일목균형 전략조건 수정

frontend/src/utils/stableStrategyPairs.ts

@@ -143,12 +143,12 @@ export const STABLE_STRATEGY_PALETTE_ITEMS: StableStrategyPaletteMeta[] = [
   },
   {
     value: ICHIMOKU_SANYAKU_BUY, label: '일목 삼역호전 매수', strategyId: 'ICHIMOKU_SANYAKU', mode: 'buy',
-    desc: '구름 상향 돌파 트리거 + 삼역호전 필터 (보통: 후행·양운, 강함: MA·거래량)',
+    desc: '구름 돌파 + 삼역 필터 — 최근 N봉 내 존재로 전후 봉 분산 조건 허용 (보통 20봉)',
     periodHint: '9 / 26 / 52',
   },
   {
     value: ICHIMOKU_SANYAKU_SELL, label: '일목 삼역호전 매도', strategyId: 'ICHIMOKU_SANYAKU', mode: 'sell',
-    desc: '전환·기준·구름 이탈 OR — 돌파 우선, 이탈 유지 fallback',
+    desc: '전환·기준·구름 이탈 — N봉 내 돌파 존재 + 전환선 이탈 fallback',
     periodHint: '9 / 26 / 52',
   },
   {
@@ -228,15 +228,38 @@ function makeCondition(
   };
 }
 
+/** 최근 N봉(현재 봉 포함) 내 1회 이상 성립 — 전후 봉에 분산된 조건 허용 */
+function makeExistsIn(
+  indicatorType: string,
+  conditionType: string,
+  leftField: string,
+  rightField: string,
+  def: IndicatorPeriodDef,
+  window: number,
+  extra?: Partial<ConditionDSL>,
+): LogicNode {
+  return makeCondition(indicatorType, conditionType, leftField, rightField, def, {
+    candleRangeMode: 'EXISTS_IN',
+    candleRange: Math.max(2, window),
+    ...extra,
+  });
+}
+
 function makeVolumeMaRatioFilter(
   def: IndicatorPeriodDef,
   ratio: number,
   maLength = 5,
+  window?: number,
 ): LogicNode {
-  return makeCondition('VOLUME', 'VOLUME_GT_MA_RATIO', 'VOLUME_VALUE', 'VOLUME_MA', def, {
+  const extra: Partial<ConditionDSL> = {
     compareValue: ratio,
     params: { length: maLength },
-  });
+  };
+  if (window != null) {
+    extra.candleRangeMode = 'EXISTS_IN';
+    extra.candleRange = Math.max(2, window);
+  }
+  return makeCondition('VOLUME', 'VOLUME_GT_MA_RATIO', 'VOLUME_VALUE', 'VOLUME_MA', def, extra);
 }
 
 function makeAdxFilter(threshold: number, def: IndicatorPeriodDef): LogicNode {
@@ -371,55 +394,58 @@ function buildIchimokuTrendSell(def: IndicatorPeriodDef, level: StableStrategyFi
   return wrapOrRoot(branches, pairMeta('ICHIMOKU_TREND', 'sell', level));
 }
 
-/** 일목 삼역호전 — 매수 트리거 (1회성 돌파) */
+/** 일목 삼역호전 — N봉 내 존재 윈도우 (3m 기준: 12≈36분, 20≈1h, 26≈78분) */
+function ichimokuSanyakuWindow(level: StableStrategyFilterLevel): number {
+  switch (level) {
+    case 'relaxed': return 12;
+    case 'balanced': return 20;
+    case 'strict': return 26;
+  }
+}
+
+/** 일목 삼역호전 — 매수 트리거 (구름/후행 돌파, N봉 내 존재) */
 function ichimokuSanyakuBuyTrigger(def: IndicatorPeriodDef, level: StableStrategyFilterLevel): LogicNode {
+  const w = ichimokuSanyakuWindow(level);
   if (level === 'strict') {
     return wrapOr([
-      makeCondition('ICHIMOKU', 'CLOUD_BREAK_UP', 'NONE', 'NONE', def),
+      makeExistsIn('ICHIMOKU', 'CLOUD_BREAK_UP', 'NONE', 'NONE', def, w),
-      makeCondition('ICHIMOKU', 'CHIKOU_CROSS_ABOVE_PRIOR_CLOUD', 'NONE', 'NONE', def),
+      makeExistsIn('ICHIMOKU', 'CHIKOU_CROSS_ABOVE_PRIOR_CLOUD', 'NONE', 'NONE', def, w),
     ]);
   }
-  return makeCondition('ICHIMOKU', 'CLOUD_BREAK_UP', 'NONE', 'NONE', def);
+  return makeExistsIn('ICHIMOKU', 'CLOUD_BREAK_UP', 'NONE', 'NONE', def, w);
 }
 
 /**
- * 구름 돌파 직후에는 전환>기준·양운이 아직 false인 경우가 많음(전형적 바닥 반등).
+ * 구름 돌파 직후에는 전환>기준·양운이 아직 false인 경우가 많음.
- * 보통: 둘 중 하나만 충족하면 됨 / 강함: 둘 다 + 최근 N봉 내 양운 형성 허용
+ * N봉 내 존재로 전후 봉에 분산된 추세 확인 허용.
  */
 function ichimokuSanyakuTrendConfirm(def: IndicatorPeriodDef, level: StableStrategyFilterLevel): LogicNode[] {
   if (level === 'relaxed') return [];
-  if (level === 'balanced') {
+  const w = ichimokuSanyakuWindow(level);
   return [
     wrapOr([
-        makeCondition('ICHIMOKU', 'GT', 'CONVERSION_LINE', 'BASE_LINE', def),
+      makeExistsIn('ICHIMOKU', 'GT', 'CONVERSION_LINE', 'BASE_LINE', def, w),
-        makeCondition('ICHIMOKU', 'SPAN1_GT_SPAN2', 'LEADING_SPAN1', 'LEADING_SPAN2', def),
+      makeExistsIn('ICHIMOKU', 'SPAN1_GT_SPAN2', 'LEADING_SPAN1', 'LEADING_SPAN2', def, w),
     ]),
   ];
 }
-  return [
-    makeCondition('ICHIMOKU', 'GT', 'CONVERSION_LINE', 'BASE_LINE', def),
-    makeCondition('ICHIMOKU', 'SPAN1_GT_SPAN2', 'LEADING_SPAN1', 'LEADING_SPAN2', def, {
-      candleRangeMode: 'EXISTS_IN',
-      candleRange: 26,
-    }),
-  ];
-}
 
-/** 일목 삼역호전 — 공통 추세·구름 필터 (돌파 봉 기준) */
+/** 일목 삼역호전 — 공통 추세·구름 필터 (N봉 내 존재) */
 function ichimokuSanyakuCoreFilters(def: IndicatorPeriodDef, level: StableStrategyFilterLevel): LogicNode[] {
+  const w = ichimokuSanyakuWindow(level);
   if (level === 'relaxed') {
     return [
-      makeCondition('ICHIMOKU', 'GT', 'CLOSE_PRICE', 'CONVERSION_LINE', def),
+      makeExistsIn('ICHIMOKU', 'GT', 'CLOSE_PRICE', 'CONVERSION_LINE', def, w),
     ];
   }
   const nodes: LogicNode[] = [
-    makeCondition('ICHIMOKU', 'GT', 'CLOSE_PRICE', 'CONVERSION_LINE', def),
+    makeExistsIn('ICHIMOKU', 'GT', 'CLOSE_PRICE', 'CONVERSION_LINE', def, w),
-    makeCondition('ICHIMOKU', 'LAGGING_GT_PRICE', 'LAGGING_SPAN', 'CLOSE_PRICE', def),
+    makeExistsIn('ICHIMOKU', 'LAGGING_GT_PRICE', 'LAGGING_SPAN', 'CLOSE_PRICE', def, w),
     ...ichimokuSanyakuTrendConfirm(def, level),
   ];
   if (level === 'strict') {
-    nodes.splice(1, 0, makeCondition('ICHIMOKU', 'GT', 'CLOSE_PRICE', 'BASE_LINE', def));
+    nodes.splice(1, 0, makeExistsIn('ICHIMOKU', 'GT', 'CLOSE_PRICE', 'BASE_LINE', def, w));
-    nodes.push(makeCondition('ICHIMOKU', 'LAGGING_ABOVE_PRIOR_CLOUD', 'NONE', 'NONE', def));
+    nodes.push(makeExistsIn('ICHIMOKU', 'LAGGING_ABOVE_PRIOR_CLOUD', 'NONE', 'NONE', def, w));
   }
   return nodes;
 }
@@ -431,19 +457,21 @@ function buildIchimokuSanyakuBuy(def: IndicatorPeriodDef, level: StableStrategyF
     ...ichimokuSanyakuCoreFilters(def, level),
   ];
   if (level === 'strict') {
-    nodes.push(makeCondition('MA', 'GT', 'CLOSE_PRICE', maField(60), def));
+    const w = ichimokuSanyakuWindow(level);
-    nodes.push(makeVolumeMaRatioFilter(def, 1.5, 5));
+    nodes.push(makeExistsIn('MA', 'GT', 'CLOSE_PRICE', maField(60), def, w));
+    nodes.push(makeVolumeMaRatioFilter(def, 1.5, 5, w));
   }
   return wrapAnd(nodes, pairMeta('ICHIMOKU_SANYAKU', 'buy', level));
 }
 
-/** 일목 삼역호전 — 청산 (돌파 이벤트 + 이탈 fallback, 포지션 교대 시 1회) */
+/** 일목 삼역호전 — 청산 (돌파·이탈 N봉 내 존재 + 전환선 이탈 fallback) */
 function buildIchimokuSanyakuSell(def: IndicatorPeriodDef, level: StableStrategyFilterLevel): LogicNode {
+  const w = ichimokuSanyakuWindow(level);
   const branches: LogicNode[] = [
-    makeCondition('ICHIMOKU', 'CROSS_DOWN', 'CLOSE_PRICE', 'CONVERSION_LINE', def),
+    makeExistsIn('ICHIMOKU', 'CROSS_DOWN', 'CLOSE_PRICE', 'CONVERSION_LINE', def, w),
-    makeCondition('ICHIMOKU', 'CROSS_DOWN', 'CLOSE_PRICE', 'BASE_LINE', def),
+    makeExistsIn('ICHIMOKU', 'CROSS_DOWN', 'CLOSE_PRICE', 'BASE_LINE', def, w),
-    makeCondition('ICHIMOKU', 'CROSS_DOWN', 'CONVERSION_LINE', 'BASE_LINE', def),
+    makeExistsIn('ICHIMOKU', 'CROSS_DOWN', 'CONVERSION_LINE', 'BASE_LINE', def, w),
-    makeCondition('ICHIMOKU', 'CLOUD_BREAK_DOWN', 'CLOSE_PRICE', 'NONE', def),
+    makeExistsIn('ICHIMOKU', 'CLOUD_BREAK_DOWN', 'CLOSE_PRICE', 'NONE', def, w),
   ];
   if (level !== 'strict') {
     branches.push(makeCondition('ICHIMOKU', 'LT', 'CLOSE_PRICE', 'CONVERSION_LINE', def));
@@ -572,9 +600,10 @@ export function stableStrategyFilterSummary(
   }
   if (strategyId === 'ICHIMOKU_TREND' && level === 'relaxed') parts.push('구름필터 없음');
   if (strategyId === 'ICHIMOKU_SANYAKU') {
-    if (level === 'strict') parts.push('삼역 전체·MA60·거래량150%');
+    const w = ichimokuSanyakuWindow(level);
-    else if (level === 'balanced') parts.push('구름돌파·(전환>기준 OR 양운)');
+    if (level === 'strict') parts.push(`N${w}봉·삼역·MA60·거래량`);
-    else parts.push('구름돌파·종가>전환');
+    else if (level === 'balanced') parts.push(`N${w}봉·구름돌파·(전환>기준 OR 양운)`);
+    else parts.push(`N${w}봉·구름돌파·종가>전환`);
   }
   if (strategyId === 'MACD_MOMENTUM' && level === 'relaxed') parts.push('EMA60·ADX 없음');
   if (strategyId === 'MA_TREND' && level === 'relaxed') parts.push('ADX 없음');
@@ -607,6 +636,7 @@ export function inferStableStrategyFilterLevel(node: LogicNode): StableStrategyF
     return 'relaxed';
   }
   if (id === 'ICHIMOKU_SANYAKU') {
+    const hasWindow = conds.some(c => c.candleRangeMode === 'EXISTS_IN');
     const hasCloudBreak = conds.some(c => c.conditionType === 'CLOUD_BREAK_UP');
     const hasChikouCross = conds.some(c => c.conditionType === 'CHIKOU_CROSS_ABOVE_PRIOR_CLOUD');
     const hasLaggingCloud = conds.some(c => c.conditionType === 'LAGGING_ABOVE_PRIOR_CLOUD');
@@ -615,6 +645,7 @@ export function inferStableStrategyFilterLevel(node: LogicNode): StableStrategyF
     const hasLagging = conds.some(c => c.conditionType === 'LAGGING_GT_PRICE');
     if (hasVolRatio || hasLaggingCloud) return 'strict';
     if (hasMa) return 'strict';
+    if (hasLagging && (hasCloudBreak || hasChikouCross) && hasWindow) return 'balanced';
     if (hasLagging && (hasCloudBreak || hasChikouCross)) return 'balanced';
     if (hasCloudBreak || hasChikouCross) return 'relaxed';
   }