지표선택 목록 추가
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/**
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* 상향 돌파 경로 판별 — 복합(AND) 조건 프리셋
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* @see 상향돌파 케이스별 판별.md
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*/
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import type { ConditionDSL } from './strategyTypes';
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import type { DefType } from './strategyEditorShared';
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import { getFieldOpts } from './strategyEditorShared';
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import {
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THRESHOLD_HL_MID,
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THRESHOLD_HL_OVER,
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THRESHOLD_HL_UNDER,
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} from './thresholdSymbols';
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import { thresholdField } from './conditionPeriods';
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import type { ConditionPreset, ConditionPresetGraph } from './conditionPresets';
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const DEFAULT_PATH_LOOKBACK = 30;
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/** 상향 돌파 경로 판별 지원 지표 */
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const PATH_ELIGIBLE = new Set([
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'RSI', 'CCI', 'STOCHASTIC', 'WILLIAMS_R',
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'PSYCHOLOGICAL', 'NEW_PSYCHOLOGICAL', 'INVEST_PSYCHOLOGICAL',
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'VR', 'BWI', 'TRIX',
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]);
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type PathLineConfig = {
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valueField: string;
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targetField: string;
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floorField: string;
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};
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function pathLines(indicatorType: string): PathLineConfig | null {
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switch (indicatorType) {
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case 'RSI':
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return { valueField: 'RSI_VALUE', targetField: THRESHOLD_HL_MID, floorField: THRESHOLD_HL_UNDER };
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case 'CCI':
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return { valueField: 'CCI_VALUE', targetField: thresholdField(50), floorField: THRESHOLD_HL_MID };
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case 'STOCHASTIC':
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return { valueField: 'STOCH_K', targetField: THRESHOLD_HL_MID, floorField: THRESHOLD_HL_UNDER };
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case 'WILLIAMS_R':
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return { valueField: 'WILLIAMS_R_VALUE', targetField: THRESHOLD_HL_MID, floorField: THRESHOLD_HL_UNDER };
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case 'PSYCHOLOGICAL':
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case 'INVEST_PSYCHOLOGICAL':
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return { valueField: 'PSY_VALUE', targetField: THRESHOLD_HL_MID, floorField: THRESHOLD_HL_UNDER };
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case 'NEW_PSYCHOLOGICAL':
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return { valueField: 'NEW_PSY_VALUE', targetField: THRESHOLD_HL_MID, floorField: THRESHOLD_HL_UNDER };
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case 'VR':
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return { valueField: 'VR_VALUE', targetField: THRESHOLD_HL_MID, floorField: THRESHOLD_HL_UNDER };
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case 'BWI':
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return { valueField: 'BWI_VALUE', targetField: THRESHOLD_HL_MID, floorField: THRESHOLD_HL_UNDER };
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case 'TRIX':
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return { valueField: 'TRIX_VALUE', targetField: THRESHOLD_HL_MID, floorField: THRESHOLD_HL_UNDER };
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default:
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return null;
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}
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}
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function fieldLabel(
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indicatorType: string,
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field: string,
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def: DefType,
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signalType: 'buy' | 'sell',
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mock: ConditionDSL,
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): string {
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return getFieldOpts(indicatorType, signalType, def, mock).find(o => o.value === field)?.label ?? field;
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}
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function withLookback(patch: Partial<ConditionDSL>, n = DEFAULT_PATH_LOOKBACK): Partial<ConditionDSL> {
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return { ...patch, lookbackPeriod: n };
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}
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function withExistsIn(patch: Partial<ConditionDSL>, n = DEFAULT_PATH_LOOKBACK): Partial<ConditionDSL> {
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return { ...patch, candleRangeMode: 'EXISTS_IN', candleRange: n };
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}
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function withNotExistsIn(patch: Partial<ConditionDSL>, n = DEFAULT_PATH_LOOKBACK): Partial<ConditionDSL> {
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return { ...patch, candleRangeMode: 'NOT_EXISTS_IN', candleRange: n };
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}
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/** ① 0(바닥선) 위에서 목표선 첫 상향 돌파 */
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function buildPathFirstCross(cfg: PathLineConfig): Partial<ConditionDSL>[] {
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const { valueField, targetField, floorField } = cfg;
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return [
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{ conditionType: 'CROSS_UP', leftField: valueField, rightField: targetField },
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withLookback({ conditionType: 'LOWEST_GTE', leftField: valueField, rightField: floorField }),
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withNotExistsIn({ conditionType: 'GT', leftField: valueField, rightField: targetField }),
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];
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}
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/** ② 목표선 위→아래 조정(바닥선 유지) 후 목표선 재상향 돌파 */
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function buildPathPullbackRecross(cfg: PathLineConfig): Partial<ConditionDSL>[] {
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const { valueField, targetField, floorField } = cfg;
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return [
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{ conditionType: 'CROSS_UP', leftField: valueField, rightField: targetField },
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withLookback({ conditionType: 'LOWEST_GTE', leftField: valueField, rightField: floorField }),
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withExistsIn({ conditionType: 'GT', leftField: valueField, rightField: targetField }),
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withExistsIn({ conditionType: 'LT', leftField: valueField, rightField: targetField }),
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];
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}
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/** ③ 바닥선 이탈(침체) 후 변곡·목표선 상향 돌파 */
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function buildPathDeepRecovery(cfg: PathLineConfig): Partial<ConditionDSL>[] {
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const { valueField, targetField, floorField } = cfg;
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return [
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{ conditionType: 'CROSS_UP', leftField: valueField, rightField: targetField },
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withLookback({ conditionType: 'LOWEST_LTE', leftField: valueField, rightField: floorField }),
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];
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}
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function enrichPathPreset(
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preset: ConditionPreset,
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indicatorType: string,
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def: DefType,
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signalType: 'buy' | 'sell',
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cfg: PathLineConfig,
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): ConditionPreset {
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const mockCross: ConditionDSL = {
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indicatorType,
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conditionType: 'CROSS_UP',
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leftField: cfg.valueField,
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rightField: cfg.targetField,
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};
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const left = fieldLabel(indicatorType, cfg.valueField, def, signalType, mockCross);
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const target = fieldLabel(indicatorType, cfg.targetField, def, signalType, mockCross);
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const floor = fieldLabel(indicatorType, cfg.floorField, def, signalType, {
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...mockCross,
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conditionType: 'LOWEST_GTE',
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rightField: cfg.floorField,
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});
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const n = DEFAULT_PATH_LOOKBACK;
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const descById: Record<string, { label: string; description: string }> = {
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path_first_cross: {
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label: `① ${target} 첫 상향 돌파 (${floor} 이상 유지)`,
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description: `${left}이(가) 최근 ${n}봉 동안 ${floor} 아래로 내려간 적 없고, ${target} 위 체류 이력도 없을 때 ${target}을(를) 처음 상향 돌파 (AND ${preset.compound?.length ?? 3}조건)`,
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},
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path_pullback_recross: {
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label: `② ${target} 되돌림 후 재상향 돌파`,
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description: `${left}이(가) ${floor} 위를 유지한 채 ${target} 위·아래를 오간 뒤, 다시 ${target}을(를) 상향 돌파 (AND ${preset.compound?.length ?? 4}조건)`,
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},
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path_deep_recovery: {
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label: `③ ${floor} 침체 후 ${target} 상향 돌파`,
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description: `최근 ${n}봉 내 ${left}이(가) ${floor} 이하(침체) 구간을 거친 뒤, ${target}을(를) 상향 돌파하는 V자 반등 (AND ${preset.compound?.length ?? 2}조건)`,
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},
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};
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const extra = descById[preset.id];
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if (!extra) return preset;
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return { ...preset, label: extra.label, description: extra.description };
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}
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export function getPathBreakoutPresets(
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indicatorType: string,
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def: DefType,
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signalType: 'buy' | 'sell',
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): ConditionPreset[] {
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if (!PATH_ELIGIBLE.has(indicatorType)) return [];
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const cfg = pathLines(indicatorType);
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if (!cfg) return [];
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const base = (id: string, graph: ConditionPresetGraph, compound: Partial<ConditionDSL>[]): ConditionPreset => ({
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id,
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label: id,
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description: '',
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graph,
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patch: {},
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category: 'path',
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compound,
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tags: ['buy'],
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});
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const presets: ConditionPreset[] = [
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base('path_first_cross', 'path_first_cross', buildPathFirstCross(cfg)),
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base('path_pullback_recross', 'path_pullback_recross', buildPathPullbackRecross(cfg)),
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base('path_deep_recovery', 'path_deep_recovery', buildPathDeepRecovery(cfg)),
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];
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return presets.map(p => enrichPathPreset(p, indicatorType, def, signalType, cfg));
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}
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export function isCompoundConditionPreset(preset: ConditionPreset): boolean {
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return !!preset.compound && preset.compound.length > 0;
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}
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