climate_risk/.planning/phases/07-isda-quantitative-engine-mathematical-data-overhaul/.continue-here.md

phase, task, total_tasks, status, last_updated

phase	task	total_tasks	status	last_updated
9-real-bond-data	5	6	paused	2026-04-03T13:43:26.520Z

<current_state> We have successfully implemented the "Real Corporate Bond Data Fetching Pipeline" (Phase 9) using an open-source Naver Finance scraper, substituted fake benchmark mappings with actual realistic ISINs (e.g. KR600538012C Hyundai Motor), and excluded Rate (SOFR/CD91D) from default simulations. We also fixed a fatal bug where empty Equity shock frames crashed the sqlite generation which 500'd the API. We are pausing to consolidate progress. </current_state>

<completed_work>

• Task 1: Built bond_data_fetcher.py and decoupled Rate classification. - Done
• Task 2: Adjusted create_security_master.py to employ realistic ISINs (Samsung, Hyundai, KB, KTB). - Done
• Task 3: Modified market_risk_engine.py to execute accurately over mixed asset types. - Done
• Task 4: Solved API Internal Server Error caused by sqlite missing dataset. - Done </completed_work>

<remaining_work>

• Task 5: Push documentation to Gitea Wiki (currently blocked by git remote auth, drafted locally instead). </remaining_work>

<decisions_made>

• Decided to use hardcoded real ISINs linked to Naver Finance proxy representations because pykrx bond endpoints were broken, and generating/scraping raw issuance reports from DART/Seibro needs API Keys and is heavily captcha-gated. </decisions_made>

- Gitea Wiki Clone: Failed due to network remote reading error. Workaround: Formatted the progress summary into `docs/Wiki_Summary_Phase9.md` so the user can manually transfer or push it. The DB is fresh and valid. The FastAPI works locally at `:8000/api/matrix/baseline`. Data maps successfully.

<next_action> Start with: Reviewing the UI to ensure the user is completely satisfied with the ISIN bond rendering, then proceed to any remaining UI polishing or back-testing tasks. </next_action>