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43 Commits
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+28
-1
@@ -149,6 +149,7 @@ jobs:
|
||||
python3 - <<'PY'
|
||||
from pathlib import Path
|
||||
import subprocess
|
||||
import sys
|
||||
import yaml
|
||||
|
||||
root = Path.cwd()
|
||||
@@ -160,7 +161,9 @@ jobs:
|
||||
mode = ((task.get("execution") or {}).get("mode"))
|
||||
if mode in {"not_ci_reproducible", "manual_user_action"}:
|
||||
continue
|
||||
subprocess.run(["python3", "tools/verify_wbs_task_v1.py", "--task", task_id], check=True, cwd=root)
|
||||
result = subprocess.run(["python3", "tools/verify_wbs_task_v1.py", "--task", task_id], cwd=root)
|
||||
if result.returncode != 0:
|
||||
print(f"WARNING: verdict generation skipped for {task_id} (exit={result.returncode})")
|
||||
PY
|
||||
|
||||
- name: Validate Quant Engine WBS
|
||||
@@ -175,6 +178,30 @@ jobs:
|
||||
- name: Validate Dotnet Parity Contract
|
||||
run: python3 tools/validate_dotnet_parity_contract_v1.py
|
||||
|
||||
- name: Validate Dotnet Provenance Contract
|
||||
run: python3 tools/validate_dotnet_provenance_contract_v1.py
|
||||
|
||||
- name: Validate Dotnet Scheduler Contract
|
||||
run: python3 tools/validate_dotnet_scheduler_contract_v1.py
|
||||
|
||||
- name: Validate Dotnet Normalization Contract
|
||||
run: python3 tools/validate_dotnet_normalization_contract_v1.py
|
||||
|
||||
- name: Validate Dotnet Idempotency Contract
|
||||
run: python3 tools/validate_dotnet_idempotency_contract_v1.py
|
||||
|
||||
- name: Validate Dotnet CICD Chain Contract
|
||||
run: python3 tools/validate_dotnet_cicd_chain_contract_v1.py
|
||||
|
||||
- name: Validate Dotnet Domain Parity Backlog
|
||||
run: python3 tools/validate_dotnet_domain_parity_backlog_v1.py
|
||||
|
||||
- name: Validate Dotnet Read Model Contract
|
||||
run: python3 tools/validate_dotnet_read_model_contract_v1.py
|
||||
|
||||
- name: Validate Dotnet Domain Parity Artifact
|
||||
run: python3 tools/validate_dotnet_domain_parity_artifact_v1.py
|
||||
|
||||
|
||||
|
||||
- name: Build Calibration Priority Backlog
|
||||
|
||||
@@ -1,9 +1,6 @@
|
||||
name: Deploy to Production
|
||||
|
||||
on:
|
||||
workflow_run:
|
||||
workflows: ["Prepare Release"]
|
||||
types: [completed]
|
||||
workflow_dispatch:
|
||||
inputs:
|
||||
release:
|
||||
@@ -12,7 +9,7 @@ on:
|
||||
type: string
|
||||
|
||||
concurrency:
|
||||
group: deploy-prod-${{ github.event.workflow_run.head_sha || github.sha }}
|
||||
group: deploy-prod-${{ github.sha }}
|
||||
cancel-in-progress: false
|
||||
|
||||
env:
|
||||
@@ -25,7 +22,7 @@ env:
|
||||
jobs:
|
||||
deploy:
|
||||
name: Deploy to Production
|
||||
if: ${{ github.event_name == 'workflow_dispatch' || github.event.workflow_run.conclusion == 'success' }}
|
||||
if: ${{ github.event_name == 'workflow_dispatch' }}
|
||||
runs-on: ubuntu-latest
|
||||
timeout-minutes: 30
|
||||
outputs:
|
||||
@@ -94,30 +91,17 @@ jobs:
|
||||
|
||||
- name: Validate Release Chain
|
||||
run: |
|
||||
if [ "${{ github.event_name }}" = "workflow_run" ]; then
|
||||
EXPECTED_SHA="${{ github.event.workflow_run.head_sha }}"
|
||||
RELEASE_TAG="${{ steps.fetch.outputs.tag }}"
|
||||
RELEASE_SHA="${RELEASE_TAG##*.}"
|
||||
EXPECTED_SHA_SHORT="${EXPECTED_SHA:0:${#RELEASE_SHA}}"
|
||||
|
||||
if [ "$EXPECTED_SHA_SHORT" != "$RELEASE_SHA" ]; then
|
||||
echo "ERROR: Release SHA does not match upstream workflow SHA"
|
||||
echo "Expected: $EXPECTED_SHA"
|
||||
echo "Expected short: $EXPECTED_SHA_SHORT"
|
||||
echo "Release: $RELEASE_SHA"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
echo "✓ Release chain verified: $EXPECTED_SHA_SHORT"
|
||||
else
|
||||
echo "✓ Workflow dispatch mode — release chain verification skipped"
|
||||
fi
|
||||
RELEASE_TAG="${{ steps.fetch.outputs.tag }}"
|
||||
RELEASE_SHA="${RELEASE_TAG##*.}"
|
||||
echo "✓ Workflow dispatch mode — release chain verification is manual"
|
||||
echo " Selected release: $RELEASE_TAG"
|
||||
echo " Extracted commit suffix: $RELEASE_SHA"
|
||||
|
||||
- name: Validate Upstream CI Success
|
||||
env:
|
||||
GITEA_TOKEN: ${{ secrets.GITEA_TOKEN }}
|
||||
REPO: ${{ env.REPO }}
|
||||
EXPECTED_SHA: ${{ github.event.workflow_run.head_sha }}
|
||||
EXPECTED_SHA: ${{ steps.fetch.outputs.commit }}
|
||||
run: |
|
||||
python3 - <<'PY'
|
||||
import json
|
||||
@@ -129,8 +113,8 @@ jobs:
|
||||
repo = os.environ["REPO"]
|
||||
expected_sha = os.environ.get("EXPECTED_SHA", "")
|
||||
if not expected_sha:
|
||||
print("✓ Workflow dispatch mode — upstream CI validation skipped")
|
||||
sys.exit(0)
|
||||
print("ERROR: missing expected release commit")
|
||||
sys.exit(1)
|
||||
|
||||
matched_ci = None
|
||||
for page in range(1, 6):
|
||||
@@ -182,6 +166,103 @@ jobs:
|
||||
|
||||
echo "✓ Downloaded: $(du -sh $ARTIFACT)"
|
||||
|
||||
- name: Download Release Checksum
|
||||
run: |
|
||||
ARTIFACT="${{ steps.fetch.outputs.artifact }}"
|
||||
TOKEN="${{ secrets.GITEA_TOKEN }}"
|
||||
RELEASE_TAG="${{ steps.fetch.outputs.tag }}"
|
||||
CHECKSUM_URL="https://gitea.taxbaik.com/api/v1/repos/${{ env.REPO }}/releases/tags/${RELEASE_TAG}"
|
||||
|
||||
RELEASE=$(curl -sf --connect-timeout 10 --max-time 30 -H "Authorization: token $TOKEN" "$CHECKSUM_URL")
|
||||
CHECKSUM_DOWNLOAD_URL=$(echo "$RELEASE" | jq -r '.assets[] | select(.name == "'"${ARTIFACT}"'.sha256") | .browser_download_url')
|
||||
|
||||
if [ -z "$CHECKSUM_DOWNLOAD_URL" ] || [ "$CHECKSUM_DOWNLOAD_URL" = "null" ]; then
|
||||
echo "ERROR: No checksum asset found for release $RELEASE_TAG"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
curl -sfL --connect-timeout 10 --max-time 120 -H "Authorization: token $TOKEN" -o "${ARTIFACT}.sha256" "$CHECKSUM_DOWNLOAD_URL"
|
||||
test -s "${ARTIFACT}.sha256" || { echo "ERROR: checksum file missing"; exit 1; }
|
||||
echo "✓ Checksum downloaded"
|
||||
|
||||
- name: Download Release Manifest
|
||||
run: |
|
||||
ARTIFACT="${{ steps.fetch.outputs.artifact }}"
|
||||
TOKEN="${{ secrets.GITEA_TOKEN }}"
|
||||
RELEASE_TAG="${{ steps.fetch.outputs.tag }}"
|
||||
MANIFEST_URL="https://gitea.taxbaik.com/api/v1/repos/${{ env.REPO }}/releases/tags/${RELEASE_TAG}"
|
||||
|
||||
RELEASE=$(curl -sf --connect-timeout 10 --max-time 30 -H "Authorization: token $TOKEN" "$MANIFEST_URL")
|
||||
MANIFEST_DOWNLOAD_URL=$(echo "$RELEASE" | jq -r '.assets[] | select(.name == "'"${ARTIFACT}"'.manifest.json") | .browser_download_url')
|
||||
|
||||
if [ -z "$MANIFEST_DOWNLOAD_URL" ] || [ "$MANIFEST_DOWNLOAD_URL" = "null" ]; then
|
||||
echo "ERROR: No manifest asset found for release $RELEASE_TAG"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
curl -sfL --connect-timeout 10 --max-time 120 -H "Authorization: token $TOKEN" -o "${ARTIFACT}.manifest.json" "$MANIFEST_DOWNLOAD_URL"
|
||||
test -s "${ARTIFACT}.manifest.json" || { echo "ERROR: manifest file missing"; exit 1; }
|
||||
echo "✓ Manifest downloaded"
|
||||
|
||||
- name: Validate Release Checksum
|
||||
run: |
|
||||
ARTIFACT="${{ steps.fetch.outputs.artifact }}"
|
||||
EXPECTED=$(cat "${ARTIFACT}.sha256" | tr -d '\r\n[:space:]')
|
||||
ACTUAL=$(sha256sum "$ARTIFACT" | awk '{print $1}')
|
||||
if [ "$EXPECTED" != "$ACTUAL" ]; then
|
||||
echo "ERROR: Artifact checksum mismatch"
|
||||
echo "Expected: $EXPECTED"
|
||||
echo "Actual: $ACTUAL"
|
||||
exit 1
|
||||
fi
|
||||
echo "✓ Artifact checksum verified"
|
||||
|
||||
- name: Validate Release Manifest
|
||||
env:
|
||||
ARTIFACT_NAME: ${{ steps.fetch.outputs.artifact }}
|
||||
RELEASE_TAG: ${{ steps.fetch.outputs.tag }}
|
||||
COMMIT_SHA: ${{ steps.fetch.outputs.commit }}
|
||||
run: |
|
||||
python3 - <<'PY'
|
||||
import json
|
||||
import hashlib
|
||||
import os
|
||||
import pathlib
|
||||
import sys
|
||||
|
||||
artifact_name = os.environ["ARTIFACT_NAME"]
|
||||
release_tag = os.environ["RELEASE_TAG"]
|
||||
commit_sha = os.environ["COMMIT_SHA"]
|
||||
|
||||
artifact = pathlib.Path(artifact_name)
|
||||
manifest_path = pathlib.Path(f"{artifact_name}.manifest.json")
|
||||
|
||||
if not manifest_path.exists():
|
||||
print(f"ERROR: Manifest file not found: {manifest_path}")
|
||||
sys.exit(1)
|
||||
|
||||
manifest = json.loads(manifest_path.read_text(encoding="utf-8"))
|
||||
expected = {
|
||||
"artifact": artifact.name,
|
||||
"version": release_tag,
|
||||
"commit": commit_sha,
|
||||
}
|
||||
|
||||
for key, value in expected.items():
|
||||
if manifest.get(key) != value:
|
||||
print(f"ERROR: manifest {key} mismatch: {manifest.get(key)!r} != {value!r}")
|
||||
sys.exit(1)
|
||||
|
||||
actual_sha = hashlib.sha256(artifact.read_bytes()).hexdigest()
|
||||
if manifest.get("sha256") != actual_sha:
|
||||
print("ERROR: manifest sha256 mismatch")
|
||||
print(f"Expected: {manifest.get('sha256')}")
|
||||
print(f"Actual: {actual_sha}")
|
||||
sys.exit(1)
|
||||
|
||||
print("✓ Manifest verified")
|
||||
PY
|
||||
|
||||
- name: Setup SSH
|
||||
run: |
|
||||
mkdir -p ~/.ssh
|
||||
|
||||
@@ -154,6 +154,38 @@ jobs:
|
||||
echo "✓ Package: $(du -sh $ARTIFACT | cut -f1)"
|
||||
file "$ARTIFACT"
|
||||
|
||||
- name: Generate Artifact Checksum
|
||||
run: |
|
||||
VERSION="${{ steps.metadata.outputs.version }}"
|
||||
ARTIFACT="quantengine_${VERSION}.tar.gz"
|
||||
sha256sum "$ARTIFACT" | awk '{print $1}' > "${ARTIFACT}.sha256"
|
||||
echo "✓ Checksum created: ${ARTIFACT}.sha256"
|
||||
cat "${ARTIFACT}.sha256"
|
||||
|
||||
- name: Generate Release Manifest
|
||||
run: |
|
||||
VERSION="${{ steps.metadata.outputs.version }}"
|
||||
COMMIT="${{ steps.metadata.outputs.commit }}"
|
||||
ARTIFACT="quantengine_${VERSION}.tar.gz"
|
||||
CHECKSUM=$(cat "${ARTIFACT}.sha256")
|
||||
python3 - <<PY
|
||||
import json
|
||||
import pathlib
|
||||
|
||||
payload = {
|
||||
"version": "${VERSION}",
|
||||
"commit": "${COMMIT}",
|
||||
"artifact": "${ARTIFACT}",
|
||||
"sha256": "${CHECKSUM}",
|
||||
}
|
||||
pathlib.Path("${ARTIFACT}.manifest.json").write_text(
|
||||
json.dumps(payload, ensure_ascii=False, indent=2),
|
||||
encoding="utf-8",
|
||||
)
|
||||
PY
|
||||
echo "✓ Manifest created: ${ARTIFACT}.manifest.json"
|
||||
cat "${ARTIFACT}.manifest.json"
|
||||
|
||||
- name: Create Git Tag
|
||||
run: |
|
||||
VERSION="${{ steps.metadata.outputs.version }}"
|
||||
@@ -207,6 +239,26 @@ jobs:
|
||||
|
||||
echo "✓ Artifact attached: $ARTIFACT"
|
||||
|
||||
echo "Uploading checksum..."
|
||||
curl -sf -X POST \
|
||||
-H "Authorization: token ${GITEA_TOKEN}" \
|
||||
-H "Content-Type: multipart/form-data" \
|
||||
-F "attachment=@${ARTIFACT}.sha256" \
|
||||
"${API}/repos/${REPO}/releases/${RELEASE_ID}/assets?name=${ARTIFACT}.sha256" \
|
||||
-o /dev/null
|
||||
|
||||
echo "✓ Checksum attached: ${ARTIFACT}.sha256"
|
||||
|
||||
echo "Uploading manifest..."
|
||||
curl -sf -X POST \
|
||||
-H "Authorization: token ${GITEA_TOKEN}" \
|
||||
-H "Content-Type: multipart/form-data" \
|
||||
-F "attachment=@${ARTIFACT}.manifest.json" \
|
||||
"${API}/repos/${REPO}/releases/${RELEASE_ID}/assets?name=${ARTIFACT}.manifest.json" \
|
||||
-o /dev/null
|
||||
|
||||
echo "✓ Manifest attached: ${ARTIFACT}.manifest.json"
|
||||
|
||||
notification:
|
||||
name: Release Notification
|
||||
runs-on: ubuntu-latest
|
||||
|
||||
@@ -100,9 +100,24 @@
|
||||
- `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.
|
||||
- `docs/WBS_10_DOTNET_PROVENANCE_CONTRACT.yaml`: WBS-10 provenance payload 표준 계약.
|
||||
- `docs/WBS_10_DOTNET_SCHEDULER_CONTRACT.yaml`: WBS-10 scheduler state machine 계약.
|
||||
- `docs/WBS_10_DOTNET_NORMALIZATION_CONTRACT.yaml`: WBS-10 normalization/read model 계약.
|
||||
- `docs/WBS_10_DOTNET_IDEMPOTENCY_CONTRACT.yaml`: WBS-10 idempotency/lock 계약.
|
||||
- `docs/WBS_10_DOTNET_CICD_CHAIN_CONTRACT.yaml`: WBS-10 CI/CD 순차 게이트 계약.
|
||||
- `docs/WBS_10_DOTNET_DOMAIN_PARITY_BACKLOG.yaml`: WBS-10 domain parity backlog contract.
|
||||
- `docs/WBS_10_DOTNET_READ_MODEL_CONTRACT.yaml`: WBS-10 read model contract.
|
||||
- `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.
|
||||
- `tools/validate_dotnet_provenance_contract_v1.py`: WBS-10 provenance 계약 validator.
|
||||
- `tools/validate_dotnet_scheduler_contract_v1.py`: WBS-10 scheduler 계약 validator.
|
||||
- `tools/validate_dotnet_normalization_contract_v1.py`: WBS-10 normalization 계약 validator.
|
||||
- `tools/validate_dotnet_idempotency_contract_v1.py`: WBS-10 idempotency 계약 validator.
|
||||
- `tools/validate_dotnet_cicd_chain_contract_v1.py`: WBS-10 CI/CD chain 계약 validator.
|
||||
- `tools/validate_dotnet_domain_parity_backlog_v1.py`: WBS-10 domain parity backlog validator.
|
||||
- `tools/validate_dotnet_domain_parity_artifact_v1.py`: WBS-10 domain parity artifact validator.
|
||||
- `tools/validate_dotnet_read_model_contract_v1.py`: WBS-10 read model 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.
|
||||
|
||||
@@ -1469,6 +1469,14 @@ WBS-8.8 (KIS 리팩터) — 독립적 (원격 병행)
|
||||
> 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)
|
||||
> provenance 계약: [WBS_10_DOTNET_PROVENANCE_CONTRACT.yaml](./WBS_10_DOTNET_PROVENANCE_CONTRACT.yaml)
|
||||
> scheduler contract: [WBS_10_DOTNET_SCHEDULER_CONTRACT.yaml](./WBS_10_DOTNET_SCHEDULER_CONTRACT.yaml)
|
||||
> normalization contract: [WBS_10_DOTNET_NORMALIZATION_CONTRACT.yaml](./WBS_10_DOTNET_NORMALIZATION_CONTRACT.yaml)
|
||||
> idempotency contract: [WBS_10_DOTNET_IDEMPOTENCY_CONTRACT.yaml](./WBS_10_DOTNET_IDEMPOTENCY_CONTRACT.yaml)
|
||||
> ci/cd chain contract: [WBS_10_DOTNET_CICD_CHAIN_CONTRACT.yaml](./WBS_10_DOTNET_CICD_CHAIN_CONTRACT.yaml)
|
||||
> domain parity backlog: [WBS_10_DOTNET_DOMAIN_PARITY_BACKLOG.yaml](./WBS_10_DOTNET_DOMAIN_PARITY_BACKLOG.yaml)
|
||||
> read model contract: [WBS_10_DOTNET_READ_MODEL_CONTRACT.yaml](./WBS_10_DOTNET_READ_MODEL_CONTRACT.yaml)
|
||||
> domain parity artifact validator: `tools/validate_dotnet_domain_parity_artifact_v1.py`
|
||||
|
||||
> 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.
|
||||
|
||||
@@ -0,0 +1,48 @@
|
||||
formula_id: WBS_10_DOTNET_CICD_CHAIN_CONTRACT_V1
|
||||
owner: QuantEngine
|
||||
status: draft
|
||||
goal: "CI, prepare-release, deploy-prod 순차 게이트를 고정한다."
|
||||
|
||||
workflows:
|
||||
ci:
|
||||
file: .gitea/workflows/ci.yml
|
||||
name: "Validators (Pushes and Pull Requests)"
|
||||
triggers:
|
||||
- push: main
|
||||
- pull_request: main
|
||||
role: "upstream validator"
|
||||
prepare_release:
|
||||
file: .gitea/workflows/prepare-release.yml
|
||||
name: "Prepare Release"
|
||||
triggers:
|
||||
- workflow_run: Validators (Pushes and Pull Requests)
|
||||
- workflow_dispatch
|
||||
role: "release builder"
|
||||
upstream_gate: "Validators (Pushes and Pull Requests) success"
|
||||
deploy_prod:
|
||||
file: .gitea/workflows/deploy-prod.yml
|
||||
name: "Deploy to Production"
|
||||
triggers:
|
||||
- workflow_run: Prepare Release
|
||||
- workflow_dispatch
|
||||
role: "production deployer"
|
||||
upstream_gate: "Prepare Release success"
|
||||
|
||||
dependency_chain:
|
||||
- "Validators (Pushes and Pull Requests) -> Prepare Release -> Deploy to Production"
|
||||
|
||||
required_guards:
|
||||
- "prepare-release는 Validators 성공 없이는 실행 금지"
|
||||
- "deploy-prod는 Prepare Release 성공 없이는 실행 금지"
|
||||
- "deploy-prod는 upstream CI SHA를 release tag와 대조"
|
||||
- "모든 단계는 concurrency group을 사용해 동일 SHA 중복 실행을 차단"
|
||||
|
||||
health_checks:
|
||||
- "upstream workflow conclusion == success"
|
||||
- "release tag sha matches workflow_run head_sha"
|
||||
- "artifact 존재 확인"
|
||||
- "SSH/Gitea secret 존재 확인"
|
||||
|
||||
notes:
|
||||
- "순차 게이트는 workflow_run 연결과 검증 스텝 둘 다 필요하다."
|
||||
- "병렬 실행은 금지된다."
|
||||
@@ -0,0 +1,50 @@
|
||||
formula_id: WBS_10_DOTNET_DOMAIN_PARITY_BACKLOG_V1
|
||||
owner: QuantEngine
|
||||
status: draft
|
||||
goal: "핵심 계산기 parity 대상과 우선순위를 고정한다."
|
||||
|
||||
coverage_min: 1.0
|
||||
tolerance_policy:
|
||||
numeric_default: 0
|
||||
text_default: exact
|
||||
factor_calculator_numeric: 0.000001
|
||||
exit_stop_price_numeric: 0.0001
|
||||
|
||||
parity_targets:
|
||||
- target_id: formula_engine_timing
|
||||
source: src/dotnet/QuantEngine.Core/Domain/FormulaEngine.cs
|
||||
priority: 1
|
||||
reason: "timing decision은 downstream routing의 선행 게이트"
|
||||
- target_id: formula_engine_sell
|
||||
source: src/dotnet/QuantEngine.Core/Domain/FormulaEngine.cs
|
||||
priority: 2
|
||||
reason: "sell ratio/action은 실행 표 생성의 핵심"
|
||||
- target_id: formula_engine_final
|
||||
source: src/dotnet/QuantEngine.Core/Domain/FormulaEngine.cs
|
||||
priority: 3
|
||||
reason: "final decision은 보고/배포의 최종 산출"
|
||||
- target_id: exit_stop_price
|
||||
source: src/dotnet/QuantEngine.Core/Domain/ExitDecisions.cs
|
||||
priority: 4
|
||||
reason: "손절가 절대값 일치가 필요"
|
||||
- target_id: exit_stop_ladder
|
||||
source: src/dotnet/QuantEngine.Core/Domain/ExitDecisions.cs
|
||||
priority: 5
|
||||
reason: "워터폴 선형 처리 검증"
|
||||
- target_id: exit_heat_thresholds
|
||||
source: src/dotnet/QuantEngine.Core/Domain/ExitDecisions.cs
|
||||
priority: 6
|
||||
reason: "동적 열감 임계값 일치"
|
||||
- target_id: factor_calculator
|
||||
source: src/dotnet/QuantEngine.Core/Domain/FactorCalculator.cs
|
||||
priority: 7
|
||||
reason: "정규화된 입력 순서에서 deterministic output 보장"
|
||||
|
||||
coverage_rule:
|
||||
- "priority 1..7 모두 존재해야 한다"
|
||||
- "tolerance_policy는 숫자/텍스트 기본값을 정의해야 한다"
|
||||
- "새 parity target은 reference fixture와 함께만 추가한다"
|
||||
|
||||
notes:
|
||||
- "parity는 기능 추가가 아니라 회귀 차단 장치다."
|
||||
- "수치 재계산은 reference fixture 외에서 하지 않는다."
|
||||
@@ -0,0 +1,53 @@
|
||||
formula_id: WBS_10_DOTNET_IDEMPOTENCY_CONTRACT_V1
|
||||
owner: QuantEngine
|
||||
status: draft
|
||||
goal: "중복 실행 방지, lock/lease 정책, 재시도 경계를 표준화한다."
|
||||
|
||||
lock_domain:
|
||||
canonical_table: quantengine.workspace_lock
|
||||
fields:
|
||||
- domain
|
||||
- target_ref
|
||||
- locked_by
|
||||
- reason
|
||||
- locked_at
|
||||
invariant:
|
||||
- "같은 domain + target_ref 조합은 동시에 하나만 존재"
|
||||
- "잠금 해제는 동일 domain + target_ref 로만 수행"
|
||||
- "잠금 없는 실행은 retryable 작업으로 취급하지 않는다"
|
||||
|
||||
idempotency_key:
|
||||
required: true
|
||||
pattern: "{job_id}:{resource_key}:{run_scope}"
|
||||
scope_examples:
|
||||
- "daily-collection:collection:yyyyMMdd"
|
||||
- "hourly-price-update:ticker:yyyyMMddHH"
|
||||
- "weekly-report:report:yyyy-'W'ww"
|
||||
- "monthly-optimization:optimization:yyyy-MM"
|
||||
|
||||
lease_policy:
|
||||
required: true
|
||||
fields:
|
||||
- lease_owner
|
||||
- timeout_policy
|
||||
- retry_policy
|
||||
retry_policy:
|
||||
max_attempts: 3
|
||||
backoff: exponential
|
||||
retryable_errors:
|
||||
- transient network failure
|
||||
- upstream timeout
|
||||
- deadlock detected
|
||||
non_retryable_errors:
|
||||
- validation failure
|
||||
- contract failure
|
||||
- missing configuration
|
||||
|
||||
duplicate_execution_guards:
|
||||
- "동일 job_id/resource_key/run_scope 중복 호출 금지"
|
||||
- "동일 lock_domain이 점유 중이면 새 실행은 blocked"
|
||||
- "중복 실행이 발생하면 audit는 남기되 write path는 재진입 금지"
|
||||
|
||||
notes:
|
||||
- "idempotency는 hash 추정이 아니라 명시된 key 조합만 사용한다."
|
||||
- "lock은 수동 승인 워크플로와 동일한 canonical table을 사용한다."
|
||||
@@ -0,0 +1,85 @@
|
||||
formula_id: WBS_10_DOTNET_NORMALIZATION_CONTRACT_V1
|
||||
owner: QuantEngine
|
||||
status: draft
|
||||
goal: "쓰기 경로 정규화와 읽기 경로 역정규화 경계를 고정한다."
|
||||
|
||||
canonical_write_path:
|
||||
schema: engine_history
|
||||
tables:
|
||||
- source_observation
|
||||
- factor_definition
|
||||
- factor_observation
|
||||
- decision_event
|
||||
- decision_factor_evidence
|
||||
- outcome_evaluation
|
||||
invariant:
|
||||
- "source_observation은 원천 관측 1건당 1행"
|
||||
- "factor_definition은 (factor_id, factor_version) 단일 원장"
|
||||
- "factor_observation은 observation_id를 반드시 참조"
|
||||
- "decision_event는 decision_key로 단일 식별"
|
||||
- "outcome_evaluation은 decision_id + horizon_days 조합으로 단일 식별"
|
||||
|
||||
canonical_read_path:
|
||||
view: engine_history.training_example_v1
|
||||
purpose: "모델 학습/캘리브레이션용 역정규화 projection"
|
||||
consumers:
|
||||
- model_training
|
||||
- calibration_jobs
|
||||
- diagnostics
|
||||
|
||||
forbidden_patterns:
|
||||
- "읽기 모델을 쓰기 원장으로 사용"
|
||||
- "원천 payload를 읽기 projection에 중복 저장"
|
||||
- "직렬 UI 조회를 위해 원장 테이블을 직접 조인해 장기 유지"
|
||||
|
||||
expected_fields:
|
||||
normalized_tables:
|
||||
source_observation:
|
||||
- observation_id
|
||||
- observed_at
|
||||
- instrument_id
|
||||
- source_name
|
||||
- source_version
|
||||
- payload
|
||||
- provenance
|
||||
factor_observation:
|
||||
- factor_observation_id
|
||||
- observation_id
|
||||
- factor_id
|
||||
- factor_version
|
||||
- observed_at
|
||||
- numeric_value
|
||||
- text_value
|
||||
- gate
|
||||
- provenance
|
||||
decision_event:
|
||||
- decision_id
|
||||
- decision_key
|
||||
- decided_at
|
||||
- instrument_id
|
||||
- action
|
||||
- gate
|
||||
- score
|
||||
- source_version
|
||||
- trace
|
||||
- provenance
|
||||
denormalized_view:
|
||||
- decision_id
|
||||
- decision_key
|
||||
- decided_at
|
||||
- instrument_id
|
||||
- action
|
||||
- decision_gate
|
||||
- score
|
||||
- source_version
|
||||
- horizon_days
|
||||
- realized_return
|
||||
- benchmark_return
|
||||
- excess_return
|
||||
- outcome_class
|
||||
- evaluation_gate
|
||||
- factor_features
|
||||
|
||||
notes:
|
||||
- "정규화는 쓰기 중복 제거와 provenance 보존이 목적이다."
|
||||
- "역정규화는 학습/진단 편의용 projection으로만 허용한다."
|
||||
@@ -0,0 +1,67 @@
|
||||
formula_id: WBS_10_DOTNET_PROVENANCE_CONTRACT_V1
|
||||
owner: QuantEngine
|
||||
status: draft
|
||||
goal: "결정/팩터/수집 provenance payload를 표준화한다."
|
||||
|
||||
payloads:
|
||||
- payload_id: factor_evidence
|
||||
source: src/dotnet/QuantEngine.Application/Services/DecisionLearningService.cs
|
||||
required_fields:
|
||||
- FactorObservationId
|
||||
- FactorId
|
||||
- FactorVersion
|
||||
- ObservedAt
|
||||
- Gate
|
||||
- Role
|
||||
- SourceName
|
||||
- PayloadJson
|
||||
- ProvenanceJson
|
||||
nullable_fields:
|
||||
- NumericValue
|
||||
- TextValue
|
||||
pass_condition: "factor evidence payload가 누락 없이 기록됨"
|
||||
|
||||
- payload_id: decision_event
|
||||
source: src/dotnet/QuantEngine.Application/Services/DecisionLearningService.cs
|
||||
required_fields:
|
||||
- decisionKey
|
||||
- decidedAt
|
||||
- instrumentId
|
||||
- action
|
||||
- gate
|
||||
- sourceVersion
|
||||
nullable_fields:
|
||||
- score
|
||||
- trace
|
||||
- provenance
|
||||
pass_condition: "decision event payload가 normalized store에 기록됨"
|
||||
|
||||
- payload_id: collection_audit
|
||||
source: src/dotnet/QuantEngine.Application/Models/CollectionExecutionAudit.cs
|
||||
required_fields:
|
||||
- RunId
|
||||
- State
|
||||
- StartedAt
|
||||
- SuccessCount
|
||||
- ErrorCount
|
||||
nullable_fields:
|
||||
- FinishedAt
|
||||
- Message
|
||||
pass_condition: "collection audit payload가 append-only JSONL에 기록됨"
|
||||
|
||||
- payload_id: scheduler_audit
|
||||
source: src/dotnet/QuantEngine.Web/Services/SchedulerModels.cs
|
||||
required_fields:
|
||||
- JobId
|
||||
- RunId
|
||||
- State
|
||||
- StartedAt
|
||||
nullable_fields:
|
||||
- Reason
|
||||
- FinishedAt
|
||||
- ResourceKey
|
||||
pass_condition: "scheduler audit payload가 append-only JSONL에 기록됨"
|
||||
|
||||
notes:
|
||||
- "provenance payload는 구조를 표준화하되, 숫자 계산은 하지 않는다."
|
||||
- "LLM은 payload value를 재계산하지 않는다."
|
||||
@@ -0,0 +1,54 @@
|
||||
formula_id: WBS_10_DOTNET_READ_MODEL_CONTRACT_V1
|
||||
owner: QuantEngine
|
||||
status: draft
|
||||
goal: "운영 화면과 조회 API의 read model 경계를 분리한다."
|
||||
|
||||
read_models:
|
||||
- model_id: dashboard_summary
|
||||
purpose: "운영 대시보드 상태"
|
||||
source: QuantEngine.Infrastructure.Repositories.CollectionRepository
|
||||
consumers:
|
||||
- src/dotnet/QuantEngine.Web/Pages/Admin/Dashboard/Index.cshtml.cs
|
||||
- src/dotnet/QuantEngine.Web/Endpoints/CollectionEndpoints.cs
|
||||
fields:
|
||||
- LastRunId
|
||||
- LastRunAt
|
||||
- SuccessCount
|
||||
- ErrorCount
|
||||
- SnapshotCount
|
||||
staleness_budget: "5m"
|
||||
- model_id: collection_runs
|
||||
purpose: "최근 수집 실행 이력"
|
||||
source: QuantEngine.Infrastructure.Repositories.CollectionRepository
|
||||
consumers:
|
||||
- src/dotnet/QuantEngine.Web/Pages/Admin/Collection/Index.cshtml.cs
|
||||
- src/dotnet/QuantEngine.Web/Endpoints/CollectionEndpoints.cs
|
||||
fields:
|
||||
- RunId
|
||||
- State
|
||||
- StartedAt
|
||||
- FinishedAt
|
||||
- SuccessCount
|
||||
- ErrorCount
|
||||
staleness_budget: "5m"
|
||||
- model_id: price_history_summary
|
||||
purpose: "가격 히스토리 요약"
|
||||
source: QuantEngine.Infrastructure.Repositories.CollectionRepository
|
||||
consumers:
|
||||
- src/dotnet/QuantEngine.Web/Pages/Admin/Collection/Index.cshtml.cs
|
||||
- src/dotnet/QuantEngine.Web/Endpoints/CollectionEndpoints.cs
|
||||
fields:
|
||||
- Ticker
|
||||
- Count
|
||||
- FirstDate
|
||||
- LastDate
|
||||
staleness_budget: "15m"
|
||||
|
||||
rules:
|
||||
- "read model은 조회 전용이어야 한다."
|
||||
- "운영 화면은 직접 원장 테이블을 조립하지 않는다."
|
||||
- "쓰기 로직은 read model에 의존하지 않는다."
|
||||
- "staleness_budget이 명시되지 않은 조회는 금지한다."
|
||||
|
||||
notes:
|
||||
- "의도된 역정규화는 허용하되, 원장과 동일 테이블로 재사용하지 않는다."
|
||||
@@ -0,0 +1,60 @@
|
||||
formula_id: WBS_10_DOTNET_SCHEDULER_CONTRACT_V1
|
||||
owner: QuantEngine
|
||||
status: draft
|
||||
goal: "스케줄러 상태 전이, 의존성, 재시도, 감사 추적을 표준화한다."
|
||||
|
||||
state_machine:
|
||||
states:
|
||||
- pending
|
||||
- running
|
||||
- succeeded
|
||||
- failed
|
||||
- retrying
|
||||
- blocked
|
||||
allowed_transitions:
|
||||
pending: [running, blocked]
|
||||
running: [succeeded, failed, retrying, blocked]
|
||||
failed: [retrying, blocked]
|
||||
retrying: [running, failed, blocked]
|
||||
succeeded: []
|
||||
blocked: []
|
||||
|
||||
job_definitions:
|
||||
- job_id: daily-collection
|
||||
cron: "0 9 * * *"
|
||||
lease_owner: collection
|
||||
timeout_policy: "2h"
|
||||
dependency: gather-trading-data
|
||||
- job_id: hourly-price-update
|
||||
cron: "0 9,11,13,15 * * 1-5"
|
||||
lease_owner: price-update
|
||||
timeout_policy: "30m"
|
||||
dependency: price-feed
|
||||
- job_id: weekly-report
|
||||
cron: "0 17 * * 5"
|
||||
lease_owner: report
|
||||
timeout_policy: "1h"
|
||||
dependency: report-generator
|
||||
- job_id: monthly-optimization
|
||||
cron: "0 2 1 * *"
|
||||
lease_owner: optimization
|
||||
timeout_policy: "3h"
|
||||
dependency: optimizer
|
||||
|
||||
audit_fields:
|
||||
- JobId
|
||||
- RunId
|
||||
- State
|
||||
- StartedAt
|
||||
- FinishedAt
|
||||
- ResourceKey
|
||||
- Reason
|
||||
|
||||
idempotency:
|
||||
required: true
|
||||
key_pattern: "{job_id}:{resource_key}:{yyyyMMddHHmm}"
|
||||
|
||||
notes:
|
||||
- "상태 전이와 감사 추적은 append-only JSONL로 남긴다."
|
||||
- "실행 재개는 retrying 이후에만 허용한다."
|
||||
- "숫자 계산은 여기서 하지 않는다."
|
||||
@@ -2329,6 +2329,134 @@ dag:
|
||||
- Temp/wbs_10_dotnet_parity_contract_v1.json
|
||||
strict: true
|
||||
timeout_sec: 60
|
||||
validate_dotnet_provenance_contract:
|
||||
artifact_policy: keep
|
||||
cache_key: validate_dotnet_provenance_contract_v1
|
||||
command:
|
||||
- python
|
||||
- tools/validate_dotnet_provenance_contract_v1.py
|
||||
depends_on: []
|
||||
id: validate_dotnet_provenance_contract
|
||||
inputs:
|
||||
- tools/validate_dotnet_provenance_contract_v1.py
|
||||
- docs/WBS_10_DOTNET_PROVENANCE_CONTRACT.yaml
|
||||
note: WBS-10 provenance payload 표준 계약과 필수 payload 표본을 검증한다.
|
||||
outputs:
|
||||
- Temp/wbs_10_dotnet_provenance_contract_v1.json
|
||||
strict: true
|
||||
timeout_sec: 60
|
||||
validate_dotnet_scheduler_contract:
|
||||
artifact_policy: keep
|
||||
cache_key: validate_dotnet_scheduler_contract_v1
|
||||
command:
|
||||
- python
|
||||
- tools/validate_dotnet_scheduler_contract_v1.py
|
||||
depends_on: []
|
||||
id: validate_dotnet_scheduler_contract
|
||||
inputs:
|
||||
- tools/validate_dotnet_scheduler_contract_v1.py
|
||||
- docs/WBS_10_DOTNET_SCHEDULER_CONTRACT.yaml
|
||||
note: WBS-10 scheduler 상태 전이, 감사, idempotency 계약을 검증한다.
|
||||
outputs:
|
||||
- Temp/wbs_10_dotnet_scheduler_contract_v1.json
|
||||
strict: true
|
||||
timeout_sec: 60
|
||||
validate_dotnet_normalization_contract:
|
||||
artifact_policy: keep
|
||||
cache_key: validate_dotnet_normalization_contract_v1
|
||||
command:
|
||||
- python
|
||||
- tools/validate_dotnet_normalization_contract_v1.py
|
||||
depends_on: []
|
||||
id: validate_dotnet_normalization_contract
|
||||
inputs:
|
||||
- tools/validate_dotnet_normalization_contract_v1.py
|
||||
- docs/WBS_10_DOTNET_NORMALIZATION_CONTRACT.yaml
|
||||
note: WBS-10 정규화 원장과 역정규화 read model 경계를 검증한다.
|
||||
outputs:
|
||||
- Temp/wbs_10_dotnet_normalization_contract_v1.json
|
||||
strict: true
|
||||
timeout_sec: 60
|
||||
validate_dotnet_idempotency_contract:
|
||||
artifact_policy: keep
|
||||
cache_key: validate_dotnet_idempotency_contract_v1
|
||||
command:
|
||||
- python
|
||||
- tools/validate_dotnet_idempotency_contract_v1.py
|
||||
depends_on: []
|
||||
id: validate_dotnet_idempotency_contract
|
||||
inputs:
|
||||
- tools/validate_dotnet_idempotency_contract_v1.py
|
||||
- docs/WBS_10_DOTNET_IDEMPOTENCY_CONTRACT.yaml
|
||||
note: WBS-10 lock/lease/idempotency 경계를 검증한다.
|
||||
outputs:
|
||||
- Temp/wbs_10_dotnet_idempotency_contract_v1.json
|
||||
strict: true
|
||||
timeout_sec: 60
|
||||
validate_dotnet_cicd_chain_contract:
|
||||
artifact_policy: keep
|
||||
cache_key: validate_dotnet_cicd_chain_contract_v1
|
||||
command:
|
||||
- python
|
||||
- tools/validate_dotnet_cicd_chain_contract_v1.py
|
||||
depends_on: []
|
||||
id: validate_dotnet_cicd_chain_contract
|
||||
inputs:
|
||||
- tools/validate_dotnet_cicd_chain_contract_v1.py
|
||||
- docs/WBS_10_DOTNET_CICD_CHAIN_CONTRACT.yaml
|
||||
note: WBS-10 CI → Prepare Release → Deploy to Production 순차 게이트를 검증한다.
|
||||
outputs:
|
||||
- Temp/wbs_10_dotnet_cicd_chain_contract_v1.json
|
||||
strict: true
|
||||
timeout_sec: 60
|
||||
validate_dotnet_domain_parity_backlog:
|
||||
artifact_policy: keep
|
||||
cache_key: validate_dotnet_domain_parity_backlog_v1
|
||||
command:
|
||||
- python
|
||||
- tools/validate_dotnet_domain_parity_backlog_v1.py
|
||||
depends_on: []
|
||||
id: validate_dotnet_domain_parity_backlog
|
||||
inputs:
|
||||
- tools/validate_dotnet_domain_parity_backlog_v1.py
|
||||
- docs/WBS_10_DOTNET_DOMAIN_PARITY_BACKLOG.yaml
|
||||
note: WBS-10 핵심 계산기 parity 대상과 우선순위를 검증한다.
|
||||
outputs:
|
||||
- Temp/wbs_10_dotnet_domain_parity_backlog_v1.json
|
||||
strict: true
|
||||
timeout_sec: 60
|
||||
validate_dotnet_read_model_contract:
|
||||
artifact_policy: keep
|
||||
cache_key: validate_dotnet_read_model_contract_v1
|
||||
command:
|
||||
- python
|
||||
- tools/validate_dotnet_read_model_contract_v1.py
|
||||
depends_on: []
|
||||
id: validate_dotnet_read_model_contract
|
||||
inputs:
|
||||
- tools/validate_dotnet_read_model_contract_v1.py
|
||||
- docs/WBS_10_DOTNET_READ_MODEL_CONTRACT.yaml
|
||||
note: WBS-10 운영 조회용 read model 경계를 검증한다.
|
||||
outputs:
|
||||
- Temp/wbs_10_dotnet_read_model_contract_v1.json
|
||||
strict: true
|
||||
timeout_sec: 60
|
||||
validate_dotnet_domain_parity_artifact:
|
||||
artifact_policy: keep
|
||||
cache_key: validate_dotnet_domain_parity_artifact_v1
|
||||
command:
|
||||
- python
|
||||
- tools/validate_dotnet_domain_parity_artifact_v1.py
|
||||
depends_on: []
|
||||
id: validate_dotnet_domain_parity_artifact
|
||||
inputs:
|
||||
- tools/validate_dotnet_domain_parity_artifact_v1.py
|
||||
- Temp/dotnet_domain_parity_v1.json
|
||||
note: WBS-10 C# parity fixture artifact의 PASS/total/passed 상태를 검증한다.
|
||||
outputs:
|
||||
- Temp/wbs_10_dotnet_domain_parity_artifact_v1.json
|
||||
strict: true
|
||||
timeout_sec: 60
|
||||
validate_specs:
|
||||
artifact_policy: keep
|
||||
cache_key: validate_specs_v1
|
||||
|
||||
@@ -0,0 +1,13 @@
|
||||
using QuantEngine.Core.Interfaces;
|
||||
|
||||
namespace QuantEngine.Application.Interfaces;
|
||||
|
||||
public interface ICollectionReadModelService
|
||||
{
|
||||
Task<CollectionDashboardStateRecord> GetDashboardStateAsync();
|
||||
Task<List<CollectionRunRecord>> GetRecentRunsAsync(int limit = 20);
|
||||
Task<List<CollectionSnapshotRecord>> GetRunSnapshotsAsync(string runId);
|
||||
Task<List<CollectionErrorRecord>> GetRunErrorsAsync(string runId, int limit = 50);
|
||||
Task<List<CollectionSnapshotRecord>> GetLatestSnapshotsForTickerAsync(string ticker, int limit = 10);
|
||||
Task<List<PriceHistorySummaryRecord>> GetPriceHistorySummaryAsync();
|
||||
}
|
||||
@@ -0,0 +1,6 @@
|
||||
namespace QuantEngine.Application.Interfaces;
|
||||
|
||||
public interface IRuntimeAuditTrailService
|
||||
{
|
||||
void Append<T>(string category, string key, T payload);
|
||||
}
|
||||
@@ -0,0 +1,10 @@
|
||||
namespace QuantEngine.Application.Models;
|
||||
|
||||
public sealed record CollectionExecutionAudit(
|
||||
string RunId,
|
||||
string State,
|
||||
DateTimeOffset StartedAt,
|
||||
DateTimeOffset? FinishedAt,
|
||||
int SuccessCount,
|
||||
int ErrorCount,
|
||||
string? Message);
|
||||
@@ -6,6 +6,7 @@
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="10.0.0" />
|
||||
<PackageReference Include="Microsoft.Extensions.Hosting.Abstractions" Version="10.0.0" />
|
||||
</ItemGroup>
|
||||
|
||||
<PropertyGroup>
|
||||
|
||||
@@ -10,18 +10,39 @@ namespace QuantEngine.Application.Services
|
||||
{
|
||||
private readonly IWorkspaceRepository _repository;
|
||||
|
||||
public ApprovalService(IWorkspaceRepository repository)
|
||||
public ApprovalService(IWorkspaceRepository repository)
|
||||
{
|
||||
_repository = repository;
|
||||
}
|
||||
|
||||
public Task<IEnumerable<WorkspaceApproval>> GetApprovalsAsync() => _repository.GetApprovalsAsync();
|
||||
public Task<WorkspaceApproval?> GetApprovalAsync(string domain, string targetRef)
|
||||
=> _repository.GetApprovalAsync(RequireValue(domain, nameof(domain)), RequireValue(targetRef, nameof(targetRef)));
|
||||
public Task<bool> UpsertApprovalAsync(WorkspaceApproval approval)
|
||||
{
|
||||
ArgumentNullException.ThrowIfNull(approval);
|
||||
return _repository.UpsertApprovalAsync(approval);
|
||||
}
|
||||
|
||||
public Task<IEnumerable<WorkspaceLock>> GetLocksAsync() => _repository.GetLocksAsync();
|
||||
public Task<WorkspaceLock?> GetLockAsync(string domain, string targetRef)
|
||||
=> _repository.GetLockAsync(RequireValue(domain, nameof(domain)), RequireValue(targetRef, nameof(targetRef)));
|
||||
public Task<bool> AcquireLockAsync(WorkspaceLock @lock)
|
||||
{
|
||||
ArgumentNullException.ThrowIfNull(@lock);
|
||||
return _repository.AcquireLockAsync(@lock);
|
||||
}
|
||||
public Task<bool> ReleaseLockAsync(string domain, string targetRef)
|
||||
=> _repository.ReleaseLockAsync(RequireValue(domain, nameof(domain)), RequireValue(targetRef, nameof(targetRef)));
|
||||
|
||||
private static string RequireValue(string value, string parameterName)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(value))
|
||||
{
|
||||
_repository = repository;
|
||||
throw new ArgumentException("Value is required.", parameterName);
|
||||
}
|
||||
|
||||
public Task<IEnumerable<WorkspaceApproval>> GetApprovalsAsync() => _repository.GetApprovalsAsync();
|
||||
public Task<WorkspaceApproval?> GetApprovalAsync(string domain, string targetRef) => _repository.GetApprovalAsync(domain, targetRef);
|
||||
public Task<bool> UpsertApprovalAsync(WorkspaceApproval approval) => _repository.UpsertApprovalAsync(approval);
|
||||
|
||||
public Task<IEnumerable<WorkspaceLock>> GetLocksAsync() => _repository.GetLocksAsync();
|
||||
public Task<WorkspaceLock?> GetLockAsync(string domain, string targetRef) => _repository.GetLockAsync(domain, targetRef);
|
||||
public Task<bool> AcquireLockAsync(WorkspaceLock @lock) => _repository.AcquireLockAsync(@lock);
|
||||
public Task<bool> ReleaseLockAsync(string domain, string targetRef) => _repository.ReleaseLockAsync(domain, targetRef);
|
||||
return value.Trim();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,110 @@
|
||||
using System.Text.Json;
|
||||
using Microsoft.Extensions.Hosting;
|
||||
using Microsoft.Extensions.Logging;
|
||||
|
||||
namespace QuantEngine.Application.Services;
|
||||
|
||||
/// <summary>
|
||||
/// Lightweight startup bootstrap for collection scheduling/readiness.
|
||||
/// Writes a deterministic artifact so deployment can verify the collection
|
||||
/// pipeline entry point without forcing a live collection run.
|
||||
/// </summary>
|
||||
public sealed class CollectionBootstrapHostedService : IHostedService
|
||||
{
|
||||
private readonly ILogger<CollectionBootstrapHostedService> _logger;
|
||||
private readonly GatherTradingDataParser _parser;
|
||||
|
||||
public CollectionBootstrapHostedService(
|
||||
ILogger<CollectionBootstrapHostedService> logger,
|
||||
GatherTradingDataParser parser)
|
||||
{
|
||||
_logger = logger;
|
||||
_parser = parser;
|
||||
}
|
||||
|
||||
public Task StartAsync(CancellationToken cancellationToken)
|
||||
{
|
||||
try
|
||||
{
|
||||
var repoRoot = FindRepoRoot();
|
||||
var outputPath = Path.Combine(repoRoot, "Temp", "collection_bootstrap_v1.json");
|
||||
var tickers = LoadBootstrapTickers();
|
||||
|
||||
Directory.CreateDirectory(Path.GetDirectoryName(outputPath)!);
|
||||
File.WriteAllText(outputPath, JsonSerializer.Serialize(new
|
||||
{
|
||||
gate = "PASS",
|
||||
generated_at_utc = DateTimeOffset.UtcNow,
|
||||
bootstrap = "collection-scheduling-ready",
|
||||
ticker_count = tickers.Count,
|
||||
tickers
|
||||
}, new JsonSerializerOptions { WriteIndented = true }));
|
||||
|
||||
_logger.LogInformation("Collection bootstrap artifact written to {Path}", outputPath);
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogWarning(ex, "Collection bootstrap artifact generation failed");
|
||||
}
|
||||
|
||||
return Task.CompletedTask;
|
||||
}
|
||||
|
||||
public Task StopAsync(CancellationToken cancellationToken) => Task.CompletedTask;
|
||||
|
||||
private List<string> LoadBootstrapTickers()
|
||||
{
|
||||
try
|
||||
{
|
||||
var jsonPath = FindGatherTradingDataJson();
|
||||
if (jsonPath is null)
|
||||
{
|
||||
return ["005930"];
|
||||
}
|
||||
|
||||
var data = _parser.ParseGatherTradingData(jsonPath);
|
||||
return data
|
||||
.Select(row => row.TryGetValue("Ticker", out var value) ? value?.ToString()?.Trim('"') : null)
|
||||
.Where(ticker => !string.IsNullOrWhiteSpace(ticker))
|
||||
.Distinct()
|
||||
.Take(10)
|
||||
.ToList()!;
|
||||
}
|
||||
catch
|
||||
{
|
||||
return ["005930"];
|
||||
}
|
||||
}
|
||||
|
||||
private static string FindRepoRoot()
|
||||
{
|
||||
var current = new DirectoryInfo(AppContext.BaseDirectory);
|
||||
while (current != null)
|
||||
{
|
||||
if (Directory.Exists(Path.Combine(current.FullName, ".git")))
|
||||
{
|
||||
return current.FullName;
|
||||
}
|
||||
current = current.Parent;
|
||||
}
|
||||
|
||||
return Directory.GetCurrentDirectory();
|
||||
}
|
||||
|
||||
private static string? FindGatherTradingDataJson()
|
||||
{
|
||||
var current = new DirectoryInfo(AppContext.BaseDirectory);
|
||||
while (current != null)
|
||||
{
|
||||
var candidate = Path.Combine(current.FullName, "GatherTradingData.json");
|
||||
if (File.Exists(candidate))
|
||||
{
|
||||
return candidate;
|
||||
}
|
||||
|
||||
current = current.Parent;
|
||||
}
|
||||
|
||||
return null;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,43 @@
|
||||
using QuantEngine.Application.Interfaces;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
|
||||
namespace QuantEngine.Application.Services;
|
||||
|
||||
public sealed class CollectionReadModelService : ICollectionReadModelService
|
||||
{
|
||||
private readonly ICollectionReadRepository _repository;
|
||||
|
||||
public CollectionReadModelService(ICollectionReadRepository repository)
|
||||
{
|
||||
_repository = repository;
|
||||
}
|
||||
|
||||
public Task<CollectionDashboardStateRecord> GetDashboardStateAsync() => _repository.GetDashboardStateAsync();
|
||||
|
||||
public Task<List<CollectionRunRecord>> GetRecentRunsAsync(int limit = 20)
|
||||
=> _repository.GetRecentRunsAsync(NormalizeLimit(limit, 1, 200));
|
||||
|
||||
public Task<List<CollectionSnapshotRecord>> GetRunSnapshotsAsync(string runId)
|
||||
=> _repository.GetRunSnapshotsAsync(RequireValue(runId, nameof(runId)));
|
||||
|
||||
public Task<List<CollectionErrorRecord>> GetRunErrorsAsync(string runId, int limit = 50)
|
||||
=> _repository.GetRunErrorsAsync(RequireValue(runId, nameof(runId)), NormalizeLimit(limit, 1, 200));
|
||||
|
||||
public Task<List<CollectionSnapshotRecord>> GetLatestSnapshotsForTickerAsync(string ticker, int limit = 10)
|
||||
=> _repository.GetLatestSnapshotsForTickerAsync(RequireValue(ticker, nameof(ticker)), NormalizeLimit(limit, 1, 100));
|
||||
|
||||
public Task<List<PriceHistorySummaryRecord>> GetPriceHistorySummaryAsync() => _repository.GetPriceHistorySummaryAsync();
|
||||
|
||||
private static string RequireValue(string value, string parameterName)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(value))
|
||||
{
|
||||
throw new ArgumentException("Value is required.", parameterName);
|
||||
}
|
||||
|
||||
return value.Trim();
|
||||
}
|
||||
|
||||
private static int NormalizeLimit(int limit, int min, int max)
|
||||
=> Math.Clamp(limit, min, max);
|
||||
}
|
||||
@@ -1,22 +1,13 @@
|
||||
using System.Text.Json;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
using QuantEngine.Application.Interfaces;
|
||||
|
||||
namespace QuantEngine.Application.Services;
|
||||
|
||||
public class DataCollectionService
|
||||
{
|
||||
private readonly IKisApiClient _kisApiClient;
|
||||
private readonly ICollectionRepository _repository;
|
||||
private readonly ICollectionOrchestrator _orchestrator;
|
||||
|
||||
public DataCollectionService(
|
||||
IKisApiClient kisApiClient,
|
||||
ICollectionRepository repository,
|
||||
ICollectionOrchestrator orchestrator)
|
||||
public DataCollectionService(ICollectionOrchestrator orchestrator)
|
||||
{
|
||||
_kisApiClient = kisApiClient;
|
||||
_repository = repository;
|
||||
_orchestrator = orchestrator;
|
||||
}
|
||||
|
||||
|
||||
@@ -25,6 +25,12 @@ public sealed class DecisionLearningService
|
||||
object? trace = null,
|
||||
object? provenance = null)
|
||||
{
|
||||
decisionKey = RequireValue(decisionKey, nameof(decisionKey));
|
||||
instrumentId = RequireValue(instrumentId, nameof(instrumentId));
|
||||
action = RequireValue(action, nameof(action));
|
||||
gate = RequireValue(gate, nameof(gate));
|
||||
sourceVersion = RequireValue(sourceVersion, nameof(sourceVersion));
|
||||
|
||||
var decisionId = await _store.AppendDecisionAsync(new DecisionEventRecord(
|
||||
decisionKey,
|
||||
decidedAt,
|
||||
@@ -33,29 +39,30 @@ public sealed class DecisionLearningService
|
||||
gate,
|
||||
score,
|
||||
sourceVersion,
|
||||
JsonSerializer.Serialize(trace ?? new { }),
|
||||
JsonSerializer.Serialize(provenance ?? new { })));
|
||||
SerializeJson(trace),
|
||||
SerializeJson(provenance)));
|
||||
|
||||
foreach (var factor in factors)
|
||||
foreach (var factor in factors ?? throw new ArgumentNullException(nameof(factors)))
|
||||
{
|
||||
var normalizedFactor = NormalizeFactor(factor);
|
||||
var observationId = await _store.AppendSourceObservationAsync(new SourceObservationRecord(
|
||||
factor.ObservedAt,
|
||||
normalizedFactor.ObservedAt,
|
||||
instrumentId,
|
||||
factor.SourceName,
|
||||
normalizedFactor.SourceName,
|
||||
sourceVersion,
|
||||
factor.PayloadJson,
|
||||
factor.ProvenanceJson));
|
||||
normalizedFactor.PayloadJson,
|
||||
normalizedFactor.ProvenanceJson));
|
||||
var factorObservationId = await _store.AppendFactorObservationAsync(new FactorObservationRecord(
|
||||
observationId,
|
||||
factor.FactorObservationId,
|
||||
factor.FactorId,
|
||||
factor.FactorVersion,
|
||||
factor.ObservedAt,
|
||||
factor.NumericValue,
|
||||
factor.TextValue,
|
||||
factor.Gate,
|
||||
factor.ProvenanceJson));
|
||||
await _store.AppendDecisionFactorEvidenceAsync(decisionId, factorObservationId, factor.Role);
|
||||
normalizedFactor.FactorObservationId,
|
||||
normalizedFactor.FactorId,
|
||||
normalizedFactor.FactorVersion,
|
||||
normalizedFactor.ObservedAt,
|
||||
normalizedFactor.NumericValue,
|
||||
normalizedFactor.TextValue,
|
||||
normalizedFactor.Gate,
|
||||
normalizedFactor.ProvenanceJson));
|
||||
await _store.AppendDecisionFactorEvidenceAsync(decisionId, factorObservationId, normalizedFactor.Role);
|
||||
}
|
||||
|
||||
return decisionId;
|
||||
@@ -83,7 +90,36 @@ public sealed class DecisionLearningService
|
||||
excessReturn,
|
||||
outcomeClass,
|
||||
evaluationGate,
|
||||
JsonSerializer.Serialize(provenance ?? new { })));
|
||||
SerializeJson(provenance)));
|
||||
}
|
||||
|
||||
private static string SerializeJson(object? value)
|
||||
=> JsonSerializer.Serialize(value ?? new { });
|
||||
|
||||
private static string RequireValue(string value, string parameterName)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(value))
|
||||
{
|
||||
throw new ArgumentException("Value is required.", parameterName);
|
||||
}
|
||||
|
||||
return value.Trim();
|
||||
}
|
||||
|
||||
private static FactorEvidenceInput NormalizeFactor(FactorEvidenceInput factor)
|
||||
{
|
||||
ArgumentNullException.ThrowIfNull(factor);
|
||||
|
||||
return factor with
|
||||
{
|
||||
FactorId = RequireValue(factor.FactorId, nameof(factor.FactorId)),
|
||||
FactorVersion = RequireValue(factor.FactorVersion, nameof(factor.FactorVersion)),
|
||||
SourceName = RequireValue(factor.SourceName, nameof(factor.SourceName)),
|
||||
PayloadJson = RequireValue(factor.PayloadJson, nameof(factor.PayloadJson)),
|
||||
ProvenanceJson = RequireValue(factor.ProvenanceJson, nameof(factor.ProvenanceJson)),
|
||||
Gate = RequireValue(factor.Gate, nameof(factor.Gate)),
|
||||
Role = RequireValue(factor.Role, nameof(factor.Role))
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,69 @@
|
||||
using System.Text.Json;
|
||||
using QuantEngine.Core.Domain;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
using QuantEngine.Application.Interfaces;
|
||||
|
||||
namespace QuantEngine.Application.Services;
|
||||
|
||||
public sealed record FactorComputationAudit(
|
||||
string Ticker,
|
||||
int StockBars,
|
||||
int IndexBars,
|
||||
string State,
|
||||
DateTimeOffset ComputedAt,
|
||||
string? SourceVersion);
|
||||
|
||||
public sealed class FactorComputationService
|
||||
{
|
||||
private readonly HistoryIngestionService _history;
|
||||
private readonly IRuntimeAuditTrailService _auditTrail;
|
||||
|
||||
public FactorComputationService(HistoryIngestionService history, IRuntimeAuditTrailService auditTrail)
|
||||
{
|
||||
_history = history;
|
||||
_auditTrail = auditTrail;
|
||||
}
|
||||
|
||||
public FactorOutputs Compute(
|
||||
string ticker,
|
||||
List<PriceHistoryDailyRecord> stockBars,
|
||||
List<PriceHistoryDailyRecord> indexBars,
|
||||
string? sourceVersion = null)
|
||||
{
|
||||
var computedAt = DateTimeOffset.UtcNow;
|
||||
var outputs = FactorCalculator.CalculateFactors(stockBars, indexBars);
|
||||
_auditTrail.Append("factor_audit", ticker, new FactorComputationAudit(ticker, stockBars.Count, indexBars.Count, "SUCCEEDED", computedAt, sourceVersion));
|
||||
return outputs;
|
||||
}
|
||||
|
||||
public async Task AppendFactorOutputsAsync(
|
||||
string ticker,
|
||||
string sourceVersion,
|
||||
FactorOutputs outputs,
|
||||
DateTimeOffset? observedAt = null)
|
||||
{
|
||||
ticker = RequireValue(ticker, nameof(ticker));
|
||||
sourceVersion = RequireValue(sourceVersion, nameof(sourceVersion));
|
||||
ArgumentNullException.ThrowIfNull(outputs);
|
||||
|
||||
var when = observedAt ?? DateTimeOffset.UtcNow;
|
||||
await _history.AppendFactorOutputAsync("momentum_20d", sourceVersion, outputs.Momentum20D, "PASS", sourceVersion, when);
|
||||
await _history.AppendFactorOutputAsync("momentum_60d", sourceVersion, outputs.Momentum60D, "PASS", sourceVersion, when);
|
||||
await _history.AppendFactorOutputAsync("momentum_120d", sourceVersion, outputs.Momentum120D, "PASS", sourceVersion, when);
|
||||
await _history.AppendFactorOutputAsync("atr_20pct", sourceVersion, outputs.Atr20Pct, "PASS", sourceVersion, when);
|
||||
await _history.AppendFactorOutputAsync("stdev_20d", sourceVersion, outputs.StDev20D, "PASS", sourceVersion, when);
|
||||
await _history.AppendFactorOutputAsync("beta_60d", sourceVersion, outputs.Beta60D, "PASS", sourceVersion, when);
|
||||
await _history.AppendFactorOutputAsync("rs_20d", sourceVersion, outputs.Rs20D, "PASS", sourceVersion, when);
|
||||
_auditTrail.Append("factor_audit", ticker, new FactorComputationAudit(ticker, 0, 0, "PERSISTED", when, sourceVersion));
|
||||
}
|
||||
|
||||
private static string RequireValue(string value, string parameterName)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(value))
|
||||
{
|
||||
throw new ArgumentException("Value is required.", parameterName);
|
||||
}
|
||||
|
||||
return value.Trim();
|
||||
}
|
||||
}
|
||||
@@ -16,14 +16,14 @@ namespace QuantEngine.Application.Services
|
||||
_learningService = learningService;
|
||||
}
|
||||
|
||||
public TimingDecisionResult ComputeTimingDecision(Dictionary<string, object> ctx)
|
||||
=> FormulaEngine.ComputeTimingDecision(ctx);
|
||||
public TimingDecisionResult ComputeTimingDecision(Dictionary<string, object> ctx)
|
||||
=> FormulaEngine.ComputeTimingDecision(RequireContext(ctx));
|
||||
|
||||
public SellDecisionResult ComputeSellDecision(Dictionary<string, object> ctx)
|
||||
=> FormulaEngine.ComputeSellDecision(ctx);
|
||||
public SellDecisionResult ComputeSellDecision(Dictionary<string, object> ctx)
|
||||
=> FormulaEngine.ComputeSellDecision(RequireContext(ctx));
|
||||
|
||||
public FinalDecisionResult ComputeFinalDecision(Dictionary<string, object> ctx)
|
||||
=> FormulaEngine.ComputeFinalDecision(ctx);
|
||||
public FinalDecisionResult ComputeFinalDecision(Dictionary<string, object> ctx)
|
||||
=> FormulaEngine.ComputeFinalDecision(RequireContext(ctx));
|
||||
|
||||
public async Task<Guid> ComputeAndRecordFinalDecisionAsync(
|
||||
Dictionary<string, object> ctx,
|
||||
@@ -32,17 +32,18 @@ namespace QuantEngine.Application.Services
|
||||
string sourceVersion,
|
||||
IEnumerable<FactorEvidenceInput> factorEvidence)
|
||||
{
|
||||
var decision = ComputeFinalDecision(ctx);
|
||||
var normalizedContext = RequireContext(ctx);
|
||||
var decision = ComputeFinalDecision(normalizedContext);
|
||||
return await _learningService.RecordDecisionAsync(
|
||||
decisionKey,
|
||||
RequireValue(decisionKey, nameof(decisionKey)),
|
||||
DateTimeOffset.UtcNow,
|
||||
instrumentId,
|
||||
RequireValue(instrumentId, nameof(instrumentId)),
|
||||
decision.FinalAction,
|
||||
"PASS",
|
||||
Convert.ToDecimal(decision.PriorityScore),
|
||||
sourceVersion,
|
||||
RequireValue(sourceVersion, nameof(sourceVersion)),
|
||||
factorEvidence,
|
||||
new { context_keys = ctx.Keys.OrderBy(key => key).ToArray() },
|
||||
new { context_keys = normalizedContext.Keys.OrderBy(key => key).ToArray() },
|
||||
new { formula = "FormulaEngine.ComputeFinalDecision", source_version = sourceVersion });
|
||||
}
|
||||
|
||||
@@ -59,6 +60,22 @@ namespace QuantEngine.Application.Services
|
||||
=> FormulaEngine.ComputeCashRecoveryOptimizer(sellCandidates, cashShortfallMinKrw);
|
||||
|
||||
public Task<int> AppendFormulaRunAsync(string formulaName, Dictionary<string, object?> payload)
|
||||
=> _historyStore.AppendAsync($"formula_{formulaName}_history", payload);
|
||||
=> _historyStore.AppendAsync($"formula_{RequireValue(formulaName, nameof(formulaName))}_history", payload);
|
||||
|
||||
private static Dictionary<string, object> RequireContext(Dictionary<string, object> ctx)
|
||||
{
|
||||
ArgumentNullException.ThrowIfNull(ctx);
|
||||
return ctx;
|
||||
}
|
||||
|
||||
private static string RequireValue(string value, string parameterName)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(value))
|
||||
{
|
||||
throw new ArgumentException("Value is required.", parameterName);
|
||||
}
|
||||
|
||||
return value.Trim();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -15,16 +15,16 @@ namespace QuantEngine.Application.Services
|
||||
}
|
||||
|
||||
public Task<int> AppendDecisionAsync(IDictionary<string, object?> payload)
|
||||
=> _store.AppendAsync("decision_result_history", payload);
|
||||
=> _store.AppendAsync("decision_result_history", RequirePayload(payload));
|
||||
|
||||
public Task<int> AppendFactorOutputAsync(IDictionary<string, object?> payload)
|
||||
=> _store.AppendAsync("factor_output_history", payload);
|
||||
=> _store.AppendAsync("factor_output_history", RequirePayload(payload));
|
||||
|
||||
public Task<int> AppendMarketRawAsync(IDictionary<string, object?> payload)
|
||||
=> _store.AppendAsync("market_raw_history", payload);
|
||||
=> _store.AppendAsync("market_raw_history", RequirePayload(payload));
|
||||
|
||||
public Task<int> AppendGapAsync(IDictionary<string, object?> payload)
|
||||
=> _store.AppendAsync("market_vs_engine_gap_history", payload);
|
||||
=> _store.AppendAsync("market_vs_engine_gap_history", RequirePayload(payload));
|
||||
|
||||
public Task<int> AppendDecisionAsync(
|
||||
FinalDecisionResult decision,
|
||||
@@ -34,25 +34,32 @@ namespace QuantEngine.Application.Services
|
||||
string? sourceVersion = null,
|
||||
string? gate = null)
|
||||
{
|
||||
ArgumentNullException.ThrowIfNull(decision);
|
||||
|
||||
var normalizedInstrumentId = NormalizeOptional(instrumentId);
|
||||
var normalizedSourceVersion = NormalizeOptional(sourceVersion) ?? RequireValue(decision.DecisionSource, nameof(decision.DecisionSource));
|
||||
var normalizedGate = NormalizeOptional(gate) ?? (string.IsNullOrWhiteSpace(sellDecision?.Validation) ? "PASS" : sellDecision.Validation!.Trim());
|
||||
var normalizedAction = RequireValue(decision.FinalAction, nameof(decision.FinalAction));
|
||||
|
||||
var payload = new Dictionary<string, object?>
|
||||
{
|
||||
["decision_id"] = Guid.NewGuid().ToString("N"),
|
||||
["decided_at"] = DateTimeOffset.UtcNow,
|
||||
["instrument_id"] = instrumentId ?? string.Empty,
|
||||
["action"] = decision.FinalAction,
|
||||
["gate"] = gate ?? (string.IsNullOrWhiteSpace(sellDecision?.Validation) ? "PASS" : sellDecision.Validation),
|
||||
["instrument_id"] = normalizedInstrumentId ?? string.Empty,
|
||||
["action"] = normalizedAction,
|
||||
["gate"] = normalizedGate,
|
||||
["score"] = decision.PriorityScore,
|
||||
["source_version"] = sourceVersion ?? decision.DecisionSource,
|
||||
["source_version"] = normalizedSourceVersion,
|
||||
["provenance"] = new Dictionary<string, object?>
|
||||
{
|
||||
["final_action"] = decision.FinalAction,
|
||||
["final_action"] = normalizedAction,
|
||||
["action_priority"] = decision.ActionPriority,
|
||||
["priority_score"] = decision.PriorityScore,
|
||||
["decision_source"] = decision.DecisionSource,
|
||||
["sell_action"] = sellDecision?.Action,
|
||||
["sell_validation"] = sellDecision?.Validation,
|
||||
["timing_action"] = timingDecision?.Action,
|
||||
["timing_reason"] = timingDecision?.Reason
|
||||
["sell_action"] = NormalizeOptional(sellDecision?.Action),
|
||||
["sell_validation"] = NormalizeOptional(sellDecision?.Validation),
|
||||
["timing_action"] = NormalizeOptional(timingDecision?.Action),
|
||||
["timing_reason"] = NormalizeOptional(timingDecision?.Reason)
|
||||
}
|
||||
};
|
||||
|
||||
@@ -67,6 +74,11 @@ namespace QuantEngine.Application.Services
|
||||
string? sourceVersion = null,
|
||||
DateTimeOffset? observedAt = null)
|
||||
{
|
||||
factorId = RequireValue(factorId, nameof(factorId));
|
||||
factorVersion = RequireValue(factorVersion, nameof(factorVersion));
|
||||
outputGate = RequireValue(outputGate, nameof(outputGate));
|
||||
sourceVersion = NormalizeOptional(sourceVersion) ?? factorVersion;
|
||||
|
||||
var payload = new Dictionary<string, object?>
|
||||
{
|
||||
["factor_output_id"] = Guid.NewGuid().ToString("N"),
|
||||
@@ -75,7 +87,7 @@ namespace QuantEngine.Application.Services
|
||||
["factor_version"] = factorVersion,
|
||||
["output_value"] = outputValue,
|
||||
["output_gate"] = outputGate,
|
||||
["source_version"] = sourceVersion ?? factorVersion,
|
||||
["source_version"] = sourceVersion,
|
||||
["provenance"] = new Dictionary<string, object?>
|
||||
{
|
||||
["factor_id"] = factorId,
|
||||
@@ -88,5 +100,24 @@ namespace QuantEngine.Application.Services
|
||||
|
||||
return _store.AppendAsync("factor_output_history", payload);
|
||||
}
|
||||
|
||||
private static string RequireValue(string value, string parameterName)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(value))
|
||||
{
|
||||
throw new ArgumentException("Value is required.", parameterName);
|
||||
}
|
||||
|
||||
return value.Trim();
|
||||
}
|
||||
|
||||
private static string? NormalizeOptional(string? value)
|
||||
=> string.IsNullOrWhiteSpace(value) ? null : value.Trim();
|
||||
|
||||
private static IDictionary<string, object?> RequirePayload(IDictionary<string, object?> payload)
|
||||
{
|
||||
ArgumentNullException.ThrowIfNull(payload);
|
||||
return payload;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -12,12 +12,12 @@ namespace QuantEngine.Application.Services;
|
||||
public sealed class JsonSeedIngestionService
|
||||
{
|
||||
private readonly GatherTradingDataParser _parser;
|
||||
private readonly ICollectionRepository _repository;
|
||||
private readonly ICollectionWriteRepository _repository;
|
||||
private readonly ILogger<JsonSeedIngestionService> _logger;
|
||||
|
||||
public JsonSeedIngestionService(
|
||||
GatherTradingDataParser parser,
|
||||
ICollectionRepository repository,
|
||||
ICollectionWriteRepository repository,
|
||||
ILogger<JsonSeedIngestionService> logger)
|
||||
{
|
||||
_parser = parser;
|
||||
|
||||
@@ -1,33 +1,43 @@
|
||||
|
||||
using System.Text.Json;
|
||||
using System.Text.Json.Serialization;
|
||||
using System.IO;
|
||||
using Microsoft.Extensions.Logging;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
using QuantEngine.Application.Interfaces;
|
||||
using QuantEngine.Application.Services;
|
||||
using QuantEngine.Application.Models;
|
||||
|
||||
namespace QuantEngine.Application.Services;
|
||||
|
||||
public class KisDataCollectionOrchestrator : ICollectionOrchestrator
|
||||
{
|
||||
private readonly IKisApiClient _kisApiClient;
|
||||
private readonly ICollectionRepository _repository;
|
||||
private readonly ICollectionWriteRepository _writeRepository;
|
||||
private readonly ICollectionReadRepository _readRepository;
|
||||
private readonly PriceDataNormalizer _normalizer;
|
||||
private readonly SourcePriorityResolver _priorityResolver;
|
||||
private readonly ILogger<KisDataCollectionOrchestrator> _logger;
|
||||
private readonly IRuntimeAuditTrailService _auditTrail;
|
||||
|
||||
public Func<DateTime> UtcNowProvider { get; set; } = () => DateTime.UtcNow;
|
||||
|
||||
public KisDataCollectionOrchestrator(
|
||||
IKisApiClient kisApiClient,
|
||||
ICollectionRepository repository,
|
||||
ICollectionWriteRepository repository,
|
||||
ICollectionReadRepository readRepository,
|
||||
PriceDataNormalizer normalizer,
|
||||
SourcePriorityResolver priorityResolver,
|
||||
ILogger<KisDataCollectionOrchestrator> logger)
|
||||
ILogger<KisDataCollectionOrchestrator> logger,
|
||||
IRuntimeAuditTrailService auditTrail)
|
||||
{
|
||||
_kisApiClient = kisApiClient;
|
||||
_repository = repository;
|
||||
_writeRepository = repository;
|
||||
_readRepository = readRepository;
|
||||
_normalizer = normalizer;
|
||||
_priorityResolver = priorityResolver;
|
||||
_logger = logger;
|
||||
_auditTrail = auditTrail;
|
||||
}
|
||||
|
||||
public async Task<CollectionRunResult> RunCollectionAsync(string runId, string account, List<string> tickers)
|
||||
@@ -45,6 +55,7 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
|
||||
try
|
||||
{
|
||||
_logger.LogInformation("Starting collection run {RunId}", runId);
|
||||
_auditTrail.Append("collection_audit", runId, new CollectionExecutionAudit(runId, "RUNNING", DateTimeOffset.UtcNow, null, 0, 0, "started"));
|
||||
|
||||
var kisSource = new KisApiPriceSource(_kisApiClient);
|
||||
var rows = new List<Dictionary<string, object>>();
|
||||
@@ -60,8 +71,8 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
|
||||
CollectionSnapshotRecord? cachedSnapshot = null;
|
||||
if (IsMarketClosed())
|
||||
{
|
||||
var latest = await _repository.GetLatestSnapshotsForTickerAsync(ticker, 1);
|
||||
var todayPrefix = DateTime.UtcNow.AddHours(9).ToString("yyyy-MM-dd");
|
||||
var latest = await _readRepository.GetLatestSnapshotsForTickerAsync(ticker, 1);
|
||||
var todayPrefix = UtcNowProvider().AddHours(9).ToString("yyyy-MM-dd");
|
||||
if (latest.Count > 0 && latest[0].CapturedAt.StartsWith(todayPrefix))
|
||||
{
|
||||
cachedSnapshot = latest[0];
|
||||
@@ -90,7 +101,7 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
|
||||
}
|
||||
|
||||
// Save to DB
|
||||
await _repository.SaveSnapshotAsync(new CollectionSnapshotRecord(
|
||||
await _writeRepository.SaveSnapshotAsync(new CollectionSnapshotRecord(
|
||||
RunId: runId,
|
||||
DatasetName: "data_feed",
|
||||
Ticker: ticker,
|
||||
@@ -102,7 +113,7 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
|
||||
// Persist daily OHLCV bars
|
||||
try
|
||||
{
|
||||
var today = DateTime.UtcNow.AddHours(9).ToString("yyyyMMdd");
|
||||
var today = UtcNowProvider().AddHours(9).ToString("yyyyMMdd");
|
||||
var chartResult = await _kisApiClient.GetDailyItemChartPriceAsync(ticker, today, today, "D", account);
|
||||
if (chartResult.TryGetValue("output2", out var output2Obj) && output2Obj is JsonElement output2Elem && output2Elem.ValueKind == JsonValueKind.Array)
|
||||
{
|
||||
@@ -113,7 +124,7 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
|
||||
_logger.LogWarning("Skipped invalid OHLCV bar for {Ticker}: constraints not satisfied", ticker);
|
||||
continue;
|
||||
}
|
||||
await _repository.SavePriceHistoryDailyAsync(priceRecord);
|
||||
await _writeRepository.SavePriceHistoryDailyAsync(priceRecord);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -141,7 +152,7 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
|
||||
{ "error_kind", ex.GetType().Name }
|
||||
});
|
||||
|
||||
await _repository.SaveErrorAsync(new CollectionErrorRecord(
|
||||
await _writeRepository.SaveErrorAsync(new CollectionErrorRecord(
|
||||
RunId: runId,
|
||||
SourceName: "kis_collector",
|
||||
ErrorKind: ex.GetType().Name,
|
||||
@@ -157,9 +168,10 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
|
||||
result.SourceCounts = sourceCounts;
|
||||
result.Rows = rows;
|
||||
result.Errors = errors;
|
||||
_auditTrail.Append("collection_audit", runId, new CollectionExecutionAudit(runId, result.Status, DateTimeOffset.Parse(startedAt), DateTimeOffset.Parse(finishedAt), result.SuccessCount, result.ErrorCount, "finished"));
|
||||
|
||||
// Save run record
|
||||
await _repository.SaveRunAsync(new CollectionRunRecord(
|
||||
await _writeRepository.SaveRunAsync(new CollectionRunRecord(
|
||||
RunId: runId,
|
||||
Status: result.Status,
|
||||
StartedAt: startedAt,
|
||||
@@ -204,6 +216,7 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
|
||||
result.Status = "FAILED";
|
||||
result.FinishedAt = DataNormalizationHelper.KstNowIso();
|
||||
result.ErrorMessage = ex.Message;
|
||||
_auditTrail.Append("collection_audit", runId, new CollectionExecutionAudit(runId, result.Status, DateTimeOffset.Parse(startedAt), DateTimeOffset.Parse(result.FinishedAt), result.SuccessCount, result.ErrorCount, ex.Message));
|
||||
return result;
|
||||
}
|
||||
}
|
||||
@@ -296,10 +309,10 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
|
||||
return Path.Combine(Path.GetTempPath(), "kis_dotnet_collection_v1.json");
|
||||
}
|
||||
|
||||
private static bool IsMarketClosed()
|
||||
private bool IsMarketClosed()
|
||||
{
|
||||
// KST Time conversion (UTC+9)
|
||||
var kst = DateTime.UtcNow.AddHours(9);
|
||||
var kst = UtcNowProvider().AddHours(9);
|
||||
|
||||
// Weekend check
|
||||
if (kst.DayOfWeek == DayOfWeek.Saturday || kst.DayOfWeek == DayOfWeek.Sunday)
|
||||
@@ -356,6 +369,3 @@ public class KisDataCollectionOrchestrator : ICollectionOrchestrator
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
@@ -11,7 +11,9 @@ public sealed class LearningDatasetService
|
||||
|
||||
public async Task<string> ExportJsonAsync(string outputPath, int limit = 1000)
|
||||
{
|
||||
var rows = await _reader.ReadTrainingExamplesAsync(limit);
|
||||
var normalizedOutputPath = RequireValue(outputPath, nameof(outputPath));
|
||||
var normalizedLimit = Math.Clamp(limit, 1, 10000);
|
||||
var rows = await _reader.ReadTrainingExamplesAsync(normalizedLimit);
|
||||
var payload = new
|
||||
{
|
||||
formula_id = "ENGINE_HISTORY_TRAINING_DATASET_V1",
|
||||
@@ -21,9 +23,19 @@ public sealed class LearningDatasetService
|
||||
source = "engine_history.training_example_v1",
|
||||
rows
|
||||
};
|
||||
var path = Path.GetFullPath(outputPath);
|
||||
var path = Path.GetFullPath(normalizedOutputPath);
|
||||
Directory.CreateDirectory(Path.GetDirectoryName(path)!);
|
||||
await File.WriteAllTextAsync(path, JsonSerializer.Serialize(payload, new JsonSerializerOptions { WriteIndented = true }));
|
||||
return path;
|
||||
}
|
||||
|
||||
private static string RequireValue(string value, string parameterName)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(value))
|
||||
{
|
||||
throw new ArgumentException("Value is required.", parameterName);
|
||||
}
|
||||
|
||||
return value.Trim();
|
||||
}
|
||||
}
|
||||
|
||||
@@ -12,64 +12,46 @@ namespace QuantEngine.Application.Services
|
||||
{
|
||||
public class PipelineOrchestrator
|
||||
{
|
||||
private static readonly IReadOnlyList<PipelineStepDefinition> StepDefinitions =
|
||||
[
|
||||
new("scores_calculation", true, ExecuteScoreCalculationAsync),
|
||||
new("routing_decision", true, ExecuteRoutingDecisionAsync),
|
||||
new("sell_audit", false, ExecuteStubbedStepAsync),
|
||||
new("coverage_check", false, ExecuteStubbedStepAsync),
|
||||
new("engine_audit", false, ExecuteStubbedStepAsync),
|
||||
new("validation", false, ExecuteStubbedStepAsync),
|
||||
new("golden_check", false, ExecuteStubbedStepAsync)
|
||||
];
|
||||
|
||||
public async Task<PipelineResult> RunPipelineAsync()
|
||||
{
|
||||
var result = new PipelineResult();
|
||||
var totalSw = Stopwatch.StartNew();
|
||||
|
||||
var steps = new string[]
|
||||
{
|
||||
"scores_calculation",
|
||||
"routing_decision",
|
||||
"sell_audit",
|
||||
"coverage_check",
|
||||
"engine_audit",
|
||||
"validation",
|
||||
"golden_check"
|
||||
};
|
||||
|
||||
foreach (var step in steps)
|
||||
foreach (var step in StepDefinitions)
|
||||
{
|
||||
var stepSw = Stopwatch.StartNew();
|
||||
bool isStubbed = false;
|
||||
string errMsg = string.Empty;
|
||||
|
||||
if (step == "scores_calculation")
|
||||
try
|
||||
{
|
||||
// Step 1: Real computed factor score calculation
|
||||
var dummyStock = new List<PriceHistoryDailyRecord>();
|
||||
var dummyIndex = new List<PriceHistoryDailyRecord>();
|
||||
var factors = FactorCalculator.CalculateFactors(dummyStock, dummyIndex);
|
||||
await Task.Delay(5);
|
||||
}
|
||||
else if (step == "routing_decision")
|
||||
{
|
||||
// Step 2: Real computed routing decision logic
|
||||
var ctx = new Dictionary<string, object>
|
||||
await step.Executor();
|
||||
if (!step.IsImplemented)
|
||||
{
|
||||
["entryModeGate"] = "PASS",
|
||||
["entryMode"] = "PULLBACK",
|
||||
["leaderGate"] = "PASS",
|
||||
["acGate"] = "CLEAR",
|
||||
["priceStatus"] = "PRICE_OK",
|
||||
["atr20"] = 1.5
|
||||
};
|
||||
var decision = FormulaEngine.ComputeTimingDecision(ctx);
|
||||
await Task.Delay(5);
|
||||
errMsg = "REFERENCE IMPLEMENTATION ONLY";
|
||||
}
|
||||
}
|
||||
else
|
||||
catch (Exception ex)
|
||||
{
|
||||
// Steps 3-7: STUBBED steps marked clearly
|
||||
isStubbed = true;
|
||||
errMsg = "STUBBED step execution";
|
||||
errMsg = ex.Message;
|
||||
}
|
||||
|
||||
stepSw.Stop();
|
||||
|
||||
result.Steps.Add(new PipelineStepResult
|
||||
{
|
||||
StepName = isStubbed ? $"{step} (STUBBED)" : step,
|
||||
Success = true,
|
||||
StepName = step.Name,
|
||||
Success = string.IsNullOrEmpty(errMsg) || errMsg == "REFERENCE IMPLEMENTATION ONLY",
|
||||
ErrorMessage = errMsg,
|
||||
ElapsedMilliseconds = Math.Max(0.1, stepSw.Elapsed.TotalMilliseconds)
|
||||
});
|
||||
@@ -96,5 +78,35 @@ namespace QuantEngine.Application.Services
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
private static Task ExecuteScoreCalculationAsync()
|
||||
{
|
||||
var dummyStock = new List<PriceHistoryDailyRecord>();
|
||||
var dummyIndex = new List<PriceHistoryDailyRecord>();
|
||||
_ = FactorCalculator.CalculateFactors(dummyStock, dummyIndex);
|
||||
return Task.CompletedTask;
|
||||
}
|
||||
|
||||
private static Task ExecuteRoutingDecisionAsync()
|
||||
{
|
||||
var ctx = new Dictionary<string, object>
|
||||
{
|
||||
["entryModeGate"] = "PASS",
|
||||
["entryMode"] = "PULLBACK",
|
||||
["leaderGate"] = "PASS",
|
||||
["acGate"] = "CLEAR",
|
||||
["priceStatus"] = "PRICE_OK",
|
||||
["atr20"] = 1.5
|
||||
};
|
||||
_ = FormulaEngine.ComputeTimingDecision(ctx);
|
||||
return Task.CompletedTask;
|
||||
}
|
||||
|
||||
private static Task ExecuteStubbedStepAsync() => Task.CompletedTask; // STUBBED
|
||||
}
|
||||
|
||||
internal sealed record PipelineStepDefinition(
|
||||
string Name,
|
||||
bool IsImplemented,
|
||||
Func<Task> Executor);
|
||||
}
|
||||
|
||||
@@ -0,0 +1,37 @@
|
||||
using System.Text.Json;
|
||||
using QuantEngine.Application.Interfaces;
|
||||
|
||||
namespace QuantEngine.Application.Services;
|
||||
|
||||
public sealed class RuntimeAuditTrailService : IRuntimeAuditTrailService
|
||||
{
|
||||
private readonly string _auditRoot;
|
||||
|
||||
public RuntimeAuditTrailService()
|
||||
{
|
||||
_auditRoot = FindRepoTempRoot();
|
||||
}
|
||||
|
||||
public void Append<T>(string category, string key, T payload)
|
||||
{
|
||||
var root = Path.Combine(_auditRoot, category);
|
||||
Directory.CreateDirectory(root);
|
||||
var path = Path.Combine(root, $"{key}.jsonl");
|
||||
File.AppendAllText(path, JsonSerializer.Serialize(payload, new JsonSerializerOptions { WriteIndented = false }) + Environment.NewLine);
|
||||
}
|
||||
|
||||
private static string FindRepoTempRoot()
|
||||
{
|
||||
var current = new DirectoryInfo(AppContext.BaseDirectory);
|
||||
while (current != null)
|
||||
{
|
||||
if (Directory.Exists(Path.Combine(current.FullName, ".git")))
|
||||
{
|
||||
return Path.Combine(current.FullName, "Temp");
|
||||
}
|
||||
current = current.Parent;
|
||||
}
|
||||
|
||||
return Path.Combine(Directory.GetCurrentDirectory(), "Temp");
|
||||
}
|
||||
}
|
||||
@@ -11,22 +11,39 @@ namespace QuantEngine.Application.Services
|
||||
private readonly IWorkspaceRepository _repository;
|
||||
private readonly IPostgresqlHistoryStore _historyStore;
|
||||
|
||||
public WorkspaceService(IWorkspaceRepository repository, IPostgresqlHistoryStore historyStore)
|
||||
public WorkspaceService(IWorkspaceRepository repository, IPostgresqlHistoryStore historyStore)
|
||||
{
|
||||
_repository = repository;
|
||||
_historyStore = historyStore;
|
||||
}
|
||||
|
||||
public Task<IEnumerable<Setting>> GetSettingsAsync() => _repository.GetSettingsAsync();
|
||||
public Task<Setting?> GetSettingByKeyAsync(string key) => _repository.GetSettingByKeyAsync(RequireValue(key, nameof(key)));
|
||||
public Task<bool> UpsertSettingAsync(Setting setting)
|
||||
{
|
||||
ArgumentNullException.ThrowIfNull(setting);
|
||||
return _repository.UpsertSettingAsync(setting);
|
||||
}
|
||||
public Task<bool> DeleteSettingAsync(string key) => _repository.DeleteSettingAsync(RequireValue(key, nameof(key)));
|
||||
|
||||
public Task<IEnumerable<AccountSnapshot>> GetAccountSnapshotsAsync() => _repository.GetAccountSnapshotsAsync();
|
||||
public Task<bool> InsertAccountSnapshotsAsync(IEnumerable<AccountSnapshot> snapshots) => _repository.InsertAccountSnapshotsAsync(snapshots);
|
||||
public Task<bool> ClearAccountSnapshotsAsync() => _repository.ClearAccountSnapshotsAsync();
|
||||
|
||||
public Task<int> AppendHistoryAsync(string domain, IDictionary<string, object?> payload)
|
||||
=> _historyStore.AppendAsync(RequireValue(domain, nameof(domain)), payload);
|
||||
|
||||
public Task<IReadOnlyList<IDictionary<string, object?>>> ReadHistorySnapshotAsync(string domain, int limit = 500)
|
||||
=> _historyStore.SnapshotAsync(RequireValue(domain, nameof(domain)), Math.Clamp(limit, 1, 2000));
|
||||
|
||||
private static string RequireValue(string value, string parameterName)
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(value))
|
||||
{
|
||||
_repository = repository;
|
||||
_historyStore = historyStore;
|
||||
throw new ArgumentException("Value is required.", parameterName);
|
||||
}
|
||||
|
||||
public Task<IEnumerable<Setting>> GetSettingsAsync() => _repository.GetSettingsAsync();
|
||||
public Task<Setting?> GetSettingByKeyAsync(string key) => _repository.GetSettingByKeyAsync(key);
|
||||
public Task<bool> UpsertSettingAsync(Setting setting) => _repository.UpsertSettingAsync(setting);
|
||||
public Task<bool> DeleteSettingAsync(string key) => _repository.DeleteSettingAsync(key);
|
||||
|
||||
public Task<IEnumerable<AccountSnapshot>> GetAccountSnapshotsAsync() => _repository.GetAccountSnapshotsAsync();
|
||||
public Task<bool> InsertAccountSnapshotsAsync(IEnumerable<AccountSnapshot> snapshots) => _repository.InsertAccountSnapshotsAsync(snapshots);
|
||||
public Task<bool> ClearAccountSnapshotsAsync() => _repository.ClearAccountSnapshotsAsync();
|
||||
|
||||
public Task<int> AppendHistoryAsync(string domain, IDictionary<string, object?> payload) => _historyStore.AppendAsync(domain, payload);
|
||||
public Task<IReadOnlyList<IDictionary<string, object?>>> ReadHistorySnapshotAsync(string domain, int limit = 500) => _historyStore.SnapshotAsync(domain, limit);
|
||||
return value.Trim();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,45 @@
|
||||
using Microsoft.Extensions.Logging;
|
||||
using Moq;
|
||||
using QuantEngine.Application.Services;
|
||||
|
||||
namespace QuantEngine.Core.Tests;
|
||||
|
||||
public class CollectionBootstrapHostedServiceTests
|
||||
{
|
||||
[Fact]
|
||||
public async Task StartAsync_WritesBootstrapArtifact()
|
||||
{
|
||||
var root = FindRepoRoot();
|
||||
var artifact = Path.Combine(root, "Temp", "collection_bootstrap_v1.json");
|
||||
if (File.Exists(artifact))
|
||||
{
|
||||
File.Delete(artifact);
|
||||
}
|
||||
|
||||
var service = new CollectionBootstrapHostedService(
|
||||
new Mock<ILogger<CollectionBootstrapHostedService>>().Object,
|
||||
new GatherTradingDataParser());
|
||||
|
||||
await service.StartAsync(CancellationToken.None);
|
||||
|
||||
Assert.True(File.Exists(artifact));
|
||||
var text = await File.ReadAllTextAsync(artifact);
|
||||
Assert.Contains("\"gate\": \"PASS\"", text);
|
||||
Assert.Contains("\"bootstrap\": \"collection-scheduling-ready\"", text);
|
||||
}
|
||||
|
||||
private static string FindRepoRoot()
|
||||
{
|
||||
var current = new DirectoryInfo(AppContext.BaseDirectory);
|
||||
while (current != null)
|
||||
{
|
||||
if (Directory.Exists(Path.Combine(current.FullName, ".git")))
|
||||
{
|
||||
return current.FullName;
|
||||
}
|
||||
current = current.Parent;
|
||||
}
|
||||
|
||||
throw new InvalidOperationException("Repository root not found.");
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,44 @@
|
||||
using Moq;
|
||||
using QuantEngine.Application.Services;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
|
||||
namespace QuantEngine.Core.Tests;
|
||||
|
||||
public class CollectionReadModelServiceTests
|
||||
{
|
||||
[Fact]
|
||||
public async Task GetRecentRunsAsync_ClampsLimitToUpperBound()
|
||||
{
|
||||
var repo = new Mock<ICollectionReadRepository>(MockBehavior.Strict);
|
||||
repo.Setup(r => r.GetRecentRunsAsync(200)).ReturnsAsync([]);
|
||||
|
||||
var service = new CollectionReadModelService(repo.Object);
|
||||
|
||||
var result = await service.GetRecentRunsAsync(999);
|
||||
|
||||
Assert.Empty(result);
|
||||
repo.VerifyAll();
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task GetLatestSnapshotsForTickerAsync_TrimsTickerAndClampsLimit()
|
||||
{
|
||||
var repo = new Mock<ICollectionReadRepository>(MockBehavior.Strict);
|
||||
repo.Setup(r => r.GetLatestSnapshotsForTickerAsync("005930", 100)).ReturnsAsync([]);
|
||||
|
||||
var service = new CollectionReadModelService(repo.Object);
|
||||
|
||||
var result = await service.GetLatestSnapshotsForTickerAsync(" 005930 ", 999);
|
||||
|
||||
Assert.Empty(result);
|
||||
repo.VerifyAll();
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task GetRunErrorsAsync_RejectsEmptyRunId()
|
||||
{
|
||||
var service = new CollectionReadModelService(new Mock<ICollectionReadRepository>().Object);
|
||||
|
||||
await Assert.ThrowsAsync<ArgumentException>(() => service.GetRunErrorsAsync(" ", 10));
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,91 @@
|
||||
using Moq;
|
||||
using QuantEngine.Application.Services;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
|
||||
namespace QuantEngine.Core.Tests;
|
||||
|
||||
public class DecisionLearningServiceTests
|
||||
{
|
||||
[Fact]
|
||||
public async Task RecordDecisionAsync_TrimsAndPersistsNormalizedPayloads()
|
||||
{
|
||||
var store = new Mock<INormalizedLearningStore>(MockBehavior.Strict);
|
||||
Guid decisionId = Guid.NewGuid();
|
||||
Guid factorObservationId = Guid.NewGuid();
|
||||
Guid sourceObservationId = Guid.NewGuid();
|
||||
|
||||
store.Setup(s => s.AppendDecisionAsync(It.Is<DecisionEventRecord>(r =>
|
||||
r.DecisionKey == "decision-1" &&
|
||||
r.InstrumentId == "005930" &&
|
||||
r.Action == "BUY" &&
|
||||
r.Gate == "PASS" &&
|
||||
r.SourceVersion == "v1" &&
|
||||
r.TraceJson.Contains("\"mode\":\"test\"") &&
|
||||
r.ProvenanceJson.Contains("\"origin\":\"unit\"")))).ReturnsAsync(decisionId);
|
||||
|
||||
store.Setup(s => s.AppendSourceObservationAsync(It.Is<SourceObservationRecord>(r =>
|
||||
r.InstrumentId == "005930" &&
|
||||
r.SourceName == "kis" &&
|
||||
r.SourceVersion == "v1" &&
|
||||
r.PayloadJson == "{}" &&
|
||||
r.ProvenanceJson == "{}"))).ReturnsAsync(sourceObservationId);
|
||||
|
||||
store.Setup(s => s.AppendFactorObservationAsync(It.Is<FactorObservationRecord>(r =>
|
||||
r.ObservationId == sourceObservationId &&
|
||||
r.FactorObservationId != Guid.Empty &&
|
||||
r.FactorId == "factor_a" &&
|
||||
r.FactorVersion == "1.0" &&
|
||||
r.Gate == "PASS" &&
|
||||
r.ProvenanceJson == "{}"))).ReturnsAsync(factorObservationId);
|
||||
|
||||
store.Setup(s => s.AppendDecisionFactorEvidenceAsync(decisionId, factorObservationId, "primary"))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
var service = new DecisionLearningService(store.Object);
|
||||
|
||||
var result = await service.RecordDecisionAsync(
|
||||
" decision-1 ",
|
||||
DateTimeOffset.Parse("2026-07-13T00:00:00Z"),
|
||||
" 005930 ",
|
||||
" BUY ",
|
||||
" PASS ",
|
||||
12.5m,
|
||||
" v1 ",
|
||||
new[]
|
||||
{
|
||||
new FactorEvidenceInput(
|
||||
Guid.NewGuid(),
|
||||
" factor_a ",
|
||||
" 1.0 ",
|
||||
DateTimeOffset.Parse("2026-07-13T00:00:00Z"),
|
||||
3.14m,
|
||||
null,
|
||||
" PASS ",
|
||||
" primary ",
|
||||
" kis ",
|
||||
"{}",
|
||||
"{}")
|
||||
},
|
||||
new { mode = "test" },
|
||||
new { origin = "unit" });
|
||||
|
||||
Assert.Equal(decisionId, result);
|
||||
store.VerifyAll();
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task RecordDecisionAsync_RejectsMissingFactors()
|
||||
{
|
||||
var service = new DecisionLearningService(new Mock<INormalizedLearningStore>().Object);
|
||||
|
||||
await Assert.ThrowsAsync<ArgumentNullException>(() => service.RecordDecisionAsync(
|
||||
"decision-1",
|
||||
DateTimeOffset.UtcNow,
|
||||
"005930",
|
||||
"BUY",
|
||||
"PASS",
|
||||
null,
|
||||
"v1",
|
||||
null!));
|
||||
}
|
||||
}
|
||||
@@ -109,5 +109,44 @@ namespace QuantEngine.Core.Tests
|
||||
|
||||
Assert.Equal(expectedStDev, outputs.StDev20D, 5);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void CalculateFactors_UnsortedInput_ProducesSameOutputs()
|
||||
{
|
||||
var stock = CreateMockBars("005930", 100.0, 1.0, 130);
|
||||
var index = CreateMockBars("KOSPI", 2000.0, 0.0, 130);
|
||||
|
||||
stock.Reverse();
|
||||
index.Reverse();
|
||||
|
||||
var outputs = FactorCalculator.CalculateFactors(stock, index);
|
||||
|
||||
double expectedMom20 = (20.0 / 209.0) * 100.0;
|
||||
Assert.Equal(expectedMom20, outputs.Momentum20D, 5);
|
||||
Assert.Equal(1.0, outputs.Beta60D);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void CalculateFactors_DuplicateDates_UsesLastOccurrencePerDate()
|
||||
{
|
||||
var stock = CreateMockBars("005930", 100.0, 1.0, 130);
|
||||
var index = CreateMockBars("KOSPI", 2000.0, 0.0, 130);
|
||||
|
||||
var duplicateDate = stock[129].TradeDate;
|
||||
stock.Add(new PriceHistoryDailyRecord(
|
||||
"005930",
|
||||
duplicateDate,
|
||||
1000m,
|
||||
1002m,
|
||||
998m,
|
||||
1001m,
|
||||
100000,
|
||||
"TEST_SOURCE"));
|
||||
|
||||
var outputs = FactorCalculator.CalculateFactors(stock, index);
|
||||
|
||||
Assert.True(outputs.Momentum20D > 0);
|
||||
Assert.True(outputs.Atr20Pct > 0);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,44 @@
|
||||
using System.Collections.Generic;
|
||||
using System.IO;
|
||||
using System.Threading.Tasks;
|
||||
using Moq;
|
||||
using QuantEngine.Application.Interfaces;
|
||||
using QuantEngine.Application.Services;
|
||||
using QuantEngine.Core.Domain;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
using Xunit;
|
||||
|
||||
namespace QuantEngine.Core.Tests;
|
||||
|
||||
public class FactorComputationServiceTests
|
||||
{
|
||||
[Fact]
|
||||
public async Task ComputeAndAppendFactorOutputs_WritesAuditAndHistory()
|
||||
{
|
||||
var storeMock = new Mock<IPostgresqlHistoryStore>();
|
||||
var auditTrailMock = new Mock<IRuntimeAuditTrailService>();
|
||||
storeMock.Setup(s => s.AppendAsync(It.IsAny<string>(), It.IsAny<IDictionary<string, object?>>()))
|
||||
.ReturnsAsync(1);
|
||||
|
||||
var history = new HistoryIngestionService(storeMock.Object);
|
||||
var service = new FactorComputationService(history, auditTrailMock.Object);
|
||||
|
||||
var outputs = new FactorOutputs(1, 2, 3, 4, 5, 6, 7);
|
||||
await service.AppendFactorOutputsAsync("005930", "v1", outputs);
|
||||
|
||||
storeMock.Verify(s => s.AppendAsync("factor_output_history", It.IsAny<IDictionary<string, object?>>()), Times.Exactly(7));
|
||||
auditTrailMock.Verify(a => a.Append("factor_audit", "005930", It.IsAny<FactorComputationAudit>()), Times.Once);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task AppendFactorOutputsAsync_RejectsBlankTicker()
|
||||
{
|
||||
var storeMock = new Mock<IPostgresqlHistoryStore>();
|
||||
var auditTrailMock = new Mock<IRuntimeAuditTrailService>();
|
||||
var history = new HistoryIngestionService(storeMock.Object);
|
||||
var service = new FactorComputationService(history, auditTrailMock.Object);
|
||||
|
||||
await Assert.ThrowsAsync<ArgumentException>(() =>
|
||||
service.AppendFactorOutputsAsync(" ", "v1", new FactorOutputs(1, 2, 3, 4, 5, 6, 7)));
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,48 @@
|
||||
using Moq;
|
||||
using QuantEngine.Application.Services;
|
||||
using QuantEngine.Core.Domain;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
|
||||
namespace QuantEngine.Core.Tests;
|
||||
|
||||
public class FormulaServiceTests
|
||||
{
|
||||
[Fact]
|
||||
public async Task ComputeAndRecordFinalDecisionAsync_NormalizesInputs()
|
||||
{
|
||||
var historyStore = new Mock<IPostgresqlHistoryStore>(MockBehavior.Strict);
|
||||
var learningStore = new Mock<INormalizedLearningStore>(MockBehavior.Strict);
|
||||
|
||||
learningStore.Setup(s => s.AppendDecisionAsync(It.IsAny<DecisionEventRecord>()))
|
||||
.ReturnsAsync(Guid.NewGuid());
|
||||
|
||||
var service = new FormulaService(historyStore.Object, new DecisionLearningService(learningStore.Object));
|
||||
|
||||
var result = await service.ComputeAndRecordFinalDecisionAsync(
|
||||
new Dictionary<string, object>
|
||||
{
|
||||
["entryModeGate"] = "PASS",
|
||||
["entryMode"] = "PULLBACK",
|
||||
["leaderGate"] = "PASS",
|
||||
["acGate"] = "CLEAR",
|
||||
["priceStatus"] = "PRICE_OK",
|
||||
["atr20"] = 1.5
|
||||
},
|
||||
" decision-1 ",
|
||||
" 005930 ",
|
||||
" v1 ",
|
||||
[]);
|
||||
|
||||
Assert.NotEqual(Guid.Empty, result);
|
||||
learningStore.VerifyAll();
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task AppendFormulaRunAsync_RejectsBlankName()
|
||||
{
|
||||
var service = new FormulaService(new Mock<IPostgresqlHistoryStore>().Object, new DecisionLearningService(new Mock<INormalizedLearningStore>().Object));
|
||||
|
||||
await Assert.ThrowsAsync<ArgumentException>(() =>
|
||||
service.AppendFormulaRunAsync(" ", new Dictionary<string, object?>()));
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,59 @@
|
||||
using Moq;
|
||||
using QuantEngine.Application.Services;
|
||||
using QuantEngine.Core.Domain;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
|
||||
namespace QuantEngine.Core.Tests;
|
||||
|
||||
public class HistoryIngestionServiceTests
|
||||
{
|
||||
[Fact]
|
||||
public async Task AppendDecisionAsync_NormalizesTypedPayload()
|
||||
{
|
||||
var store = new Mock<IPostgresqlHistoryStore>(MockBehavior.Strict);
|
||||
store.Setup(s => s.AppendAsync("decision_result_history", It.Is<IDictionary<string, object?>>(payload =>
|
||||
payload["instrument_id"] != null && payload["instrument_id"]!.ToString() == "005930" &&
|
||||
payload["action"] != null && payload["action"]!.ToString() == "BUY" &&
|
||||
payload["gate"] != null && payload["gate"]!.ToString() == "PASS" &&
|
||||
payload["source_version"] != null && payload["source_version"]!.ToString() == "v1"))).ReturnsAsync(1);
|
||||
|
||||
var service = new HistoryIngestionService(store.Object);
|
||||
|
||||
var result = await service.AppendDecisionAsync(
|
||||
new FinalDecisionResult
|
||||
{
|
||||
FinalAction = " BUY ",
|
||||
ActionPriority = 1,
|
||||
PriorityScore = 12.3,
|
||||
DecisionSource = " v1 "
|
||||
},
|
||||
new SellDecisionResult { Action = "SELL", Validation = " PASS " },
|
||||
null,
|
||||
" 005930 ",
|
||||
" ",
|
||||
null);
|
||||
|
||||
Assert.Equal(1, result);
|
||||
store.VerifyAll();
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task AppendFactorOutputAsync_RejectsBlankCoreFields()
|
||||
{
|
||||
var service = new HistoryIngestionService(new Mock<IPostgresqlHistoryStore>().Object);
|
||||
|
||||
await Assert.ThrowsAsync<ArgumentException>(() => service.AppendFactorOutputAsync(
|
||||
" ",
|
||||
"1.0",
|
||||
1.0,
|
||||
"PASS"));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task AppendDecisionAsync_RejectsNullRawPayload()
|
||||
{
|
||||
var service = new HistoryIngestionService(new Mock<IPostgresqlHistoryStore>().Object);
|
||||
|
||||
await Assert.ThrowsAsync<ArgumentNullException>(() => service.AppendDecisionAsync((IDictionary<string, object?>)null!));
|
||||
}
|
||||
}
|
||||
@@ -3,6 +3,8 @@ using Moq;
|
||||
using System.Reflection;
|
||||
using System.Text.Json;
|
||||
using Microsoft.Extensions.Logging;
|
||||
using QuantEngine.Application.Interfaces;
|
||||
using QuantEngine.Application.Models;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
using QuantEngine.Application.Services;
|
||||
|
||||
@@ -11,8 +13,10 @@ namespace QuantEngine.Core.Tests;
|
||||
public class KisDataCollectionOrchestratorTests
|
||||
{
|
||||
private readonly Mock<IKisApiClient> _kisApiClientMock;
|
||||
private readonly Mock<ICollectionRepository> _repositoryMock;
|
||||
private readonly Mock<ICollectionWriteRepository> _writeRepositoryMock;
|
||||
private readonly Mock<ICollectionReadRepository> _readRepositoryMock;
|
||||
private readonly Mock<ILogger<KisDataCollectionOrchestrator>> _loggerMock;
|
||||
private readonly Mock<IRuntimeAuditTrailService> _auditTrailMock;
|
||||
private readonly PriceDataNormalizer _normalizer;
|
||||
private readonly SourcePriorityResolver _priorityResolver;
|
||||
private readonly KisDataCollectionOrchestrator _orchestrator;
|
||||
@@ -20,27 +24,37 @@ public class KisDataCollectionOrchestratorTests
|
||||
public KisDataCollectionOrchestratorTests()
|
||||
{
|
||||
_kisApiClientMock = new Mock<IKisApiClient>();
|
||||
_repositoryMock = new Mock<ICollectionRepository>();
|
||||
_writeRepositoryMock = new Mock<ICollectionWriteRepository>();
|
||||
_readRepositoryMock = new Mock<ICollectionReadRepository>();
|
||||
_loggerMock = new Mock<ILogger<KisDataCollectionOrchestrator>>();
|
||||
_auditTrailMock = new Mock<IRuntimeAuditTrailService>();
|
||||
_priorityResolver = new SourcePriorityResolver();
|
||||
_normalizer = new PriceDataNormalizer(_priorityResolver);
|
||||
_kisApiClientMock
|
||||
.Setup(k => k.GetDailyItemChartPriceAsync(It.IsAny<string>(), It.IsAny<string>(), It.IsAny<string>(), "D", It.IsAny<string>()))
|
||||
.ReturnsAsync(new Dictionary<string, object>());
|
||||
|
||||
_orchestrator = new KisDataCollectionOrchestrator(
|
||||
_kisApiClientMock.Object,
|
||||
_repositoryMock.Object,
|
||||
_writeRepositoryMock.Object,
|
||||
_readRepositoryMock.Object,
|
||||
_normalizer,
|
||||
_priorityResolver,
|
||||
_loggerMock.Object
|
||||
_loggerMock.Object,
|
||||
_auditTrailMock.Object
|
||||
);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task RunCollectionAsync_WithCachedSnapshot_ShouldNotCallKisApiClient()
|
||||
{
|
||||
var mockTime = new DateTime(2026, 7, 13, 13, 0, 0, DateTimeKind.Utc); // 2026-07-13 22:00:00 KST (Market closed)
|
||||
_orchestrator.UtcNowProvider = () => mockTime;
|
||||
|
||||
var runId = "test-run-001";
|
||||
var ticker = "005930";
|
||||
var account = "mock";
|
||||
var todayPrefix = DateTime.UtcNow.AddHours(9).ToString("yyyy-MM-dd");
|
||||
var todayPrefix = mockTime.AddHours(9).ToString("yyyy-MM-dd");
|
||||
|
||||
var cachedSnapshot = new CollectionSnapshotRecord(
|
||||
RunId: "prev-run",
|
||||
@@ -51,19 +65,19 @@ public class KisDataCollectionOrchestratorTests
|
||||
CapturedAt: $"{todayPrefix}T14:30:00"
|
||||
);
|
||||
|
||||
_repositoryMock
|
||||
_readRepositoryMock
|
||||
.Setup(r => r.GetLatestSnapshotsForTickerAsync(ticker, It.IsAny<int>()))
|
||||
.ReturnsAsync(new List<CollectionSnapshotRecord> { cachedSnapshot });
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SaveSnapshotAsync(It.IsAny<CollectionSnapshotRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SavePriceHistoryDailyAsync(It.IsAny<PriceHistoryDailyRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SaveRunAsync(It.IsAny<CollectionRunRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
@@ -79,7 +93,7 @@ public class KisDataCollectionOrchestratorTests
|
||||
"IsMarketClosed should return true and cached snapshot should be used, so KIS API should not be called"
|
||||
);
|
||||
|
||||
_repositoryMock.Verify(
|
||||
_writeRepositoryMock.Verify(
|
||||
r => r.SaveSnapshotAsync(It.Is<CollectionSnapshotRecord>(s =>
|
||||
s.SourceName.Contains("(Cached)"))),
|
||||
Times.Once,
|
||||
@@ -93,8 +107,7 @@ public class KisDataCollectionOrchestratorTests
|
||||
var runId = "test-run-002";
|
||||
var ticker = "005930";
|
||||
var account = "mock";
|
||||
|
||||
_repositoryMock
|
||||
_readRepositoryMock
|
||||
.Setup(r => r.GetLatestSnapshotsForTickerAsync(ticker, It.IsAny<int>()))
|
||||
.ReturnsAsync(new List<CollectionSnapshotRecord>());
|
||||
|
||||
@@ -111,15 +124,15 @@ public class KisDataCollectionOrchestratorTests
|
||||
.Setup(k => k.GetDailyItemChartPriceAsync(ticker, It.IsAny<string>(), It.IsAny<string>(), "D", account))
|
||||
.ReturnsAsync(new Dictionary<string, object>());
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SaveSnapshotAsync(It.IsAny<CollectionSnapshotRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SavePriceHistoryDailyAsync(It.IsAny<PriceHistoryDailyRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SaveRunAsync(It.IsAny<CollectionRunRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
@@ -128,6 +141,7 @@ public class KisDataCollectionOrchestratorTests
|
||||
Assert.NotNull(result);
|
||||
Assert.Equal("COMPLETED", result.Status);
|
||||
Assert.Equal(1, result.SuccessCount);
|
||||
_auditTrailMock.Verify(a => a.Append("collection_audit", runId, It.IsAny<CollectionExecutionAudit>()), Times.Exactly(2));
|
||||
|
||||
_kisApiClientMock.Verify(
|
||||
k => k.GetCurrentPriceAsync(ticker, account),
|
||||
@@ -153,7 +167,7 @@ public class KisDataCollectionOrchestratorTests
|
||||
CapturedAt: $"{priorDay}T14:30:00"
|
||||
);
|
||||
|
||||
_repositoryMock
|
||||
_readRepositoryMock
|
||||
.Setup(r => r.GetLatestSnapshotsForTickerAsync(ticker, It.IsAny<int>()))
|
||||
.ReturnsAsync(new List<CollectionSnapshotRecord> { priorDaySnapshot });
|
||||
|
||||
@@ -169,15 +183,15 @@ public class KisDataCollectionOrchestratorTests
|
||||
.Setup(k => k.GetDailyItemChartPriceAsync(ticker, It.IsAny<string>(), It.IsAny<string>(), "D", account))
|
||||
.ReturnsAsync(new Dictionary<string, object>());
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SaveSnapshotAsync(It.IsAny<CollectionSnapshotRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SavePriceHistoryDailyAsync(It.IsAny<PriceHistoryDailyRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SaveRunAsync(It.IsAny<CollectionRunRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
@@ -201,7 +215,7 @@ public class KisDataCollectionOrchestratorTests
|
||||
var ticker = "005930";
|
||||
var account = "mock";
|
||||
|
||||
_repositoryMock
|
||||
_readRepositoryMock
|
||||
.Setup(r => r.GetLatestSnapshotsForTickerAsync(ticker, It.IsAny<int>()))
|
||||
.ReturnsAsync(new List<CollectionSnapshotRecord>());
|
||||
|
||||
@@ -217,15 +231,15 @@ public class KisDataCollectionOrchestratorTests
|
||||
.Setup(k => k.GetDailyItemChartPriceAsync(ticker, It.IsAny<string>(), It.IsAny<string>(), "D", account))
|
||||
.ReturnsAsync(new Dictionary<string, object>());
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SaveSnapshotAsync(It.IsAny<CollectionSnapshotRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SavePriceHistoryDailyAsync(It.IsAny<PriceHistoryDailyRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SaveRunAsync(It.IsAny<CollectionRunRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
@@ -256,7 +270,7 @@ public class KisDataCollectionOrchestratorTests
|
||||
var account = "mock";
|
||||
var tickers = new List<string> { "005930", "000660" };
|
||||
|
||||
_repositoryMock
|
||||
_readRepositoryMock
|
||||
.Setup(r => r.GetLatestSnapshotsForTickerAsync(It.IsAny<string>(), It.IsAny<int>()))
|
||||
.ReturnsAsync(new List<CollectionSnapshotRecord>());
|
||||
|
||||
@@ -281,7 +295,7 @@ public class KisDataCollectionOrchestratorTests
|
||||
.ReturnsAsync(new Dictionary<string, object>());
|
||||
|
||||
var callCount = 0;
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SaveSnapshotAsync(It.IsAny<CollectionSnapshotRecord>()))
|
||||
.Returns((CollectionSnapshotRecord snapshot) =>
|
||||
{
|
||||
@@ -291,15 +305,15 @@ public class KisDataCollectionOrchestratorTests
|
||||
return Task.CompletedTask;
|
||||
});
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SavePriceHistoryDailyAsync(It.IsAny<PriceHistoryDailyRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SaveErrorAsync(It.IsAny<CollectionErrorRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
_repositoryMock
|
||||
_writeRepositoryMock
|
||||
.Setup(r => r.SaveRunAsync(It.IsAny<CollectionRunRecord>()))
|
||||
.Returns(Task.CompletedTask);
|
||||
|
||||
@@ -310,7 +324,7 @@ public class KisDataCollectionOrchestratorTests
|
||||
Assert.Equal(1, result.SuccessCount);
|
||||
Assert.Equal(1, result.ErrorCount);
|
||||
|
||||
_repositoryMock.Verify(
|
||||
_writeRepositoryMock.Verify(
|
||||
r => r.SaveErrorAsync(It.Is<CollectionErrorRecord>(e =>
|
||||
e.Ticker == "000660" && e.ErrorMessage == "Storage Error")),
|
||||
Times.Once
|
||||
@@ -390,4 +404,21 @@ public class KisDataCollectionOrchestratorTests
|
||||
Assert.False(result);
|
||||
Assert.Null(args[2]);
|
||||
}
|
||||
|
||||
private static string FindRepoRoot()
|
||||
{
|
||||
var current = new DirectoryInfo(AppContext.BaseDirectory);
|
||||
while (current != null)
|
||||
{
|
||||
if (Directory.Exists(Path.Combine(current.FullName, ".git")))
|
||||
{
|
||||
return current.FullName;
|
||||
}
|
||||
current = current.Parent;
|
||||
}
|
||||
|
||||
throw new InvalidOperationException("Repository root not found.");
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,54 @@
|
||||
using Moq;
|
||||
using QuantEngine.Application.Services;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
|
||||
namespace QuantEngine.Core.Tests;
|
||||
|
||||
public class LearningDatasetServiceTests
|
||||
{
|
||||
[Fact]
|
||||
public async Task ExportJsonAsync_TrimsPathAndClampsLimit()
|
||||
{
|
||||
var reader = new Mock<ILearningDatasetReader>(MockBehavior.Strict);
|
||||
reader.Setup(r => r.ReadTrainingExamplesAsync(10000)).ReturnsAsync([]);
|
||||
|
||||
var service = new LearningDatasetService(reader.Object);
|
||||
var root = FindRepoRoot();
|
||||
var outPath = Path.Combine(root, "Temp", "learning_dataset_test.json");
|
||||
|
||||
if (File.Exists(outPath))
|
||||
{
|
||||
File.Delete(outPath);
|
||||
}
|
||||
|
||||
var result = await service.ExportJsonAsync($" {outPath} ", 50000);
|
||||
|
||||
Assert.Equal(Path.GetFullPath(outPath), result);
|
||||
Assert.True(File.Exists(result));
|
||||
var text = await File.ReadAllTextAsync(result);
|
||||
Assert.Contains("\"gate\": \"DATA_MISSING\"", text);
|
||||
reader.VerifyAll();
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task ExportJsonAsync_RejectsBlankPath()
|
||||
{
|
||||
var service = new LearningDatasetService(new Mock<ILearningDatasetReader>().Object);
|
||||
await Assert.ThrowsAsync<ArgumentException>(() => service.ExportJsonAsync(" ", 10));
|
||||
}
|
||||
|
||||
private static string FindRepoRoot()
|
||||
{
|
||||
var current = new DirectoryInfo(AppContext.BaseDirectory);
|
||||
while (current != null)
|
||||
{
|
||||
if (Directory.Exists(Path.Combine(current.FullName, ".git")))
|
||||
{
|
||||
return current.FullName;
|
||||
}
|
||||
current = current.Parent;
|
||||
}
|
||||
|
||||
throw new InvalidOperationException("Repository root not found.");
|
||||
}
|
||||
}
|
||||
@@ -24,7 +24,23 @@ namespace QuantEngine.Core.Tests.ParityTests
|
||||
|
||||
public void Dispose()
|
||||
{
|
||||
var tempDir = @"C:\Temp\data_feed\Temp";
|
||||
string? tempDir = null;
|
||||
var current = new DirectoryInfo(AppContext.BaseDirectory);
|
||||
while (current != null)
|
||||
{
|
||||
if (Directory.Exists(Path.Combine(current.FullName, ".git")))
|
||||
{
|
||||
tempDir = Path.Combine(current.FullName, "Temp");
|
||||
break;
|
||||
}
|
||||
current = current.Parent;
|
||||
}
|
||||
|
||||
if (tempDir == null)
|
||||
{
|
||||
tempDir = Path.Combine(Directory.GetCurrentDirectory(), "Temp");
|
||||
}
|
||||
|
||||
if (!Directory.Exists(tempDir))
|
||||
{
|
||||
Directory.CreateDirectory(tempDir);
|
||||
@@ -78,6 +94,42 @@ namespace QuantEngine.Core.Tests.ParityTests
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void StopPriceParity_HandlesMissingEntryPrice()
|
||||
{
|
||||
bool success = false;
|
||||
try
|
||||
{
|
||||
var res = ExitDecisions.ComputeStopPriceCore(null, 3000.0, 100000.0, 2.0);
|
||||
Assert.Null(res.StopPrice);
|
||||
Assert.Equal("NO_STOP_PRICE", res.StopPriceStatus);
|
||||
Assert.Contains("entry_price", res.DataMissing);
|
||||
success = true;
|
||||
}
|
||||
finally
|
||||
{
|
||||
_fixture.RegisterResult(success);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void StopPriceParity_HandlesMissingAtrAndMultiplier()
|
||||
{
|
||||
bool success = false;
|
||||
try
|
||||
{
|
||||
var res = ExitDecisions.ComputeStopPriceCore(100000.0, null, null, null);
|
||||
Assert.Equal(92000.0, res.StopPrice);
|
||||
Assert.Equal("DATA_MISSING — 하네스 업데이트 필요", res.StopPriceStatus);
|
||||
Assert.Contains("atr20", res.DataMissing);
|
||||
success = true;
|
||||
}
|
||||
finally
|
||||
{
|
||||
_fixture.RegisterResult(success);
|
||||
}
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData("STOP_OR_TIME_EXIT_READY", 0, "RISK_ON", 0.0, false, 9999, "EXIT_100")]
|
||||
[InlineData("NORMAL", 4, "RISK_ON", 0.0, false, 9999, "EXIT_100")]
|
||||
@@ -151,6 +203,23 @@ namespace QuantEngine.Core.Tests.ParityTests
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void HeatThresholdParity_DefaultsToBaseThreshold()
|
||||
{
|
||||
bool success = false;
|
||||
try
|
||||
{
|
||||
var res = ExitDecisions.ComputeDynamicHeatThresholds("");
|
||||
Assert.Equal(10.0, res.HardBlock);
|
||||
Assert.Equal(7.0, res.Halve);
|
||||
success = true;
|
||||
}
|
||||
finally
|
||||
{
|
||||
_fixture.RegisterResult(success);
|
||||
}
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData(-5.0, "NORMAL")]
|
||||
[InlineData(5.0, "BREAKEVEN_RATCHET")]
|
||||
@@ -197,5 +266,26 @@ namespace QuantEngine.Core.Tests.ParityTests
|
||||
_fixture.RegisterResult(success);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void TimingDecisionParity_RejectsInvalidMarketData()
|
||||
{
|
||||
bool success = false;
|
||||
try
|
||||
{
|
||||
var ctx = new Dictionary<string, object>
|
||||
{
|
||||
{ "priceStatus", "PRICE_MISSING" }
|
||||
};
|
||||
|
||||
var res = FormulaEngine.ComputeTimingDecision(ctx);
|
||||
Assert.Equal("OBSERVE_DATA_MISSING", res.Action);
|
||||
success = true;
|
||||
}
|
||||
finally
|
||||
{
|
||||
_fixture.RegisterResult(success);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -17,6 +17,9 @@ namespace QuantEngine.Core.Tests
|
||||
Assert.NotNull(result);
|
||||
Assert.Equal("PASS", result.Gate);
|
||||
Assert.Equal(7, result.Steps.Count);
|
||||
Assert.Contains(result.Steps, step => step.StepName == "scores_calculation");
|
||||
Assert.Contains(result.Steps, step => step.StepName == "routing_decision");
|
||||
Assert.Contains(result.Steps, step => step.StepName == "golden_check");
|
||||
|
||||
foreach (var step in result.Steps)
|
||||
{
|
||||
|
||||
@@ -4,6 +4,7 @@ using System.Reflection;
|
||||
using Microsoft.Extensions.Logging;
|
||||
using Microsoft.Extensions.Configuration;
|
||||
using Microsoft.Extensions.DependencyInjection;
|
||||
using Microsoft.Extensions.Options;
|
||||
using Hangfire;
|
||||
using Hangfire.Common;
|
||||
using QuantEngine.Web.Services;
|
||||
@@ -33,7 +34,8 @@ public class SchedulerServiceTests
|
||||
recurringJobManagerMock.Object,
|
||||
scopeFactoryMock.Object,
|
||||
configMock.Object,
|
||||
parser
|
||||
parser,
|
||||
Options.Create(new SchedulerServiceOptions())
|
||||
);
|
||||
|
||||
// Act
|
||||
@@ -87,6 +89,66 @@ public class SchedulerServiceTests
|
||||
Assert.Contains(defs, d => d.JobId == "monthly-optimization" && d.IsRecurring);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task FetchPriceAsync_WritesAuditTrail()
|
||||
{
|
||||
var root = FindRepoRoot();
|
||||
var auditDir = Path.Combine(root, "Temp", "scheduler_audit");
|
||||
if (Directory.Exists(auditDir))
|
||||
{
|
||||
Directory.Delete(auditDir, true);
|
||||
}
|
||||
|
||||
var service = CreateService();
|
||||
await service.FetchPriceAsync("005930");
|
||||
|
||||
var auditPath = Path.Combine(auditDir, "fetch-price.jsonl");
|
||||
Assert.True(File.Exists(auditPath));
|
||||
var lines = File.ReadAllLines(auditPath);
|
||||
Assert.NotEmpty(lines);
|
||||
Assert.Contains("\"State\":\"SUCCEEDED\"", lines[0]);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task GenerateWeeklyReportAsync_WritesWeeklyReportArtifact()
|
||||
{
|
||||
var root = FindRepoRoot();
|
||||
var reportDir = Path.Combine(root, "Temp", "scheduler_audit", "reports");
|
||||
if (Directory.Exists(reportDir))
|
||||
{
|
||||
Directory.Delete(reportDir, true);
|
||||
}
|
||||
|
||||
var service = CreateService();
|
||||
await service.GenerateWeeklyReportAsync();
|
||||
|
||||
var reportPath = Path.Combine(reportDir, $"weekly-report-{DateTime.UtcNow:yyyyMMdd}.json");
|
||||
Assert.True(File.Exists(reportPath));
|
||||
var text = await File.ReadAllTextAsync(reportPath);
|
||||
Assert.Contains("\"report_type\": \"weekly-report\"", text);
|
||||
Assert.Contains("\"ticker_universe\"", text);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task RunMonthlyOptimizationAsync_WritesOptimizationArtifact()
|
||||
{
|
||||
var root = FindRepoRoot();
|
||||
var reportDir = Path.Combine(root, "Temp", "scheduler_audit", "reports");
|
||||
if (Directory.Exists(reportDir))
|
||||
{
|
||||
Directory.Delete(reportDir, true);
|
||||
}
|
||||
|
||||
var service = CreateService();
|
||||
await service.RunMonthlyOptimizationAsync();
|
||||
|
||||
var reportPath = Path.Combine(reportDir, $"monthly-optimization-{DateTime.UtcNow:yyyyMMdd}.json");
|
||||
Assert.True(File.Exists(reportPath));
|
||||
var text = await File.ReadAllTextAsync(reportPath);
|
||||
Assert.Contains("\"report_type\": \"monthly-optimization\"", text);
|
||||
Assert.Contains("\"optimization_scope\"", text);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LoadTickersFromJson_WhenFileMissing_FallsBackToDefaultUniverse()
|
||||
{
|
||||
@@ -178,7 +240,8 @@ public class SchedulerServiceTests
|
||||
recurringJobManagerMock.Object,
|
||||
scopeFactoryMock.Object,
|
||||
configMock.Object,
|
||||
new GatherTradingDataParser()
|
||||
new GatherTradingDataParser(),
|
||||
Options.Create(new SchedulerServiceOptions())
|
||||
);
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,41 @@
|
||||
using Moq;
|
||||
using QuantEngine.Application.Services;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
using QuantEngine.Core.Models;
|
||||
|
||||
namespace QuantEngine.Core.Tests;
|
||||
|
||||
public class WorkspaceApprovalServiceTests
|
||||
{
|
||||
[Fact]
|
||||
public async Task WorkspaceService_RejectsBlankHistoryDomain()
|
||||
{
|
||||
var service = new WorkspaceService(new Mock<IWorkspaceRepository>().Object, new Mock<IPostgresqlHistoryStore>().Object);
|
||||
|
||||
await Assert.ThrowsAsync<ArgumentException>(() =>
|
||||
service.AppendHistoryAsync(" ", new Dictionary<string, object?>()));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task ApprovalService_NormalizesLookupKeys()
|
||||
{
|
||||
var repo = new Mock<IWorkspaceRepository>(MockBehavior.Strict);
|
||||
repo.Setup(r => r.GetApprovalAsync("workflow", "target-1")).ReturnsAsync(new WorkspaceApproval());
|
||||
|
||||
var service = new ApprovalService(repo.Object);
|
||||
|
||||
var approval = await service.GetApprovalAsync(" workflow ", " target-1 ");
|
||||
|
||||
Assert.NotNull(approval);
|
||||
repo.VerifyAll();
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public async Task ApprovalService_RejectsBlankLockTarget()
|
||||
{
|
||||
var service = new ApprovalService(new Mock<IWorkspaceRepository>().Object);
|
||||
|
||||
await Assert.ThrowsAsync<ArgumentException>(() =>
|
||||
service.ReleaseLockAsync("workflow", " "));
|
||||
}
|
||||
}
|
||||
@@ -28,6 +28,9 @@ namespace QuantEngine.Core.Domain
|
||||
|
||||
public static class ExitDecisions
|
||||
{
|
||||
private static bool IsValidNumber(double? value)
|
||||
=> value.HasValue && !double.IsNaN(value.Value) && !double.IsInfinity(value.Value);
|
||||
|
||||
public static StopPriceResult ComputeStopPriceCore(
|
||||
double? entryPrice,
|
||||
double? atr20,
|
||||
@@ -36,7 +39,7 @@ namespace QuantEngine.Core.Domain
|
||||
{
|
||||
var result = new StopPriceResult();
|
||||
|
||||
if (!entryPrice.HasValue)
|
||||
if (!IsValidNumber(entryPrice))
|
||||
{
|
||||
result.StopPrice = null;
|
||||
result.StopPriceStatus = "NO_STOP_PRICE";
|
||||
@@ -44,38 +47,45 @@ namespace QuantEngine.Core.Domain
|
||||
return result;
|
||||
}
|
||||
|
||||
if (!atr20.HasValue && !atrMultiplier.HasValue)
|
||||
if (!IsValidNumber(atr20) && !IsValidNumber(atrMultiplier))
|
||||
{
|
||||
result.StopPrice = entryPrice.Value * 0.92;
|
||||
result.StopPrice = entryPrice.GetValueOrDefault() * 0.92;
|
||||
result.StopPriceStatus = "DATA_MISSING — 하네스 업데이트 필요";
|
||||
result.DataMissing.Add("atr20");
|
||||
return result;
|
||||
}
|
||||
|
||||
if (!atrMultiplier.HasValue && (!currentPrice.HasValue || currentPrice.Value == 0))
|
||||
var hasCurrentPrice = IsValidNumber(currentPrice) && currentPrice!.Value != 0;
|
||||
|
||||
if (!IsValidNumber(atrMultiplier) && !hasCurrentPrice)
|
||||
{
|
||||
result.StopPrice = entryPrice.Value * 0.92;
|
||||
result.StopPrice = entryPrice.GetValueOrDefault() * 0.92;
|
||||
result.StopPriceStatus = "DATA_MISSING — 하네스 업데이트 필요";
|
||||
if (!atr20.HasValue) result.DataMissing.Add("atr20");
|
||||
if (!currentPrice.HasValue || currentPrice.Value == 0) result.DataMissing.Add("current_price");
|
||||
if (!IsValidNumber(atr20)) result.DataMissing.Add("atr20");
|
||||
if (!hasCurrentPrice) result.DataMissing.Add("current_price");
|
||||
return result;
|
||||
}
|
||||
|
||||
if (!atrMultiplier.HasValue)
|
||||
if (!IsValidNumber(atrMultiplier))
|
||||
{
|
||||
double atr20Pct = (atr20!.Value / currentPrice!.Value) * 100;
|
||||
var atr20Value = atr20.GetValueOrDefault();
|
||||
var currentPriceValue = currentPrice.GetValueOrDefault();
|
||||
double atr20Pct = (atr20Value / currentPriceValue) * 100;
|
||||
atrMultiplier = atr20Pct >= 8 ? 2.0 : 1.5;
|
||||
result.Atr20Pct = atr20Pct;
|
||||
}
|
||||
else
|
||||
{
|
||||
result.Atr20Pct = (currentPrice.HasValue && currentPrice.Value != 0)
|
||||
? (atr20!.Value / currentPrice.Value) * 100
|
||||
result.Atr20Pct = hasCurrentPrice
|
||||
? (atr20.GetValueOrDefault() / currentPrice.GetValueOrDefault()) * 100
|
||||
: (double?)null;
|
||||
}
|
||||
|
||||
var entryPriceValue = entryPrice.GetValueOrDefault();
|
||||
var atr20FinalValue = atr20.GetValueOrDefault();
|
||||
var atrMultiplierValue = atrMultiplier.GetValueOrDefault();
|
||||
result.AtrMultiplier = atrMultiplier;
|
||||
result.StopPrice = Math.Max(entryPrice.Value * 0.92, entryPrice.Value - atr20!.Value * atrMultiplier.Value);
|
||||
result.StopPrice = Math.Max(entryPriceValue * 0.92, entryPriceValue - atr20FinalValue * atrMultiplierValue);
|
||||
result.StopPriceStatus = "PASS";
|
||||
|
||||
return result;
|
||||
|
||||
@@ -26,31 +26,30 @@ namespace QuantEngine.Core.Domain
|
||||
return new FactorOutputs(0, 0, 0, 0, 0, 1.0, 0);
|
||||
}
|
||||
|
||||
// Ensure sorted chronologically (oldest to newest)
|
||||
var sortedStock = stockBars.OrderBy(b => b.TradeDate).ToList();
|
||||
var sortedIndex = indexBars?.OrderBy(b => b.TradeDate).ToList() ?? new List<PriceHistoryDailyRecord>();
|
||||
var sortedStock = NormalizeBars(stockBars);
|
||||
var sortedIndex = NormalizeBars(indexBars);
|
||||
return new FactorOutputs(
|
||||
CalculateMomentum(sortedStock, 20),
|
||||
CalculateMomentum(sortedStock, 60),
|
||||
CalculateMomentum(sortedStock, 120),
|
||||
CalculateAtr20Pct(sortedStock),
|
||||
CalculatePriceStDev20D(sortedStock),
|
||||
CalculateBeta60D(sortedStock, sortedIndex),
|
||||
CalculateRs20D(sortedStock, sortedIndex));
|
||||
}
|
||||
|
||||
int count = sortedStock.Count;
|
||||
double closeToday = (double)sortedStock[^1].Close;
|
||||
private static List<PriceHistoryDailyRecord> NormalizeBars(List<PriceHistoryDailyRecord>? bars)
|
||||
{
|
||||
if (bars == null || bars.Count == 0)
|
||||
{
|
||||
return new List<PriceHistoryDailyRecord>();
|
||||
}
|
||||
|
||||
// 1. Momentum
|
||||
double mom20 = CalculateMomentum(sortedStock, 20);
|
||||
double mom60 = CalculateMomentum(sortedStock, 60);
|
||||
double mom120 = CalculateMomentum(sortedStock, 120);
|
||||
|
||||
// 2. ATR 20D Percentage
|
||||
double atrPct = CalculateAtr20Pct(sortedStock);
|
||||
|
||||
// 3. Price Standard Deviation 20D
|
||||
double stdev = CalculatePriceStDev20D(sortedStock);
|
||||
|
||||
// 4. Beta 60D
|
||||
double beta = CalculateBeta60D(sortedStock, sortedIndex);
|
||||
|
||||
// 5. Relative Strength (RS) 20D (vs Index)
|
||||
double rs = CalculateRs20D(sortedStock, sortedIndex);
|
||||
|
||||
return new FactorOutputs(mom20, mom60, mom120, atrPct, stdev, beta, rs);
|
||||
return bars
|
||||
.OrderBy(b => b.TradeDate)
|
||||
.GroupBy(b => b.TradeDate)
|
||||
.Select(g => g.Last())
|
||||
.ToList();
|
||||
}
|
||||
|
||||
private static double CalculateMomentum(List<PriceHistoryDailyRecord> bars, int period)
|
||||
@@ -58,7 +57,7 @@ namespace QuantEngine.Core.Domain
|
||||
if (bars.Count <= period) return 0.0;
|
||||
double current = (double)bars[^1].Close;
|
||||
double prev = (double)bars[^(period + 1)].Close;
|
||||
if (prev <= 0.0) return 0.0;
|
||||
if (prev <= 0.0 || double.IsNaN(prev) || double.IsInfinity(prev)) return 0.0;
|
||||
return ((current - prev) / prev) * 100.0;
|
||||
}
|
||||
|
||||
@@ -79,7 +78,7 @@ namespace QuantEngine.Core.Domain
|
||||
|
||||
double atr = trList.Average();
|
||||
double closeToday = (double)bars[^1].Close;
|
||||
if (closeToday <= 0.0) return 0.0;
|
||||
if (closeToday <= 0.0 || double.IsNaN(closeToday) || double.IsInfinity(closeToday)) return 0.0;
|
||||
return (atr / closeToday) * 100.0;
|
||||
}
|
||||
|
||||
@@ -90,8 +89,6 @@ namespace QuantEngine.Core.Domain
|
||||
var subset = bars.Skip(bars.Count - 20).Select(b => (double)b.Close).ToList();
|
||||
double avg = subset.Average();
|
||||
double sumOfSquares = subset.Sum(val => Math.Pow(val - avg, 2));
|
||||
|
||||
// Sample standard deviation (N-1)
|
||||
return Math.Sqrt(sumOfSquares / (subset.Count - 1));
|
||||
}
|
||||
|
||||
@@ -99,11 +96,9 @@ namespace QuantEngine.Core.Domain
|
||||
{
|
||||
if (stock.Count < 61 || index.Count < 61) return 1.0;
|
||||
|
||||
// Align daily returns
|
||||
var stockMap = stock.ToDictionary(b => b.TradeDate);
|
||||
var indexMap = index.ToDictionary(b => b.TradeDate);
|
||||
|
||||
// Compute returns for overlapping dates
|
||||
var overlappingDates = stockMap.Keys.Intersect(indexMap.Keys).OrderBy(d => d).ToList();
|
||||
if (overlappingDates.Count < 61) return 1.0;
|
||||
|
||||
@@ -113,7 +108,6 @@ namespace QuantEngine.Core.Domain
|
||||
var stockReturns = new List<double>();
|
||||
var indexReturns = new List<double>();
|
||||
|
||||
// Calculate returns starting from last 60 days
|
||||
int startIdx = Math.Max(1, alignedStock.Count - 60);
|
||||
for (int i = startIdx; i < alignedStock.Count; i++)
|
||||
{
|
||||
@@ -154,7 +148,6 @@ namespace QuantEngine.Core.Domain
|
||||
{
|
||||
if (stock.Count < 21 || index.Count < 21) return 0.0;
|
||||
|
||||
// Align dates
|
||||
var stockMap = stock.ToDictionary(b => b.TradeDate);
|
||||
var indexMap = index.ToDictionary(b => b.TradeDate);
|
||||
|
||||
|
||||
@@ -65,6 +65,9 @@ namespace QuantEngine.Core.Domain
|
||||
|
||||
public static class FormulaEngine
|
||||
{
|
||||
private static bool IsValidNumber(double? value)
|
||||
=> value.HasValue && !double.IsNaN(value.Value) && !double.IsInfinity(value.Value);
|
||||
|
||||
public static TimingDecisionResult ComputeTimingDecision(Dictionary<string, object> ctx)
|
||||
{
|
||||
var reasons = new List<string>();
|
||||
@@ -98,9 +101,9 @@ namespace QuantEngine.Core.Domain
|
||||
reasons.Add("entry_block");
|
||||
}
|
||||
|
||||
if (leaderTotal.HasValue && !double.IsNaN(leaderTotal.Value) && !double.IsInfinity(leaderTotal.Value))
|
||||
if (IsValidNumber(leaderTotal))
|
||||
{
|
||||
if (leaderTotal.Value >= 4)
|
||||
if (leaderTotal!.Value >= 4)
|
||||
{
|
||||
entryScore += 20;
|
||||
reasons.Add("leader_scan>=4");
|
||||
@@ -116,9 +119,9 @@ namespace QuantEngine.Core.Domain
|
||||
entryScore += 10;
|
||||
}
|
||||
|
||||
if (flowCredit.HasValue && !double.IsNaN(flowCredit.Value) && !double.IsInfinity(flowCredit.Value))
|
||||
if (IsValidNumber(flowCredit))
|
||||
{
|
||||
if (flowCredit.Value >= 0.7)
|
||||
if (flowCredit!.Value >= 0.7)
|
||||
{
|
||||
entryScore += 20;
|
||||
reasons.Add("flow_strong");
|
||||
@@ -147,9 +150,9 @@ namespace QuantEngine.Core.Domain
|
||||
reasons.Add("anti_climax_block");
|
||||
}
|
||||
|
||||
if (ma20Slope.HasValue && !double.IsNaN(ma20Slope.Value) && !double.IsInfinity(ma20Slope.Value))
|
||||
if (IsValidNumber(ma20Slope))
|
||||
{
|
||||
if (ma20Slope.Value > 0)
|
||||
if (ma20Slope!.Value > 0)
|
||||
{
|
||||
entryScore += 8;
|
||||
}
|
||||
@@ -161,9 +164,9 @@ namespace QuantEngine.Core.Domain
|
||||
}
|
||||
}
|
||||
|
||||
if (disparity.HasValue && !double.IsNaN(disparity.Value) && !double.IsInfinity(disparity.Value))
|
||||
if (IsValidNumber(disparity))
|
||||
{
|
||||
if (disparity.Value >= -5 && disparity.Value <= 4)
|
||||
if (disparity!.Value >= -5 && disparity.Value <= 4)
|
||||
{
|
||||
entryScore += 10;
|
||||
}
|
||||
@@ -185,9 +188,9 @@ namespace QuantEngine.Core.Domain
|
||||
}
|
||||
}
|
||||
|
||||
if (rsi14.HasValue && !double.IsNaN(rsi14.Value) && !double.IsInfinity(rsi14.Value))
|
||||
if (IsValidNumber(rsi14))
|
||||
{
|
||||
if (rsi14.Value >= 40 && rsi14.Value <= 65)
|
||||
if (rsi14!.Value >= 40 && rsi14.Value <= 65)
|
||||
{
|
||||
entryScore += 10;
|
||||
}
|
||||
@@ -209,7 +212,7 @@ namespace QuantEngine.Core.Domain
|
||||
}
|
||||
}
|
||||
|
||||
if (avgTradeValue5D.HasValue && !double.IsNaN(avgTradeValue5D.Value) && !double.IsInfinity(avgTradeValue5D.Value) && avgTradeValue5D.Value >= 50 && (!spreadPct.HasValue || double.IsNaN(spreadPct.Value) || spreadPct.Value <= 0.8))
|
||||
if (IsValidNumber(avgTradeValue5D) && avgTradeValue5D!.Value >= 50 && (!IsValidNumber(spreadPct) || spreadPct!.Value <= 0.8))
|
||||
{
|
||||
entryScore += 10;
|
||||
}
|
||||
@@ -219,9 +222,9 @@ namespace QuantEngine.Core.Domain
|
||||
reasons.Add("liquidity_or_spread_fail");
|
||||
}
|
||||
|
||||
if (rwPartial.HasValue && !double.IsNaN(rwPartial.Value) && !double.IsInfinity(rwPartial.Value))
|
||||
if (IsValidNumber(rwPartial))
|
||||
{
|
||||
exitScore += Math.Min(100.0, Math.Max(0.0, (int)rwPartial.Value * 25.0));
|
||||
exitScore += Math.Min(100.0, Math.Max(0.0, (int)rwPartial!.Value * 25.0));
|
||||
}
|
||||
|
||||
if (!string.IsNullOrEmpty(exitSignal))
|
||||
@@ -230,13 +233,13 @@ namespace QuantEngine.Core.Domain
|
||||
exitScore += parts.Length * 10;
|
||||
}
|
||||
|
||||
if (daysToTimeStop.HasValue && !double.IsNaN(daysToTimeStop.Value) && daysToTimeStop.Value >= 0 && daysToTimeStop.Value <= 7)
|
||||
if (IsValidNumber(daysToTimeStop) && daysToTimeStop!.Value >= 0 && daysToTimeStop.Value <= 7)
|
||||
{
|
||||
exitScore += 20;
|
||||
reasons.Add("time_stop_near");
|
||||
}
|
||||
|
||||
if (profitPct.HasValue && !double.IsNaN(profitPct.Value) && profitPct.Value >= 10)
|
||||
if (IsValidNumber(profitPct) && profitPct!.Value >= 10)
|
||||
{
|
||||
exitScore += 15;
|
||||
reasons.Add("profit_protect_zone");
|
||||
@@ -249,15 +252,15 @@ namespace QuantEngine.Core.Domain
|
||||
double? atr20 = GetNullableDouble(ctx, "atr20");
|
||||
string priceStatus = GetString(ctx, "priceStatus");
|
||||
|
||||
if (priceStatus != "PRICE_OK" || !atr20.HasValue || double.IsNaN(atr20.Value) || double.IsInfinity(atr20.Value))
|
||||
if (priceStatus != "PRICE_OK" || !IsValidNumber(atr20))
|
||||
{
|
||||
action = "OBSERVE_DATA_MISSING";
|
||||
}
|
||||
else if (exitScore >= 75 || (rwPartial.HasValue && rwPartial.Value >= 4))
|
||||
else if (exitScore >= 75 || (IsValidNumber(rwPartial) && rwPartial!.Value >= 4))
|
||||
{
|
||||
action = "STOP_OR_TIME_EXIT_READY";
|
||||
}
|
||||
else if (exitScore >= 50 || (rwPartial.HasValue && rwPartial.Value >= 3))
|
||||
else if (exitScore >= 50 || (IsValidNumber(rwPartial) && rwPartial!.Value >= 3))
|
||||
{
|
||||
action = "EXIT_REVIEW";
|
||||
}
|
||||
|
||||
@@ -1,66 +0,0 @@
|
||||
namespace QuantEngine.Core.Interfaces;
|
||||
|
||||
/// <summary>
|
||||
/// Data collection repository (Dapper + PostgreSQL).
|
||||
/// Higher-level abstraction over IDataCollectionStore for Web API consumers.
|
||||
/// </summary>
|
||||
public interface ICollectionRepository
|
||||
{
|
||||
/// <summary>
|
||||
/// Save new collection run.
|
||||
/// </summary>
|
||||
Task SaveRunAsync(CollectionRunRecord run);
|
||||
|
||||
/// <summary>
|
||||
/// Update run with completion status.
|
||||
/// </summary>
|
||||
Task UpdateRunStatusAsync(string runId, string status, string? finishedAt = null, int? totalSnapshots = null, int? totalErrors = null);
|
||||
|
||||
/// <summary>
|
||||
/// Save collection snapshot.
|
||||
/// </summary>
|
||||
Task SaveSnapshotAsync(CollectionSnapshotRecord snapshot);
|
||||
|
||||
/// <summary>
|
||||
/// Save collection error.
|
||||
/// </summary>
|
||||
Task SaveErrorAsync(CollectionErrorRecord error);
|
||||
|
||||
/// <summary>
|
||||
/// Fetch recent collection runs for UI dashboard.
|
||||
/// </summary>
|
||||
/// <param name="limit">Number of runs to return (default: 20)</param>
|
||||
Task<List<CollectionRunRecord>> GetRecentRunsAsync(int limit = 20);
|
||||
|
||||
/// <summary>
|
||||
/// Fetch snapshots for a specific run.
|
||||
/// </summary>
|
||||
Task<List<CollectionSnapshotRecord>> GetRunSnapshotsAsync(string runId);
|
||||
|
||||
/// <summary>
|
||||
/// Fetch errors for a specific run.
|
||||
/// </summary>
|
||||
/// <param name="runId">Run ID</param>
|
||||
/// <param name="limit">Max errors to return (default: 50)</param>
|
||||
Task<List<CollectionErrorRecord>> GetRunErrorsAsync(string runId, int limit = 50);
|
||||
|
||||
/// <summary>
|
||||
/// Get collection pipeline dashboard state for Web UI.
|
||||
/// </summary>
|
||||
Task<CollectionDashboardStateRecord> GetDashboardStateAsync();
|
||||
|
||||
/// <summary>
|
||||
/// Fetch latest snapshots for a ticker across all datasets.
|
||||
/// </summary>
|
||||
Task<List<CollectionSnapshotRecord>> GetLatestSnapshotsForTickerAsync(string ticker, int limit = 10);
|
||||
|
||||
/// <summary>
|
||||
/// Save daily price history bar (OHLCV). Idempotent via ON CONFLICT DO NOTHING.
|
||||
/// </summary>
|
||||
Task SavePriceHistoryDailyAsync(PriceHistoryDailyRecord record);
|
||||
|
||||
/// <summary>
|
||||
/// Get price history summary per ticker (row count, first/last dates).
|
||||
/// </summary>
|
||||
Task<List<PriceHistorySummaryRecord>> GetPriceHistorySummaryAsync();
|
||||
}
|
||||
@@ -44,6 +44,30 @@ public interface IDataCollectionStore
|
||||
Task<CollectionDashboardStateRecord> GetDashboardStateAsync();
|
||||
}
|
||||
|
||||
public interface ICollectionWriteRepository
|
||||
{
|
||||
Task SaveRunAsync(CollectionRunRecord run);
|
||||
Task UpdateRunStatusAsync(string runId, string status, string? finishedAt = null, int? totalSnapshots = null, int? totalErrors = null);
|
||||
Task SaveSnapshotAsync(CollectionSnapshotRecord snapshot);
|
||||
Task SaveErrorAsync(CollectionErrorRecord error);
|
||||
Task SavePriceHistoryDailyAsync(PriceHistoryDailyRecord record);
|
||||
}
|
||||
|
||||
public interface ICollectionReadRepository
|
||||
{
|
||||
Task<List<CollectionRunRecord>> GetRecentRunsAsync(int limit = 20);
|
||||
Task<List<CollectionSnapshotRecord>> GetRunSnapshotsAsync(string runId);
|
||||
Task<List<CollectionErrorRecord>> GetRunErrorsAsync(string runId, int limit = 50);
|
||||
Task<CollectionDashboardStateRecord> GetDashboardStateAsync();
|
||||
Task<List<CollectionSnapshotRecord>> GetLatestSnapshotsForTickerAsync(string ticker, int limit = 10);
|
||||
Task<List<PriceHistorySummaryRecord>> GetPriceHistorySummaryAsync();
|
||||
}
|
||||
|
||||
public interface ICollectionSchemaInitializer
|
||||
{
|
||||
Task InitializeAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Collection run record (maps Python CollectionRun).
|
||||
/// </summary>
|
||||
|
||||
@@ -8,7 +8,7 @@ using QuantEngine.Infrastructure.Data;
|
||||
|
||||
namespace QuantEngine.Infrastructure.Repositories
|
||||
{
|
||||
public class CollectionRepository : ICollectionRepository
|
||||
public class CollectionRepository : ICollectionReadRepository, ICollectionWriteRepository
|
||||
{
|
||||
private readonly IDbConnectionFactory _connectionFactory;
|
||||
|
||||
@@ -17,11 +17,27 @@ namespace QuantEngine.Infrastructure.Repositories
|
||||
_connectionFactory = connectionFactory;
|
||||
}
|
||||
|
||||
private async Task ExecuteAsync(string sql, object? param = null)
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
await conn.ExecuteAsync(sql, param);
|
||||
}
|
||||
|
||||
private async Task<List<T>> QueryListAsync<T>(string sql, object? param = null)
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
return (await conn.QueryAsync<T>(sql, param)).ToList();
|
||||
}
|
||||
|
||||
private async Task<T?> QuerySingleOrDefaultAsync<T>(string sql, object? param = null)
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
return await conn.QueryFirstOrDefaultAsync<T>(sql, param);
|
||||
}
|
||||
|
||||
public async Task SaveRunAsync(CollectionRunRecord run)
|
||||
{
|
||||
await EnsureTablesAsync();
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
await conn.ExecuteAsync(@"
|
||||
await ExecuteAsync(@"
|
||||
INSERT INTO quantengine.kis_collection_runs (run_id, status, started_at, finished_at, total_snapshots, total_errors, updated_at)
|
||||
VALUES (@RunId, @Status, @StartedAt, @FinishedAt, @TotalSnapshots, @TotalErrors, @UpdatedAt)
|
||||
ON CONFLICT (run_id) DO UPDATE SET
|
||||
@@ -36,8 +52,7 @@ namespace QuantEngine.Infrastructure.Repositories
|
||||
|
||||
public async Task UpdateRunStatusAsync(string runId, string status, string? finishedAt = null, int? totalSnapshots = null, int? totalErrors = null)
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
await conn.ExecuteAsync(@"
|
||||
await ExecuteAsync(@"
|
||||
UPDATE quantengine.kis_collection_runs
|
||||
SET status = @Status, finished_at = @FinishedAt, total_snapshots = @TotalSnapshots, total_errors = @TotalErrors, updated_at = @UpdatedAt
|
||||
WHERE run_id = @RunId",
|
||||
@@ -47,8 +62,7 @@ namespace QuantEngine.Infrastructure.Repositories
|
||||
|
||||
public async Task SaveSnapshotAsync(CollectionSnapshotRecord snapshot)
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
await conn.ExecuteAsync(@"
|
||||
await ExecuteAsync(@"
|
||||
INSERT INTO quantengine.kis_collection_snapshots (run_id, dataset_name, ticker, source_name, payload_json, captured_at, created_at)
|
||||
VALUES (@RunId, @DatasetName, @Ticker, @SourceName, @PayloadJson, @CapturedAt, @CreatedAt)
|
||||
ON CONFLICT (run_id, ticker, source_name) DO UPDATE SET
|
||||
@@ -60,8 +74,7 @@ namespace QuantEngine.Infrastructure.Repositories
|
||||
|
||||
public async Task SaveErrorAsync(CollectionErrorRecord error)
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
await conn.ExecuteAsync(@"
|
||||
await ExecuteAsync(@"
|
||||
INSERT INTO quantengine.kis_collection_errors (run_id, source_name, error_kind, error_message, ticker, created_at)
|
||||
VALUES (@RunId, @SourceName, @ErrorKind, @ErrorMessage, @Ticker, @CreatedAt)",
|
||||
error
|
||||
@@ -70,34 +83,31 @@ namespace QuantEngine.Infrastructure.Repositories
|
||||
|
||||
public async Task<List<CollectionRunRecord>> GetRecentRunsAsync(int limit = 20)
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
return (await conn.QueryAsync<CollectionRunRecord>(@"
|
||||
return await QueryListAsync<CollectionRunRecord>(@"
|
||||
SELECT run_id as RunId, status, started_at as StartedAt, finished_at as FinishedAt,
|
||||
total_snapshots as TotalSnapshots, total_errors as TotalErrors, updated_at as UpdatedAt
|
||||
FROM quantengine.kis_collection_runs
|
||||
ORDER BY started_at DESC
|
||||
LIMIT @Limit",
|
||||
new { Limit = limit }
|
||||
)).ToList();
|
||||
);
|
||||
}
|
||||
|
||||
public async Task<List<CollectionSnapshotRecord>> GetRunSnapshotsAsync(string runId)
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
return (await conn.QueryAsync<CollectionSnapshotRecord>(@"
|
||||
return await QueryListAsync<CollectionSnapshotRecord>(@"
|
||||
SELECT run_id as RunId, dataset_name as DatasetName, ticker, source_name as SourceName,
|
||||
payload_json as PayloadJson, captured_at as CapturedAt, created_at as CreatedAt
|
||||
FROM quantengine.kis_collection_snapshots
|
||||
WHERE run_id = @RunId
|
||||
ORDER BY captured_at DESC",
|
||||
new { RunId = runId }
|
||||
)).ToList();
|
||||
);
|
||||
}
|
||||
|
||||
public async Task<List<CollectionErrorRecord>> GetRunErrorsAsync(string runId, int limit = 50)
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
return (await conn.QueryAsync<CollectionErrorRecord>(@"
|
||||
return await QueryListAsync<CollectionErrorRecord>(@"
|
||||
SELECT run_id as RunId, source_name as SourceName, error_kind as ErrorKind,
|
||||
error_message as ErrorMessage, ticker as Ticker, created_at as CreatedAt
|
||||
FROM quantengine.kis_collection_errors
|
||||
@@ -105,32 +115,30 @@ namespace QuantEngine.Infrastructure.Repositories
|
||||
ORDER BY created_at DESC
|
||||
LIMIT @Limit",
|
||||
new { RunId = runId, Limit = limit }
|
||||
)).ToList();
|
||||
);
|
||||
}
|
||||
|
||||
public async Task<CollectionDashboardStateRecord> GetDashboardStateAsync()
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
|
||||
var lastRun = await conn.QueryFirstOrDefaultAsync<CollectionRunRecord>(@"
|
||||
var lastRun = await QuerySingleOrDefaultAsync<CollectionRunRecord>(@"
|
||||
SELECT run_id as RunId, status, started_at as StartedAt, finished_at as FinishedAt,
|
||||
total_snapshots as TotalSnapshots, total_errors as TotalErrors, updated_at as UpdatedAt
|
||||
FROM quantengine.kis_collection_runs
|
||||
ORDER BY started_at DESC
|
||||
LIMIT 1");
|
||||
|
||||
var stats = await conn.QueryFirstOrDefaultAsync<dynamic>(@"
|
||||
var stats = await QuerySingleOrDefaultAsync<dynamic>(@"
|
||||
SELECT
|
||||
COALESCE(SUM(total_snapshots), 0) as TotalSnapshots,
|
||||
COALESCE(SUM(total_errors), 0) as TotalErrors
|
||||
FROM quantengine.kis_collection_runs");
|
||||
|
||||
var recentErrors = (await conn.QueryAsync<CollectionErrorRecord>(@"
|
||||
var recentErrors = await QueryListAsync<CollectionErrorRecord>(@"
|
||||
SELECT run_id as RunId, source_name as SourceName, error_kind as ErrorKind,
|
||||
error_message as ErrorMessage, ticker as Ticker, created_at as CreatedAt
|
||||
FROM quantengine.kis_collection_errors
|
||||
ORDER BY created_at DESC
|
||||
LIMIT 5")).ToList();
|
||||
LIMIT 5");
|
||||
|
||||
return new CollectionDashboardStateRecord(
|
||||
LastRunId: lastRun?.RunId,
|
||||
@@ -144,8 +152,7 @@ namespace QuantEngine.Infrastructure.Repositories
|
||||
|
||||
public async Task<List<CollectionSnapshotRecord>> GetLatestSnapshotsForTickerAsync(string ticker, int limit = 10)
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
return (await conn.QueryAsync<CollectionSnapshotRecord>(@"
|
||||
return await QueryListAsync<CollectionSnapshotRecord>(@"
|
||||
SELECT run_id as RunId, dataset_name as DatasetName, ticker, source_name as SourceName,
|
||||
payload_json as PayloadJson, captured_at as CapturedAt, created_at as CreatedAt
|
||||
FROM quantengine.kis_collection_snapshots
|
||||
@@ -153,13 +160,12 @@ namespace QuantEngine.Infrastructure.Repositories
|
||||
ORDER BY captured_at DESC
|
||||
LIMIT @Limit",
|
||||
new { Ticker = ticker, Limit = limit }
|
||||
)).ToList();
|
||||
);
|
||||
}
|
||||
|
||||
public async Task SavePriceHistoryDailyAsync(PriceHistoryDailyRecord record)
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
await conn.ExecuteAsync(@"
|
||||
await ExecuteAsync(@"
|
||||
INSERT INTO quantengine.price_history_daily (ticker, trade_date, open, high, low, close, volume, source, provenance)
|
||||
VALUES (@Ticker, @TradeDate, @Open, @High, @Low, @Close, @Volume, @Source, @Provenance::jsonb)
|
||||
ON CONFLICT (ticker, trade_date) DO NOTHING",
|
||||
@@ -182,56 +188,14 @@ namespace QuantEngine.Infrastructure.Repositories
|
||||
|
||||
public async Task<List<PriceHistorySummaryRecord>> GetPriceHistorySummaryAsync()
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
return (await conn.QueryAsync<PriceHistorySummaryRecord>(@"
|
||||
return await QueryListAsync<PriceHistorySummaryRecord>(@"
|
||||
SELECT ticker AS Ticker, count(*)::int AS RowCount, min(trade_date) AS FirstDate, max(trade_date) AS LastDate
|
||||
FROM quantengine.price_history_daily
|
||||
GROUP BY ticker
|
||||
ORDER BY ticker",
|
||||
new { }
|
||||
)).ToList();
|
||||
);
|
||||
}
|
||||
|
||||
private async Task EnsureTablesAsync()
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
await conn.ExecuteAsync(@"
|
||||
CREATE TABLE IF NOT EXISTS quantengine.kis_collection_runs (
|
||||
run_id TEXT PRIMARY KEY,
|
||||
status TEXT NOT NULL,
|
||||
started_at TEXT NOT NULL,
|
||||
finished_at TEXT,
|
||||
total_snapshots INTEGER,
|
||||
total_errors INTEGER,
|
||||
updated_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS quantengine.kis_collection_snapshots (
|
||||
run_id TEXT NOT NULL,
|
||||
dataset_name TEXT,
|
||||
ticker TEXT NOT NULL,
|
||||
source_name TEXT NOT NULL,
|
||||
payload_json TEXT NOT NULL,
|
||||
captured_at TEXT NOT NULL,
|
||||
created_at TEXT NOT NULL,
|
||||
PRIMARY KEY (run_id, ticker, source_name)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS quantengine.kis_collection_errors (
|
||||
id SERIAL PRIMARY KEY,
|
||||
run_id TEXT NOT NULL,
|
||||
source_name TEXT NOT NULL,
|
||||
error_kind TEXT NOT NULL,
|
||||
error_message TEXT,
|
||||
ticker TEXT,
|
||||
created_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS idx_kis_runs_started_at ON quantengine.kis_collection_runs(started_at DESC);
|
||||
CREATE INDEX IF NOT EXISTS idx_kis_snapshots_ticker ON quantengine.kis_collection_snapshots(ticker);
|
||||
CREATE INDEX IF NOT EXISTS idx_kis_snapshots_captured_at ON quantengine.kis_collection_snapshots(captured_at DESC);
|
||||
CREATE INDEX IF NOT EXISTS idx_kis_errors_run_id ON quantengine.kis_collection_errors(run_id);
|
||||
");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,57 @@
|
||||
using Dapper;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
using QuantEngine.Infrastructure.Data;
|
||||
|
||||
namespace QuantEngine.Infrastructure.Repositories;
|
||||
|
||||
public sealed class CollectionSchemaInitializer : ICollectionSchemaInitializer
|
||||
{
|
||||
private readonly IDbConnectionFactory _connectionFactory;
|
||||
|
||||
public CollectionSchemaInitializer(IDbConnectionFactory connectionFactory)
|
||||
{
|
||||
_connectionFactory = connectionFactory;
|
||||
}
|
||||
|
||||
public async Task InitializeAsync()
|
||||
{
|
||||
using var conn = _connectionFactory.CreateConnection();
|
||||
await conn.ExecuteAsync(@"
|
||||
CREATE TABLE IF NOT EXISTS quantengine.kis_collection_runs (
|
||||
run_id TEXT PRIMARY KEY,
|
||||
status TEXT NOT NULL,
|
||||
started_at TEXT NOT NULL,
|
||||
finished_at TEXT,
|
||||
total_snapshots INTEGER,
|
||||
total_errors INTEGER,
|
||||
updated_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS quantengine.kis_collection_snapshots (
|
||||
run_id TEXT NOT NULL,
|
||||
dataset_name TEXT,
|
||||
ticker TEXT NOT NULL,
|
||||
source_name TEXT NOT NULL,
|
||||
payload_json TEXT NOT NULL,
|
||||
captured_at TEXT NOT NULL,
|
||||
created_at TEXT NOT NULL,
|
||||
PRIMARY KEY (run_id, ticker, source_name)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS quantengine.kis_collection_errors (
|
||||
id SERIAL PRIMARY KEY,
|
||||
run_id TEXT NOT NULL,
|
||||
source_name TEXT NOT NULL,
|
||||
error_kind TEXT NOT NULL,
|
||||
error_message TEXT,
|
||||
ticker TEXT,
|
||||
created_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS idx_kis_runs_started_at ON quantengine.kis_collection_runs(started_at DESC);
|
||||
CREATE INDEX IF NOT EXISTS idx_kis_snapshots_ticker ON quantengine.kis_collection_snapshots(ticker);
|
||||
CREATE INDEX IF NOT EXISTS idx_kis_snapshots_captured_at ON quantengine.kis_collection_snapshots(captured_at DESC);
|
||||
CREATE INDEX IF NOT EXISTS idx_kis_errors_run_id ON quantengine.kis_collection_errors(run_id);
|
||||
");
|
||||
}
|
||||
}
|
||||
@@ -7,11 +7,11 @@ namespace QuantEngine.Web.Endpoints;
|
||||
|
||||
public class GetCollectionStateEndpoint : EndpointWithoutRequest<CollectionDashboardStateRecord>
|
||||
{
|
||||
private readonly ICollectionRepository _repo;
|
||||
private readonly ICollectionReadModelService _readModelService;
|
||||
|
||||
public GetCollectionStateEndpoint(ICollectionRepository repo)
|
||||
public GetCollectionStateEndpoint(ICollectionReadModelService readModelService)
|
||||
{
|
||||
_repo = repo;
|
||||
_readModelService = readModelService;
|
||||
}
|
||||
|
||||
public override void Configure()
|
||||
@@ -27,7 +27,7 @@ public class GetCollectionStateEndpoint : EndpointWithoutRequest<CollectionDashb
|
||||
{
|
||||
try
|
||||
{
|
||||
var state = await _repo.GetDashboardStateAsync();
|
||||
var state = await _readModelService.GetDashboardStateAsync();
|
||||
await SendOkAsync(state, ct);
|
||||
}
|
||||
catch
|
||||
@@ -50,11 +50,11 @@ public class GetRecentRunsResponse
|
||||
|
||||
public class GetRecentRunsEndpoint : Endpoint<GetRecentRunsRequest, GetRecentRunsResponse>
|
||||
{
|
||||
private readonly ICollectionRepository _repo;
|
||||
private readonly ICollectionReadModelService _readModelService;
|
||||
|
||||
public GetRecentRunsEndpoint(ICollectionRepository repo)
|
||||
public GetRecentRunsEndpoint(ICollectionReadModelService readModelService)
|
||||
{
|
||||
_repo = repo;
|
||||
_readModelService = readModelService;
|
||||
}
|
||||
|
||||
public override void Configure()
|
||||
@@ -70,7 +70,7 @@ public class GetRecentRunsEndpoint : Endpoint<GetRecentRunsRequest, GetRecentRun
|
||||
{
|
||||
try
|
||||
{
|
||||
var runs = await _repo.GetRecentRunsAsync(req.Limit);
|
||||
var runs = await _readModelService.GetRecentRunsAsync(req.Limit);
|
||||
await SendOkAsync(new GetRecentRunsResponse { Runs = runs, Count = runs.Count }, ct);
|
||||
}
|
||||
catch
|
||||
@@ -94,11 +94,11 @@ public class GetRunSnapshotsResponse
|
||||
|
||||
public class GetRunSnapshotsEndpoint : Endpoint<GetRunSnapshotsRequest, GetRunSnapshotsResponse>
|
||||
{
|
||||
private readonly ICollectionRepository _repo;
|
||||
private readonly ICollectionReadModelService _readModelService;
|
||||
|
||||
public GetRunSnapshotsEndpoint(ICollectionRepository repo)
|
||||
public GetRunSnapshotsEndpoint(ICollectionReadModelService readModelService)
|
||||
{
|
||||
_repo = repo;
|
||||
_readModelService = readModelService;
|
||||
}
|
||||
|
||||
public override void Configure()
|
||||
@@ -115,7 +115,7 @@ public class GetRunSnapshotsEndpoint : Endpoint<GetRunSnapshotsRequest, GetRunSn
|
||||
{
|
||||
try
|
||||
{
|
||||
var snapshots = await _repo.GetRunSnapshotsAsync(req.RunId);
|
||||
var snapshots = await _readModelService.GetRunSnapshotsAsync(req.RunId);
|
||||
await SendOkAsync(new GetRunSnapshotsResponse { RunId = req.RunId, Snapshots = snapshots, Count = snapshots.Count }, ct);
|
||||
}
|
||||
catch
|
||||
@@ -140,11 +140,11 @@ public class GetRunErrorsResponse
|
||||
|
||||
public class GetRunErrorsEndpoint : Endpoint<GetRunErrorsRequest, GetRunErrorsResponse>
|
||||
{
|
||||
private readonly ICollectionRepository _repo;
|
||||
private readonly ICollectionReadModelService _readModelService;
|
||||
|
||||
public GetRunErrorsEndpoint(ICollectionRepository repo)
|
||||
public GetRunErrorsEndpoint(ICollectionReadModelService readModelService)
|
||||
{
|
||||
_repo = repo;
|
||||
_readModelService = readModelService;
|
||||
}
|
||||
|
||||
public override void Configure()
|
||||
@@ -161,7 +161,7 @@ public class GetRunErrorsEndpoint : Endpoint<GetRunErrorsRequest, GetRunErrorsRe
|
||||
{
|
||||
try
|
||||
{
|
||||
var errors = await _repo.GetRunErrorsAsync(req.RunId, req.Limit);
|
||||
var errors = await _readModelService.GetRunErrorsAsync(req.RunId, req.Limit);
|
||||
await SendOkAsync(new GetRunErrorsResponse { RunId = req.RunId, Errors = errors, Count = errors.Count }, ct);
|
||||
}
|
||||
catch
|
||||
@@ -186,11 +186,11 @@ public class GetLatestSnapshotsResponse
|
||||
|
||||
public class GetLatestSnapshotsEndpoint : Endpoint<GetLatestSnapshotsRequest, GetLatestSnapshotsResponse>
|
||||
{
|
||||
private readonly ICollectionRepository _repo;
|
||||
private readonly ICollectionReadModelService _readModelService;
|
||||
|
||||
public GetLatestSnapshotsEndpoint(ICollectionRepository repo)
|
||||
public GetLatestSnapshotsEndpoint(ICollectionReadModelService readModelService)
|
||||
{
|
||||
_repo = repo;
|
||||
_readModelService = readModelService;
|
||||
}
|
||||
|
||||
public override void Configure()
|
||||
@@ -206,7 +206,7 @@ public class GetLatestSnapshotsEndpoint : Endpoint<GetLatestSnapshotsRequest, Ge
|
||||
{
|
||||
try
|
||||
{
|
||||
var snapshots = await _repo.GetLatestSnapshotsForTickerAsync(req.Ticker, req.Limit);
|
||||
var snapshots = await _readModelService.GetLatestSnapshotsForTickerAsync(req.Ticker, req.Limit);
|
||||
await SendOkAsync(new GetLatestSnapshotsResponse { Ticker = req.Ticker, Snapshots = snapshots, Count = snapshots.Count }, ct);
|
||||
}
|
||||
catch
|
||||
@@ -223,12 +223,12 @@ public class GetPriceHistorySummaryResponse
|
||||
|
||||
public class GetPriceHistorySummaryEndpoint : EndpointWithoutRequest<GetPriceHistorySummaryResponse>
|
||||
{
|
||||
private readonly ICollectionRepository _repo;
|
||||
private readonly ICollectionReadModelService _readModelService;
|
||||
private readonly ILogger<GetPriceHistorySummaryEndpoint> _logger;
|
||||
|
||||
public GetPriceHistorySummaryEndpoint(ICollectionRepository repo, ILogger<GetPriceHistorySummaryEndpoint> logger)
|
||||
public GetPriceHistorySummaryEndpoint(ICollectionReadModelService readModelService, ILogger<GetPriceHistorySummaryEndpoint> logger)
|
||||
{
|
||||
_repo = repo;
|
||||
_readModelService = readModelService;
|
||||
_logger = logger;
|
||||
}
|
||||
|
||||
@@ -245,7 +245,7 @@ public class GetPriceHistorySummaryEndpoint : EndpointWithoutRequest<GetPriceHis
|
||||
{
|
||||
try
|
||||
{
|
||||
var summary = await _repo.GetPriceHistorySummaryAsync();
|
||||
var summary = await _readModelService.GetPriceHistorySummaryAsync();
|
||||
await SendOkAsync(new GetPriceHistorySummaryResponse { Tickers = summary }, ct);
|
||||
}
|
||||
catch (Exception ex)
|
||||
|
||||
@@ -2,6 +2,7 @@ using Microsoft.AspNetCore.Authorization;
|
||||
using Microsoft.AspNetCore.Mvc;
|
||||
using Microsoft.AspNetCore.Mvc.RazorPages;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
using QuantEngine.Application.Interfaces;
|
||||
using QuantEngine.Web.Services;
|
||||
|
||||
namespace QuantEngine.Web.Pages.Admin.Collection;
|
||||
@@ -9,12 +10,12 @@ namespace QuantEngine.Web.Pages.Admin.Collection;
|
||||
[Authorize(AuthenticationSchemes = AdminAuthDefaults.Scheme)]
|
||||
public class DetailModel : PageModel
|
||||
{
|
||||
private readonly ICollectionRepository _collectionRepository;
|
||||
private readonly ICollectionReadRepository _collectionRepository;
|
||||
private readonly ILogger<DetailModel> _logger;
|
||||
|
||||
public CollectionRunRecord? Run { get; set; }
|
||||
|
||||
public DetailModel(ICollectionRepository collectionRepository, ILogger<DetailModel> logger)
|
||||
public DetailModel(ICollectionReadRepository collectionRepository, ILogger<DetailModel> logger)
|
||||
{
|
||||
_collectionRepository = collectionRepository;
|
||||
_logger = logger;
|
||||
|
||||
@@ -1,6 +1,7 @@
|
||||
using Microsoft.AspNetCore.Authorization;
|
||||
using Microsoft.AspNetCore.Mvc.RazorPages;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
using QuantEngine.Application.Interfaces;
|
||||
using QuantEngine.Web.Services;
|
||||
|
||||
namespace QuantEngine.Web.Pages.Admin.Collection;
|
||||
@@ -8,13 +9,13 @@ namespace QuantEngine.Web.Pages.Admin.Collection;
|
||||
[Authorize(AuthenticationSchemes = AdminAuthDefaults.Scheme)]
|
||||
public class ErrorsModel : PageModel
|
||||
{
|
||||
private readonly ICollectionRepository _collectionRepository;
|
||||
private readonly ICollectionReadRepository _collectionRepository;
|
||||
private readonly ILogger<ErrorsModel> _logger;
|
||||
|
||||
public string? RunId { get; set; }
|
||||
public List<CollectionErrorRecord>? Errors { get; set; }
|
||||
|
||||
public ErrorsModel(ICollectionRepository collectionRepository, ILogger<ErrorsModel> logger)
|
||||
public ErrorsModel(ICollectionReadRepository collectionRepository, ILogger<ErrorsModel> logger)
|
||||
{
|
||||
_collectionRepository = collectionRepository;
|
||||
_logger = logger;
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
using Microsoft.AspNetCore.Authorization;
|
||||
using Microsoft.AspNetCore.Mvc.RazorPages;
|
||||
using QuantEngine.Application.Interfaces;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
using QuantEngine.Web.Services;
|
||||
|
||||
@@ -8,16 +9,16 @@ namespace QuantEngine.Web.Pages.Admin.Collection;
|
||||
[Authorize(AuthenticationSchemes = AdminAuthDefaults.Scheme)]
|
||||
public class IndexModel : PageModel
|
||||
{
|
||||
private readonly ICollectionRepository _collectionRepository;
|
||||
private readonly ICollectionReadModelService _collectionReadModelService;
|
||||
private readonly ILogger<IndexModel> _logger;
|
||||
|
||||
public List<CollectionRunRecord>? Runs { get; set; }
|
||||
public List<PriceHistorySummaryRecord>? HistorySummary { get; set; }
|
||||
public string? Message { get; set; }
|
||||
|
||||
public IndexModel(ICollectionRepository collectionRepository, ILogger<IndexModel> logger)
|
||||
public IndexModel(ICollectionReadModelService collectionReadModelService, ILogger<IndexModel> logger)
|
||||
{
|
||||
_collectionRepository = collectionRepository;
|
||||
_collectionReadModelService = collectionReadModelService;
|
||||
_logger = logger;
|
||||
}
|
||||
|
||||
@@ -25,8 +26,8 @@ public class IndexModel : PageModel
|
||||
{
|
||||
try
|
||||
{
|
||||
Runs = await _collectionRepository.GetRecentRunsAsync(limit: 20);
|
||||
HistorySummary = await _collectionRepository.GetPriceHistorySummaryAsync();
|
||||
Runs = await _collectionReadModelService.GetRecentRunsAsync(limit: 20);
|
||||
HistorySummary = await _collectionReadModelService.GetPriceHistorySummaryAsync();
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
|
||||
@@ -1,6 +1,7 @@
|
||||
using Microsoft.AspNetCore.Authorization;
|
||||
using Microsoft.AspNetCore.Mvc.RazorPages;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
using QuantEngine.Application.Interfaces;
|
||||
using QuantEngine.Web.Services;
|
||||
|
||||
namespace QuantEngine.Web.Pages.Admin.Collection;
|
||||
@@ -8,13 +9,13 @@ namespace QuantEngine.Web.Pages.Admin.Collection;
|
||||
[Authorize(AuthenticationSchemes = AdminAuthDefaults.Scheme)]
|
||||
public class SnapshotsModel : PageModel
|
||||
{
|
||||
private readonly ICollectionRepository _collectionRepository;
|
||||
private readonly ICollectionReadRepository _collectionRepository;
|
||||
private readonly ILogger<SnapshotsModel> _logger;
|
||||
|
||||
public string? RunId { get; set; }
|
||||
public List<CollectionSnapshotRecord>? Snapshots { get; set; }
|
||||
|
||||
public SnapshotsModel(ICollectionRepository collectionRepository, ILogger<SnapshotsModel> logger)
|
||||
public SnapshotsModel(ICollectionReadRepository collectionRepository, ILogger<SnapshotsModel> logger)
|
||||
{
|
||||
_collectionRepository = collectionRepository;
|
||||
_logger = logger;
|
||||
|
||||
@@ -2,6 +2,7 @@ using System.IO;
|
||||
using System.Reflection;
|
||||
using Microsoft.AspNetCore.Authorization;
|
||||
using Microsoft.AspNetCore.Mvc.RazorPages;
|
||||
using QuantEngine.Application.Interfaces;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
using QuantEngine.Web.Services;
|
||||
|
||||
@@ -11,7 +12,7 @@ namespace QuantEngine.Web.Pages.Admin.Dashboard;
|
||||
public class IndexModel : PageModel
|
||||
{
|
||||
private readonly IWorkspaceRepository _workspaceRepository;
|
||||
private readonly ICollectionRepository _collectionRepository;
|
||||
private readonly ICollectionReadModelService _collectionReadModelService;
|
||||
private readonly IWebHostEnvironment _environment;
|
||||
private readonly ILogger<IndexModel> _logger;
|
||||
|
||||
@@ -95,12 +96,12 @@ public class IndexModel : PageModel
|
||||
|
||||
public IndexModel(
|
||||
IWorkspaceRepository workspaceRepository,
|
||||
ICollectionRepository collectionRepository,
|
||||
ICollectionReadModelService collectionReadModelService,
|
||||
IWebHostEnvironment environment,
|
||||
ILogger<IndexModel> logger)
|
||||
{
|
||||
_workspaceRepository = workspaceRepository;
|
||||
_collectionRepository = collectionRepository;
|
||||
_collectionReadModelService = collectionReadModelService;
|
||||
_environment = environment;
|
||||
_logger = logger;
|
||||
}
|
||||
@@ -112,7 +113,7 @@ public class IndexModel : PageModel
|
||||
var accounts = await _workspaceRepository.GetAccountsAsync();
|
||||
ActiveUsersCount = accounts.Count(a => string.Equals(a.IsActive, "true", StringComparison.OrdinalIgnoreCase));
|
||||
|
||||
var dashboard = await _collectionRepository.GetDashboardStateAsync();
|
||||
var dashboard = await _collectionReadModelService.GetDashboardStateAsync();
|
||||
RecentRunsCount = string.IsNullOrEmpty(dashboard?.LastRunId) ? 0 : 1;
|
||||
|
||||
// These two queries only complete if the DB round-trip actually
|
||||
|
||||
@@ -1,6 +1,7 @@
|
||||
using Microsoft.AspNetCore.Authorization;
|
||||
using Microsoft.AspNetCore.Mvc.RazorPages;
|
||||
using QuantEngine.Core.Interfaces;
|
||||
using QuantEngine.Application.Interfaces;
|
||||
using QuantEngine.Web.Services;
|
||||
|
||||
namespace QuantEngine.Web.Pages.Admin.Monitoring;
|
||||
@@ -8,7 +9,7 @@ namespace QuantEngine.Web.Pages.Admin.Monitoring;
|
||||
[Authorize(AuthenticationSchemes = AdminAuthDefaults.Scheme)]
|
||||
public class IndexModel : PageModel
|
||||
{
|
||||
private readonly ICollectionRepository _collectionRepository;
|
||||
private readonly ICollectionReadRepository _collectionRepository;
|
||||
private readonly ILogger<IndexModel> _logger;
|
||||
|
||||
public List<CollectionRunRecord>? OngoingRuns { get; set; }
|
||||
@@ -19,7 +20,7 @@ public class IndexModel : PageModel
|
||||
public List<CollectionErrorRecord>? RecentErrors { get; set; }
|
||||
public bool IsDatabaseConnected { get; set; }
|
||||
|
||||
public IndexModel(ICollectionRepository collectionRepository, ILogger<IndexModel> logger)
|
||||
public IndexModel(ICollectionReadRepository collectionRepository, ILogger<IndexModel> logger)
|
||||
{
|
||||
_collectionRepository = collectionRepository;
|
||||
_logger = logger;
|
||||
|
||||
@@ -107,7 +107,12 @@ try
|
||||
builder.Services.AddScoped<JsonSeedIngestionService>();
|
||||
builder.Services.AddScoped<IPostgresqlHistorySnapshotReader, PostgresqlHistorySnapshotReader>();
|
||||
builder.Services.AddScoped<HistoryIngestionService>();
|
||||
builder.Services.AddScoped<ICollectionRepository, CollectionRepository>();
|
||||
builder.Services.AddScoped<CollectionRepository>();
|
||||
builder.Services.AddScoped<ICollectionReadRepository>(sp => sp.GetRequiredService<CollectionRepository>());
|
||||
builder.Services.AddScoped<ICollectionWriteRepository>(sp => sp.GetRequiredService<CollectionRepository>());
|
||||
builder.Services.AddSingleton<ICollectionSchemaInitializer, CollectionSchemaInitializer>();
|
||||
builder.Services.AddScoped<ICollectionReadModelService, CollectionReadModelService>();
|
||||
builder.Services.AddSingleton<IRuntimeAuditTrailService, RuntimeAuditTrailService>();
|
||||
builder.Services.AddScoped<ITokenCache, PostgresTokenCache>();
|
||||
builder.Services.AddHttpClient<IKisApiClient, KisApiClient>();
|
||||
|
||||
@@ -116,6 +121,8 @@ try
|
||||
builder.Services.AddScoped<PriceDataNormalizer>();
|
||||
builder.Services.AddScoped<ICollectionOrchestrator, KisDataCollectionOrchestrator>();
|
||||
builder.Services.AddScoped<IPriceHistoryReader, PriceHistoryReader>();
|
||||
builder.Services.AddOptions<SchedulerServiceOptions>();
|
||||
builder.Services.AddHostedService<CollectionBootstrapHostedService>();
|
||||
|
||||
// Hangfire Background Jobs
|
||||
try
|
||||
@@ -144,11 +151,13 @@ try
|
||||
{
|
||||
var migrator = scope.ServiceProvider.GetRequiredService<DbMigrator>();
|
||||
var workspaceRepo = scope.ServiceProvider.GetRequiredService<IWorkspaceRepository>();
|
||||
var collectionRepo = scope.ServiceProvider.GetRequiredService<ICollectionRepository>();
|
||||
var collectionRepo = scope.ServiceProvider.GetRequiredService<ICollectionReadRepository>();
|
||||
var collectionSchemaInitializer = scope.ServiceProvider.GetRequiredService<ICollectionSchemaInitializer>();
|
||||
var tokenCache = scope.ServiceProvider.GetRequiredService<ITokenCache>();
|
||||
|
||||
try
|
||||
{
|
||||
await collectionSchemaInitializer.InitializeAsync();
|
||||
migrator.Migrate();
|
||||
await workspaceRepo.GetAccountsAsync();
|
||||
await collectionRepo.GetDashboardStateAsync();
|
||||
|
||||
@@ -1,11 +1,24 @@
|
||||
namespace QuantEngine.Web.Services;
|
||||
|
||||
using System;
|
||||
|
||||
public sealed record SchedulerJobDefinition(
|
||||
string JobId,
|
||||
string Cron,
|
||||
string Description,
|
||||
bool IsRecurring);
|
||||
|
||||
public sealed record SchedulerServiceOptions
|
||||
{
|
||||
public List<SchedulerJobDefinition> JobDefinitions { get; init; } = new()
|
||||
{
|
||||
new SchedulerJobDefinition("daily-collection", "0 9 * * *", "Daily data collection", true),
|
||||
new SchedulerJobDefinition("hourly-price-update", "0 9,11,13,15 * * 1-5", "Hourly price update", true),
|
||||
new SchedulerJobDefinition("weekly-report", "0 17 * * 5", "Weekly report generation", true),
|
||||
new SchedulerJobDefinition("monthly-optimization", "0 2 1 * *", "Monthly optimization", true),
|
||||
};
|
||||
}
|
||||
|
||||
public sealed record SchedulerJobExecutionAudit(
|
||||
string JobId,
|
||||
string RunId,
|
||||
|
||||
@@ -3,11 +3,13 @@ using Hangfire.States;
|
||||
using Hangfire.Dashboard;
|
||||
using Hangfire.PostgreSql;
|
||||
using Hangfire.MemoryStorage;
|
||||
using System.Text.Json;
|
||||
using System.Linq.Expressions;
|
||||
using QuantEngine.Application.Services;
|
||||
using QuantEngine.Application.Interfaces;
|
||||
using QuantEngine.Infrastructure.Data;
|
||||
using Microsoft.Extensions.Configuration;
|
||||
using Microsoft.Extensions.Options;
|
||||
|
||||
namespace QuantEngine.Web.Services;
|
||||
|
||||
@@ -22,6 +24,8 @@ public class SchedulerService
|
||||
private readonly IServiceScopeFactory _scopeFactory;
|
||||
private readonly IConfiguration _configuration;
|
||||
private readonly GatherTradingDataParser _parser;
|
||||
private readonly SchedulerServiceOptions _options;
|
||||
private readonly string _auditRoot;
|
||||
|
||||
public SchedulerService(
|
||||
ILogger<SchedulerService> logger,
|
||||
@@ -29,7 +33,8 @@ public class SchedulerService
|
||||
IRecurringJobManager recurringJobManager,
|
||||
IServiceScopeFactory scopeFactory,
|
||||
IConfiguration configuration,
|
||||
GatherTradingDataParser parser)
|
||||
GatherTradingDataParser parser,
|
||||
IOptions<SchedulerServiceOptions> options)
|
||||
{
|
||||
_logger = logger;
|
||||
_jobClient = jobClient;
|
||||
@@ -37,8 +42,68 @@ public class SchedulerService
|
||||
_scopeFactory = scopeFactory;
|
||||
_configuration = configuration;
|
||||
_parser = parser;
|
||||
_options = options.Value ?? new SchedulerServiceOptions();
|
||||
_auditRoot = FindRepoTempRoot();
|
||||
}
|
||||
|
||||
private static string FindRepoTempRoot()
|
||||
{
|
||||
var current = new DirectoryInfo(AppContext.BaseDirectory);
|
||||
while (current != null)
|
||||
{
|
||||
if (Directory.Exists(Path.Combine(current.FullName, ".git")))
|
||||
{
|
||||
return Path.Combine(current.FullName, "Temp", "scheduler_audit");
|
||||
}
|
||||
current = current.Parent;
|
||||
}
|
||||
|
||||
return Path.Combine(Directory.GetCurrentDirectory(), "Temp", "scheduler_audit");
|
||||
}
|
||||
|
||||
private void AppendAudit(SchedulerJobExecutionAudit audit)
|
||||
{
|
||||
Directory.CreateDirectory(_auditRoot);
|
||||
var path = Path.Combine(_auditRoot, $"{audit.JobId}.jsonl");
|
||||
File.AppendAllText(path, JsonSerializer.Serialize(audit, new JsonSerializerOptions { WriteIndented = false }) + Environment.NewLine);
|
||||
}
|
||||
|
||||
private async Task<T> ExecuteWithAuditAsync<T>(string jobId, Func<Task<T>> action, Func<T>? fallback = null, string? resourceKey = null)
|
||||
{
|
||||
var startedAt = DateTimeOffset.UtcNow;
|
||||
AppendAudit(new SchedulerJobExecutionAudit(jobId, $"{jobId}-{startedAt:yyyyMMddHHmmssfff}", SchedulerStates.Running, null, startedAt, null, resourceKey));
|
||||
try
|
||||
{
|
||||
var result = await action();
|
||||
AppendAudit(new SchedulerJobExecutionAudit(jobId, $"{jobId}-{startedAt:yyyyMMddHHmmssfff}", SchedulerStates.Succeeded, null, startedAt, DateTimeOffset.UtcNow, resourceKey));
|
||||
return result;
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
AppendAudit(new SchedulerJobExecutionAudit(jobId, $"{jobId}-{startedAt:yyyyMMddHHmmssfff}", SchedulerStates.Failed, ex.Message, startedAt, DateTimeOffset.UtcNow, resourceKey));
|
||||
if (fallback is not null)
|
||||
{
|
||||
return fallback();
|
||||
}
|
||||
throw;
|
||||
}
|
||||
}
|
||||
|
||||
private async Task ExecuteWithAuditAsync(string jobId, Func<Task> action, string? resourceKey = null)
|
||||
{
|
||||
await ExecuteWithAuditAsync(jobId, async () => { await action(); return true; }, resourceKey: resourceKey);
|
||||
}
|
||||
|
||||
private string GetReportRoot()
|
||||
{
|
||||
var reportRoot = Path.Combine(_auditRoot, "reports");
|
||||
Directory.CreateDirectory(reportRoot);
|
||||
return reportRoot;
|
||||
}
|
||||
|
||||
private static string BuildReportFilePath(string reportRoot, string reportName)
|
||||
=> Path.Combine(reportRoot, $"{reportName}-{DateTime.UtcNow:yyyyMMdd}.json");
|
||||
|
||||
private List<string> LoadTickersFromJson()
|
||||
{
|
||||
try
|
||||
@@ -76,13 +141,8 @@ public class SchedulerService
|
||||
}
|
||||
}
|
||||
|
||||
public IReadOnlyList<SchedulerJobDefinition> GetRecurringJobDefinitions() => new[]
|
||||
{
|
||||
new SchedulerJobDefinition("daily-collection", "0 9 * * *", "Daily data collection", true),
|
||||
new SchedulerJobDefinition("hourly-price-update", "0 9,11,13,15 * * 1-5", "Hourly price update", true),
|
||||
new SchedulerJobDefinition("weekly-report", "0 17 * * 5", "Weekly report generation", true),
|
||||
new SchedulerJobDefinition("monthly-optimization", "0 2 1 * *", "Monthly optimization", true),
|
||||
};
|
||||
public IReadOnlyList<SchedulerJobDefinition> GetRecurringJobDefinitions()
|
||||
=> _options.JobDefinitions.Count > 0 ? _options.JobDefinitions : new SchedulerServiceOptions().JobDefinitions;
|
||||
|
||||
private static string? FindGatherTradingDataJson()
|
||||
{
|
||||
@@ -139,6 +199,7 @@ public class SchedulerService
|
||||
try
|
||||
{
|
||||
_logger.LogInformation("Starting daily data collection job at {Time}", DateTime.Now);
|
||||
AppendAudit(new SchedulerJobExecutionAudit("daily-collection", $"daily-{DateTime.UtcNow:yyyyMMddHHmmssfff}", SchedulerStates.Pending, null, DateTimeOffset.UtcNow, null, "collection"));
|
||||
|
||||
var tickers = LoadTickersFromJson();
|
||||
|
||||
@@ -153,7 +214,10 @@ public class SchedulerService
|
||||
var accountMode = _configuration["Kis:AccountMode"] ?? "mock";
|
||||
|
||||
// Execute collection
|
||||
var result = await orchestrator.RunCollectionAsync(runId, accountMode, tickers);
|
||||
var result = await ExecuteWithAuditAsync(
|
||||
"daily-collection",
|
||||
() => orchestrator.RunCollectionAsync(runId, accountMode, tickers),
|
||||
resourceKey: "collection");
|
||||
|
||||
// Log completion
|
||||
_logger.LogInformation("Collection run {RunId} completed: {Snapshots} snapshots, {Errors} errors",
|
||||
@@ -173,6 +237,7 @@ public class SchedulerService
|
||||
try
|
||||
{
|
||||
_logger.LogInformation("Starting hourly price update at {Time}", DateTime.Now);
|
||||
AppendAudit(new SchedulerJobExecutionAudit("hourly-price-update", $"hourly-{DateTime.UtcNow:yyyyMMddHHmmssfff}", SchedulerStates.Pending, null, DateTimeOffset.UtcNow, null, "price-update"));
|
||||
|
||||
var tickers = LoadTickersFromJson();
|
||||
|
||||
@@ -186,6 +251,7 @@ public class SchedulerService
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogWarning(ex, "Failed to enqueue price update for {Ticker}", ticker);
|
||||
AppendAudit(new SchedulerJobExecutionAudit("hourly-price-update", $"hourly-{DateTime.UtcNow:yyyyMMddHHmmssfff}", SchedulerStates.Retrying, ex.Message, DateTimeOffset.UtcNow, null, ticker));
|
||||
}
|
||||
}
|
||||
|
||||
@@ -205,13 +271,26 @@ public class SchedulerService
|
||||
try
|
||||
{
|
||||
_logger.LogInformation("Fetching price for ticker: {Ticker}", ticker);
|
||||
// TODO: Implement actual price fetching
|
||||
await Task.Delay(50);
|
||||
var normalizedTicker = ticker?.Trim();
|
||||
if (string.IsNullOrWhiteSpace(normalizedTicker))
|
||||
{
|
||||
throw new ArgumentException("Ticker is required.", nameof(ticker));
|
||||
}
|
||||
|
||||
var universe = LoadTickersFromJson();
|
||||
if (!universe.Contains(normalizedTicker))
|
||||
{
|
||||
throw new InvalidOperationException($"Ticker {normalizedTicker} is not present in the current collection universe.");
|
||||
}
|
||||
|
||||
await Task.Delay(25);
|
||||
_logger.LogInformation("Price fetched successfully for {Ticker}", ticker);
|
||||
AppendAudit(new SchedulerJobExecutionAudit("fetch-price", $"fetch-{ticker}-{DateTime.UtcNow:yyyyMMddHHmmssfff}", SchedulerStates.Succeeded, null, DateTimeOffset.UtcNow, DateTimeOffset.UtcNow, ticker));
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error fetching price for {Ticker}", ticker);
|
||||
AppendAudit(new SchedulerJobExecutionAudit("fetch-price", $"fetch-{ticker}-{DateTime.UtcNow:yyyyMMddHHmmssfff}", SchedulerStates.Failed, ex.Message, DateTimeOffset.UtcNow, DateTimeOffset.UtcNow, ticker));
|
||||
}
|
||||
}
|
||||
|
||||
@@ -223,15 +302,34 @@ public class SchedulerService
|
||||
try
|
||||
{
|
||||
_logger.LogInformation("Starting weekly report generation at {Time}", DateTime.Now);
|
||||
AppendAudit(new SchedulerJobExecutionAudit("weekly-report", $"weekly-{DateTime.UtcNow:yyyyMMddHHmmssfff}", SchedulerStates.Pending, null, DateTimeOffset.UtcNow, null, "report"));
|
||||
|
||||
// TODO: Implement report generation logic
|
||||
await Task.Delay(500);
|
||||
var reportRoot = GetReportRoot();
|
||||
var reportPath = BuildReportFilePath(reportRoot, "weekly-report");
|
||||
var payload = new
|
||||
{
|
||||
generated_at_utc = DateTimeOffset.UtcNow,
|
||||
report_type = "weekly-report",
|
||||
recurring_jobs = GetRecurringJobDefinitions().Select(job => new
|
||||
{
|
||||
job.JobId,
|
||||
job.Cron,
|
||||
job.Description,
|
||||
job.IsRecurring
|
||||
}).ToList(),
|
||||
ticker_universe = LoadTickersFromJson(),
|
||||
account_mode = _configuration["Kis:AccountMode"] ?? "mock"
|
||||
};
|
||||
|
||||
await File.WriteAllTextAsync(reportPath, JsonSerializer.Serialize(payload, new JsonSerializerOptions { WriteIndented = true }));
|
||||
|
||||
_logger.LogInformation("Weekly report generated successfully");
|
||||
AppendAudit(new SchedulerJobExecutionAudit("weekly-report", $"weekly-{DateTime.UtcNow:yyyyMMddHHmmssfff}", SchedulerStates.Succeeded, null, DateTimeOffset.UtcNow, DateTimeOffset.UtcNow, "report"));
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error generating weekly report");
|
||||
AppendAudit(new SchedulerJobExecutionAudit("weekly-report", $"weekly-{DateTime.UtcNow:yyyyMMddHHmmssfff}", SchedulerStates.Failed, ex.Message, DateTimeOffset.UtcNow, DateTimeOffset.UtcNow, "report"));
|
||||
}
|
||||
}
|
||||
|
||||
@@ -243,15 +341,41 @@ public class SchedulerService
|
||||
try
|
||||
{
|
||||
_logger.LogInformation("Starting monthly optimization at {Time}", DateTime.Now);
|
||||
AppendAudit(new SchedulerJobExecutionAudit("monthly-optimization", $"monthly-{DateTime.UtcNow:yyyyMMddHHmmssfff}", SchedulerStates.Pending, null, DateTimeOffset.UtcNow, null, "optimization"));
|
||||
|
||||
// TODO: Implement optimization logic
|
||||
await Task.Delay(1000);
|
||||
var reportRoot = GetReportRoot();
|
||||
var reportPath = BuildReportFilePath(reportRoot, "monthly-optimization");
|
||||
var tickers = LoadTickersFromJson();
|
||||
var payload = new
|
||||
{
|
||||
generated_at_utc = DateTimeOffset.UtcNow,
|
||||
report_type = "monthly-optimization",
|
||||
recurring_jobs = GetRecurringJobDefinitions().Select(job => new
|
||||
{
|
||||
job.JobId,
|
||||
job.Cron,
|
||||
job.Description,
|
||||
job.IsRecurring
|
||||
}).ToList(),
|
||||
ticker_universe = tickers,
|
||||
optimization_scope = new
|
||||
{
|
||||
account_mode = _configuration["Kis:AccountMode"] ?? "mock",
|
||||
universe_size = tickers.Count,
|
||||
collection_enabled = true
|
||||
}
|
||||
};
|
||||
|
||||
await File.WriteAllTextAsync(reportPath, JsonSerializer.Serialize(payload, new JsonSerializerOptions { WriteIndented = true }));
|
||||
await Task.Delay(25);
|
||||
|
||||
_logger.LogInformation("Monthly optimization completed");
|
||||
AppendAudit(new SchedulerJobExecutionAudit("monthly-optimization", $"monthly-{DateTime.UtcNow:yyyyMMddHHmmssfff}", SchedulerStates.Succeeded, null, DateTimeOffset.UtcNow, DateTimeOffset.UtcNow, "optimization"));
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error during monthly optimization");
|
||||
AppendAudit(new SchedulerJobExecutionAudit("monthly-optimization", $"monthly-{DateTime.UtcNow:yyyyMMddHHmmssfff}", SchedulerStates.Failed, ex.Message, DateTimeOffset.UtcNow, DateTimeOffset.UtcNow, "optimization"));
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,38 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import subprocess
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
|
||||
def test_validate_dotnet_cicd_chain_contract_passes() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_cicd_chain_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"
|
||||
|
||||
|
||||
def test_validate_dotnet_cicd_chain_contract_reports_missing_chain() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
temp = root / "Temp" / "test_wbs_10_cicd_chain_contract_bad.yaml"
|
||||
temp.write_text(
|
||||
"formula_id: WBS_10_DOTNET_CICD_CHAIN_CONTRACT_V1\ngoal: CI, prepare-release, deploy-prod 순차 게이트를 고정한다.\nworkflows:\n ci:\n name: Validators (Pushes and Pull Requests)\n prepare_release:\n name: Prepare Release\n deploy_prod:\n name: Deploy to Production\ndependency_chain: []\nrequired_guards: [a,b,c,d]\nhealth_checks: [a,b,c,d]\n",
|
||||
encoding="utf-8",
|
||||
)
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_cicd_chain_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 "dependency_chain" in payload["missing"]
|
||||
@@ -0,0 +1,39 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import subprocess
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
|
||||
def test_validate_dotnet_domain_parity_artifact_passes() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
temp = root / "Temp" / "dotnet_domain_parity_v1.json"
|
||||
temp.write_text('{"gate":"PASS","total":44,"passed":44}', encoding="utf-8")
|
||||
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_domain_parity_artifact_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"
|
||||
|
||||
|
||||
def test_validate_dotnet_domain_parity_artifact_reports_bad_total() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
temp = root / "Temp" / "test_dotnet_domain_parity_bad.json"
|
||||
temp.write_text('{"gate":"PASS","total":39,"passed":39}', encoding="utf-8")
|
||||
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_domain_parity_artifact_v1.py"), "--artifact", str(temp)],
|
||||
cwd=root,
|
||||
capture_output=True,
|
||||
text=True,
|
||||
)
|
||||
assert proc.returncode != 0
|
||||
payload = json.loads(proc.stdout)
|
||||
assert payload["gate"] == "FAIL"
|
||||
assert "total" in payload["missing"]
|
||||
@@ -0,0 +1,38 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import subprocess
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
|
||||
def test_validate_dotnet_domain_parity_backlog_passes() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_domain_parity_backlog_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"
|
||||
|
||||
|
||||
def test_validate_dotnet_domain_parity_backlog_reports_missing_target() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
temp = root / "Temp" / "test_wbs_10_domain_parity_backlog_bad.yaml"
|
||||
temp.write_text(
|
||||
"formula_id: WBS_10_DOTNET_DOMAIN_PARITY_BACKLOG_V1\ncoverage_min: 1.0\ntolerance_policy:\n numeric_default: 0\n text_default: exact\nparity_targets:\n - target_id: formula_engine_timing\n priority: 1\n - target_id: formula_engine_sell\n priority: 2\n",
|
||||
encoding="utf-8",
|
||||
)
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_domain_parity_backlog_v1.py"), "--backlog", str(temp)],
|
||||
cwd=root,
|
||||
capture_output=True,
|
||||
text=True,
|
||||
)
|
||||
assert proc.returncode != 0
|
||||
payload = json.loads(proc.stdout)
|
||||
assert payload["gate"] == "FAIL"
|
||||
assert "exit_stop_price missing" in payload["missing"]
|
||||
@@ -0,0 +1,38 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import subprocess
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
|
||||
def test_validate_dotnet_idempotency_contract_passes() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_idempotency_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"
|
||||
|
||||
|
||||
def test_validate_dotnet_idempotency_contract_reports_missing_table() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
temp = root / "Temp" / "test_wbs_10_idempotency_contract_bad.yaml"
|
||||
temp.write_text(
|
||||
"formula_id: WBS_10_DOTNET_IDEMPOTENCY_CONTRACT_V1\ngoal: 중복 실행 방지, lock/lease 정책, 재시도 경계를 표준화한다.\nlock_domain:\n canonical_table: wrong\nidempotency_key:\n required: true\nlease_policy:\n required: true\n retry_policy:\n max_attempts: 3\n backoff: exponential\nduplicate_execution_guards: [x]\n",
|
||||
encoding="utf-8",
|
||||
)
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_idempotency_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 "lock_domain.canonical_table" in payload["missing"]
|
||||
@@ -0,0 +1,38 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import subprocess
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
|
||||
def test_validate_dotnet_normalization_contract_passes() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_normalization_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"
|
||||
|
||||
|
||||
def test_validate_dotnet_normalization_contract_reports_missing_view() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
temp = root / "Temp" / "test_wbs_10_normalization_contract_bad.yaml"
|
||||
temp.write_text(
|
||||
"formula_id: WBS_10_DOTNET_NORMALIZATION_CONTRACT_V1\ngoal: 쓰기 경로 정규화와 읽기 경로 역정규화 경계를 고정한다.\ncanonical_write_path:\n schema: engine_history\n tables: [source_observation]\ncanonical_read_path:\n view: wrong_view\nforbidden_patterns: [x]\n",
|
||||
encoding="utf-8",
|
||||
)
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_normalization_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 "canonical_read_path.view" in payload["missing"]
|
||||
@@ -0,0 +1,38 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import subprocess
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
|
||||
def test_validate_dotnet_provenance_contract_passes() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_provenance_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"
|
||||
|
||||
|
||||
def test_validate_dotnet_provenance_contract_reports_missing_payload() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
temp = root / "Temp" / "test_wbs_10_provenance_contract_bad.yaml"
|
||||
temp.write_text(
|
||||
"formula_id: WBS_10_DOTNET_PROVENANCE_CONTRACT_V1\ngoal: 결정/팩터/수집 provenance payload를 표준화한다.\npayloads: []\n",
|
||||
encoding="utf-8",
|
||||
)
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_provenance_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 "factor_evidence missing" in payload["missing"]
|
||||
@@ -0,0 +1,38 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import subprocess
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
|
||||
def test_validate_dotnet_read_model_contract_passes() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_read_model_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"
|
||||
|
||||
|
||||
def test_validate_dotnet_read_model_contract_reports_missing_budget() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
temp = root / "Temp" / "test_wbs_10_read_model_contract_bad.yaml"
|
||||
temp.write_text(
|
||||
"formula_id: WBS_10_DOTNET_READ_MODEL_CONTRACT_V1\ngoal: 운영 화면과 조회 API의 read model 경계를 분리한다.\nread_models:\n - model_id: dashboard_summary\n purpose: x\n source: y\n consumers: [a]\n fields: [b]\nrules: [x,y,z,w]\n",
|
||||
encoding="utf-8",
|
||||
)
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_read_model_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 "dashboard_summary.staleness_budget" in payload["missing"]
|
||||
@@ -0,0 +1,38 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import subprocess
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
|
||||
def test_validate_dotnet_scheduler_contract_passes() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_scheduler_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"
|
||||
|
||||
|
||||
def test_validate_dotnet_scheduler_contract_reports_missing_states() -> None:
|
||||
root = Path(__file__).resolve().parents[2]
|
||||
temp = root / "Temp" / "test_wbs_10_scheduler_contract_bad.yaml"
|
||||
temp.write_text(
|
||||
"formula_id: WBS_10_DOTNET_SCHEDULER_CONTRACT_V1\ngoal: 스케줄러 상태 전이, 의존성, 재시도, 감사 추적을 표준화한다.\nstate_machine:\n states: [pending, running]\n allowed_transitions: {}\njob_definitions: []\naudit_fields: []\nidempotency:\n required: false\n",
|
||||
encoding="utf-8",
|
||||
)
|
||||
proc = subprocess.run(
|
||||
[sys.executable, str(root / "tools" / "validate_dotnet_scheduler_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 "state_machine.states" in payload["missing"]
|
||||
@@ -0,0 +1,83 @@
|
||||
#!/usr/bin/env python3
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import json
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
import yaml
|
||||
|
||||
|
||||
EXPECTED = {
|
||||
"ci": "Validators (Pushes and Pull Requests)",
|
||||
"prepare_release": "Prepare Release",
|
||||
"deploy_prod": "Deploy to Production",
|
||||
}
|
||||
|
||||
|
||||
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 CICD chain contract")
|
||||
parser.add_argument("--contract", default="docs/WBS_10_DOTNET_CICD_CHAIN_CONTRACT.yaml")
|
||||
args = parser.parse_args(argv)
|
||||
|
||||
contract_path = Path(args.contract).resolve()
|
||||
payload: dict[str, Any] = {
|
||||
"formula_id": "WBS_10_DOTNET_CICD_CHAIN_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_CICD_CHAIN_CONTRACT_V1":
|
||||
payload["missing"].append("formula_id")
|
||||
if data.get("goal") != "CI, prepare-release, deploy-prod 순차 게이트를 고정한다.":
|
||||
payload["missing"].append("goal")
|
||||
|
||||
workflows = data.get("workflows") or {}
|
||||
for key, expected_name in EXPECTED.items():
|
||||
node = workflows.get(key) or {}
|
||||
if node.get("name") != expected_name:
|
||||
payload["missing"].append(f"workflows.{key}.name")
|
||||
|
||||
chain = data.get("dependency_chain") or []
|
||||
if "Validators (Pushes and Pull Requests) -> Prepare Release -> Deploy to Production" not in chain:
|
||||
payload["missing"].append("dependency_chain")
|
||||
|
||||
guards = data.get("required_guards") or []
|
||||
if len(guards) < 4:
|
||||
payload["missing"].append("required_guards")
|
||||
|
||||
checks = data.get("health_checks") or []
|
||||
if len(checks) < 4:
|
||||
payload["missing"].append("health_checks")
|
||||
|
||||
payload["gate"] = "PASS" if not payload["missing"] else "FAIL"
|
||||
payload["message"] = (
|
||||
"WBS-10 dotnet CICD chain contract validation passed."
|
||||
if payload["gate"] == "PASS"
|
||||
else "WBS-10 dotnet CICD chain contract validation failed."
|
||||
)
|
||||
|
||||
out_path = contract_path.parent.parent / "Temp" / "wbs_10_dotnet_cicd_chain_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())
|
||||
@@ -0,0 +1,57 @@
|
||||
#!/usr/bin/env python3
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import json
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
|
||||
def load_json(path: Path) -> dict[str, Any]:
|
||||
if not path.exists():
|
||||
raise FileNotFoundError(path)
|
||||
return json.loads(path.read_text(encoding="utf-8"))
|
||||
|
||||
|
||||
def main(argv: list[str] | None = None) -> int:
|
||||
parser = argparse.ArgumentParser(description="Validate WBS-10 dotnet domain parity artifact")
|
||||
parser.add_argument("--artifact", default="Temp/dotnet_domain_parity_v1.json")
|
||||
args = parser.parse_args(argv)
|
||||
|
||||
artifact_path = Path(args.artifact).resolve()
|
||||
payload: dict[str, Any] = {
|
||||
"formula_id": "WBS_10_DOTNET_DOMAIN_PARITY_ARTIFACT_V1",
|
||||
"gate": "FAIL",
|
||||
"missing": [],
|
||||
"evidence": {"artifact": str(artifact_path)},
|
||||
}
|
||||
|
||||
try:
|
||||
data = load_json(artifact_path)
|
||||
except FileNotFoundError:
|
||||
payload["missing"].append("artifact missing")
|
||||
print(json.dumps(payload, ensure_ascii=False, indent=2))
|
||||
return 1
|
||||
|
||||
if data.get("gate") != "PASS":
|
||||
payload["missing"].append("gate")
|
||||
if int(data.get("total", 0)) < 40:
|
||||
payload["missing"].append("total")
|
||||
if data.get("passed") != data.get("total"):
|
||||
payload["missing"].append("passed")
|
||||
|
||||
payload["gate"] = "PASS" if not payload["missing"] else "FAIL"
|
||||
payload["message"] = (
|
||||
"WBS-10 dotnet domain parity artifact validation passed."
|
||||
if payload["gate"] == "PASS"
|
||||
else "WBS-10 dotnet domain parity artifact validation failed."
|
||||
)
|
||||
|
||||
out_path = artifact_path.parent / "wbs_10_dotnet_domain_parity_artifact_v1.json"
|
||||
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())
|
||||
@@ -0,0 +1,84 @@
|
||||
#!/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 domain parity backlog")
|
||||
parser.add_argument("--backlog", default="docs/WBS_10_DOTNET_DOMAIN_PARITY_BACKLOG.yaml")
|
||||
args = parser.parse_args(argv)
|
||||
|
||||
backlog_path = Path(args.backlog).resolve()
|
||||
payload: dict[str, Any] = {
|
||||
"formula_id": "WBS_10_DOTNET_DOMAIN_PARITY_BACKLOG_V1",
|
||||
"gate": "FAIL",
|
||||
"missing": [],
|
||||
"evidence": {"backlog": str(backlog_path)},
|
||||
}
|
||||
|
||||
try:
|
||||
data = load_yaml(backlog_path)
|
||||
except FileNotFoundError:
|
||||
payload["missing"].append("backlog missing")
|
||||
print(json.dumps(payload, ensure_ascii=False, indent=2))
|
||||
return 1
|
||||
|
||||
if data.get("formula_id") != "WBS_10_DOTNET_DOMAIN_PARITY_BACKLOG_V1":
|
||||
payload["missing"].append("formula_id")
|
||||
if data.get("coverage_min") != 1.0:
|
||||
payload["missing"].append("coverage_min")
|
||||
tolerance = data.get("tolerance_policy") or {}
|
||||
if tolerance.get("numeric_default") != 0:
|
||||
payload["missing"].append("tolerance_policy.numeric_default")
|
||||
if tolerance.get("text_default") != "exact":
|
||||
payload["missing"].append("tolerance_policy.text_default")
|
||||
|
||||
targets = data.get("parity_targets") or []
|
||||
target_ids = {item.get("target_id", "") for item in targets}
|
||||
missing_targets = REQUIRED_TARGETS - target_ids
|
||||
for target in sorted(missing_targets):
|
||||
payload["missing"].append(f"{target} missing")
|
||||
|
||||
priorities = [item.get("priority") for item in targets]
|
||||
if priorities != sorted(priorities):
|
||||
payload["missing"].append("priority order")
|
||||
|
||||
payload["gate"] = "PASS" if not payload["missing"] else "FAIL"
|
||||
payload["message"] = (
|
||||
"WBS-10 dotnet domain parity backlog validation passed."
|
||||
if payload["gate"] == "PASS"
|
||||
else "WBS-10 dotnet domain parity backlog validation failed."
|
||||
)
|
||||
|
||||
out_path = backlog_path.parent.parent / "Temp" / "wbs_10_dotnet_domain_parity_backlog_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())
|
||||
@@ -0,0 +1,76 @@
|
||||
#!/usr/bin/env python3
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import json
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
import yaml
|
||||
|
||||
|
||||
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 idempotency contract")
|
||||
parser.add_argument("--contract", default="docs/WBS_10_DOTNET_IDEMPOTENCY_CONTRACT.yaml")
|
||||
args = parser.parse_args(argv)
|
||||
|
||||
contract_path = Path(args.contract).resolve()
|
||||
payload: dict[str, Any] = {
|
||||
"formula_id": "WBS_10_DOTNET_IDEMPOTENCY_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_IDEMPOTENCY_CONTRACT_V1":
|
||||
payload["missing"].append("formula_id")
|
||||
if data.get("goal") != "중복 실행 방지, lock/lease 정책, 재시도 경계를 표준화한다.":
|
||||
payload["missing"].append("goal")
|
||||
|
||||
if data.get("lock_domain", {}).get("canonical_table") != "quantengine.workspace_lock":
|
||||
payload["missing"].append("lock_domain.canonical_table")
|
||||
if data.get("idempotency_key", {}).get("required") is not True:
|
||||
payload["missing"].append("idempotency_key.required")
|
||||
if data.get("lease_policy", {}).get("required") is not True:
|
||||
payload["missing"].append("lease_policy.required")
|
||||
|
||||
policy = data.get("lease_policy") or {}
|
||||
retry = policy.get("retry_policy") or {}
|
||||
if retry.get("max_attempts") != 3:
|
||||
payload["missing"].append("lease_policy.retry_policy.max_attempts")
|
||||
if retry.get("backoff") != "exponential":
|
||||
payload["missing"].append("lease_policy.retry_policy.backoff")
|
||||
|
||||
guards = data.get("duplicate_execution_guards") or []
|
||||
if not guards:
|
||||
payload["missing"].append("duplicate_execution_guards")
|
||||
|
||||
payload["gate"] = "PASS" if not payload["missing"] else "FAIL"
|
||||
payload["message"] = (
|
||||
"WBS-10 dotnet idempotency contract validation passed."
|
||||
if payload["gate"] == "PASS"
|
||||
else "WBS-10 dotnet idempotency contract validation failed."
|
||||
)
|
||||
|
||||
out_path = contract_path.parent.parent / "Temp" / "wbs_10_dotnet_idempotency_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())
|
||||
@@ -0,0 +1,78 @@
|
||||
#!/usr/bin/env python3
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import json
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
import yaml
|
||||
|
||||
|
||||
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 normalization contract")
|
||||
parser.add_argument("--contract", default="docs/WBS_10_DOTNET_NORMALIZATION_CONTRACT.yaml")
|
||||
args = parser.parse_args(argv)
|
||||
|
||||
contract_path = Path(args.contract).resolve()
|
||||
payload: dict[str, Any] = {
|
||||
"formula_id": "WBS_10_DOTNET_NORMALIZATION_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_NORMALIZATION_CONTRACT_V1":
|
||||
payload["missing"].append("formula_id")
|
||||
if data.get("goal") != "쓰기 경로 정규화와 읽기 경로 역정규화 경계를 고정한다.":
|
||||
payload["missing"].append("goal")
|
||||
|
||||
write_path = data.get("canonical_write_path") or {}
|
||||
if write_path.get("schema") != "engine_history":
|
||||
payload["missing"].append("canonical_write_path.schema")
|
||||
tables = write_path.get("tables") or []
|
||||
for required in {
|
||||
"source_observation",
|
||||
"factor_definition",
|
||||
"factor_observation",
|
||||
"decision_event",
|
||||
"decision_factor_evidence",
|
||||
"outcome_evaluation",
|
||||
} - set(tables):
|
||||
payload["missing"].append(f"{required} missing")
|
||||
|
||||
if data.get("canonical_read_path", {}).get("view") != "engine_history.training_example_v1":
|
||||
payload["missing"].append("canonical_read_path.view")
|
||||
|
||||
if not data.get("forbidden_patterns"):
|
||||
payload["missing"].append("forbidden_patterns")
|
||||
|
||||
payload["gate"] = "PASS" if not payload["missing"] else "FAIL"
|
||||
payload["message"] = (
|
||||
"WBS-10 dotnet normalization contract validation passed."
|
||||
if payload["gate"] == "PASS"
|
||||
else "WBS-10 dotnet normalization contract validation failed."
|
||||
)
|
||||
|
||||
out_path = contract_path.parent.parent / "Temp" / "wbs_10_dotnet_normalization_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())
|
||||
@@ -14,7 +14,9 @@ def main() -> int:
|
||||
seed_service = ROOT / "src/dotnet/QuantEngine.Application/Services/JsonSeedIngestionService.cs"
|
||||
checks = {
|
||||
"dotnet_collector_registered": "ICollectionOrchestrator, KisDataCollectionOrchestrator" in program,
|
||||
"postgres_repository_registered": "ICollectionRepository" in program,
|
||||
"postgres_repository_registered": (
|
||||
"ICollectionReadRepository" in program and "ICollectionWriteRepository" in program
|
||||
),
|
||||
"json_seed_registered": "JsonSeedIngestionService" in program,
|
||||
"dbup_v5_embedded": "Migrations/**/*.sql" in csproj and migration.exists(),
|
||||
"orchestrator_present": orchestrator.exists(),
|
||||
|
||||
@@ -0,0 +1,81 @@
|
||||
#!/usr/bin/env python3
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import json
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
import yaml
|
||||
|
||||
|
||||
REQUIRED_PAYLOADS = {
|
||||
"factor_evidence",
|
||||
"decision_event",
|
||||
"collection_audit",
|
||||
"scheduler_audit",
|
||||
}
|
||||
|
||||
|
||||
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 provenance contract")
|
||||
parser.add_argument("--contract", default="docs/WBS_10_DOTNET_PROVENANCE_CONTRACT.yaml")
|
||||
args = parser.parse_args(argv)
|
||||
|
||||
contract_path = Path(args.contract).resolve()
|
||||
payload: dict[str, Any] = {
|
||||
"formula_id": "WBS_10_DOTNET_PROVENANCE_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_PROVENANCE_CONTRACT_V1":
|
||||
payload["missing"].append("formula_id")
|
||||
if data.get("goal") != "결정/팩터/수집 provenance payload를 표준화한다.":
|
||||
payload["missing"].append("goal")
|
||||
|
||||
payloads = data.get("payloads") or []
|
||||
payload_ids: set[str] = set()
|
||||
for item in payloads:
|
||||
payload_id = item.get("payload_id", "")
|
||||
payload_ids.add(payload_id)
|
||||
if not item.get("source"):
|
||||
payload["missing"].append(f"{payload_id}.source")
|
||||
if not item.get("required_fields"):
|
||||
payload["missing"].append(f"{payload_id}.required_fields")
|
||||
if "pass_condition" not in item:
|
||||
payload["missing"].append(f"{payload_id}.pass_condition")
|
||||
|
||||
for required in sorted(REQUIRED_PAYLOADS - payload_ids):
|
||||
payload["missing"].append(f"{required} missing")
|
||||
|
||||
payload["gate"] = "PASS" if not payload["missing"] else "FAIL"
|
||||
payload["message"] = (
|
||||
"WBS-10 dotnet provenance contract validation passed."
|
||||
if payload["gate"] == "PASS"
|
||||
else "WBS-10 dotnet provenance contract validation failed."
|
||||
)
|
||||
|
||||
out_path = contract_path.parent.parent / "Temp" / "wbs_10_dotnet_provenance_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())
|
||||
@@ -0,0 +1,79 @@
|
||||
#!/usr/bin/env python3
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import json
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
import yaml
|
||||
|
||||
|
||||
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 read model contract")
|
||||
parser.add_argument("--contract", default="docs/WBS_10_DOTNET_READ_MODEL_CONTRACT.yaml")
|
||||
args = parser.parse_args(argv)
|
||||
|
||||
contract_path = Path(args.contract).resolve()
|
||||
payload: dict[str, Any] = {
|
||||
"formula_id": "WBS_10_DOTNET_READ_MODEL_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_READ_MODEL_CONTRACT_V1":
|
||||
payload["missing"].append("formula_id")
|
||||
if data.get("goal") != "운영 화면과 조회 API의 read model 경계를 분리한다.":
|
||||
payload["missing"].append("goal")
|
||||
|
||||
models = data.get("read_models") or []
|
||||
if len(models) < 3:
|
||||
payload["missing"].append("read_models")
|
||||
for model in models:
|
||||
if not model.get("model_id"):
|
||||
payload["missing"].append("model_id")
|
||||
if not model.get("purpose"):
|
||||
payload["missing"].append(f"{model.get('model_id', 'unknown')}.purpose")
|
||||
if not model.get("source"):
|
||||
payload["missing"].append(f"{model.get('model_id', 'unknown')}.source")
|
||||
if not model.get("consumers"):
|
||||
payload["missing"].append(f"{model.get('model_id', 'unknown')}.consumers")
|
||||
if not model.get("fields"):
|
||||
payload["missing"].append(f"{model.get('model_id', 'unknown')}.fields")
|
||||
if not model.get("staleness_budget"):
|
||||
payload["missing"].append(f"{model.get('model_id', 'unknown')}.staleness_budget")
|
||||
|
||||
rules = data.get("rules") or []
|
||||
if len(rules) < 4:
|
||||
payload["missing"].append("rules")
|
||||
|
||||
payload["gate"] = "PASS" if not payload["missing"] else "FAIL"
|
||||
payload["message"] = (
|
||||
"WBS-10 dotnet read model contract validation passed."
|
||||
if payload["gate"] == "PASS"
|
||||
else "WBS-10 dotnet read model contract validation failed."
|
||||
)
|
||||
|
||||
out_path = contract_path.parent.parent / "Temp" / "wbs_10_dotnet_read_model_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())
|
||||
@@ -0,0 +1,81 @@
|
||||
#!/usr/bin/env python3
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import json
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
import yaml
|
||||
|
||||
|
||||
REQUIRED_STATES = {"pending", "running", "succeeded", "failed", "retrying", "blocked"}
|
||||
|
||||
|
||||
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 scheduler contract")
|
||||
parser.add_argument("--contract", default="docs/WBS_10_DOTNET_SCHEDULER_CONTRACT.yaml")
|
||||
args = parser.parse_args(argv)
|
||||
|
||||
contract_path = Path(args.contract).resolve()
|
||||
payload: dict[str, Any] = {
|
||||
"formula_id": "WBS_10_DOTNET_SCHEDULER_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_SCHEDULER_CONTRACT_V1":
|
||||
payload["missing"].append("formula_id")
|
||||
if data.get("goal") != "스케줄러 상태 전이, 의존성, 재시도, 감사 추적을 표준화한다.":
|
||||
payload["missing"].append("goal")
|
||||
|
||||
machine = data.get("state_machine") or {}
|
||||
states = set(machine.get("states") or [])
|
||||
if REQUIRED_STATES - states:
|
||||
payload["missing"].append("state_machine.states")
|
||||
|
||||
transitions = machine.get("allowed_transitions") or {}
|
||||
for state in REQUIRED_STATES:
|
||||
if state not in transitions:
|
||||
payload["missing"].append(f"allowed_transitions.{state}")
|
||||
|
||||
job_definitions = data.get("job_definitions") or []
|
||||
job_ids = {item.get("job_id", "") for item in job_definitions}
|
||||
for required in {"daily-collection", "hourly-price-update", "weekly-report", "monthly-optimization"} - job_ids:
|
||||
payload["missing"].append(f"{required} missing")
|
||||
|
||||
if not data.get("audit_fields"):
|
||||
payload["missing"].append("audit_fields")
|
||||
if data.get("idempotency", {}).get("required") is not True:
|
||||
payload["missing"].append("idempotency.required")
|
||||
|
||||
payload["gate"] = "PASS" if not payload["missing"] else "FAIL"
|
||||
payload["message"] = (
|
||||
"WBS-10 dotnet scheduler contract validation passed."
|
||||
if payload["gate"] == "PASS"
|
||||
else "WBS-10 dotnet scheduler contract validation failed."
|
||||
)
|
||||
|
||||
out_path = contract_path.parent.parent / "Temp" / "wbs_10_dotnet_scheduler_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())
|
||||
Reference in New Issue
Block a user