Commit Graph

8 Commits

Author SHA1 Message Date
kjh2064 89d5842505 feat(qe-m3-02): implement C# FactorCalculator and xUnit parity tests for Momentum, ATR, StDev, and Beta
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2026-07-12 21:51:37 +09:00
kjh2064 b0c9776601 feat(qe-m3-01): implement GetBarsAsOf with lookahead bias prevention and complete unit tests
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2026-07-12 21:46:38 +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 49dc382a39 fix: remove circular WBS evidence dependency
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2026-07-12 12:33:46 +09:00
kjh2064 d833d386d0 feat: add postgres market time series schema
Validators (Pushes and Pull Requests) / validate-ui-and-storage (push) Failing after 15s
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2026-07-12 12:11:18 +09:00
kjh2064 daec1a0e1b chore: close verified M0 WBS tasks
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2026-07-12 12:10:21 +09:00
kjh2064 42d45e85fb ci: validate main pushes automatically
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Validators (Pull Requests Only) / validate-ui-and-storage (push) Has been skipped
2026-07-12 11:03:52 +09:00
kjh2064 e7d1069222 feat: add quant engine WBS verification harness 2026-07-12 10:58:22 +09:00