신심리도 추가, 투자심리도 수정

This commit is contained in:
Macbook
2026-05-29 23:03:47 +09:00
parent 320675ea6b
commit 359e6c9653
19 changed files with 226 additions and 74 deletions
@@ -101,7 +101,8 @@ public class IndicatorService {
case "VolumeOscillator" -> calcVolumeOscillator(series, p);
case "VR" -> calcVR(series, p);
case "Disparity" -> calcDisparity(series, p);
case "Psychological", "NewPsychological" -> calcPsychological(series, p);
case "Psychological" -> calcPsychological(series, p);
case "NewPsychological" -> calcNewPsychological(series, p);
case "InvestPsychological"-> calcInvestPsychological(series, p);
default -> throw new IllegalArgumentException("지원하지 않는 지표: " + type);
@@ -762,9 +763,14 @@ public class IndicatorService {
return Map.of("plot0", psychologicalPoints(s, period, false));
}
private Map<String, List<PlotPoint>> calcNewPsychological(BarSeries s, Map<String, Object> p) {
int period = intP(p, "length", 10);
return Map.of("plot0", newPsychologicalPoints(s, period));
}
private Map<String, List<PlotPoint>> calcInvestPsychological(BarSeries s, Map<String, Object> p) {
int period = intP(p, "length", 10);
return Map.of("plot0", psychologicalPoints(s, period, true));
return Map.of("plot0", psychologicalPoints(s, period, false));
}
private List<PlotPoint> psychologicalPoints(BarSeries s, int period, boolean volumeWeighted) {
@@ -805,6 +811,40 @@ public class IndicatorService {
return pts;
}
/** 신심리도: [상승일수×상승폭비율 − 하락일수×하락폭비율] × 100 / N */
private List<PlotPoint> newPsychologicalPoints(BarSeries s, int period) {
int n = s.getBarCount();
ClosePriceIndicator close = new ClosePriceIndicator(s);
List<PlotPoint> pts = new ArrayList<>(n);
for (int i = 0; i < n; i++) {
Bar bar = s.getBar(i);
long t = bar.getEndTime().getEpochSecond() - bar.getTimePeriod().getSeconds();
if (i < period) {
pts.add(PlotPoint.builder().time(t).value(null).build());
continue;
}
double upSize = 0, downSize = 0;
int upDay = 0, downDay = 0;
for (int j = i - period + 1; j <= i; j++) {
Double c = safe(close.getValue(j));
Double cPrev = safe(close.getValue(j - 1));
if (c == null || cPrev == null) continue;
double diff = c - cPrev;
if (diff > 0) {
upSize += diff;
upDay++;
} else if (diff < 0) {
downSize += -diff;
downDay++;
}
}
double total = upSize + downSize;
Double val = total == 0 ? null : (upDay * (upSize / total) - downDay * (downSize / total)) * 100.0 / period;
pts.add(PlotPoint.builder().time(t).value(val).build());
}
return pts;
}
// ── EMA helper (double[], for TSI manual calc) ────────────────────────────
private double[] ema(double[] src, int len, int n) {
@@ -80,7 +80,7 @@ public class StrategyDslToTa4jAdapter {
Map.entry("ICHIMOKU", "IchimokuCloud"),
Map.entry("VOLUME_OSC", "VolumeOscillator"),
Map.entry("PSYCHOLOGICAL", "Psychological"),
Map.entry("NEW_PSYCHOLOGICAL", "Psychological"),
Map.entry("NEW_PSYCHOLOGICAL", "NewPsychological"),
Map.entry("INVEST_PSYCHOLOGICAL", "InvestPsychological"),
Map.entry("BWI", "BBBandWidth"),
Map.entry("VR", "VR"),
@@ -700,17 +700,22 @@ public class StrategyDslToTa4jAdapter {
}
if (field.startsWith("PSY_VALUE_")) {
int period = parseTrailingInt(field, "PSY_VALUE_", intP(p, "length", 12));
return newPsychIndicator(s, period, false);
return psychIndicator(s, period, false);
}
if (field.equals("PSY_VALUE") || field.equals("NEW_PSY_VALUE")
|| indType.equals("PSYCHOLOGICAL") || indType.equals("NEW_PSYCHOLOGICAL"))
return newPsychIndicator(s, intP(p, "length", 12), false);
if (field.equals("PSY_VALUE") || indType.equals("PSYCHOLOGICAL"))
return psychIndicator(s, intP(p, "length", 12), false);
if (field.startsWith("NEW_PSY_VALUE_")) {
int period = parseTrailingInt(field, "NEW_PSY_VALUE_", intP(p, "length", 10));
return newSentPsyIndicator(s, period);
}
if (field.equals("NEW_PSY_VALUE") || indType.equals("NEW_PSYCHOLOGICAL"))
return newSentPsyIndicator(s, intP(p, "length", 10));
if (field.startsWith("INVEST_PSY_VALUE_")) {
int period = parseTrailingInt(field, "INVEST_PSY_VALUE_", intP(p, "length", 10));
return newPsychIndicator(s, period, true);
return psychIndicator(s, period, false);
}
if (field.equals("INVEST_PSY_VALUE") || indType.equals("INVEST_PSYCHOLOGICAL"))
return newPsychIndicator(s, intP(p, "length", 10), true);
return psychIndicator(s, intP(p, "length", 10), false);
// Williams %R
if (field.startsWith("WILLIAMS_R_VALUE_")) {
int period = parseTrailingInt(field, "WILLIAMS_R_VALUE_", intP(p, "length", 14));
@@ -894,10 +899,14 @@ public class StrategyDslToTa4jAdapter {
return new VrIndicator(s, period);
}
private Indicator<Num> newPsychIndicator(BarSeries s, int period, boolean volumeWeighted) {
private Indicator<Num> psychIndicator(BarSeries s, int period, boolean volumeWeighted) {
return new PsychologicalIndicator(s, period, volumeWeighted);
}
private Indicator<Num> newSentPsyIndicator(BarSeries s, int period) {
return new NewSentimentPsychologicalIndicator(s, period);
}
/** VR(거래량비율) = 상승일 거래량합 / 하락일 거래량합 × 100 */
private static final class VrIndicator extends CachedIndicator<Num> {
private final int period;
@@ -933,7 +942,7 @@ public class StrategyDslToTa4jAdapter {
}
}
/** 심리도 / 투자심리도 */
/** 심리도 / 투자심리도 */
private static final class PsychologicalIndicator extends CachedIndicator<Num> {
private final int period;
private final boolean volumeWeighted;
@@ -979,6 +988,47 @@ public class StrategyDslToTa4jAdapter {
}
}
/** 신심리도 — 상승·하락 일수와 등락폭 반영 */
private static final class NewSentimentPsychologicalIndicator extends CachedIndicator<Num> {
private final int period;
private final ClosePriceIndicator close;
NewSentimentPsychologicalIndicator(BarSeries series, int period) {
super(series);
this.period = period;
this.close = new ClosePriceIndicator(series);
}
@Override
protected Num calculate(int index) {
if (index < period) return null;
double upSize = 0, downSize = 0;
int upDay = 0, downDay = 0;
for (int j = index - period + 1; j <= index; j++) {
Num c = close.getValue(j);
Num cPrev = close.getValue(j - 1);
if (c == null || cPrev == null) continue;
double diff = c.doubleValue() - cPrev.doubleValue();
if (diff > 0) {
upSize += diff;
upDay++;
} else if (diff < 0) {
downSize += -diff;
downDay++;
}
}
double total = upSize + downSize;
if (total == 0) return null;
double val = (upDay * (upSize / total) - downDay * (downSize / total)) * 100.0 / period;
return getBarSeries().numFactory().numOf(val);
}
@Override
public int getCountOfUnstableBars() {
return period + 1;
}
}
/**
* 직전 N봉 고가 중 최고값 (현재 봉 제외).
* index t 에서 max(high[t-N]..high[t-1]).