feat(qe-m3-01): implement GetBarsAsOf with lookahead bias prevention and complete unit tests

src/dotnet/QuantEngine.Infrastructure/Repositories/PriceHistoryReader.cs

@@ -0,0 +1,52 @@
+using System.Collections.Generic;
+using System.Linq;
+using System.Threading.Tasks;
+using Dapper;
+using QuantEngine.Core.Interfaces;
+using QuantEngine.Infrastructure.Data;
+
+namespace QuantEngine.Infrastructure.Repositories;
+
+public class PriceHistoryReader : IPriceHistoryReader
+{
+    private readonly IDbConnectionFactory _connectionFactory;
+
+    public PriceHistoryReader(IDbConnectionFactory connectionFactory)
+    {
+        _connectionFactory = connectionFactory;
+    }
+
+    public async Task<List<PriceHistoryDailyRecord>> GetBarsAsOf(string ticker, DateOnly asOfDate, int lookback)
+    {
+        using var conn = _connectionFactory.CreateConnection();
+        var rows = await conn.QueryAsync<PriceHistoryDailyRecordRow>(@"
+            SELECT ticker, trade_date, open, high, low, close, volume, source, provenance
+            FROM quantengine.price_history_daily
+            WHERE ticker = @Ticker AND trade_date <= @AsOfDate
+            ORDER BY trade_date DESC
+            LIMIT @Lookback",
+            new { Ticker = ticker, AsOfDate = asOfDate, Lookback = lookback });
+
+        return rows.Select(r => new PriceHistoryDailyRecord(
+            r.Ticker,
+            r.TradeDate,
+            r.Open,
+            r.High,
+            r.Low,
+            r.Close,
+            r.Volume,
+            r.Source,
+            r.Provenance)).ToList();
+    }
+
+    private record PriceHistoryDailyRecordRow(
+        string Ticker,
+        DateOnly TradeDate,
+        decimal Open,
+        decimal High,
+        decimal Low,
+        decimal Close,
+        long Volume,
+        string Source,
+        string? Provenance);
+}