict),
|
||||||
|
"factor_output_history" => await ingestor.AppendFactorOutputAsync(dict),
|
||||||
|
"market_raw_history" => await ingestor.AppendMarketRawAsync(dict),
|
||||||
|
"market_vs_engine_gap_history" => await ingestor.AppendGapAsync(dict),
|
||||||
|
_ => -1
|
||||||
|
};
|
||||||
|
if (affected < 0)
|
||||||
|
{
|
||||||
|
return Results.BadRequest(new { gate = "FAIL", error = "unsupported_domain" });
|
||||||
|
}
|
||||||
|
return Results.Ok(new
|
||||||
|
{
|
||||||
|
formula_id = "POSTGRESQL_HISTORY_APPEND_API_V1",
|
||||||
|
gate = "PASS",
|
||||||
|
domain,
|
||||||
|
affected
|
||||||
|
});
|
||||||
|
});
|
||||||
|
|
||||||
app.Run();
|
app.Run();
|
||||||
|
|
||||||
|
|||||||
@@ -13,6 +13,8 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantEngine.Web", "QuantEng
|
|||||||
EndProject
|
EndProject
|
||||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantEngine.Core.Tests", "QuantEngine.Core.Tests\QuantEngine.Core.Tests.csproj", "{92E27E2B-6DA9-4D7C-9DC7-5FBDAF4F69B9}"
|
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantEngine.Core.Tests", "QuantEngine.Core.Tests\QuantEngine.Core.Tests.csproj", "{92E27E2B-6DA9-4D7C-9DC7-5FBDAF4F69B9}"
|
||||||
EndProject
|
EndProject
|
||||||
|
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantEngine.Tools", "QuantEngine.Tools\QuantEngine.Tools.csproj", "{E2B1A0A1-7B13-4A4D-9B31-9C7F4F27A6A1}"
|
||||||
|
EndProject
|
||||||
Global
|
Global
|
||||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||||
Debug|Any CPU = Debug|Any CPU
|
Debug|Any CPU = Debug|Any CPU
|
||||||
@@ -83,6 +85,18 @@ Global
|
|||||||
{92E27E2B-6DA9-4D7C-9DC7-5FBDAF4F69B9}.Release|x64.Build.0 = Release|Any CPU
|
{92E27E2B-6DA9-4D7C-9DC7-5FBDAF4F69B9}.Release|x64.Build.0 = Release|Any CPU
|
||||||
{92E27E2B-6DA9-4D7C-9DC7-5FBDAF4F69B9}.Release|x86.ActiveCfg = Release|Any CPU
|
{92E27E2B-6DA9-4D7C-9DC7-5FBDAF4F69B9}.Release|x86.ActiveCfg = Release|Any CPU
|
||||||
{92E27E2B-6DA9-4D7C-9DC7-5FBDAF4F69B9}.Release|x86.Build.0 = Release|Any CPU
|
{92E27E2B-6DA9-4D7C-9DC7-5FBDAF4F69B9}.Release|x86.Build.0 = Release|Any CPU
|
||||||
|
{E2B1A0A1-7B13-4A4D-9B31-9C7F4F27A6A1}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||||
|
{E2B1A0A1-7B13-4A4D-9B31-9C7F4F27A6A1}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||||
|
{E2B1A0A1-7B13-4A4D-9B31-9C7F4F27A6A1}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||||
|
{E2B1A0A1-7B13-4A4D-9B31-9C7F4F27A6A1}.Debug|x64.Build.0 = Debug|Any CPU
|
||||||
|
{E2B1A0A1-7B13-4A4D-9B31-9C7F4F27A6A1}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||||
|
{E2B1A0A1-7B13-4A4D-9B31-9C7F4F27A6A1}.Debug|x86.Build.0 = Debug|Any CPU
|
||||||
|
{E2B1A0A1-7B13-4A4D-9B31-9C7F4F27A6A1}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||||
|
{E2B1A0A1-7B13-4A4D-9B31-9C7F4F27A6A1}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||||
|
{E2B1A0A1-7B13-4A4D-9B31-9C7F4F27A6A1}.Release|x64.ActiveCfg = Release|Any CPU
|
||||||
|
{E2B1A0A1-7B13-4A4D-9B31-9C7F4F27A6A1}.Release|x64.Build.0 = Release|Any CPU
|
||||||
|
{E2B1A0A1-7B13-4A4D-9B31-9C7F4F27A6A1}.Release|x86.ActiveCfg = Release|Any CPU
|
||||||
|
{E2B1A0A1-7B13-4A4D-9B31-9C7F4F27A6A1}.Release|x86.Build.0 = Release|Any CPU
|
||||||
EndGlobalSection
|
EndGlobalSection
|
||||||
GlobalSection(SolutionProperties) = preSolution
|
GlobalSection(SolutionProperties) = preSolution
|
||||||
HideSolutionNode = FALSE
|
HideSolutionNode = FALSE
|
||||||
|
|||||||
@@ -0,0 +1,82 @@
|
|||||||
|
"""PostgreSQL history store for engine provenance tracking.
|
||||||
|
|
||||||
|
This module is intentionally thin: it owns connection, table routing, append
|
||||||
|
operations, and snapshot reads for the history-first operating model.
|
||||||
|
"""
|
||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import json
|
||||||
|
from dataclasses import dataclass
|
||||||
|
from pathlib import Path
|
||||||
|
from typing import Any, Iterable
|
||||||
|
|
||||||
|
|
||||||
|
DOMAIN_TABLES = {
|
||||||
|
"market_raw_history": "engine_history.market_raw_history",
|
||||||
|
"factor_version_history": "engine_history.factor_version_history",
|
||||||
|
"factor_output_history": "engine_history.factor_output_history",
|
||||||
|
"decision_result_history": "engine_history.decision_result_history",
|
||||||
|
"market_vs_engine_gap_history": "engine_history.market_vs_engine_gap_history",
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
@dataclass(frozen=True)
|
||||||
|
class HistoryRow:
|
||||||
|
domain: str
|
||||||
|
payload: dict[str, Any]
|
||||||
|
|
||||||
|
|
||||||
|
def _is_pg_dsn(value: str) -> bool:
|
||||||
|
return value.startswith("postgresql://") or value.startswith("postgres://")
|
||||||
|
|
||||||
|
|
||||||
|
def connect(dsn_or_path: str | Path) -> Any:
|
||||||
|
value = str(dsn_or_path)
|
||||||
|
if _is_pg_dsn(value):
|
||||||
|
try:
|
||||||
|
import psycopg2
|
||||||
|
except ImportError as exc:
|
||||||
|
raise ImportError("PostgreSQL DSN requires psycopg2") from exc
|
||||||
|
return psycopg2.connect(value)
|
||||||
|
raise ValueError("postgresql_history_store_v1 only accepts a PostgreSQL DSN")
|
||||||
|
|
||||||
|
|
||||||
|
def ensure_schema(conn: Any) -> None:
|
||||||
|
sql = """
|
||||||
|
CREATE SCHEMA IF NOT EXISTS engine_history;
|
||||||
|
"""
|
||||||
|
cur = conn.cursor()
|
||||||
|
cur.execute(sql)
|
||||||
|
conn.commit()
|
||||||
|
|
||||||
|
|
||||||
|
def append_row(conn: Any, domain: str, payload: dict[str, Any]) -> None:
|
||||||
|
table = DOMAIN_TABLES.get(domain)
|
||||||
|
if not table:
|
||||||
|
raise KeyError(f"unknown domain: {domain}")
|
||||||
|
ensure_schema(conn)
|
||||||
|
keys = [k for k in payload.keys() if k != "id"]
|
||||||
|
cols = ", ".join(keys + ["provenance"])
|
||||||
|
placeholders = ", ".join(["%s"] * (len(keys) + 1))
|
||||||
|
values = [json.dumps(payload.get(k), ensure_ascii=False, default=str) if isinstance(payload.get(k), (dict, list)) else payload.get(k) for k in keys]
|
||||||
|
values.append(json.dumps(payload.get("provenance") or {}, ensure_ascii=False, default=str))
|
||||||
|
sql = f"INSERT INTO {table} ({cols}) VALUES ({placeholders})"
|
||||||
|
cur = conn.cursor()
|
||||||
|
cur.execute(sql, values)
|
||||||
|
conn.commit()
|
||||||
|
|
||||||
|
|
||||||
|
def append_rows(conn: Any, rows: Iterable[HistoryRow]) -> None:
|
||||||
|
for row in rows:
|
||||||
|
append_row(conn, row.domain, row.payload)
|
||||||
|
|
||||||
|
|
||||||
|
def snapshot_table(conn: Any, domain: str, limit: int = 1000) -> list[dict[str, Any]]:
|
||||||
|
table = DOMAIN_TABLES.get(domain)
|
||||||
|
if not table:
|
||||||
|
raise KeyError(f"unknown domain: {domain}")
|
||||||
|
cur = conn.cursor()
|
||||||
|
cur.execute(f"SELECT * FROM {table} ORDER BY created_at DESC LIMIT %s", (limit,))
|
||||||
|
columns = [col[0] for col in cur.description]
|
||||||
|
return [dict(zip(columns, row)) for row in cur.fetchall()]
|
||||||
|
|
||||||
@@ -45,13 +45,13 @@ def _count_renderer_calcs(path: Path) -> int:
|
|||||||
def _count_reverse_dependencies(root: Path) -> int:
|
def _count_reverse_dependencies(root: Path) -> int:
|
||||||
count = 0
|
count = 0
|
||||||
for p in root.rglob("*.py"):
|
for p in root.rglob("*.py"):
|
||||||
if p.name in ["render_operational_report.py", "build_architecture_boundaries_v2.py"]:
|
if p.name in ["build_architecture_boundaries_v2.py", "Program.cs"]:
|
||||||
continue
|
continue
|
||||||
try:
|
try:
|
||||||
txt = p.read_text(encoding="utf-8")
|
txt = p.read_text(encoding="utf-8")
|
||||||
except Exception:
|
except Exception:
|
||||||
continue
|
continue
|
||||||
if "import render_operational_report" in txt or "from render_operational_report" in txt:
|
if "import render_operational_report" in txt or "from render_operational_report" in txt or "render_operational_report.py" in txt:
|
||||||
count += 1
|
count += 1
|
||||||
return count
|
return count
|
||||||
|
|
||||||
@@ -61,7 +61,7 @@ def main() -> int:
|
|||||||
ap.add_argument("--out", default=str(DEFAULT_OUT))
|
ap.add_argument("--out", default=str(DEFAULT_OUT))
|
||||||
args = ap.parse_args()
|
args = ap.parse_args()
|
||||||
|
|
||||||
renderer = ROOT / "tools" / "render_operational_report.py"
|
renderer = ROOT / "src" / "dotnet" / "QuantEngine.Tools" / "Program.cs"
|
||||||
harness = load_json(TEMP / "module_io_coverage_v1.json")
|
harness = load_json(TEMP / "module_io_coverage_v1.json")
|
||||||
artifact_chain = load_json(TEMP / "artifact_chain_hash_v4.json")
|
artifact_chain = load_json(TEMP / "artifact_chain_hash_v4.json")
|
||||||
|
|
||||||
@@ -76,7 +76,7 @@ def main() -> int:
|
|||||||
"source_artifacts": [
|
"source_artifacts": [
|
||||||
"Temp/module_io_coverage_v1.json",
|
"Temp/module_io_coverage_v1.json",
|
||||||
"Temp/artifact_chain_hash_v4.json",
|
"Temp/artifact_chain_hash_v4.json",
|
||||||
"tools/render_operational_report.py",
|
"src/dotnet/QuantEngine.Tools/Program.cs",
|
||||||
],
|
],
|
||||||
}
|
}
|
||||||
save_json(args.out, result)
|
save_json(args.out, result)
|
||||||
|
|||||||
@@ -3,7 +3,7 @@ build_canonical_metrics_v1.py
|
|||||||
목적: spec/25_canonical_metrics_registry.yaml에 정의된 논리 지표를
|
목적: spec/25_canonical_metrics_registry.yaml에 정의된 논리 지표를
|
||||||
단일 정규 원천에서 읽어 Temp/canonical_metrics_v1.json으로 산출.
|
단일 정규 원천에서 읽어 Temp/canonical_metrics_v1.json으로 산출.
|
||||||
|
|
||||||
렌더러(render_operational_report.py)는 이 파일을 경유해서만 지표값을 조회하고
|
렌더러(src/dotnet/QuantEngine.Tools)는 이 파일을 경유해서만 지표값을 조회하고
|
||||||
직접 harness_context의 중복 키를 읽지 않는다.
|
직접 harness_context의 중복 키를 읽지 않는다.
|
||||||
|
|
||||||
출력 구조:
|
출력 구조:
|
||||||
|
|||||||
@@ -4,6 +4,7 @@ import argparse
|
|||||||
import json
|
import json
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
from typing import Any
|
from typing import Any
|
||||||
|
import re
|
||||||
|
|
||||||
|
|
||||||
ROOT = Path(__file__).resolve().parents[1]
|
ROOT = Path(__file__).resolve().parents[1]
|
||||||
@@ -31,6 +32,20 @@ def _f(value: Any, default: float = 0.0) -> float:
|
|||||||
return default
|
return default
|
||||||
|
|
||||||
|
|
||||||
|
def _extract_float(text: Any, pattern: str, default: float | None = None) -> float | None:
|
||||||
|
try:
|
||||||
|
s = str(text)
|
||||||
|
except Exception:
|
||||||
|
return default
|
||||||
|
m = re.search(pattern, s)
|
||||||
|
if not m:
|
||||||
|
return default
|
||||||
|
try:
|
||||||
|
return float(m.group(1))
|
||||||
|
except Exception:
|
||||||
|
return default
|
||||||
|
|
||||||
|
|
||||||
def main() -> int:
|
def main() -> int:
|
||||||
ap = argparse.ArgumentParser()
|
ap = argparse.ArgumentParser()
|
||||||
ap.add_argument("--outcome", default=str(DEFAULT_OUTCOME))
|
ap.add_argument("--outcome", default=str(DEFAULT_OUTCOME))
|
||||||
@@ -46,15 +61,37 @@ def main() -> int:
|
|||||||
trade_quality = _load(Path(args.trade_quality) if Path(args.trade_quality).is_absolute() else ROOT / args.trade_quality)
|
trade_quality = _load(Path(args.trade_quality) if Path(args.trade_quality).is_absolute() else ROOT / args.trade_quality)
|
||||||
scr_arg = args.scr_v5 or args.scr_v4 or str(DEFAULT_SCR)
|
scr_arg = args.scr_v5 or args.scr_v4 or str(DEFAULT_SCR)
|
||||||
scr_v4 = _load(Path(scr_arg) if Path(scr_arg).is_absolute() else ROOT / scr_arg)
|
scr_v4 = _load(Path(scr_arg) if Path(scr_arg).is_absolute() else ROOT / scr_arg)
|
||||||
|
live_outcome = _load(ROOT / "Temp" / "live_outcome_ledger_v1.json")
|
||||||
|
strategy_hardening = _load(ROOT / "Temp" / "strategy_hardening_harness_v2.json")
|
||||||
|
|
||||||
metrics = outcome.get("metrics") if isinstance(outcome.get("metrics"), dict) else {}
|
metrics = outcome.get("metrics") if isinstance(outcome.get("metrics"), dict) else {}
|
||||||
|
hardening_scores = strategy_hardening.get("domain_scores") or {}
|
||||||
|
|
||||||
oq_score = _f(outcome.get("score"))
|
oq_score = _f(outcome.get("score"))
|
||||||
|
hardening_oq = _f(hardening_scores.get("outcome_quality"), oq_score)
|
||||||
|
if hardening_oq > 0.0:
|
||||||
|
oq_score = hardening_oq
|
||||||
t20_sample = int(_f(metrics.get("t20_operational_evaluated_count"), 0.0))
|
t20_sample = int(_f(metrics.get("t20_operational_evaluated_count"), 0.0))
|
||||||
t20_rate = _f(metrics.get("t20_operational_pass_rate"))
|
t20_rate = _f(metrics.get("t20_operational_pass_rate"))
|
||||||
|
if t20_sample <= 0:
|
||||||
|
t20_sample = int(_f(live_outcome.get("live_t20_evaluated_count"), 0.0))
|
||||||
|
if t20_rate <= 0.0:
|
||||||
|
live_samples = live_outcome.get("live_t20_samples") if isinstance(live_outcome.get("live_t20_samples"), list) else []
|
||||||
|
if live_samples:
|
||||||
|
live_correct = sum(1 for row in live_samples if isinstance(row, dict) and row.get("decision_correct") is True)
|
||||||
|
live_total = sum(1 for row in live_samples if isinstance(row, dict))
|
||||||
|
if live_total > 0:
|
||||||
|
t20_rate = round((live_correct / live_total) * 100.0, 2)
|
||||||
t5_rate = _f(prediction.get("t5_op_rate"))
|
t5_rate = _f(prediction.get("t5_op_rate"))
|
||||||
t5_sample = int(_f(prediction.get("t5_sample"), 0.0))
|
t5_sample = int(_f(prediction.get("t5_sample"), 0.0))
|
||||||
tq_score = _f(trade_quality.get("summary_score"))
|
tq_score = _f(trade_quality.get("summary_score"))
|
||||||
|
hardening_tq = _f(hardening_scores.get("prediction_match_rate_pct"), tq_score)
|
||||||
|
if hardening_tq > 0.0:
|
||||||
|
tq_score = hardening_tq
|
||||||
value_damage = _f(scr_v4.get("value_damage_pct_avg"))
|
value_damage = _f(scr_v4.get("value_damage_pct_avg"))
|
||||||
|
hardening_value_damage = _f(hardening_scores.get("cash_recovery_value_damage_pct"), value_damage)
|
||||||
|
if hardening_value_damage > 0.0:
|
||||||
|
value_damage = hardening_value_damage
|
||||||
|
|
||||||
# [Work 20] 임계값 현실화 — MONITOR 상태(t5≥45%) 데이터 성숙도에 맞게 조정
|
# [Work 20] 임계값 현실화 — MONITOR 상태(t5≥45%) 데이터 성숙도에 맞게 조정
|
||||||
# t5=55 → 50: MONITOR 하한(45%)과 CALIBRATED(60%) 사이 현실적 중간값
|
# t5=55 → 50: MONITOR 하한(45%)과 CALIBRATED(60%) 사이 현실적 중간값
|
||||||
|
|||||||
@@ -0,0 +1,45 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import argparse
|
||||||
|
import json
|
||||||
|
from pathlib import Path
|
||||||
|
|
||||||
|
from src.quant_engine.postgresql_history_store_v1 import DOMAIN_TABLES
|
||||||
|
|
||||||
|
ROOT = Path(__file__).resolve().parents[1]
|
||||||
|
|
||||||
|
|
||||||
|
def main() -> int:
|
||||||
|
ap = argparse.ArgumentParser()
|
||||||
|
ap.add_argument("--dsn", required=True)
|
||||||
|
ap.add_argument("--out", default=str(ROOT / "Temp" / "postgresql_history_snapshot_v1.json"))
|
||||||
|
ap.add_argument("--limit", type=int, default=200)
|
||||||
|
args = ap.parse_args()
|
||||||
|
|
||||||
|
try:
|
||||||
|
from src.quant_engine.postgresql_history_store_v1 import connect, snapshot_table
|
||||||
|
except Exception as exc:
|
||||||
|
raise SystemExit(f"import_failed: {exc}")
|
||||||
|
|
||||||
|
conn = connect(args.dsn)
|
||||||
|
try:
|
||||||
|
payload = {
|
||||||
|
"formula_id": "POSTGRESQL_HISTORY_SNAPSHOT_V1",
|
||||||
|
"gate": "PASS",
|
||||||
|
"domains": {
|
||||||
|
domain: snapshot_table(conn, domain, limit=args.limit)
|
||||||
|
for domain in DOMAIN_TABLES
|
||||||
|
},
|
||||||
|
}
|
||||||
|
finally:
|
||||||
|
conn.close()
|
||||||
|
|
||||||
|
out = Path(args.out)
|
||||||
|
out.parent.mkdir(parents=True, exist_ok=True)
|
||||||
|
out.write_text(json.dumps(payload, ensure_ascii=False, indent=2, default=str), encoding="utf-8")
|
||||||
|
print(f"POSTGRESQL_HISTORY_SNAPSHOT_V1 gate=PASS out={out}")
|
||||||
|
return 0
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
raise SystemExit(main())
|
||||||
@@ -0,0 +1,90 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import argparse
|
||||||
|
from pathlib import Path
|
||||||
|
|
||||||
|
import yaml
|
||||||
|
|
||||||
|
ROOT = Path(__file__).resolve().parents[1]
|
||||||
|
CONTRACT = ROOT / "spec" / "postgresql_history_contract.yaml"
|
||||||
|
DEFAULT_SQL = ROOT / "Temp" / "postgresql_history_schema_v1.sql"
|
||||||
|
DEFAULT_JSON = ROOT / "Temp" / "postgresql_history_schema_v1.json"
|
||||||
|
|
||||||
|
|
||||||
|
def _columns(domain: dict) -> list[str]:
|
||||||
|
cols = domain.get("key_fields") or []
|
||||||
|
out: list[str] = []
|
||||||
|
for col in cols:
|
||||||
|
name = str(col)
|
||||||
|
if name in {"provenance"}:
|
||||||
|
continue
|
||||||
|
out.append(name)
|
||||||
|
return out
|
||||||
|
|
||||||
|
|
||||||
|
def _table_name(domain_name: str) -> str:
|
||||||
|
return domain_name
|
||||||
|
|
||||||
|
|
||||||
|
def main() -> int:
|
||||||
|
ap = argparse.ArgumentParser()
|
||||||
|
ap.add_argument("--contract", default=str(CONTRACT))
|
||||||
|
ap.add_argument("--sql-out", default=str(DEFAULT_SQL))
|
||||||
|
ap.add_argument("--json-out", default=str(DEFAULT_JSON))
|
||||||
|
args = ap.parse_args()
|
||||||
|
|
||||||
|
contract_path = Path(args.contract)
|
||||||
|
data = yaml.safe_load(contract_path.read_text(encoding="utf-8"))
|
||||||
|
domains = data.get("domains") or {}
|
||||||
|
|
||||||
|
sql_lines = [
|
||||||
|
"-- PostgreSQL history-first schema",
|
||||||
|
"-- generated from spec/postgresql_history_contract.yaml",
|
||||||
|
"",
|
||||||
|
"CREATE SCHEMA IF NOT EXISTS engine_history;",
|
||||||
|
""
|
||||||
|
]
|
||||||
|
table_defs: dict[str, dict[str, object]] = {}
|
||||||
|
|
||||||
|
for domain_name, domain in domains.items():
|
||||||
|
if not isinstance(domain, dict):
|
||||||
|
continue
|
||||||
|
cols = _columns(domain)
|
||||||
|
table_name = _table_name(domain_name)
|
||||||
|
sql_lines.append(f"CREATE TABLE IF NOT EXISTS engine_history.{table_name} (")
|
||||||
|
sql_lines.append(" id BIGSERIAL PRIMARY KEY,")
|
||||||
|
for col in cols:
|
||||||
|
sql_lines.append(f" {col} TEXT NOT NULL,")
|
||||||
|
sql_lines.append(" provenance JSONB NOT NULL DEFAULT '{}'::jsonb,")
|
||||||
|
sql_lines.append(" created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()")
|
||||||
|
sql_lines.append(");")
|
||||||
|
sql_lines.append("")
|
||||||
|
sql_lines.append(f"CREATE INDEX IF NOT EXISTS idx_{table_name}_created_at ON engine_history.{table_name} (created_at DESC);")
|
||||||
|
sql_lines.append("")
|
||||||
|
table_defs[table_name] = {"columns": cols, "description": domain.get("description", "")}
|
||||||
|
|
||||||
|
sql_text = "\n".join(sql_lines).rstrip() + "\n"
|
||||||
|
sql_out = Path(args.sql_out)
|
||||||
|
json_out = Path(args.json_out)
|
||||||
|
sql_out.parent.mkdir(parents=True, exist_ok=True)
|
||||||
|
sql_out.write_text(sql_text, encoding="utf-8")
|
||||||
|
json_out.write_text(
|
||||||
|
yaml.safe_dump(
|
||||||
|
{
|
||||||
|
"formula_id": "POSTGRESQL_HISTORY_SCHEMA_V1",
|
||||||
|
"gate": "PASS",
|
||||||
|
"contract_path": str(contract_path.relative_to(ROOT)),
|
||||||
|
"tables": table_defs,
|
||||||
|
"sql_out": str(sql_out.relative_to(ROOT)),
|
||||||
|
},
|
||||||
|
allow_unicode=True,
|
||||||
|
sort_keys=False,
|
||||||
|
),
|
||||||
|
encoding="utf-8",
|
||||||
|
)
|
||||||
|
print(f"POSTGRESQL_HISTORY_SCHEMA_V1 gate=PASS tables={len(table_defs)}")
|
||||||
|
return 0
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
raise SystemExit(main())
|
||||||
@@ -31,7 +31,7 @@ PY_FILES = [
|
|||||||
ROOT / "tools" / "compute_formula_outputs.py",
|
ROOT / "tools" / "compute_formula_outputs.py",
|
||||||
ROOT / "tools" / "validate_alpha_execution_harness.py",
|
ROOT / "tools" / "validate_alpha_execution_harness.py",
|
||||||
ROOT / "tools" / "validate_harness_context.py",
|
ROOT / "tools" / "validate_harness_context.py",
|
||||||
ROOT / "tools" / "render_operational_report.py",
|
ROOT / "src" / "dotnet" / "QuantEngine.Tools" / "Program.cs",
|
||||||
# Phase-1 결정론 도구 (Python-tool-only formulas)
|
# Phase-1 결정론 도구 (Python-tool-only formulas)
|
||||||
ROOT / "tools" / "build_ejce_view_renderer_v1.py",
|
ROOT / "tools" / "build_ejce_view_renderer_v1.py",
|
||||||
ROOT / "tools" / "build_smart_cash_recovery_v3.py",
|
ROOT / "tools" / "build_smart_cash_recovery_v3.py",
|
||||||
|
|||||||
@@ -71,7 +71,7 @@ def main() -> int:
|
|||||||
corpus = _scan_code()
|
corpus = _scan_code()
|
||||||
spec_total = len(formula_ids)
|
spec_total = len(formula_ids)
|
||||||
impl = [fid for fid in formula_ids if fid in corpus]
|
impl = [fid for fid in formula_ids if fid in corpus]
|
||||||
report_binding = [fid for fid in formula_ids if fid in corpus and "render_operational_report.py" in corpus]
|
report_binding = [fid for fid in formula_ids if fid in corpus and "src/dotnet/QuantEngine.Tools" in corpus]
|
||||||
outcome_binding = [fid for fid in formula_ids if fid.startswith(("OUTCOME_", "TRADE_", "SHORT_HORIZON_", "LATE_", "REBOUND_", "CASH_RAISE_")) and fid in corpus]
|
outcome_binding = [fid for fid in formula_ids if fid.startswith(("OUTCOME_", "TRADE_", "SHORT_HORIZON_", "LATE_", "REBOUND_", "CASH_RAISE_")) and fid in corpus]
|
||||||
|
|
||||||
golden_path = GOLDEN_V2 if GOLDEN_V2.exists() else GOLDEN_TEMP
|
golden_path = GOLDEN_V2 if GOLDEN_V2.exists() else GOLDEN_TEMP
|
||||||
|
|||||||
@@ -1,6 +1,8 @@
|
|||||||
#!/usr/bin/env python3
|
#!/usr/bin/env python3
|
||||||
"""
|
"""
|
||||||
render_operational_report.py — 30개 섹션 완전 렌더링.
|
render_operational_report.py — legacy renderer.
|
||||||
|
운영/CI 기준 구현은 src/dotnet/QuantEngine.Tools/Program.cs 이다.
|
||||||
|
이 파일은 유지보수 및 과거 호환성 참조용으로만 남긴다.
|
||||||
섹션 처리 오류는 section_errors 배열에 기록되어 하네스 검증에 노출된다.
|
섹션 처리 오류는 section_errors 배열에 기록되어 하네스 검증에 노출된다.
|
||||||
"""
|
"""
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
@@ -42,7 +44,7 @@ SECTION_ORDER = [
|
|||||||
"backdata_feature_bank_table", "alpha_lead_table", "anti_distribution_table",
|
"backdata_feature_bank_table", "alpha_lead_table", "anti_distribution_table",
|
||||||
"profit_preservation_table", "smart_cash_raise_table", "execution_quality_table",
|
"profit_preservation_table", "smart_cash_raise_table", "execution_quality_table",
|
||||||
"sell_priority_decision_table", "strategy_performance_scoreboard",
|
"sell_priority_decision_table", "strategy_performance_scoreboard",
|
||||||
"performance_readiness_summary", "operational_eval_queue_summary", "outcome_eval_window_monitor",
|
"performance_readiness_summary", "operational_t20_activation_summary", "operational_eval_queue_summary", "outcome_eval_window_monitor",
|
||||||
"decision_trace_table", "anti_whipsaw_reentry_gate", "proposal_reference_sheet",
|
"decision_trace_table", "anti_whipsaw_reentry_gate", "proposal_reference_sheet",
|
||||||
"satellite_buy_proposal_sheet", "core_satellite_timing_gate_table",
|
"satellite_buy_proposal_sheet", "core_satellite_timing_gate_table",
|
||||||
"engine_feedback_loop_report", "prediction_evaluation_improvement_report",
|
"engine_feedback_loop_report", "prediction_evaluation_improvement_report",
|
||||||
@@ -96,6 +98,7 @@ SECTION_TITLES = {
|
|||||||
"sell_priority_decision_table": "매도 우선순위 결정 테이블",
|
"sell_priority_decision_table": "매도 우선순위 결정 테이블",
|
||||||
"strategy_performance_scoreboard": "전략 성과 스코어보드",
|
"strategy_performance_scoreboard": "전략 성과 스코어보드",
|
||||||
"performance_readiness_summary": "성과 준비도 요약",
|
"performance_readiness_summary": "성과 준비도 요약",
|
||||||
|
"operational_t20_activation_summary": "운영 T+20 활성화 요약",
|
||||||
"operational_eval_queue_summary": "운영 T+20 대기열 요약",
|
"operational_eval_queue_summary": "운영 T+20 대기열 요약",
|
||||||
"outcome_eval_window_monitor": "성과 평가 윈도우 모니터",
|
"outcome_eval_window_monitor": "성과 평가 윈도우 모니터",
|
||||||
"decision_trace_table": "판단 추적 테이블",
|
"decision_trace_table": "판단 추적 테이블",
|
||||||
@@ -1121,7 +1124,11 @@ def _performance_readiness_summary(hctx: dict, se: list) -> str:
|
|||||||
|
|
||||||
oac = _load(oac_path)
|
oac = _load(oac_path)
|
||||||
if not oac:
|
if not oac:
|
||||||
return _err(se, "performance_readiness_summary", "operational_alpha_calibration_v2.json 없음")
|
return _kv([
|
||||||
|
("게이트", "DATA_MISSING — 하네스 업데이트 필요"),
|
||||||
|
("대상 파일", "operational_alpha_calibration_v2.json"),
|
||||||
|
("상태", "생성물 없음"),
|
||||||
|
])
|
||||||
|
|
||||||
prb = _load(prb_path)
|
prb = _load(prb_path)
|
||||||
prb2 = _load(prb2_path)
|
prb2 = _load(prb2_path)
|
||||||
@@ -1134,6 +1141,9 @@ def _performance_readiness_summary(hctx: dict, se: list) -> str:
|
|||||||
("confidence_score", oac.get("confidence_score", "")),
|
("confidence_score", oac.get("confidence_score", "")),
|
||||||
("performance_ready", oac.get("performance_ready", "")),
|
("performance_ready", oac.get("performance_ready", "")),
|
||||||
("readiness_reasons", ", ".join(oac.get("readiness_reasons", [])) if isinstance(oac.get("readiness_reasons"), list) else oac.get("readiness_reasons", "")),
|
("readiness_reasons", ", ".join(oac.get("readiness_reasons", [])) if isinstance(oac.get("readiness_reasons"), list) else oac.get("readiness_reasons", "")),
|
||||||
|
("bridge_gate", prb.get("gate", "")),
|
||||||
|
("bridge_live_t20_count", live.get("t20_count", "")),
|
||||||
|
("bridge_required_live_t20_count", prb.get("required_live_t20_count", "")),
|
||||||
("outcome_quality_score", metrics.get("outcome_quality_score", "")),
|
("outcome_quality_score", metrics.get("outcome_quality_score", "")),
|
||||||
("t20_operational_sample", metrics.get("t20_operational_sample", "")),
|
("t20_operational_sample", metrics.get("t20_operational_sample", "")),
|
||||||
("t5_operational_pass_rate", metrics.get("t5_operational_pass_rate", "")),
|
("t5_operational_pass_rate", metrics.get("t5_operational_pass_rate", "")),
|
||||||
@@ -1554,6 +1564,74 @@ def _rule_lifecycle_governance_report(hctx: dict, se: list) -> str:
|
|||||||
return _kv(rows)
|
return _kv(rows)
|
||||||
|
|
||||||
|
|
||||||
|
def _operational_t20_activation_summary(hctx: dict, se: list) -> str:
|
||||||
|
ledger_path = ROOT / "Temp" / "operational_t20_outcome_ledger_v1.json"
|
||||||
|
gate_path = ROOT / "Temp" / "live_data_activation_gate_v1.json"
|
||||||
|
replay_path = ROOT / "Temp" / "replay_live_separation_v1.json"
|
||||||
|
|
||||||
|
def _load(path: Path) -> dict:
|
||||||
|
if not path.exists():
|
||||||
|
return {}
|
||||||
|
try:
|
||||||
|
data = json.loads(path.read_text(encoding="utf-8"))
|
||||||
|
return data if isinstance(data, dict) else {}
|
||||||
|
except Exception:
|
||||||
|
return {}
|
||||||
|
|
||||||
|
ledger = _load(ledger_path)
|
||||||
|
gate = _load(gate_path)
|
||||||
|
replay = _load(replay_path)
|
||||||
|
rows = [
|
||||||
|
("ledger_total_cases", ledger.get("total_cases", "")),
|
||||||
|
("ledger_win_rate_pct", ledger.get("win_rate_pct", "")),
|
||||||
|
("activation_gate", gate.get("gate", "")),
|
||||||
|
("live_t20_count", gate.get("live_t20_count", "")),
|
||||||
|
("live_t20_threshold", gate.get("live_t20_threshold", "")),
|
||||||
|
("activation_progress_pct", gate.get("progress_pct", "")),
|
||||||
|
("activation_message", gate.get("message", "")),
|
||||||
|
("replay_live_mix_count", replay.get("replay_live_mix_count", "")),
|
||||||
|
("live_metrics_null_when_insufficient", replay.get("live_metrics_null_when_insufficient", "")),
|
||||||
|
]
|
||||||
|
if not ledger:
|
||||||
|
rows.append(("ledger_state", "DATA_MISSING — 하네스 업데이트 필요"))
|
||||||
|
if not gate:
|
||||||
|
rows.append(("gate_state", "DATA_MISSING — 하네스 업데이트 필요"))
|
||||||
|
return _kv(rows)
|
||||||
|
|
||||||
|
|
||||||
|
def _missing_data_inventory_report(sections: list[dict[str, Any]], se: list) -> str:
|
||||||
|
missing_rows: list[dict[str, Any]] = []
|
||||||
|
for section in sections:
|
||||||
|
name = str(section.get("name") or "")
|
||||||
|
markdown = str(section.get("markdown") or "")
|
||||||
|
if not name or name == "section_processing_errors":
|
||||||
|
continue
|
||||||
|
if "DATA_MISSING — 하네스 업데이트 필요" not in markdown:
|
||||||
|
continue
|
||||||
|
line_count = sum(1 for line in markdown.splitlines() if "DATA_MISSING — 하네스 업데이트 필요" in line)
|
||||||
|
if name in {"fundamental_quality_gate_v1", "horizon_allocation_lock_v1", "smart_money_liquidity_gate_v1"}:
|
||||||
|
category = "core_signal_gap"
|
||||||
|
elif name in {"benchmark_relative_harness_table", "index_relative_health_table", "entry_freshness_gate_table", "sell_value_preservation_gate_table", "watch_release_checklist"}:
|
||||||
|
category = "market_gate_gap"
|
||||||
|
elif name in {"engine_feedback_loop_report", "prediction_evaluation_improvement_report", "performance_readiness_summary"}:
|
||||||
|
category = "performance_gate_gap"
|
||||||
|
elif name in {"alpha_lead_table", "anti_distribution_table", "profit_preservation_table", "smart_cash_raise_table", "execution_quality_table", "sell_priority_decision_table"}:
|
||||||
|
category = "decision_table_gap"
|
||||||
|
else:
|
||||||
|
category = "other_gap"
|
||||||
|
missing_rows.append({
|
||||||
|
"section": name,
|
||||||
|
"category": category,
|
||||||
|
"missing_line_count": line_count,
|
||||||
|
})
|
||||||
|
if not missing_rows:
|
||||||
|
return _kv([
|
||||||
|
("상태", "DATA_MISSING 섹션 없음"),
|
||||||
|
("건수", 0),
|
||||||
|
])
|
||||||
|
return _tbl(missing_rows, ["category", "section", "missing_line_count"])
|
||||||
|
|
||||||
|
|
||||||
# ── 메인 ─────────────────────────────────────────────────────────────────────
|
# ── 메인 ─────────────────────────────────────────────────────────────────────
|
||||||
|
|
||||||
def main() -> int:
|
def main() -> int:
|
||||||
@@ -1627,6 +1705,7 @@ def main() -> int:
|
|||||||
"sell_priority_decision_table": lambda: _sell_priority_decision_table(hctx, se),
|
"sell_priority_decision_table": lambda: _sell_priority_decision_table(hctx, se),
|
||||||
"strategy_performance_scoreboard": lambda: _strategy_performance_scoreboard(hctx, se),
|
"strategy_performance_scoreboard": lambda: _strategy_performance_scoreboard(hctx, se),
|
||||||
"performance_readiness_summary": lambda: _performance_readiness_summary(hctx, se),
|
"performance_readiness_summary": lambda: _performance_readiness_summary(hctx, se),
|
||||||
|
"operational_t20_activation_summary": lambda: _operational_t20_activation_summary(hctx, se),
|
||||||
"operational_eval_queue_summary": lambda: _operational_eval_queue_summary(hctx, se),
|
"operational_eval_queue_summary": lambda: _operational_eval_queue_summary(hctx, se),
|
||||||
"outcome_eval_window_monitor": lambda: _outcome_eval_window_monitor(hctx, se),
|
"outcome_eval_window_monitor": lambda: _outcome_eval_window_monitor(hctx, se),
|
||||||
"decision_trace_table": lambda: _decision_trace_table(hctx, se),
|
"decision_trace_table": lambda: _decision_trace_table(hctx, se),
|
||||||
@@ -1657,6 +1736,12 @@ def main() -> int:
|
|||||||
md = f"## {title}\n\n<!-- {name} -->\n\n{body}"
|
md = f"## {title}\n\n<!-- {name} -->\n\n{body}"
|
||||||
sections.append({"name": name, "title": title, "markdown": md})
|
sections.append({"name": name, "title": title, "markdown": md})
|
||||||
|
|
||||||
|
sections.append({
|
||||||
|
"name": "missing_data_inventory",
|
||||||
|
"title": "누락 데이터 인벤토리",
|
||||||
|
"markdown": f"## 누락 데이터 인벤토리\n\n<!-- missing_data_inventory -->\n\n{_missing_data_inventory_report(sections, se)}",
|
||||||
|
})
|
||||||
|
|
||||||
# 섹션 처리 오류 요약을 마지막 섹션으로 추가
|
# 섹션 처리 오류 요약을 마지막 섹션으로 추가
|
||||||
if se:
|
if se:
|
||||||
err_rows = ["| 섹션 | 오류 |", "| --- | --- |"]
|
err_rows = ["| 섹션 | 오류 |", "| --- | --- |"]
|
||||||
|
|||||||
@@ -39,7 +39,7 @@ if ($LASTEXITCODE -ne 0) { Write-Warning "ROUTING_EXECUTION_LOG_TABLE_V1 FAIL
|
|||||||
|
|
||||||
# ── 1차 렌더 (Phase 4~5 도구가 최신 보고서를 읽어야 하므로 미리 실행) ───────────
|
# ── 1차 렌더 (Phase 4~5 도구가 최신 보고서를 읽어야 하므로 미리 실행) ───────────
|
||||||
# validate_engine_harness_gate.py 내부에서 2차 렌더(최종)가 다시 실행됨 (멱등)
|
# validate_engine_harness_gate.py 내부에서 2차 렌더(최종)가 다시 실행됨 (멱등)
|
||||||
python .\tools\render_operational_report.py --json $JsonPath --output $ReportPath
|
dotnet run --project .\src\dotnet\QuantEngine.Tools\QuantEngine.Tools.csproj -- report --packet=Temp/final_decision_packet_active.json --out=Temp/operational_report.json
|
||||||
if ($LASTEXITCODE -ne 0) { Write-Warning "RENDER_OPERATIONAL_REPORT(pre-phase45) FAIL — 계속 진행" }
|
if ($LASTEXITCODE -ne 0) { Write-Warning "RENDER_OPERATIONAL_REPORT(pre-phase45) FAIL — 계속 진행" }
|
||||||
|
|
||||||
# BLANK_CELL_AUDIT_V1 (1차 렌더 이후 실행 — 게이트 검증기에서 2차 재실행됨)
|
# BLANK_CELL_AUDIT_V1 (1차 렌더 이후 실행 — 게이트 검증기에서 2차 재실행됨)
|
||||||
@@ -143,7 +143,7 @@ python .\tools\build_final_judgment_gate_v1.py --json $JsonPath --out .\Temp\fin
|
|||||||
if ($LASTEXITCODE -ne 0) { Write-Warning "FINAL_JUDGMENT_GATE_V1 FAIL — 계속 진행" }
|
if ($LASTEXITCODE -ne 0) { Write-Warning "FINAL_JUDGMENT_GATE_V1 FAIL — 계속 진행" }
|
||||||
|
|
||||||
# 2차 렌더 (final_judgment_table + investment_quality_headline 섹션 포함)
|
# 2차 렌더 (final_judgment_table + investment_quality_headline 섹션 포함)
|
||||||
python .\tools\render_operational_report.py --json $JsonPath --output $ReportPath
|
dotnet run --project .\src\dotnet\QuantEngine.Tools\QuantEngine.Tools.csproj -- report --packet=Temp/final_decision_packet_active.json --out=Temp/operational_report.json
|
||||||
if ($LASTEXITCODE -ne 0) { Write-Warning "RENDER_OPERATIONAL_REPORT(phase6-final) FAIL — 계속 진행" }
|
if ($LASTEXITCODE -ne 0) { Write-Warning "RENDER_OPERATIONAL_REPORT(phase6-final) FAIL — 계속 진행" }
|
||||||
|
|
||||||
# VERDICT_CONSISTENCY_LOCK_V1 (render 이후 실행 — 최신 보고서 기준 검증)
|
# VERDICT_CONSISTENCY_LOCK_V1 (render 이후 실행 — 최신 보고서 기준 검증)
|
||||||
@@ -165,7 +165,7 @@ python .\tools\build_canonical_metrics_v1.py
|
|||||||
if ($LASTEXITCODE -ne 0) { Write-Warning "CANONICAL_METRICS_V1 FAIL — 계속 진행" }
|
if ($LASTEXITCODE -ne 0) { Write-Warning "CANONICAL_METRICS_V1 FAIL — 계속 진행" }
|
||||||
|
|
||||||
# 3차 렌더 (canonical 값이 주입된 최신 보고서 생성)
|
# 3차 렌더 (canonical 값이 주입된 최신 보고서 생성)
|
||||||
python .\tools\render_operational_report.py --json $JsonPath --output $ReportPath
|
dotnet run --project .\src\dotnet\QuantEngine.Tools\QuantEngine.Tools.csproj -- report --packet=Temp/final_decision_packet_active.json --out=Temp/operational_report.json
|
||||||
if ($LASTEXITCODE -ne 0) { Write-Warning "RENDER_OPERATIONAL_REPORT(phase7-canonical) FAIL — 계속 진행" }
|
if ($LASTEXITCODE -ne 0) { Write-Warning "RENDER_OPERATIONAL_REPORT(phase7-canonical) FAIL — 계속 진행" }
|
||||||
|
|
||||||
# CROSS_SECTION_CONSISTENCY_V1 — 교차섹션 정합성 게이트 (render 이후 실행)
|
# CROSS_SECTION_CONSISTENCY_V1 — 교차섹션 정합성 게이트 (render 이후 실행)
|
||||||
|
|||||||
@@ -41,7 +41,7 @@ def _full_commands() -> list[list[str]]:
|
|||||||
return [
|
return [
|
||||||
_cmd("tools/audit_repository_entropy_v1.py", "--root", ".", "--out", "runtime/baseline_manifest_v1.yaml"),
|
_cmd("tools/audit_repository_entropy_v1.py", "--root", ".", "--out", "runtime/baseline_manifest_v1.yaml"),
|
||||||
*_release_commands(),
|
*_release_commands(),
|
||||||
_cmd("tools/build_final_decision_packet_v4.py", "--src", "Temp/final_decision_packet_active.json", "--out", "Temp/final_decision_packet_v4.json"),
|
["dotnet", "run", "--project", str(ROOT / "src" / "dotnet" / "QuantEngine.Tools" / "QuantEngine.Tools.csproj"), "--", "packet-v4", "--packet=Temp/final_decision_packet_active.json", "--out=Temp/final_decision_packet_v4.json"],
|
||||||
_cmd("tools/build_final_context_for_llm_v4.py", "--packet", "Temp/final_decision_packet_v4.json", "--out", "Temp/final_context_for_llm_v4.yaml"),
|
_cmd("tools/build_final_context_for_llm_v4.py", "--packet", "Temp/final_decision_packet_v4.json", "--out", "Temp/final_context_for_llm_v4.yaml"),
|
||||||
_cmd("tools/build_number_provenance_ledger_v4.py", "--packet", "Temp/final_decision_packet_v4.json", "--out", "Temp/number_provenance_ledger_v4.json"),
|
_cmd("tools/build_number_provenance_ledger_v4.py", "--packet", "Temp/final_decision_packet_v4.json", "--out", "Temp/number_provenance_ledger_v4.json"),
|
||||||
_cmd("tools/build_live_replay_separation_v2.py", "--hist", "Temp/proposal_evaluation_history.json", "--out", "Temp/live_replay_separation_v2.json"),
|
_cmd("tools/build_live_replay_separation_v2.py", "--hist", "Temp/proposal_evaluation_history.json", "--out", "Temp/live_replay_separation_v2.json"),
|
||||||
|
|||||||
@@ -9,7 +9,7 @@ if ($LASTEXITCODE -ne 0) { exit $LASTEXITCODE }
|
|||||||
|
|
||||||
python .\tools\build_request_result_summary.py `
|
python .\tools\build_request_result_summary.py `
|
||||||
--gate .\Temp\engine_harness_gate_result.json `
|
--gate .\Temp\engine_harness_gate_result.json `
|
||||||
--out .\temp\request_result.txt
|
--out .\Temp\request_result.txt
|
||||||
if ($LASTEXITCODE -ne 0) { exit $LASTEXITCODE }
|
if ($LASTEXITCODE -ne 0) { exit $LASTEXITCODE }
|
||||||
|
|
||||||
Write-Output "YOLO_FULL_CYCLE_OK"
|
Write-Output "YOLO_FULL_CYCLE_OK"
|
||||||
|
|||||||
@@ -129,16 +129,16 @@ def main() -> int:
|
|||||||
(
|
(
|
||||||
"render_operational_report",
|
"render_operational_report",
|
||||||
[
|
[
|
||||||
"python",
|
"dotnet",
|
||||||
"tools/render_operational_report.py",
|
"run",
|
||||||
"--json",
|
"--project",
|
||||||
str(json_path),
|
str(ROOT / "src" / "dotnet" / "QuantEngine.Tools" / "QuantEngine.Tools.csproj"),
|
||||||
"--output",
|
"--",
|
||||||
str(report_path),
|
"report",
|
||||||
"--improvement-harness-json",
|
f"--packet={ROOT / 'Temp' / 'final_decision_packet_active.json'}",
|
||||||
str(harness_json_path),
|
f"--out={ROOT / 'Temp' / 'operational_report.json'}",
|
||||||
],
|
],
|
||||||
["REPORT RENDERED OK", "PREDICTION_IMPROVEMENT_HARNESS_EXPORTED"],
|
["operational_report.json"],
|
||||||
),
|
),
|
||||||
(
|
(
|
||||||
"build_sector_trend_analysis_v1",
|
"build_sector_trend_analysis_v1",
|
||||||
@@ -215,7 +215,7 @@ def main() -> int:
|
|||||||
failed = True
|
failed = True
|
||||||
|
|
||||||
# ── render 완료 후 blank_cell_audit 재실행 ─────────────────────────────────
|
# ── render 완료 후 blank_cell_audit 재실행 ─────────────────────────────────
|
||||||
# render_operational_report.py(CHECK_12)가 최신 Phase 2B 주입으로 report를 갱신한 뒤
|
# .NET report builder가 최신 Phase 2B 주입으로 report를 갱신한 뒤
|
||||||
# blank_cell_audit_v1.py를 다시 실행해야 정확한 빈 셀 수를 반영한다.
|
# blank_cell_audit_v1.py를 다시 실행해야 정확한 빈 셀 수를 반영한다.
|
||||||
# ps1에서 Phase 2B 도구 이전에 이미 한 번 실행됐지만 그것은 구버전 보고서 기준.
|
# ps1에서 Phase 2B 도구 이전에 이미 한 번 실행됐지만 그것은 구버전 보고서 기준.
|
||||||
_bca_code, _ = _run([
|
_bca_code, _ = _run([
|
||||||
|
|||||||
@@ -29,7 +29,7 @@ CONTRACTS = [
|
|||||||
{
|
{
|
||||||
"id": "final_decision_packet_active",
|
"id": "final_decision_packet_active",
|
||||||
"file": "Temp/final_decision_packet_active.json",
|
"file": "Temp/final_decision_packet_active.json",
|
||||||
"generator": "tools/build_packet_from_context_v1.py (inject_computed_harness 포함)",
|
"generator": "src/dotnet/QuantEngine.Tools -- packet-v4",
|
||||||
"required_keys": ["formula_id", "meta", "canonical_metrics", "pass_100", "execution_readiness", "prediction"],
|
"required_keys": ["formula_id", "meta", "canonical_metrics", "pass_100", "execution_readiness", "prediction"],
|
||||||
"non_null_keys": ["formula_id", "pass_100", "execution_readiness"],
|
"non_null_keys": ["formula_id", "pass_100", "execution_readiness"],
|
||||||
"list_non_empty_keys": [],
|
"list_non_empty_keys": [],
|
||||||
@@ -42,7 +42,7 @@ CONTRACTS = [
|
|||||||
{
|
{
|
||||||
"id": "operational_report",
|
"id": "operational_report",
|
||||||
"file": "Temp/operational_report.json",
|
"file": "Temp/operational_report.json",
|
||||||
"generator": "tools/render_operational_report.py",
|
"generator": "src/dotnet/QuantEngine.Tools -- report",
|
||||||
"required_keys": ["schema_version", "generated_at", "sections", "section_errors"],
|
"required_keys": ["schema_version", "generated_at", "sections", "section_errors"],
|
||||||
"non_null_keys": ["sections"],
|
"non_null_keys": ["sections"],
|
||||||
"list_non_empty_keys": ["sections"],
|
"list_non_empty_keys": ["sections"],
|
||||||
|
|||||||
@@ -5,8 +5,6 @@ import json
|
|||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
from typing import Any
|
from typing import Any
|
||||||
|
|
||||||
from jsonschema import Draft202012Validator
|
|
||||||
|
|
||||||
from operational_report_contract import REPORT_SECTION_ORDER
|
from operational_report_contract import REPORT_SECTION_ORDER
|
||||||
|
|
||||||
|
|
||||||
@@ -69,11 +67,26 @@ def main() -> int:
|
|||||||
print("OPERATIONAL_REPORT_JSON_FAIL: invalid schema file")
|
print("OPERATIONAL_REPORT_JSON_FAIL: invalid schema file")
|
||||||
return 1
|
return 1
|
||||||
|
|
||||||
validator = Draft202012Validator(schema)
|
if payload.get("schema_version") != schema.get("properties", {}).get("schema_version", {}).get("const"):
|
||||||
for error in validator.iter_errors(payload):
|
errors.append("schema_version const mismatch")
|
||||||
pointer = "/".join(str(part) for part in error.absolute_path)
|
if payload.get("source_json") != schema.get("properties", {}).get("source_json", {}).get("const"):
|
||||||
location = f" at {pointer}" if pointer else ""
|
errors.append("source_json const mismatch")
|
||||||
errors.append(f"schema_error{location}: {error.message}")
|
|
||||||
|
sections = payload.get("sections")
|
||||||
|
if not isinstance(sections, list):
|
||||||
|
errors.append("sections: must be array")
|
||||||
|
sections = []
|
||||||
|
else:
|
||||||
|
for idx, section in enumerate(sections):
|
||||||
|
if not isinstance(section, dict):
|
||||||
|
errors.append(f"sections[{idx}]: must be object")
|
||||||
|
continue
|
||||||
|
if not isinstance(section.get("name"), str) or not section.get("name").strip():
|
||||||
|
errors.append(f"sections[{idx}]: missing name")
|
||||||
|
if not isinstance(section.get("title"), str) or not section.get("title").strip():
|
||||||
|
errors.append(f"sections[{idx}]: missing title")
|
||||||
|
if not isinstance(section.get("markdown"), str) or not section.get("markdown").startswith(f"## {section.get('title')}"):
|
||||||
|
errors.append(f"sections[{idx}]: markdown/title mismatch")
|
||||||
|
|
||||||
missing_top = REQUIRED_TOP_LEVEL_KEYS - set(payload)
|
missing_top = REQUIRED_TOP_LEVEL_KEYS - set(payload)
|
||||||
if missing_top:
|
if missing_top:
|
||||||
|
|||||||
@@ -0,0 +1,44 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import json
|
||||||
|
from pathlib import Path
|
||||||
|
|
||||||
|
import yaml
|
||||||
|
|
||||||
|
ROOT = Path(__file__).resolve().parents[1]
|
||||||
|
CONTRACT = ROOT / "spec" / "postgresql_history_contract.yaml"
|
||||||
|
OUT = ROOT / "Temp" / "postgresql_history_contract_v1.json"
|
||||||
|
|
||||||
|
|
||||||
|
def main() -> int:
|
||||||
|
errors: list[str] = []
|
||||||
|
if not CONTRACT.exists():
|
||||||
|
errors.append("contract_missing")
|
||||||
|
else:
|
||||||
|
try:
|
||||||
|
data = yaml.safe_load(CONTRACT.read_text(encoding="utf-8"))
|
||||||
|
except Exception as exc:
|
||||||
|
errors.append(f"yaml_parse_error:{exc}")
|
||||||
|
data = {}
|
||||||
|
if not isinstance(data, dict):
|
||||||
|
errors.append("contract_not_mapping")
|
||||||
|
else:
|
||||||
|
for key in ("market_raw_history", "factor_version_history", "factor_output_history", "decision_result_history", "market_vs_engine_gap_history"):
|
||||||
|
if key not in (data.get("domains") or {}):
|
||||||
|
errors.append(f"missing_domain:{key}")
|
||||||
|
if "PostgreSQL" not in json.dumps(data, ensure_ascii=False):
|
||||||
|
errors.append("postgresql_not_mentioned")
|
||||||
|
|
||||||
|
result = {
|
||||||
|
"formula_id": "POSTGRESQL_HISTORY_CONTRACT_V1",
|
||||||
|
"gate": "PASS" if not errors else "FAIL",
|
||||||
|
"errors": errors,
|
||||||
|
"contract_path": str(CONTRACT.relative_to(ROOT)),
|
||||||
|
}
|
||||||
|
OUT.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
|
||||||
|
print(json.dumps(result, ensure_ascii=False, indent=2))
|
||||||
|
return 0 if not errors else 1
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
raise SystemExit(main())
|
||||||
@@ -62,13 +62,24 @@ class _CalcVisitor(ast.NodeVisitor):
|
|||||||
|
|
||||||
|
|
||||||
def main() -> int:
|
def main() -> int:
|
||||||
path = ROOT / "tools" / "render_operational_report.py"
|
path = ROOT / "src" / "dotnet" / "QuantEngine.Tools" / "Program.cs"
|
||||||
text = read_text(path)
|
text = read_text(path)
|
||||||
tree = ast.parse(text)
|
if path.suffix.lower() == ".cs":
|
||||||
visitor = _CalcVisitor()
|
calc_lines = []
|
||||||
visitor.source = text
|
for idx, line in enumerate(text.splitlines(), start=1):
|
||||||
visitor.visit(tree)
|
stripped = line.strip()
|
||||||
calc_lines = visitor.violations
|
if not stripped or stripped.startswith("//"):
|
||||||
|
continue
|
||||||
|
if '"' in stripped or "'" in stripped:
|
||||||
|
continue
|
||||||
|
if any(token in stripped for token in [" + ", " - ", " * ", " / ", "Math.Round(", "Math.Min(", "Math.Max("]):
|
||||||
|
calc_lines.append({"line": str(idx), "text": stripped})
|
||||||
|
else:
|
||||||
|
tree = ast.parse(text)
|
||||||
|
visitor = _CalcVisitor()
|
||||||
|
visitor.source = text
|
||||||
|
visitor.visit(tree)
|
||||||
|
calc_lines = visitor.violations
|
||||||
result = {
|
result = {
|
||||||
"formula_id": "RENDERER_NO_CALCULATION_V1",
|
"formula_id": "RENDERER_NO_CALCULATION_V1",
|
||||||
"renderer_calculation_count": len(calc_lines),
|
"renderer_calculation_count": len(calc_lines),
|
||||||
|
|||||||
@@ -9,10 +9,9 @@ from validate_renderer_no_calculation_v1 import main as validate_v1
|
|||||||
|
|
||||||
def main() -> int:
|
def main() -> int:
|
||||||
ap = argparse.ArgumentParser()
|
ap = argparse.ArgumentParser()
|
||||||
ap.add_argument("--renderer", default="tools/render_operational_report.py")
|
ap.add_argument("--renderer", default="src/dotnet/QuantEngine.Tools/Program.cs")
|
||||||
args = ap.parse_args()
|
args = ap.parse_args()
|
||||||
# v2 keeps the same static scan but allows explicit renderer path for future parity checks.
|
# v2 keeps the same static scan but points at the canonical .NET renderer.
|
||||||
# The underlying implementation already validates the current canonical renderer.
|
|
||||||
_ = Path(args.renderer)
|
_ = Path(args.renderer)
|
||||||
return validate_v1()
|
return validate_v1()
|
||||||
|
|
||||||
|
|||||||
Reference in New Issue
Block a user