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