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일목균형표 조건 수정

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Macbook
2026-06-16 21:23:41 +09:00
parent c4123b51f8
commit 26bfca7b4c
5 changed files with 190 additions and 15 deletions
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backend/src/main/java/com/goldenchart/service/LiveConditionStatusService.java
+24 -12
View File
@@ -51,6 +51,7 @@ public class LiveConditionStatusService {
private final IndicatorSettingsService indicatorSettingsService;
private final ObjectMapper objectMapper;
private final DynamicSubscriptionManager subscriptionManager;
private final StrategyDslTimeframeNormalizer timeframeNormalizer;
@Transactional(readOnly = true)
public LiveConditionStatusDto evaluate(Long userId, String deviceId,
@@ -102,7 +103,7 @@ public class LiveConditionStatusService {
}
if (chartBars != null && !chartBars.isEmpty() && chartTimeframe != null && !chartTimeframe.isBlank()) {
return evaluateOnChartBars(strategy, market, strategyId, pending, chartBars, chartTimeframe,
return evaluateOnChartBars(strategy, market, strategyId, chartBars, chartTimeframe,
barTimeSec, params, visual);
}
@@ -215,19 +216,25 @@ public class LiveConditionStatusService {
GcStrategy strategy,
String market,
long strategyId,
List<PendingCond> pending,
List<OhlcvBar> chartBars,
String chartTimeframe,
Long barTimeSec,
Map<String, Map<String, Object>> params,
Map<String, Map<String, Object>> visual) {
try {
JsonNode buyDsl = objectMapper.readTree(
JsonNode buyDslRaw = objectMapper.readTree(
strategy.getBuyConditionJson() != null ? strategy.getBuyConditionJson() : "null");
JsonNode sellDsl = objectMapper.readTree(
JsonNode sellDslRaw = objectMapper.readTree(
strategy.getSellConditionJson() != null ? strategy.getSellConditionJson() : "null");
String primaryTf = OhlcvBarSeriesSupport.normalizeTf(chartTimeframe);
JsonNode buyDsl = timeframeNormalizer.remapForChartTimeframe(buyDslRaw, primaryTf);
JsonNode sellDsl = timeframeNormalizer.remapForChartTimeframe(sellDslRaw, primaryTf);
List<PendingCond> pending = new ArrayList<>();
collectConditionsFromNode(buyDsl, "1m", "buy", pending);
collectConditionsFromNode(sellDsl, "1m", "sell", pending);
BarSeries primarySeries = OhlcvBarSeriesSupport.buildSeries(chartBars, primaryTf);
if (primarySeries.isEmpty()) {
return empty(market, strategyId);
@@ -322,16 +329,13 @@ public class LiveConditionStatusService {
Long barTimeSec) {
if (dsl == null || dsl.isNull()) return null;
try {
String primaryTf = extractPrimaryTimeframe(dsl);
BarSeries series = resolveChartSeries(primaryTf, OhlcvBarSeriesSupport.normalizeTf(primaryTf),
primarySeries, seriesOverrides, market);
if (series == null || series.isEmpty()) return null;
if (primarySeries == null || primarySeries.isEmpty()) return null;
StrategyDslToTa4jAdapter.RuleBuildContext ctx =
new StrategyDslToTa4jAdapter.RuleBuildContext(
series, params, visual, market, ta4jStorage, false, seriesOverrides);
primarySeries, params, visual, market, ta4jStorage, false, seriesOverrides);
Rule rule = adapter.toRule(dsl, ctx);
int index = OhlcvBarSeriesSupport.resolveBarIndex(series, barTimeSec);
int index = OhlcvBarSeriesSupport.resolveBarIndex(primarySeries, barTimeSec);
return rule.isSatisfied(index, null);
} catch (Exception e) {
log.debug("[LiveCondition:chart] overall rule fail market={}: {}", market, e.getMessage());
@@ -339,6 +343,12 @@ public class LiveConditionStatusService {
}
}
private void collectConditionsFromNode(JsonNode node, String timeframe, String side,
List<PendingCond> out) {
if (node == null || node.isNull()) return;
walk(node, timeframe, side, out, new HashSet<>());
}
private LiveConditionStatusDto empty(String market, long strategyId) {
return LiveConditionStatusDto.builder()
.market(market)
@@ -673,12 +683,14 @@ public class LiveConditionStatusService {
indicatorSettingsService.getAllVisual(userId, deviceId);
try {
JsonNode buyDsl = objectMapper.readTree(
JsonNode buyDslRaw = objectMapper.readTree(
strategy.getBuyConditionJson() != null ? strategy.getBuyConditionJson() : "null");
JsonNode sellDsl = objectMapper.readTree(
JsonNode sellDslRaw = objectMapper.readTree(
strategy.getSellConditionJson() != null ? strategy.getSellConditionJson() : "null");
String primaryTf = OhlcvBarSeriesSupport.normalizeTf(chartTimeframe);
JsonNode buyDsl = timeframeNormalizer.remapForChartTimeframe(buyDslRaw, primaryTf);
JsonNode sellDsl = timeframeNormalizer.remapForChartTimeframe(sellDslRaw, primaryTf);
BarSeries primarySeries = OhlcvBarSeriesSupport.buildSeries(chartBars, primaryTf);
if (primarySeries.isEmpty()) {
return List.of();
backend/src/main/java/com/goldenchart/service/StrategyDslTimeframeNormalizer.java
+122
View File
@@ -472,4 +472,126 @@ public class StrategyDslTimeframeNormalizer {
private ObjectNode copyTimeframeWithCandleType(JsonNode tf, String candleType) {
return copyTimeframeWithCandleTypes(tf, Set.of(candleType));
}
/**
* 전략평가·차트 시그널 스캔 — UI에서 선택한 분봉으로 평가.
* 단일 평가 분봉 전략(예: 3m 저장)을 5m 차트에서 테스트할 때 TIMEFRAME·조건 candleType을 치환한다.
* 멀티 TF(3m+1h 등) 또는 START에 복수 candleTypes가 있으면 치환하지 않는다.
*/
public JsonNode remapForChartTimeframe(JsonNode root, String chartTimeframe) {
if (root == null || root.isNull() || chartTimeframe == null || chartTimeframe.isBlank()) {
return root;
}
String chartTf = LiveStrategyTimeframeService.normalize(chartTimeframe);
if (!canRemapSingleEvaluationTimeframe(root)) {
return root;
}
String strategyTf = resolveSingleEvaluationTimeframe(root);
if (chartTf.equals(strategyTf)) {
return root;
}
ObjectNode copy = (ObjectNode) root.deepCopy();
remapTimeframesRecursive(copy, strategyTf, chartTf);
return copy;
}
public String remapJsonForChartTimeframe(String json, String chartTimeframe) {
if (json == null || json.isBlank()) return json;
try {
JsonNode root = objectMapper.readTree(json);
JsonNode remapped = remapForChartTimeframe(root, chartTimeframe);
return objectMapper.writeValueAsString(remapped);
} catch (Exception e) {
return json;
}
}
/** TIMEFRAME START에 복수 candleTypes 또는 AND/OR 아래 서로 다른 TF가 있으면 false */
private static boolean canRemapSingleEvaluationTimeframe(JsonNode root) {
if (root == null || root.isNull()) return false;
Set<String> tfScopes = new LinkedHashSet<>();
collectTimeframeScopeTypes(root, tfScopes);
if (tfScopes.size() > 1) return false;
return !hasMultiCandleTypesStart(root);
}
private static void collectTimeframeScopeTypes(JsonNode node, Set<String> out) {
if (node == null || node.isNull()) return;
String type = node.path("type").asText("");
if ("TIMEFRAME".equals(type)) {
if (hasMultiCandleTypesStart(node)) {
out.add("__multi__");
return;
}
String ct = LiveStrategyTimeframeService.normalize(node.path("candleType").asText("1m"));
out.add(ct);
}
JsonNode children = node.path("children");
if (children.isArray()) {
for (JsonNode c : children) collectTimeframeScopeTypes(c, out);
}
JsonNode child = node.path("child");
if (!child.isMissingNode() && !child.isNull()) collectTimeframeScopeTypes(child, out);
}
private static boolean hasMultiCandleTypesStart(JsonNode tfNode) {
JsonNode arr = tfNode.path("candleTypes");
if (!arr.isArray() || arr.size() <= 1) return false;
Set<String> distinct = new LinkedHashSet<>();
for (JsonNode t : arr) {
distinct.add(LiveStrategyTimeframeService.normalize(t.asText("")));
}
return distinct.size() > 1;
}
private static String resolveSingleEvaluationTimeframe(JsonNode root) {
Set<String> scopes = new LinkedHashSet<>();
collectTimeframeScopeTypes(root, scopes);
scopes.remove("__multi__");
if (scopes.size() == 1) return scopes.iterator().next();
Set<String> meaningful = collectMeaningfulCandleTypes(root);
if (meaningful.size() == 1) return meaningful.iterator().next();
return "1m";
}
private static void remapTimeframesRecursive(JsonNode node, String fromTf, String toTf) {
if (node == null || node.isNull() || !node.isObject()) return;
ObjectNode obj = (ObjectNode) node;
String type = obj.path("type").asText("");
if ("TIMEFRAME".equals(type)) {
obj.put("candleType", toTf);
if (obj.has("candleTypes")) {
ArrayNode arr = JsonNodeFactory.instance.arrayNode();
arr.add(toTf);
obj.set("candleTypes", arr);
}
}
if ("CONDITION".equals(type)) {
JsonNode cond = obj.path("condition");
if (cond.isObject()) {
remapConditionCandleType((ObjectNode) cond, "leftCandleType", fromTf, toTf);
remapConditionCandleType((ObjectNode) cond, "rightCandleType", fromTf, toTf);
}
}
JsonNode children = obj.path("children");
if (children.isArray()) {
for (JsonNode c : children) remapTimeframesRecursive(c, fromTf, toTf);
}
JsonNode child = obj.path("child");
if (!child.isMissingNode() && !child.isNull()) remapTimeframesRecursive(child, fromTf, toTf);
}
private static void remapConditionCandleType(ObjectNode cond, String field,
String fromTf, String toTf) {
if (!cond.has(field)) return;
String raw = cond.path(field).asText("");
if (raw.isBlank()) return;
String ct = LiveStrategyTimeframeService.normalize(raw);
if (fromTf.equals(ct)) {
cond.put(field, toTf);
}
}
}
backend/src/test/java/com/goldenchart/service/StrategyDslTimeframeNormalizerTest.java
+35
View File
@@ -259,4 +259,39 @@ class StrategyDslTimeframeNormalizerTest {
assertEquals("3m", root.path("candleTypes").get(1).asText());
assertEquals("5m", root.path("candleTypes").get(2).asText());
}
@Test
void remapForChartTimeframe_single3mTo5m() throws Exception {
String json = """
{
"type": "TIMEFRAME",
"candleType": "3m",
"children": [{
"type": "CONDITION",
"condition": {
"indicatorType": "ICHIMOKU",
"conditionType": "CLOUD_BREAK_UP"
}
}]
}
""";
JsonNode remapped = normalizer.remapForChartTimeframe(objectMapper.readTree(json), "5m");
assertEquals("5m", remapped.path("candleType").asText());
}
@Test
void remapForChartTimeframe_skipsMultiTimeframe() throws Exception {
String json = """
{
"type": "AND",
"children": [
{ "type": "TIMEFRAME", "candleType": "3m", "children": [] },
{ "type": "TIMEFRAME", "candleType": "1h", "children": [] }
]
}
""";
JsonNode root = objectMapper.readTree(json);
JsonNode remapped = normalizer.remapForChartTimeframe(root, "5m");
assertEquals("3m", remapped.path("children").get(0).path("candleType").asText());
}
}