PulseTrade.MarketData.Storage.SqlServer 0.1.0-alpha8

PulseTrade.MarketData.Storage.SqlServer

PTMD TAResearch的SQL Server serving provider。它只保存OHLCV projection、correction與checkpoint，不保存raw tick，也不取代MarketDataEvent/Direct PCSL2/KHistory truth。

Security

• production只接受RSA encrypted connection-string file與explicit private-key path。
• 不讀環境變數、不接受明文connection string command-line argument、不記錄解密內容。
• encrypted file相容ptc.rsa-encrypted-text.v1 chunked format與既有single-chunk PKCS#1 format。

Migration

let settings =
    TaResearchSqlSettings.defaults encryptedConnectionStringPath privateKeyPath

let status =
    TaResearchMigration.applyEncryptedAsync settings cancellationToken

Migration只在connection string指定的database建立白名單schema、SchemaVersion、Instrument、Ohlcv、OhlcvCorrection、ProjectionCheckpoint與DataRevision sequence。schema v2為correction加入unique RequestId；既有row以legacy-<CorrectionId>回填。schema v3加入canonical trading-day seek index。它不建立、切換或刪除database。

Projection sink

let sink: IKHistoryProjectionSink =
    TaResearchSqlProjection.create settings

let! result = sink.AppendAsync envelope cancellationToken

row與checkpoint在同一serializable transaction commit後才回Inserted/Updated/Duplicate。invalid envelope、revision regression、sealed downgrade、SQL timeout或constraint failure都不得advance checkpoint；delivery consumer只能在CheckpointAdvanced=true且呼叫成功後confirm。

Query provider

let provider: ITaResearchQueryProvider =
    TaResearchSqlQuery.create settings

let windowProvider: ITaResearchWindowQueryProvider =
    TaResearchSqlQuery.createWindow settings

let! page = provider.QueryRangeAsync query cancellationToken
let! delta = provider.QueryDeltaAsync deltaQuery cancellationToken
let! latest = windowProvider.QueryLatestAsync latestQuery cancellationToken
let! tradingDay = windowProvider.QueryTradingDayAsync tradingDayQuery cancellationToken

range query使用InstrumentId + IntervalCode + OpenTimeUtc keyset seek；cursor綁instrument/interval且不可跨query重用。latest使用同natural key反向seek後恢復ascending order；trading-day直接查stored canonical day，不由caller猜timezone。effective rows以latest correction決定：non-void overlay base row，void回復base row；兩者都以CorrectionRevision推進effective data revision，確保delta能觀察修正與撤銷。query回bounded rows、coverage gaps、revision、watermark/freshness、cursor與HasMore，不使用OFFSET paging。

Correction store

let correctionStore: ITaResearchCorrectionStore =
    TaResearchSqlCorrection.create settings

let! result = correctionStore.AppendAsync command cancellationToken
let! audit = correctionStore.ListAuditAsync command.Key 100 cancellationToken

write在serializable transaction內驗證base row、effective OHLCV、same-key supersedes與global revision。same RequestId回Duplicate；跨key collision、invalid patch或missing base fail closed。audit是append-only；rebuild只改base Ohlcv，不覆寫correction history。