using System.Data; using System.Text.Json; using Dapper; using QuantEngine.Infrastructure.Data; using QuantEngine.Core.Interfaces; namespace QuantEngine.Infrastructure.Repositories { /// /// PostgreSQL Dapper Repository implementation for History-First Operating Model. /// Manages 3NF Data Integrity, Waterfall Auditing, and Shadow Ledger persistence. /// public class PostgresqlHistoryStore : IPostgresqlHistoryStore { private readonly IDbConnectionFactory _connectionFactory; private static readonly IReadOnlyDictionary DomainColumns = new Dictionary { ["market_raw_history"] = new[] { "source_id", "observed_at", "source_name", "instrument_id", "field_name", "field_value", "unit" }, ["factor_version_history"] = new[] { "factor_id", "factor_version", "effective_from", "effective_to", "formula_id", "source_version" }, ["factor_output_history"] = new[] { "factor_output_id", "observed_at", "factor_id", "factor_version", "output_value", "output_gate", "source_version" }, ["decision_result_history"] = new[] { "decision_id", "decided_at", "instrument_id", "action", "gate", "score", "source_version" }, ["market_vs_engine_gap_history"] = new[] { "gap_id", "observed_at", "instrument_id", "metric_name", "market_value", "engine_value", "gap_value", "gap_pct", "source_version" } }; public PostgresqlHistoryStore(IDbConnectionFactory connectionFactory) { _connectionFactory = connectionFactory; } internal static IReadOnlyDictionary GetDomainColumns() => DomainColumns; internal static string BuildInsertSql(string domain, IReadOnlyList insertColumns) => $@"INSERT INTO engine_history.{domain} ({string.Join(", ", insertColumns)}) VALUES ({string.Join(", ", insertColumns.Select(column => column == "provenance" ? "CAST(@provenance AS jsonb)" : $"@{column}"))})"; internal static string BuildSnapshotSql(string domain, int limit) => $@"SELECT * FROM engine_history.{domain} ORDER BY created_at DESC LIMIT @Limit"; public async Task AppendAsync(string domain, IDictionary payload) { if (!DomainColumns.TryGetValue(domain, out var columns)) throw new ArgumentException($"Unsupported history domain: {domain}", nameof(domain)); using var conn = _connectionFactory.CreateConnection(); conn.Open(); var values = new DynamicParameters(); var insertColumns = new List(columns.Length + 1); foreach (var column in columns) { insertColumns.Add(column); values.Add(column, payload.TryGetValue(column, out var value) ? value : null); } insertColumns.Add("provenance"); var provenance = payload.TryGetValue("provenance", out var provenanceValue) ? provenanceValue : new Dictionary(); values.Add("provenance", provenance is string s ? s : JsonSerializer.Serialize(provenance)); var sql = BuildInsertSql(domain, insertColumns); return await conn.ExecuteAsync(sql, values); } public async Task>> SnapshotAsync(string domain, int limit = 500) { if (!DomainColumns.ContainsKey(domain)) throw new ArgumentException($"Unsupported history domain: {domain}", nameof(domain)); using var conn = _connectionFactory.CreateConnection(); conn.Open(); var sql = BuildSnapshotSql(domain, limit); var rows = await conn.QueryAsync(sql, new { Limit = limit }); return rows.Select(row => (IDictionary)row).ToList(); } public async Task RecordWaterfallExecutionAsync(string runId, string ticker, int rank, string stage, string action, int targetQty, decimal? targetPrice, decimal? bidAskSpreadBps, decimal? slippageBps, string status, string rationale) { using var conn = _connectionFactory.CreateConnection(); conn.Open(); const string sql = @" INSERT INTO quantengine.order_waterfall_execution_history (run_id, ticker, sell_priority_rank, waterfall_stage, action, target_qty, target_price, bid_ask_spread_bps, slippage_bps, status, rationale) VALUES (@runId, @ticker, @rank, @stage, @action, @targetQty, @targetPrice, @bidAskSpreadBps, @slippageBps, @status, @rationale) RETURNING id;"; return await conn.ExecuteScalarAsync(sql, new { runId, ticker, rank, stage, action, targetQty, targetPrice, bidAskSpreadBps, slippageBps, status, rationale }); } public async Task RecordShadowLedgerAsync(string runId, string ticker, string blockedGate, string blockedReason, decimal shadowPrice, int shadowQty, decimal? shadowTpPrice, decimal? shadowSlPrice) { using var conn = _connectionFactory.CreateConnection(); conn.Open(); const string sql = @" INSERT INTO quantengine.shadow_ledger_history (run_id, ticker, blocked_gate, blocked_reason, shadow_price, shadow_qty, shadow_tp_price, shadow_sl_price) VALUES (@runId, @ticker, @blockedGate, @blockedReason, @shadowPrice, @shadowQty, @shadowTpPrice, @shadowSlPrice) RETURNING id;"; return await conn.ExecuteScalarAsync(sql, new { runId, ticker, blockedGate, blockedReason, shadowPrice, shadowQty, shadowTpPrice, shadowSlPrice }); } } }