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일목균형표 전략조건 수정

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Macbook
2026-06-16 20:47:53 +09:00
parent 1bc275fc53
commit 2155c46d2a
7 changed files with 38 additions and 16 deletions
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backend/src/main/java/com/goldenchart/service/LiveConditionStatusService.java
+8 -6
View File
@@ -695,13 +695,17 @@ public class LiveConditionStatusService {
primarySeries.getEndIndex() - evalCount + 1);
List<BacktestResponse.Signal> signals = new ArrayList<>();
boolean inPosition = false;
for (int i = startIdx; i <= primarySeries.getEndIndex(); i++) {
long barTimeSec = barOpenEpochSec(primarySeries, i);
double close = primarySeries.getBar(i).getClosePrice().doubleValue();
Boolean entryMet = evaluateOverallRuleOnChart(
buyDsl, primarySeries, seriesOverrides, market, params, visual, barTimeSec);
if (Boolean.TRUE.equals(entryMet)) {
Boolean exitMet = evaluateOverallRuleOnChart(
sellDsl, primarySeries, seriesOverrides, market, params, visual, barTimeSec);
if (!inPosition && Boolean.TRUE.equals(entryMet)) {
signals.add(BacktestResponse.Signal.builder()
.time(barTimeSec)
.type("BUY")
@@ -709,11 +713,8 @@ public class LiveConditionStatusService {
.barIndex(i)
.quantity(0)
.build());
}
Boolean exitMet = evaluateOverallRuleOnChart(
sellDsl, primarySeries, seriesOverrides, market, params, visual, barTimeSec);
if (Boolean.TRUE.equals(exitMet)) {
inPosition = true;
} else if (inPosition && Boolean.TRUE.equals(exitMet)) {
signals.add(BacktestResponse.Signal.builder()
.time(barTimeSec)
.type("SELL")
@@ -721,6 +722,7 @@ public class LiveConditionStatusService {
.barIndex(i)
.quantity(0)
.build());
inPosition = false;
}
}
return signals;
backend/src/main/java/com/goldenchart/service/StrategyDslToTa4jAdapter.java
+10
View File
@@ -504,6 +504,7 @@ public class StrategyDslToTa4jAdapter {
case "LAGGING_GT_PRICE" -> buildChikouVsPriorCloseRule(series, indParams, true);
case "LAGGING_LT_PRICE" -> buildChikouVsPriorCloseRule(series, indParams, false);
case "LAGGING_ABOVE_PRIOR_CLOUD" -> buildChikouAbovePriorCloudRule(series, indParams);
case "CHIKOU_CROSS_ABOVE_PRIOR_CLOUD" -> buildChikouCrossAbovePriorCloudRule(series, indParams);
case "VOLUME_GT_MA_RATIO" -> {
double ratio = cond.path("compareValue").asDouble(1.5);
int len = intP(indParams, "length", 5);
@@ -1054,6 +1055,15 @@ public class StrategyDslToTa4jAdapter {
return new OverIndicatorRule(close, priorCloudTop);
}
/** 후행스팬이 26봉 전 구름 상단을 상향 돌파하는 순간 (1회성 진입 트리거) */
private Rule buildChikouCrossAbovePriorCloudRule(BarSeries s, Map<String, Object> p) {
int d = ichimokuChikouDisplacement(p);
ClosePriceIndicator close = new ClosePriceIndicator(s);
NumericIndicator cloudTop = NumericIndicator.of(ichimokuSpanA(s, p)).max(ichimokuSpanB(s, p));
Indicator<Num> priorCloudTop = new PreviousValueIndicator(cloudTop, d);
return new CrossedUpIndicatorRule(close, priorCloudTop);
}
/** 종가가 구름 위 */
private Rule buildCloudAboveRule(BarSeries s, Map<String, Object> p) {
NumericIndicator cloudTop = NumericIndicator.of(ichimokuSpanA(s, p)).max(ichimokuSpanB(s, p));