모의투자 관리 기능 추가

2026-05-31 03:47:07 +09:00
parent 9d7dddfa57
commit 16d0e2c226
78 changed files with 4688 additions and 972 deletions
@@ -0,0 +1,120 @@
+package com.goldenchart.service;
+
+import com.goldenchart.dto.PaperDailySnapshotDto;
+import com.goldenchart.entity.GcPaperAccount;
+import com.goldenchart.entity.GcPaperDailySnapshot;
+import com.goldenchart.entity.GcPaperPosition;
+import com.goldenchart.repository.GcPaperAccountRepository;
+import com.goldenchart.repository.GcPaperDailySnapshotRepository;
+import com.goldenchart.repository.GcPaperPositionRepository;
+import com.goldenchart.storage.Ta4jStorage;
+import lombok.RequiredArgsConstructor;
+import lombok.extern.slf4j.Slf4j;
+import org.springframework.stereotype.Service;
+import org.springframework.transaction.annotation.Transactional;
+import org.ta4j.core.Bar;
+import org.ta4j.core.BarSeries;
+
+import java.math.BigDecimal;
+import java.math.RoundingMode;
+import java.time.LocalDate;
+import java.time.ZoneId;
+import java.util.HashMap;
+import java.util.List;
+import java.util.Map;
+
+@Service
+@RequiredArgsConstructor
+@Slf4j
+@Transactional
+public class PaperSnapshotService {
+
+    private static final ZoneId KST = ZoneId.of("Asia/Seoul");
+
+    private final GcPaperDailySnapshotRepository snapshotRepo;
+    private final GcPaperAccountRepository accountRepo;
+    private final GcPaperPositionRepository positionRepo;
+    private final Ta4jStorage ta4jStorage;
+
+    @Transactional(readOnly = true)
+    public List<PaperDailySnapshotDto> list(Long accountId, LocalDate from, LocalDate to) {
+        LocalDate f = from != null ? from : LocalDate.now(KST).minusDays(90);
+        LocalDate t = to != null ? to : LocalDate.now(KST);
+        return snapshotRepo.findByAccountIdAndSnapshotDateBetweenOrderBySnapshotDateAsc(accountId, f, t)
+                .stream().map(this::toDto).toList();
+    }
+
+    public void captureEodForAllAccounts() {
+        LocalDate today = LocalDate.now(KST);
+        for (GcPaperAccount account : accountRepo.findAll()) {
+            try {
+                captureEod(account, today);
+            } catch (Exception e) {
+                log.warn("[PaperSnapshot] account {} failed: {}", account.getId(), e.getMessage());
+            }
+        }
+    }
+
+    public void captureEod(GcPaperAccount account, LocalDate date) {
+        List<GcPaperPosition> positions = positionRepo.findByAccountIdOrderBySymbolAsc(account.getId());
+        Map<String, Double> marks = new HashMap<>();
+        double stockEval = 0;
+        for (GcPaperPosition p : positions) {
+            double qty = p.getQuantity().doubleValue();
+            if (qty <= 0) continue;
+            double mark = resolveMark(p.getSymbol(), p.getAvgPrice().doubleValue());
+            marks.put(p.getSymbol(), mark);
+            stockEval += mark * qty;
+        }
+        double cash = account.getCashBalance().doubleValue();
+        double total = cash + stockEval;
+        double initial = account.getInitialCapitalSnapshot() != null
+                ? account.getInitialCapitalSnapshot().doubleValue() : cash;
+        double cumRet = initial > 0 ? (total - initial) / initial * 100 : 0;
+
+        GcPaperDailySnapshot prev = snapshotRepo
+                .findByAccountIdAndSnapshotDate(account.getId(), date.minusDays(1))
+                .orElse(null);
+        double prevTotal = prev != null ? prev.getTotalAsset().doubleValue() : initial;
+        double dailyPnl = total - prevTotal;
+        double dailyRet = prevTotal > 0 ? dailyPnl / prevTotal * 100 : 0;
+
+        GcPaperDailySnapshot snap = snapshotRepo.findByAccountIdAndSnapshotDate(account.getId(), date)
+                .orElse(GcPaperDailySnapshot.builder()
+                        .accountId(account.getId())
+                        .snapshotDate(date)
+                        .build());
+        snap.setCashBalance(BigDecimal.valueOf(cash).setScale(2, RoundingMode.HALF_UP));
+        snap.setStockEvalAmount(BigDecimal.valueOf(stockEval).setScale(2, RoundingMode.HALF_UP));
+        snap.setTotalAsset(BigDecimal.valueOf(total).setScale(2, RoundingMode.HALF_UP));
+        snap.setDailyPnl(BigDecimal.valueOf(dailyPnl).setScale(2, RoundingMode.HALF_UP));
+        snap.setDailyReturnPct(BigDecimal.valueOf(dailyRet).setScale(4, RoundingMode.HALF_UP));
+        snap.setCumulativeReturnPct(BigDecimal.valueOf(cumRet).setScale(4, RoundingMode.HALF_UP));
+        snapshotRepo.save(snap);
+    }
+
+    private double resolveMark(String symbol, double fallback) {
+        try {
+            if (!ta4jStorage.exists(symbol, "1m")) return fallback;
+            BarSeries series = ta4jStorage.getOrCreate(symbol, "1m");
+            if (!series.isEmpty()) {
+                Bar last = series.getLastBar();
+                return last.getClosePrice().doubleValue();
+            }
+        } catch (Exception ignored) {
+        }
+        return fallback;
+    }
+
+    private PaperDailySnapshotDto toDto(GcPaperDailySnapshot s) {
+        return PaperDailySnapshotDto.builder()
+                .snapshotDate(s.getSnapshotDate().toString())
+                .cashBalance(s.getCashBalance().doubleValue())
+                .stockEvalAmount(s.getStockEvalAmount().doubleValue())
+                .totalAsset(s.getTotalAsset().doubleValue())
+                .dailyPnl(s.getDailyPnl().doubleValue())
+                .dailyReturnPct(s.getDailyReturnPct().doubleValue())
+                .cumulativeReturnPct(s.getCumulativeReturnPct().doubleValue())
+                .build();
+    }
+}