feat(dotnet): add parity contract and wiring
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This commit is contained in:
2026-07-13 00:06:48 +09:00
parent 528a1b4425
commit eb3a33f124
7 changed files with 233 additions and 0 deletions
+3
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@@ -172,6 +172,9 @@ jobs:
- name: Validate Dotnet Migration Execution Plan
run: python3 tools/validate_dotnet_migration_execution_plan_v1.py
- name: Validate Dotnet Parity Contract
run: python3 tools/validate_dotnet_parity_contract_v1.py
- name: Build Calibration Priority Backlog
+2
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@@ -99,8 +99,10 @@
- `docs/WBS_10_DOTNET_MIGRATION_ROADMAP.yaml`: `.NET 엔진 고도화` 상세 WBS와 각 WBS별 성공 데이터 가이드.
- `docs/WBS_10_DOTNET_MIGRATION_INVENTORY.yaml`: WBS-10 전환 우선순위용 실행 경로 인벤토리.
- `docs/WBS_10_DOTNET_MIGRATION_EXECUTION_PLAN.yaml`: WBS-10 착수용 실행 분해 계획.
- `docs/WBS_10_DOTNET_PARITY_CONTRACT.yaml`: WBS-10 핵심 계산기 parity 계약.
- `tools/validate_dotnet_migration_roadmap_v1.py`: WBS-10 상세 로드맵 YAML validator.
- `tools/validate_dotnet_migration_execution_plan_v1.py`: WBS-10 실행 분해 계획 validator.
- `tools/validate_dotnet_parity_contract_v1.py`: WBS-10 parity 계약 validator.
- `Temp/snapshot_admin_approval_packet_v1.json`: snapshot admin approval packet export.
- `Temp/snapshot_admin_approval_packet_v1.md`: snapshot admin approval packet summary.
- `Temp/`: 실행 결과와 캐시. 라우팅 대상은 아니며 runtime consumer만 읽는다.
+1
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@@ -1468,6 +1468,7 @@ WBS-8.8 (KIS 리팩터) — 독립적 (원격 병행)
> 실행 경로 인벤토리: [WBS_10_DOTNET_MIGRATION_INVENTORY.yaml](./WBS_10_DOTNET_MIGRATION_INVENTORY.yaml)
> 실행 분해 계획: [WBS_10_DOTNET_MIGRATION_EXECUTION_PLAN.yaml](./WBS_10_DOTNET_MIGRATION_EXECUTION_PLAN.yaml)
> 실행 분해 검증기: `tools/validate_dotnet_migration_execution_plan_v1.py`
> parity 계약: [WBS_10_DOTNET_PARITY_CONTRACT.yaml](./WBS_10_DOTNET_PARITY_CONTRACT.yaml)
> 현황 진단(2026-06-26): .NET 프로젝트는 Python 엔진(41 모듈, 14,500 LOC) 대비 5~10%(~1,400 LOC) 수준.
> Domain 계산기 6개·데이터 모델 8개·KIS/Naver/Yahoo 클라이언트·PostgreSQL 마이그레이션·Razor Pages 어드민 대시보드 기본 구현 완료.
+83
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@@ -0,0 +1,83 @@
formula_id: WBS_10_DOTNET_PARITY_CONTRACT_V1
owner: QuantEngine
status: draft
source_of_truth:
- src/dotnet/QuantEngine.Core/Domain/FormulaEngine.cs
- src/dotnet/QuantEngine.Core/Domain/ExitDecisions.cs
- src/dotnet/QuantEngine.Core/Domain/FactorCalculator.cs
- src/dotnet/QuantEngine.Core.Tests/FormulaEngineTests.cs
- src/dotnet/QuantEngine.Core.Tests/FactorCalculatorTests.cs
- src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
goal: "Python reference와 .NET domain 결과를 데이터 기반 parity 계약으로 고정한다."
targets:
- target_id: formula_engine_timing
symbol: FormulaEngine.ComputeTimingDecision
tolerance:
numeric: 0
text: exact
evidence:
- src/dotnet/QuantEngine.Core.Tests/FormulaEngineTests.cs
- src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
pass_condition: "timing action/reason이 reference와 동일"
- target_id: formula_engine_sell
symbol: FormulaEngine.ComputeSellDecision
tolerance:
numeric: 0
text: exact
evidence:
- src/dotnet/QuantEngine.Core.Tests/FormulaEngineTests.cs
- src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
pass_condition: "sell action/ratio/validation이 reference와 동일"
- target_id: formula_engine_final
symbol: FormulaEngine.ComputeFinalDecision
tolerance:
numeric: 0
text: exact
evidence:
- src/dotnet/QuantEngine.Core.Tests/FormulaEngineTests.cs
- src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
pass_condition: "final action/priority/source가 reference와 동일"
- target_id: exit_stop_price
symbol: ExitDecisions.ComputeStopPriceCore
tolerance:
numeric: 0.0001
text: exact
evidence:
- src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
pass_condition: "stop price within tolerance"
- target_id: exit_stop_ladder
symbol: ExitDecisions.ComputeStopActionLadder
tolerance:
numeric: 0
text: exact
evidence:
- src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
pass_condition: "exit action ladder exact match"
- target_id: exit_heat_thresholds
symbol: ExitDecisions.ComputeDynamicHeatThresholds
tolerance:
numeric: 0
text: exact
evidence:
- src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
pass_condition: "heat thresholds exact match"
- target_id: factor_calculator
symbol: FactorCalculator.CalculateFactors
tolerance:
numeric: 0.000001
text: exact
evidence:
- src/dotnet/QuantEngine.Core.Tests/FactorCalculatorTests.cs
pass_condition: "factor outputs stable and deterministic"
execution_notes:
- "Parity is a contract, not a guess."
- "Do not add new parity targets without updating reference fixtures and tolerances."
+16
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@@ -2313,6 +2313,22 @@ dag:
- Temp/wbs_10_dotnet_migration_execution_plan_v1.json
strict: true
timeout_sec: 60
validate_dotnet_parity_contract:
artifact_policy: keep
cache_key: validate_dotnet_parity_contract_v1
command:
- python
- tools/validate_dotnet_parity_contract_v1.py
depends_on: []
id: validate_dotnet_parity_contract
inputs:
- tools/validate_dotnet_parity_contract_v1.py
- docs/WBS_10_DOTNET_PARITY_CONTRACT.yaml
note: WBS-10 핵심 계산기 parity 계약과 허용오차를 검증한다.
outputs:
- Temp/wbs_10_dotnet_parity_contract_v1.json
strict: true
timeout_sec: 60
validate_specs:
artifact_policy: keep
cache_key: validate_specs_v1
@@ -0,0 +1,39 @@
from __future__ import annotations
import json
import subprocess
import sys
from pathlib import Path
def test_validate_dotnet_parity_contract_passes() -> None:
root = Path(__file__).resolve().parents[2]
proc = subprocess.run(
[sys.executable, str(root / "tools" / "validate_dotnet_parity_contract_v1.py")],
cwd=root,
capture_output=True,
text=True,
)
assert proc.returncode == 0, proc.stdout + proc.stderr
payload = json.loads(proc.stdout)
assert payload["gate"] == "PASS"
assert payload["formula_id"] == "WBS_10_DOTNET_PARITY_CONTRACT_V1"
def test_validate_dotnet_parity_contract_reports_missing_target() -> None:
root = Path(__file__).resolve().parents[2]
temp = root / "Temp" / "test_wbs_10_parity_contract_bad.yaml"
temp.write_text(
"formula_id: WBS_10_DOTNET_PARITY_CONTRACT_V1\ngoal: Python reference와 .NET domain 결과를 데이터 기반 parity 계약으로 고정한다.\ntargets: []\n",
encoding="utf-8",
)
proc = subprocess.run(
[sys.executable, str(root / "tools" / "validate_dotnet_parity_contract_v1.py"), "--contract", str(temp)],
cwd=root,
capture_output=True,
text=True,
)
assert proc.returncode != 0
payload = json.loads(proc.stdout)
assert payload["gate"] == "FAIL"
assert "formula_engine_timing missing" in payload["missing"]
@@ -0,0 +1,89 @@
#!/usr/bin/env python3
from __future__ import annotations
import argparse
import json
from pathlib import Path
from typing import Any
import yaml
REQUIRED_TARGETS = {
"formula_engine_timing",
"formula_engine_sell",
"formula_engine_final",
"exit_stop_price",
"exit_stop_ladder",
"exit_heat_thresholds",
"factor_calculator",
}
def load_yaml(path: Path) -> dict[str, Any]:
if not path.exists():
raise FileNotFoundError(path)
return yaml.safe_load(path.read_text(encoding="utf-8"))
def main(argv: list[str] | None = None) -> int:
parser = argparse.ArgumentParser(description="Validate WBS-10 dotnet parity contract")
parser.add_argument("--contract", default="docs/WBS_10_DOTNET_PARITY_CONTRACT.yaml")
args = parser.parse_args(argv)
contract_path = Path(args.contract).resolve()
payload: dict[str, Any] = {
"formula_id": "WBS_10_DOTNET_PARITY_CONTRACT_V1",
"gate": "FAIL",
"missing": [],
"evidence": {"contract": str(contract_path)},
}
try:
data = load_yaml(contract_path)
except FileNotFoundError:
payload["missing"].append("contract missing")
print(json.dumps(payload, ensure_ascii=False, indent=2))
return 1
if data.get("formula_id") != "WBS_10_DOTNET_PARITY_CONTRACT_V1":
payload["missing"].append("formula_id")
if data.get("goal") != "Python reference와 .NET domain 결과를 데이터 기반 parity 계약으로 고정한다.":
payload["missing"].append("goal")
targets = data.get("targets") or []
target_ids: set[str] = set()
for target in targets:
target_id = target.get("target_id", "")
target_ids.add(target_id)
if not target.get("symbol"):
payload["missing"].append(f"{target_id}.symbol")
tolerance = target.get("tolerance") or {}
if "numeric" not in tolerance:
payload["missing"].append(f"{target_id}.tolerance.numeric")
if "text" not in tolerance:
payload["missing"].append(f"{target_id}.tolerance.text")
if not target.get("evidence"):
payload["missing"].append(f"{target_id}.evidence")
if not target.get("pass_condition"):
payload["missing"].append(f"{target_id}.pass_condition")
for required in sorted(REQUIRED_TARGETS - target_ids):
payload["missing"].append(f"{required} missing")
payload["gate"] = "PASS" if not payload["missing"] else "FAIL"
payload["message"] = (
"WBS-10 dotnet parity contract validation passed."
if payload["gate"] == "PASS"
else "WBS-10 dotnet parity contract validation failed."
)
out_path = contract_path.parent.parent / "Temp" / "wbs_10_dotnet_parity_contract_v1.json"
out_path.parent.mkdir(parents=True, exist_ok=True)
out_path.write_text(json.dumps(payload, ensure_ascii=False, indent=2), encoding="utf-8")
print(json.dumps(payload, ensure_ascii=False, indent=2))
return 0 if payload["gate"] == "PASS" else 1
if __name__ == "__main__":
raise SystemExit(main())