184 lines
16 KiB
Markdown
184 lines
16 KiB
Markdown
# Handoff — Tourism Vertical Slice
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## Project
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- Path: `/Users/kunthawat/Gitea/set50-alternative-data-platform`
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- Branch: `main`
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- Verified code commit: pending; final M2.9 independent remediation review passed; no commit or push performed
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- Current milestone: M2.9 forward price observations and explicit research modes complete/blocked; observation-integrity follow-up implemented; exploratory research is usable, validated backtest remains blocked
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- Mode: research + paper only
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- Frontend: Vue 3 + Vite
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- Backend: Flask `0.5.0`
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- Current runtime source: BOT Tourism Indicators (`TOURISM_SOURCE=bot`)
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## Completed
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- Tourism snapshot schema with source, publication, retrieval, vintage and raw hash fields.
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- Deterministic Tourism Pulse score: standardized surprise × exposure × confidence.
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- BOT ASP.NET form adapter with monthly history parsing and trailing 12-point YoY baseline.
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- Atomic raw HTML and normalized snapshot persistence under ignored `backend/data/`.
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- Read-only `/api/v1/data-health` endpoint.
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- Safe `/api/v1/replay/tourism?vintage_id=...` endpoint with identity and path validation.
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- Immutable `VintageStore` manifest with first-seen, last-seen, seen-count and revision metadata.
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- One-shot collector: `backend/scripts/collect_tourism_vintage.py`.
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- Point-in-time vintage query: `GET /api/v1/vintages?as_of=<ISO-8601>`.
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- Deterministic event-study engine with window, benchmark and cost calculations.
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- Backtest readiness gate: `GET /api/v1/backtest/tourism?min_events=12`.
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- Yahoo-backed daily price snapshot with SET symbol mapping and adjusted-close bars.
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- Price health: `GET /api/v1/prices/health`.
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- Forward price observation archive: `GET /api/v1/prices/observations`; repeated payloads reuse immutable snapshots while recording retrieval observations, first/last-seen times, prior hashes, revision status and structured diffs.
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- Frozen research runner: `POST /api/v1/research/tourism/run` and `GET /api/v1/research/tourism/latest`.
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- Research runner modes: explicit `validated` (PIT fail-closed) and `exploratory` (revised-history descriptive only); the UI calls exploratory mode explicitly and shows `result_scope`.
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- Headless runner: `backend/scripts/run_tourism_research.py`.
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- Durable atomic paper ledger under `backend/data/paper/ledger.json` when configured.
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- Raw and normalized snapshot integrity binding with explicit `sha256-json-canonical-v1` metadata.
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- Replay now loads through the canonical `VintageStore.load_snapshot()` path and fails closed on tampered snapshots.
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- Research reports carry canonical content hashes; manifest entries carry their own hashes binding report filename, report hash, and metadata.
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- Research reports from pre-hash trusted stores can be migrated explicitly with `backend/scripts/migrate_research_report_hashes.py`; automatic legacy reads remain disabled.
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- Research input lineage records normalized snapshot hashes and hash algorithms alongside raw payload hashes.
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- PIT daily price contract `pit-daily-v1` is implemented: explicit provider release/evidence metadata, per-series IANA timezone, per-bar session date/known-at/OHLC/adjusted-close/volume, and immutable manifest/hash binding are required before `point_in_time=true` is accepted.
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- PIT event-study mode rejects missing or market-locally future-known prices; the research runner enables this check for PIT snapshots.
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- Public price-provider feasibility is documented in `docs/engineering-log/2026-08-24-price-provider-feasibility.md`; SET Historical Data, SETSMART, SMART Marketplace, ICE SET, LSEG Tick History/S3 Direct, Databento, and Exchange Data International (EDI) have all been checked, but no candidate has yet supplied enough evidence to pass `pit-daily-v1`, so no new adapter was added. EDI is the closest conditional price-feed lead because its public docs expose SET coverage, a confirmed ETA, and correction/re-push behavior, but its public contract still lacks immutable release metadata.
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- VintageStore rejects non-object snapshots, invalid UTF-8 manifests/snapshots, and raw-payload read failures with `VintageStoreError`.
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- Tourism replay computation rejects non-list/non-object observation/exposure shapes as controlled semantic failures, so malformed exposure snapshots fail closed instead of leaking `AttributeError`.
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- Manifest JSON shape and every `list_runs()`/`latest()` entry are validated before metadata is returned or used for selection.
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- Ranked target weights and LONG/SHORT/NEUTRAL classification.
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- English dashboard with live/provisional source label, sign-aware surprise copy and lineage fields.
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- Explicit loopback-only paper demo mode with a visible warning, protected token mode for shared/network use, and internal paper ledger.
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- No external webhook or MT5 integration.
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Independent M1 review passed with no concrete security or logic blockers. Non-blocking backlog: add schema-drift, duplicate/reordered-row, and malformed-vintage regression fixtures.
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## Current live vintage
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```text
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source_id: bot.ec_ei_028_s2
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published_at: 2026-07-31T14:30:00+07:00
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as_of: 2026-06-30
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status: provisional
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available_periods: 138
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history_points: 12
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vintage_id: bot.ec_ei_028_s2-2026-07-31-665981f88b4a
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seen_count: 16
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raw_payload_hash: 665981f88b4a30c5bd30026cf1e96279c244ad83725558f4136d952b29756a31
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theme_surprise: -0.35114754
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```
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## Verified commands and live checks
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```text
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PYTHONPATH=backend .venv/bin/python -W error -m unittest discover -s backend/tests -v
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Ran 125 tests ... OK
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PYTHONPATH=backend .venv/bin/python -m compileall -q backend/app backend/scripts backend/tests
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passed
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npm run build
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Vite build completed successfully.
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npm audit --omit=dev --audit-level=high
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found 0 vulnerabilities
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git diff --check
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passed
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python3 ~/.hermes/skills/research/grounded-citations/scripts/sources.py verify docs/engineering-log/2026-08-24-price-provider-feasibility.md --strict --evidence
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citations OK; 11 cited sources, all with evidence quotes
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GET /api/v1/health
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HTTP 200; {"mode":"research","status":"ok","version":"0.5.0"}
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GET /api/v1/data-health
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HTTP 200; source_mode=bot, status=provisional, replayable=true
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GET /api/v1/replay/tourism?vintage_id=bot.ec_ei_028_s2-2026-07-31-665981f88b4a
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HTTP 200; replay theme surprise matched live summary exactly.
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GET /api/v1/vintages?as_of=2026-07-01T00:00:00Z
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HTTP 200; count=0
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GET /api/v1/vintages?as_of=2026-08-01T00:00:00Z
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HTTP 200; count=1; manifest seen_count=16
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GET /api/v1/backtest/tourism?min_events=12
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HTTP 409; status=blocked, available_events=1, required_events=12, price_series_required=true
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GET /api/v1/prices/health
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HTTP 200; available=true, quality=revised_vendor_history, point_in_time=false, symbols=9
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POST /api/v1/research/tourism/run (validated default)
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HTTP 200; report status=blocked, reason=insufficient_vintages, immutable run_id persisted
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POST /api/v1/research/tourism/run (mode=exploratory, min_events=1)
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HTTP 200; revised-price report runs only as result_scope=non_pit_descriptive_only
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GET /api/v1/research/tourism/latest
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HTTP 200; same run_id returned on replay, report_hash present
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GET /api/v1/prices/observations
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HTTP 200 on empty archive; populated archives return bound observation IDs, prior hashes and revision diffs
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BOT collector rerun
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same published release; seen_count=16; independent releases remain=1
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M2.9 remediation status
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125 tests and current-data health smoke test pass; observation-integrity follow-up covers same-raw/normalized mismatch, malformed manifest entries, first-capture temporal ordering, and duplicate equal-time observations; focused independent review `deleg_0e2282c8` returned schema-valid `passed=true` with empty security/logic blocker arrays; no commit or push performed
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```
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Paper writes support two explicit policies: local `PAPER_AUTH_MODE=demo` requires a loopback bind and allows paper-only writes without a session token while showing a warning; protected `PAPER_AUTH_MODE=token` uses a server-side token exchange and HttpOnly `paper_session` cookie. The token is not embedded in the frontend bundle.
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## Known limitations
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- BOT data is provisional and may be revised. The vintage/hash contract preserves the fetched version, but this is not a final-data guarantee.
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- Only foreign-arrival YoY is live in this slice; occupancy and airport passenger metrics are not yet connected.
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- Snapshot storage is local filesystem and single-process; shared persistence is required before multi-worker deployment.
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- No investment edge, transaction-cost result, or backtest conclusion has been established.
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- One independent source release is not enough for a valid event study; current historical rows are not treated as point-in-time vintages.
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- The event-study engine is deterministic and tested. Its PIT mode now enforces per-bar known-at semantics in the market timezone. Yahoo price history is connected for plumbing, but it is revised vendor history, not point-in-time data.
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- The PIT contract is implemented but provider release-time evidence is still absent. No configuration-only promotion of revised history is allowed; `point_in_time` remains false.
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- SET Historical Data, SETSMART, and SMART Marketplace document historical/API availability but do not publicly document the release-vintage and known-at semantics required by the PIT contract. ICE SET is a strong commercial candidate; LSEG S3 Direct has the strongest public PIT claim but remains conditional on SET coverage and vintage evidence. Databento lists the SET venue and documents PIT corporate-action history, but its public price-data material does not establish price release IDs, client availability/`known_at`, or correction-vintage replay. EDI documents confirmed/unconfirmed republish and `Repush1/2/3` correction files for SET-covered EOD pricing and publishes a confirmed Thailand ETA, but also states that it has no EOD time-series database; immutable release IDs, actual release timestamps, retention, and retrievable manifests remain unproven. All candidates require a provider evidence packet before implementation.
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- Validated research runner is operational and replayable, but correctly emits a blocked report until both evidence gates pass. Exploratory runner is operational against revised history only with an explicit descriptive-only scope.
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- Snapshot loads fail closed when raw files, normalized payloads or manifest metadata do not match their recorded hashes.
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- Research report and manifest-entry loads fail closed when persisted content or bound metadata is tampered; pre-existing research volumes require integrity metadata migration before they can be loaded.
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- Independent integrity review gate passed for the staged remediation scope under the local threat model: `deleg_c227c439` found a persist-wide manifest-validation gap in the prior staged tree; it is now fixed and covered by a regression test. The original `deleg_43348a3b` result was semantically positive but schema-invalid because it used `findings`; schema correction `deleg_a1c721d2` returned the exact required four-key verdict with `passed=true` and all arrays empty. Earlier timeouts/stale reviews (`deleg_cf1da27d`, `deleg_feb40653`, `deleg_87a0f686`) and interrupted parallel review `deleg_e2d54c30` are non-approving and contribute no additional evidence.
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- The hash boundary protects local artifacts against corruption/partial writes; hostile host-level rewrite of code, manifests and runtime environment is outside this local threat model.
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- Revisions are deduplicated by canonical `(source_id, published_at)`; the latest observed revision is selected once.
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- Event-study default execution is the next trading session, including weekend/holiday event dates.
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- Browser screenshot verification remains blocked by the Chrome remote-debugging permission prompt; served HTML/source, live API, fresh Vite build and replay integrity were verified instead.
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- Paper demo startup rejects non-loopback `PAPER_BIND_HOST`; token mode remains the required policy for shared/network deployment.
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- Fresh bounded independent review of the paper-auth scope passed with `security_concerns=[]` and `logic_errors=[]`; its remaining items are non-blocking test suggestions. Integrity remediation is tracked separately and passed via the schema-corrected exact verdict.
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- M2.9 remediation now covers malformed provider/config totalization, non-PIT series/raw lineage, PIT numeric overflow handling, UTC/equal-time predecessor ordering, same-raw/normalized mismatch rejection, malformed snapshot manifest rejection, first-capture observation timing, contract-backed observation count/timing/reference checks, descriptive-only exploratory status, and human-readable UI reason labels. Focused independent review `deleg_0e2282c8` returned schema-valid `passed=true` with empty security and logic blocker arrays; its only suggestion is to retain regression coverage. Process-level locking and focused helper/UI coverage remain deferred. No commit or push has been made.
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## Exact next action
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Keep collecting independent BOT releases until 12 genuinely distinct `(source_id, published_at)` releases exist. In parallel request one complete market-data provider evidence packet (EDI first, or ICE/LSEG/SET fallback): raw sample, provider release ID/time, explicit known-at semantics, correction/revision replay example, SET symbol coverage, timezone/session rules, and immutable archive/manifest evidence. Databento is currently a reference/corporate-actions lead only and must not be used to claim PIT price bars. Revised Yahoo history remains `point_in_time=false`. Do not raise the PIT flag or promote a PIT adapter until that packet passes `pit-daily-v1`. The operator can run exploratory research now, but only validated mode may support a historical backtest claim. Keep local paper work in explicit demo mode and use token mode before any shared/network deployment. Add a trusted deployment signing key before treating the app as a multi-user or hostile-host service.
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NEVER include API keys, tokens, passwords, secrets, credentials, or connection strings in the summary — replace any that appear with [REDACTED].
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---
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## Session 2026-08-25 — Multi-theme + Simulation (appended)
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**Branch:** main · **HEAD:** aae1d13 (pushed `8a6991b..aae1d13`)
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### Completed this session (verified + pushed)
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- 3 Thai alternative-factor themes: tourism (BOT), auto_credit (TradingEconomics Thai car sales), refining_energy (Thai Oil TOP quarterly) — all real Thai data, daily cache.
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- Theme registry + scoring 60/40 (theme / Siamchart fundamental); `GET /api/v1/themes` returns combined board + per-theme frequency (monthly/quarterly).
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- Capital-allocation simulation: `POST /api/v1/simulation` — 50/20/30 buckets, min 100 shares, bucket3 = highest dividend yield ignoring score (fix `aae1d13`), cash fallback, paper/backtest non-PIT label.
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- MT5 bridge interface (`app/mt5_bridge.py`): dry-run default; live dispatch needs `MT5_SEND_ORDERS=1` AND approval (Windows-only MetaTrader5).
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- Thai frontend: theme panel, stock board (Siamchart fundamentals + signal, dividend filter, sortable), simulation tab (capital input → 3 buckets), removed legacy Paper ledger section.
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- Dashboards fully localized to Thai (technical terms kept EN per user).
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### Verified
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- Backend suite **185 tests OK**; compileall ok; static secret scan clean; `git diff --check` clean.
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- Independent reviews: `deleg_1682c760` (blocker: bucket3 ranked by score) → fixed → `deleg_43b165e0` passed=true.
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- Live: `/api/v1/themes` 200; `/api/v1/simulation` 200 (1M → b1 AOT/MINT/AWC, b3 CRC).
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### Blockers / pending
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- Price universe = **8 symbols** (AOT,AWC,BEM,CPALL,CPN,CRC,MINT,PTT,SET50) from Yahoo snapshot; simulation can only allocate within these. **Next action: extend price collector to full SET50.**
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- `bot_regional` only north enabled (NE=955 is 0.0 BE-2570 placeholder); other regions pending.
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- M2.9 legacy files (prices.py, research.py, event_study.py, vintages.py, etc.) still **uncommitted/dirty** — unrelated, untouched this session.
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### Exact next action
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Extend price-history collection to full SET50 universe so simulation allocates across all names (currently 8). Follow `engineering-handoff` at session end.
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