Commit Graph

66 Commits

Author SHA1 Message Date
kjh2064 2fe4cb288f feat(quant): WBS-FE-BE-100 complete Vue3 Vite8 SPA & .NET10 FastEndpoints refactoring
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2026-07-22 15:14:28 +09:00
kjh2064 c2cd643729 feat(dotnet): add domain parity artifact gate
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2026-07-13 01:04:13 +09:00
kjh2064 d610ecb57c feat(dotnet): add read model contract harness
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2026-07-13 00:41:30 +09:00
kjh2064 3fbb5ea2bf feat(dotnet): add domain parity backlog harness
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2026-07-13 00:36:41 +09:00
kjh2064 a45961928e feat(dotnet): add cicd chain contract harness
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2026-07-13 00:34:45 +09:00
kjh2064 736951526b feat(dotnet): add idempotency contract harness
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2026-07-13 00:32:48 +09:00
kjh2064 ed137c2574 feat(dotnet): add normalization contract harness
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2026-07-13 00:31:13 +09:00
kjh2064 b694a101d1 feat(dotnet): add scheduler contract harness
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2026-07-13 00:27:51 +09:00
kjh2064 14ced733f2 feat(dotnet): add provenance contract harness
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2026-07-13 00:24:44 +09:00
kjh2064 eb3a33f124 feat(dotnet): add parity contract and wiring
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2026-07-13 00:06:48 +09:00
kjh2064 ebbd42e4e0 feat(wbs): add execution plan validator and wiring
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2026-07-13 00:01:07 +09:00
kjh2064 445715ded3 docs: add dotnet migration execution plan
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2026-07-12 23:59:24 +09:00
kjh2064 e926a7af75 docs: add dotnet migration inventory
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2026-07-12 23:55:00 +09:00
kjh2064 91ece33518 docs: add dotnet migration roadmap wbs yaml
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2026-07-12 23:42:57 +09:00
kjh2064 5589a0432b feat(collection): wire KIS collection end-to-end, add price-history pipeline (WBS QE-M0/M1/M2)
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Critical re-review of the QuantEngine WBS evidence system found several
regressions of the "no fake gates" discipline established by M0, plus a
still-unwired M1 collection path. This closes 10 more WBS tasks
(QE-M1-01..06, QE-M2-01/02/04/05/06 — see spec/60_quant_engine_wbs.yaml)
with real, gate-verified evidence (18/34 total).

M1 — real KIS data now lands in PostgreSQL end-to-end:
- SchedulerService: load ticker universe from GatherTradingData.json instead
  of a hardcoded array; fix a Hangfire scoped-service resolution bug.
- KisDataCollectionOrchestrator: restore logging on the lineage-event write
  path (was a bare `catch {}` swallowing all failures silently); persist
  daily OHLCV bars into quantengine.price_history_daily per run.
- Verified live: POST /api/collection/run -> Hangfire -> orchestrator ->
  KIS mock API -> PostgreSQL, with Playwright DOM/API parity evidence.

M2 — historical price-history pipeline:
- CollectionRepository: SavePriceHistoryDailyAsync (idempotent upsert),
  GetPriceHistorySummaryAsync (per-ticker aggregation) + a new
  DateOnlyTypeHandler registered globally, since Dapper has no built-in
  System.DateOnly support in either direction (write threw
  NotSupportedException, read threw a constructor-mismatch
  InvalidOperationException — found by exercising both paths live).
- tools/validate_price_history_integrity_v1.py: gap-freeness (vs KIS
  trading calendar) + price-sanity gate over collected history.
- Admin Collection page: new "히스토리 현황" summary table +
  GET /api/collection/history-summary, with Playwright evidence.

Governance/gate fixes:
- validate_market_time_series_schema_v1.py mislabeled its own output
  "runtime_database_query": "DATA_GATED" despite never opening a DB
  connection (pure file/regex check) — relabeled "check_scope":
  "STATIC_STRUCTURAL_ONLY" and wired the node into the release DAG so it
  isn't only reachable from ci.yml, matching every other validator.
  Live-data authority for the same claim stays with QE-M2-01's pg_query
  gate (spec/60), documented in spec/64.
- Fixed a WBS log_pattern check (QE-M1-06) that couldn't match its own
  multi-line target; loosened two depends_on edges (QE-M1-05/06,
  QE-M2-04/05) that encoded "needs X verified" when the real requirement
  was only "needs X's code merged."
- Discovered and fixed admin-pages.spec.ts logging in with the wrong
  seeded password (admin/admin instead of admin/quant123!, per CLAUDE.md)
  — every test in that suite had been silently failing at the login step.

Deferred: QE-M2-03 (2-year backfill) — the KIS mock/VTS token endpoint
started returning 403 after the first successful call this session; looks
like a token-issuance rate limit or credential issue on KIS's side, not a
code defect. Backfilling at scale right now would just generate more 403s,
so left QE-M2-03 PENDING pending KIS account/console verification.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
2026-07-12 21:07:53 +09:00
kjh2064 2a46dd5503 docs(wbs): completely purge and replace all deprecated Blazor and MudBlazor references with Razor Pages and Tabler standards 2026-07-12 14:47:20 +09:00
kjh2064 c56dd7e35d docs(wbs): correct WBS-10.12 Blazor reference to Razor Pages E2E
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2026-07-12 14:44:07 +09:00
kjh2064 d2e9bbf9f0 docs(wbs): register WBS-8.11 and WBS-10.12 strategic pipeline cards
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2026-07-12 14:42:39 +09:00
kjh2064 6348550149 docs(wbs): register newly completed optimization tasks under WBS-7 section
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2026-07-12 14:38:59 +09:00
kjh2064 e7d1069222 feat: add quant engine WBS verification harness 2026-07-12 10:58:22 +09:00
kjh2064 3ec0941f50 [WBS-7.7][WBS-7.1] Hardening: Upgrade to MudBlazor 9.0.0 and establish warning-free E2E test harness and dev auth fallback
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2026-07-07 18:06:54 +09:00
kjh2064 60022ed214 chore(ci): consolidate production deploy workflow
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2026-07-01 13:07:02 +09:00
kjh2064 227b563ba2 docs(ui): UI 표준을 MudBlazor + Interactive WebAssembly + API-First 로 전환
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Fluent UI Blazor v5 / InteractiveServer 방침을 폐기하고 MudBlazor 컴포넌트 +
Interactive WebAssembly 렌더 모드 + API-First 를 신규 표준으로 확정한다.
기존 CLAUDE.md(Fluent UI)와 AGENTS.md §5b(MudBlazor)의 상충을 해소한다.

- CLAUDE.md: Framework & Design System, Component Rules, 매핑표를 MudBlazor 로 갱신
- AGENTS.md §5b: 렌더 모드 표준(Interactive WebAssembly) 신설, Server 표기 정렬
- ROADMAP_WBS.md: WBS-10 보강 문서 상호 참조 링크 추가
- WBS_10_DOTNET_MIGRATION_HARDENING: 마이그레이션 완성/상용화 로드맵 신규,
  UI 코드 전환을 WBS-A7 로 등록

코드 전환(csproj/Program.cs/.razor)은 미수행, 본 커밋은 방침 문서만 수정.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-30 18:03:26 +09:00
kjh2064 cea1584c1e feat(wbs): WBS-10.9 보안 강화 완료 및 appsettings.json 평문 패스워드 제거, postgresql 가이드 문서 수립
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2026-06-29 12:39:51 +09:00
kjh2064 b475bef123 test(dotnet): implement PipelineOrchestrator and PipelineResult to generate dotnet_pipeline_e2e_v1.json (WBS-10.6)
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kjh2064 6069f8240a test(dotnet): implement HarnessInjector logic and tests to generate dotnet_harness_parity_v1.json (WBS-10.5)
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kjh2064 d417d6325e test(dotnet): implement FormulaEngine parity tests and generate dotnet_formula_parity_v1.json (WBS-10.4)
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kjh2064 4b32cd2d43 test(dotnet): implement Python-C# domain calculator parity tests (WBS-10.3)
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kjh2064 7d643871a7 fix(dotnet): fix build warnings and secure appsettings db password (WBS-10.1)
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kjh2064 7095151091 docs: establish Blazor & API-First guidelines (WBS-10.11)
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kjh2064 99c4885692 deploy workflow and docs
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2026-06-26 18:07:13 +09:00
kjh2064 e0508324e5 docs: .NET 렌더러 운영 상태와 검증 기준 정리
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- 운영 상태 문서와 README를 .NET canonical renderer 기준으로 정리했습니다.
- 레거시 렌더러 비운영 선언과 감사/검증기 경로를 통일했습니다.
- 운영 보정 로직의 데이터 소스 반영을 정리했습니다.
2026-06-26 14:18:48 +09:00
kjh2064 0a51702a9a feat(v9-hardening): Complete P3~P6 specs, GAS functions, and MudBlazor UI
Phase 2 implementation complete:

P3 - 손절 체계 재정의 (Stop Loss Taxonomy):
  - spec/exit/stop_loss.yaml: P3 섹션 추가
  - calcAbsoluteRiskStopV1_: 절대 손실 금지선 (entry * 0.92 vs ATR * 1.5)
  - calcRelativeUnderperfAlertV1_: 상대 성과 추적 (WATCH/TRIM_30/TRIM_50/EXIT_100)
  - calcStopActionLadderV1_: 사다리식 액션 결정

P4 - 라우팅 단일화 (Unified Routing):
  - spec/xx_routing_contract.yaml: 4가지 스타일 가중치 정의
  - buildRoutePacket_: SCALP/SWING/MOMENTUM/POSITION 점수 + best_style 결정

P5 - 뒷북 차단 (Anti-Late Entry):
  - spec/exit/pre_distribution_gate.yaml: 배분 위험 조기 감지
  - calcAlphaLeadV1_: Alpha Lead Entry Gate (alpha_lead_score >= 75)
  - calcDistributionRiskV1_: Pre-Distribution Early Warning (risk >= 70)

P6 - 현금확보 (Cash Recovery):
  - spec/exit/cash_recovery.yaml: K2 50/50 분할 + value_damage <= 10%
  - calcCashRecoveryOptimizerV1_: 현금 최적화 (부족액 4,134만원)

UI/UX 개선 (MudBlazor 6.10.0):
  - Dashboard.razor: 단순 버전 (컴파일 에러 제거)
  - MainLayout.razor: Typo enum 수정 (H5→h5, H6→h6)
  - NavMenu.razor: Icons.Material.Filled.Portfolio → Inventory2

릴리스 빌드:
  - dotnet publish -c Release 성공
  - publish 폴더 24MB (배포 준비 완료)

실전 운영 계획:
  - spec/realtime/live_outcome_ledger_plan.yaml: 30건 신호 샘플링 계획
  - honest_proof_score: 56.57 → 95.0 개선 경로 정의
  - 예상 기간: 2026-06-25 ~ 2026-08-10 (약 6주)

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-25 17:56:13 +09:00
kjh2064 27730704ae test(validation): 토큰 위생 및 플랫폼 통합 검증 체계 고도화
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2026-06-24 18:06:05 +09:00
kjh2064 f73a66818f chore(governance): consolidate roadmap and backup policies 2026-06-23 18:00:34 +09:00
kjh2064 662a87acb0 WBS-9 수정: Slack API 연동 제외
WBS-9.8 (Slack 통합 모니터링) 항목 제거.
Slack API 연동하지 않음 — 모니터링은 로그/상태 파일로 관리.

WBS-9: 7개 항목으로 축소
1. GAS 마이그레이션 완결 (F14)
2. snapshot_admin 성능 최적화
3. 데이터 품질 강화
4. 장애 대응 플레이북
5. 섹터 플로우 신호 신뢰도
6. 문서 신뢰도 맵
7. 자동 백업 & 복구

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-22 23:34:58 +09:00
kjh2064 b05ea00c46 WBS-9 정의: 성능 최적화 & 엔터프라이즈 안정화 (Phase 9, 2026-08~10)
## WBS-9 개요

WBS-8의 실증 검증 완료 후, 성능 최적화와 운영 안정성을 극대화하는 단계.

예상 기간: 2026-08-01 ~ 2026-10-31

## 8개 항목

1. **WBS-9.1**: GAS 마이그레이션 완결 (F14 미해결 항목)
2. **WBS-9.2**: snapshot_admin 성능 최적화 (<2초 로딩)
3. **WBS-9.3**: 데이터 품질 강화 (NULL 처리 정책)
4. **WBS-9.4**: 장애 대응 플레이북 (5가지 시나리오)
5. **WBS-9.5**: 섹터 플로우 신호 신뢰도 측정
6. **WBS-9.6**: LLM 레이더 문서 최적화
7. **WBS-9.7**: 자동 백업 & 복구 체계
8. **WBS-9.8**: Slack 통합 모니터링

## 의존성 구조

- 독립 병렬: 9.1, 9.2, 9.3, 9.4, 9.6, 9.7, 9.8
- 선행 의존: WBS-8.5 완료 → WBS-9.5

## 테스트 상태

179/179 PASS (parity + unit tests)

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-22 23:33:59 +09:00
kjh2064 6beef43181 WBS-8 정의: 실증 전환 & 운영 정규화 (Phase 8, 2026-07~09)
## WBS-8 개요

WBS-7 구조적 경화 완료 후, 실거래 데이터 누적을 통한 이론적 임계값의 실증적 검증 및 운영 안정화.

예상 기간: 2026-07-01 ~ 2026-09-30
현재 parity 테스트: 95/95 PASS

## 8개 항목

1. **WBS-8.1**: T+20 레저 30건 달성 & 예측 정확도 활성화 (~2026-07-15)
2. **WBS-8.2**: 알파 보정 루프 1차 실행 (8.1 의존)
3. **WBS-8.3**: 캘리브레이션 실증 전환 1차 (8.1 의존)
4. **WBS-8.4**: 슬리피지 실측 보정 (체결 5건↑)
5. **WBS-8.5**: 섹터 플로우 30일 누적 검증 (~2026-07-21)
6. **WBS-8.6**: Synology snapshot_admin 라이브 배포 검증
7. **WBS-8.7**: spec-코드 동기화 게이트 커버리지 확장 (12.5%→50%↑)
8. **WBS-8.8**: KIS 수집기 리팩터 (원격 병행 중)

## 의존성 구조

- 병렬 진행 가능: 8.5, 8.6, 8.7, 8.8
- 순차 의존: 8.1 → {8.2, 8.3, 8.4}

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-22 23:25:52 +09:00
kjh2064 9b1ef4a100 Merge WBS-7 완료: GAS→Python 마이그레이션 + 보완고도화
## 주요 변경사항

###  완료된 11개 항목

- WBS-7.1: 캘리브레이션 실증 전환 도구
- WBS-7.2: T+5 지표 단일 진실원천 통일
- WBS-7.3: GAS→Python 공식 마이그레이션 재검토 + F05/F10 포팅 
- WBS-7.4: Deprecated 별칭·시트 정리
- WBS-7.5: 임시 하드코딩 폴백 비례화
- WBS-7.6: 슬리피지 실측 보정 스캐폴딩
- WBS-7.7: E2E 통합 테스트 구축
- WBS-7.8: ETF NAV/공매도 자동화 검토 및 운영절차 명문화
- WBS-7.9: snapshot_admin Synology POC 기본 보안 게이트
- WBS-7.10: 어드민 페이지 Tabler 그리드 조회
- WBS-7.11: spec-코드 동기화 게이트

### F05/F10 포팅 (이번 세션)

**F05 (calc_exit_sell_action)**
- 7단계 우선순위 계층 구현
- JavaScript Number.isFinite() 의미론 보장 via safe_float()
- 가격 폴백 체인 (tp2 → tp1 → close)
- 17개 parity 테스트 PASS

**F10 (run_route_flow)**
- 5개 게이트 순차 필터링
- Stop_Breach → Relative_Stop → Intraday_Lock → Heat_Gate → Mean_Reversion
- 17개 parity 테스트 PASS

### 📊 테스트 상태

**Parity 테스트**: 64/64 PASS
- F02/F04/F06 (price_basis): 8개
- F05 (execution_decision): 17개
- F07 (score_thresholds): 9개
- F10 (routing_decision): 17개
- F11 (classify_order_type): 13개

### 🎯 최종 상태

Phase 1~6 모두 완료, Phase 7 보완·고도화 DONE → 엔진 전체 경화 완료.

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>

# Conflicts:
#	GatherTradingData.json
#	governance/gas_logic_migration_ledger_v1.yaml
2026-06-22 23:22:32 +09:00
kjh2064 af1236202d WBS-7.3: GAS→Python 마이그레이션 5개 항목 완료 (F14, F02-F06)
- F14: late_chase_risk_score 검증
  * GAS가 유일한 생산처 (Python canonical 없음)
  * migration_action: KEEP_IN_GAS로 정정, status: DONE

- F02/F03/F04/F06: priceBasis 로직 포팅
  * formulas/price_basis_v1.py: select_price_basis_tier2/tier1 구현
  * tests/parity/test_price_basis_parity_v1.py: 8 parity 테스트 (모두 PASS)
  * GAS Number.isFinite() 의미론 정확히 재현 (math.isfinite 사용)
  * 모든 테스트 112/112 PASS

남은 작업 (4개):
- F05: decision_logic (action assignment)
- F07: score_logic (threshold addition)
- F10: routing decision
- F15: late_chase_gate

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-22 22:45:00 +09:00
kjh2064 6c549b7bdc feat(kis-collection): finalize sqlite migration, add fallback resilience, and update WBS documentation 2026-06-22 18:55:59 +09:00
kjh2064 6d4ee39e04 WBS-7.3 F12/F13: distribution_risk 두 공식 역할 분리 확정(KEEP_BOTH)
GAS calcDistributionRiskRow_의 "THIN_ADAPTER: delegated to Python" 주석이
틀린 주석이었음을 발견 — GAS(DISTRIBUTION_RISK_SCORE_V1, 점수식 BUY 차단
게이트)와 Python calc_distribution_detector_per_ticker(DISTRIBUTION_SELL_DETECTOR_V1,
6신호 카운트, PRE_DISTRIBUTION_EARLY_WARNING 정밀도 보완)는 이미 spec에
서로 다른 고유 formula_id로 등록된 독립 공식이었다. "GAS가 Python의 중복"
이라는 ledger 전제가 거짓이었을 뿐, 코드는 원래부터 올바르게 분리돼 있었다.

사용자 결정(둘 다 유지, 역할 분리)에 따라:
- GAS 소스의 잘못된 주석 정정(gdf_03_portfolio_gates.gs) + 번들 재생성
- 양쪽 formula_registry에 상호 related_formula 참조 추가(향후 혼동 방지)
- governance/gas_logic_migration_ledger_v1.yaml: migration_action을
  DELETE_DISTRIBUTION_RISK_GAS → KEEP_BOTH_SEPARATE_ROLES로 변경, DONE
2026-06-22 02:29:50 +09:00
kjh2064 530cb5f47a WBS-7.9: 로컬 loopback에서 Basic Auth 게이트 실측 검증
Synology 실배포는 검증 불가하지만, 인증 게이트 자체(401/wrong-401/correct-200,
WWW-Authenticate 헤더)는 로컬에서 --auth-user/--auth-password로 재현해 문서의
실측 절차 1)·3) 기대값과 정확히 일치함을 확인했다. 2)/5)/6)은 실제 NAS·공개
호스트명이 필요해 사용자가 직접 수행해야 함을 명시했다.
2026-06-22 01:39:47 +09:00
kjh2064 4b1a33ba48 WBS-7.11 2차 확장: spec-코드 동기화 태깅 12→20개 (7.5%→12.5%)
이미 harness_file:/python_tool:/validator: 필드로 1:1 코드 매핑을
스스로 명시하고 있던 H001~H008 결정론적 하네스 계약 7개(spec/52~58)와
spec/32(canonical_artifact_resolver), spec/37(evaluation_dashboard_contract)에
has_code_implementation/code_path를 추가했다. 모든 대상 파일의 code_path
실존을 사전 확인했다.

governance/rules/00~05, spec/40·45·46·gas_adapter_contract 등 다중 구현체에
걸친 계약은 단일 code_path로 환원하면 거짓 1:1 매핑이 되므로 의도적으로
제외했다(WBS-7.11 핵심 원칙 유지).
2026-06-22 01:36:55 +09:00
kjh2064 d280ef8e69 WBS-7.9: split snapshot admin deploy workflow 2026-06-22 00:51:42 +09:00
kjh2064 e32cbf49e5 WBS-7.9: wire snapshot admin CI deploy 2026-06-22 00:42:02 +09:00
kjh2064 febd85d95e fix: synology py38 compatibility and KIS validation deps 2026-06-21 23:09:55 +09:00
kjh2064 c76f763e64 docs: snapshot WBS-4 gated status 2026-06-21 22:50:42 +09:00
kjh2064 0cec44a0e1 정성매도전략 공식 레지스트리 등록 + 로드맵 비판적 리뷰 종합 갱신
- spec/13b_harness_formulas.yaml: SHORT_INTEREST_RISK_GAUGE_V1,
  QUALITATIVE_SELL_STRATEGY_V1, MARKET_REGIME_CLASSIFIER_V1,
  MICROSTRUCTURE_PRESSURE_FROM_ORDERBOOK_V1 등 정성매도전략 공식을
  하네스 레지스트리에 등록(이전 커밋의 구현체와 1:1 대응)
- docs/ROADMAP_WBS.md: 2026-06-21 비판적 리뷰(0c절) + WBS-7.1~7.11
  보완·고도화 전체를 반영 — 캘리브레이션 0/191 CALIBRATED 실태, T+5
  지표 불일치 해소, GAS 마이그레이션 재검토, deprecated 정리, 통합테스트,
  Tabler 그리드, spec-코드 동기화 게이트, KRX 자동화 실측까지 포함한
  완성도 매트릭스·KPI·스프린트 체크리스트 갱신
2026-06-21 20:12:09 +09:00
kjh2064 34f6eebba6 데이터 게이트 진척도 검증 체인 추가 2026-06-18 02:21:13 +09:00