일목균형표 전략조건 수정
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@@ -695,13 +695,17 @@ public class LiveConditionStatusService {
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primarySeries.getEndIndex() - evalCount + 1);
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List<BacktestResponse.Signal> signals = new ArrayList<>();
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boolean inPosition = false;
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for (int i = startIdx; i <= primarySeries.getEndIndex(); i++) {
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long barTimeSec = barOpenEpochSec(primarySeries, i);
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double close = primarySeries.getBar(i).getClosePrice().doubleValue();
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Boolean entryMet = evaluateOverallRuleOnChart(
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buyDsl, primarySeries, seriesOverrides, market, params, visual, barTimeSec);
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if (Boolean.TRUE.equals(entryMet)) {
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Boolean exitMet = evaluateOverallRuleOnChart(
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sellDsl, primarySeries, seriesOverrides, market, params, visual, barTimeSec);
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if (!inPosition && Boolean.TRUE.equals(entryMet)) {
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signals.add(BacktestResponse.Signal.builder()
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.time(barTimeSec)
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.type("BUY")
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@@ -709,11 +713,8 @@ public class LiveConditionStatusService {
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.barIndex(i)
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.quantity(0)
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.build());
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}
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Boolean exitMet = evaluateOverallRuleOnChart(
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sellDsl, primarySeries, seriesOverrides, market, params, visual, barTimeSec);
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if (Boolean.TRUE.equals(exitMet)) {
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inPosition = true;
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} else if (inPosition && Boolean.TRUE.equals(exitMet)) {
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signals.add(BacktestResponse.Signal.builder()
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.time(barTimeSec)
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.type("SELL")
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@@ -721,6 +722,7 @@ public class LiveConditionStatusService {
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.barIndex(i)
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.quantity(0)
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.build());
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inPosition = false;
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}
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}
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return signals;
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