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QuantEngineByItz/src/dotnet/QuantEngine.Infrastructure/Repositories/PostgresqlHistoryStore.cs
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feat(quant): WBS-FE-BE-100 complete Vue3 Vite8 SPA & .NET10 FastEndpoints refactoring
2026-07-22 15:14:28 +09:00

107 lines
5.7 KiB
C#

using System.Data;
using System.Text.Json;
using Dapper;
using QuantEngine.Infrastructure.Data;
using QuantEngine.Core.Interfaces;
namespace QuantEngine.Infrastructure.Repositories
{
/// <summary>
/// PostgreSQL Dapper Repository implementation for History-First Operating Model.
/// Manages 3NF Data Integrity, Waterfall Auditing, and Shadow Ledger persistence.
/// </summary>
public class PostgresqlHistoryStore : IPostgresqlHistoryStore
{
private readonly IDbConnectionFactory _connectionFactory;
private static readonly IReadOnlyDictionary<string, string[]> DomainColumns = new Dictionary<string, string[]>
{
["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<string, string[]> GetDomainColumns() => DomainColumns;
internal static string BuildInsertSql(string domain, IReadOnlyList<string> 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)
=> $@"SELECT * FROM engine_history.{domain} ORDER BY created_at DESC LIMIT @Limit";
public async Task<int> AppendAsync(string domain, IDictionary<string, object?> payload)
{
if (!DomainColumns.TryGetValue(domain, out var columns))
throw new ArgumentException($"Unsupported history domain: {domain}", nameof(domain));
using var conn = _connectionFactory.CreateConnection();
conn.Open();
var values = new DynamicParameters();
var insertColumns = new List<string>(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<string, object?>();
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<IReadOnlyList<IDictionary<string, object?>>> 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<string, object?>)row).ToList();
}
public async Task<long> 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<long>(sql, new { runId, ticker, rank, stage, action, targetQty, targetPrice, bidAskSpreadBps, slippageBps, status, rationale });
}
public async Task<long> 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<long>(sql, new { runId, ticker, blockedGate, blockedReason, shadowPrice, shadowQty, shadowTpPrice, shadowSlPrice });
}
}
}