일목균형표 조건 수정

This commit is contained in:
Macbook
2026-06-16 21:23:41 +09:00
parent c4123b51f8
commit 26bfca7b4c
5 changed files with 190 additions and 15 deletions
@@ -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();