cci 수정

This commit is contained in:
Macbook
2026-05-30 00:46:31 +09:00
parent ad92dace28
commit 09e44008cb
7 changed files with 107 additions and 25 deletions
@@ -7,12 +7,34 @@ import org.ta4j.core.indicators.averages.SMAIndicator;
import org.ta4j.core.indicators.statistics.MeanDeviationIndicator;
import org.ta4j.core.num.Num;
import java.util.HashMap;
import java.util.Map;
/**
* TradingView/업비트 CCI — 임의 가격 소스에 대해
* (src - SMA) / (0.015 × MeanDeviation) 계산.
*/
public class CciOnSourceIndicator extends CachedIndicator<Num> {
/** 업비트·TradingView 기본: hlc3(고저종), 기간 13, 신호 SMA 10 */
public static Map<String, Object> normalizeParams(Map<String, Object> p) {
Map<String, Object> out = new HashMap<>(p);
String maType = String.valueOf(p.getOrDefault("maType", "SMA"));
int length = intParam(p, "length", 13);
int maLength = intParam(p, "maLength", 10);
String src = String.valueOf(p.getOrDefault("src", "hlc3"));
if ("close".equals(src) && length == 13 && maLength == 10 && "SMA".equals(maType)) {
src = "hlc3";
}
out.put("src", src);
return out;
}
private static int intParam(Map<String, Object> p, String k, int def) {
Object v = p.get(k);
return v == null ? def : ((Number) v).intValue();
}
private final Indicator<Num> price;
private final SMAIndicator sma;
private final MeanDeviationIndicator meanDeviation;
@@ -398,8 +398,9 @@ public class IndicatorService {
int len = intP(p, "length", 13);
int maLen = intP(p, "maLength", 10);
String maType = p.getOrDefault("maType", "SMA").toString();
Map<String, Object> norm = CciOnSourceIndicator.normalizeParams(p);
CciOnSourceIndicator cci = new CciOnSourceIndicator(src(s, p), len);
CciOnSourceIndicator cci = new CciOnSourceIndicator(src(s, norm), len);
Indicator<Num> maInd = switch (maType) {
case "EMA" -> new EMAIndicator(cci, maLen);
@@ -599,10 +599,10 @@ public class StrategyDslToTa4jAdapter {
// CCI — 기간 접미사(CCI_VALUE_13) 또는 기본 CCI_VALUE
if (field.startsWith("CCI_VALUE_")) {
int period = parseTrailingInt(field, "CCI_VALUE_", intP(p, "length", 13));
return new CciOnSourceIndicator(resolvePriceSource(s, p), period);
return new CciOnSourceIndicator(resolvePriceSource(s, CciOnSourceIndicator.normalizeParams(p)), period);
}
if (field.equals("CCI_VALUE") || indType.equals("CCI"))
return new CciOnSourceIndicator(resolvePriceSource(s, p),
return new CciOnSourceIndicator(resolvePriceSource(s, CciOnSourceIndicator.normalizeParams(p)),
periodOverride > 0 ? periodOverride : intP(p, "length", 13));
// RSI — 기간 접미사(RSI_VALUE_9) 또는 기본 RSI_VALUE
if (field.startsWith("RSI_VALUE_")) {