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일목균형표 전략 추가

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Macbook
2026-06-23 20:42:04 +09:00
parent d352b01b3c
commit 3e26373bfe
18 changed files with 674 additions and 31 deletions
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frontend/src/components/StrategyEditorPage.tsx
+58 -4
View File
@@ -75,6 +75,15 @@ import {
inferInflection33FilterLevel,
type Inflection33FilterLevel,
} from '../utils/inflection33Strategy';
import {
buildIchimokuBbTree,
isIchimokuBbPaletteValue,
isIchimokuBbPairRoot,
setIchimokuBbPairConfig,
patchIchimokuBbPairInTree,
inferIchimokuBbConfig,
type IchimokuBbPairConfig,
} from '../utils/ichimokuBbStrategy';
import {
buildStableStrategyTree,
isStableStrategyPaletteValue,
@@ -96,6 +105,7 @@ import {
import StochPairNodeSettings from './strategyEditor/StochPairNodeSettings';
import PriceExtremePairNodeSettings from './strategyEditor/PriceExtremePairNodeSettings';
import Inflection33PairNodeSettings from './strategyEditor/Inflection33PairNodeSettings';
import IchimokuBbPairNodeSettings from './strategyEditor/IchimokuBbPairNodeSettings';
import StableStrategyPairNodeSettings from './strategyEditor/StableStrategyPairNodeSettings';
import {
emptySignalFlowLayout,
@@ -731,6 +741,36 @@ export default function StrategyEditorPage({
handleOrphansChange, handleRootChange, handleExtraRootsChange,
]);
const applyIchimokuBbConfig = useCallback((pairNodeId: string, patch: Partial<IchimokuBbPairConfig>) => {
if (currentOrphans.some(o => o.id === pairNodeId)) {
handleOrphansChange(currentOrphans.map(o => (
o.id === pairNodeId ? setIchimokuBbPairConfig(o, patch, DEF) : o
)));
return;
}
if (currentRoot) {
const patched = patchIchimokuBbPairInTree(currentRoot, pairNodeId, patch, DEF);
if (patched && patched !== currentRoot) {
handleRootChange(patched);
return;
}
}
for (const [startId, branch] of Object.entries(currentLayout.extraRoots ?? {})) {
if (!branch) continue;
const patched = patchIchimokuBbPairInTree(branch, pairNodeId, patch, DEF);
if (patched && patched !== branch) {
handleExtraRootsChange({
...(currentLayout.extraRoots ?? {}),
[startId]: patched,
});
return;
}
}
}, [
currentRoot, currentOrphans, currentLayout.extraRoots, DEF,
handleOrphansChange, handleRootChange, handleExtraRootsChange,
]);
const applyStableStrategyFilterLevel = useCallback((pairNodeId: string, filterLevel: StableStrategyFilterLevel) => {
if (currentOrphans.some(o => o.id === pairNodeId)) {
handleOrphansChange(currentOrphans.map(o => (
@@ -1355,17 +1395,20 @@ export default function StrategyEditorPage({
const stochPair = isStochOverboughtPairPaletteValue(item.value);
const priceExtremeBreakout = isPriceExtremeBreakoutPairPaletteValue(item.value);
const inflection33 = isInflection33PaletteValue(item.value);
const ichimokuBb = isIchimokuBbPaletteValue(item.value);
const stableStrategy = isStableStrategyPaletteValue(item.value);
const composite = item.kind === 'composite' && !stochPair && !priceExtremeBreakout && !inflection33 && !stableStrategy;
const composite = item.kind === 'composite' && !stochPair && !priceExtremeBreakout && !inflection33 && !ichimokuBb && !stableStrategy;
const newNode = stochPair
? buildStochOverboughtPairTree(item.secondaryIndicator ?? 'CCI', DEF)
: priceExtremeBreakout
? buildPriceExtremeBreakoutTree(item.value, DEF)
: inflection33
? buildInflection33Tree(item.value, DEF)
: stableStrategy
? buildStableStrategyTree(item.value, DEF)
: makeNode('indicator', item.value, signalTab, DEF, composite ? { composite: true } : undefined);
: ichimokuBb
? buildIchimokuBbTree(item.value, DEF)
: stableStrategy
? buildStableStrategyTree(item.value, DEF)
: makeNode('indicator', item.value, signalTab, DEF, composite ? { composite: true } : undefined);
if (!newNode) return;
handleEditorStateChange(prev => {
const root = prev.root;
@@ -2143,6 +2186,17 @@ export default function StrategyEditorPage({
/>
</div>
)}
{selectedLogicNode && isIchimokuBbPairRoot(selectedLogicNode) && selectedLogicNode.ichimokuBbPair && (
<div className="se-node-config-bar se-node-config-bar--ichimoku-bb">
<span className="se-node-config-label">일목×볼린저</span>
<IchimokuBbPairNodeSettings
variant="inline"
config={inferIchimokuBbConfig(selectedLogicNode)}
onChange={patch => applyIchimokuBbConfig(selectedLogicNode.id, patch)}
onClose={() => {}}
/>
</div>
)}
{selectedLogicNode && isStableStrategyPairRoot(selectedLogicNode) && selectedLogicNode.stableStrategyPair && (
<div className="se-node-config-bar se-node-config-bar--stable-strategy">
<span className="se-node-config-label">추천 전략 필터</span>
frontend/src/components/strategyEditor/FlowNodes.tsx
+37 -1
View File
@@ -20,7 +20,13 @@ import {
inflection33DisplayName,
inferInflection33FilterLevel,
} from '../../utils/inflection33Strategy';
import {
isIchimokuBbPairRoot,
ichimokuBbDisplayName,
inferIchimokuBbConfig,
} from '../../utils/ichimokuBbStrategy';
import Inflection33PairNodeSettings from './Inflection33PairNodeSettings';
import IchimokuBbPairNodeSettings from './IchimokuBbPairNodeSettings';
import {
isStableStrategyPairRoot,
stableStrategyDisplayName,
@@ -235,13 +241,14 @@ export const LogicGateNode = memo(function LogicGateNode({ id, data, selected }:
const isStochPair = isStochOverboughtPairRoot(node);
const isPriceExtremePair = isPriceExtremeBreakoutPairRoot(node);
const isInflection33Pair = isInflection33PairRoot(node);
const isIchimokuBbPair = isIchimokuBbPairRoot(node);
const isStableStrategyPair = isStableStrategyPairRoot(node);
const { onDragEnter, onDragOver, onDragLeave, onDrop } = usePaletteDropHandlers(id, d);
const [settingsOpen, setSettingsOpen] = useState(false);
return (
<div
className={`se-flow-node se-flow-node--logic${isStochPair ? ' se-flow-node--stoch-pair' : ''}${isPriceExtremePair ? ' se-flow-node--price-extreme-pair' : ''}${isInflection33Pair ? ' se-flow-node--inflection33-pair' : ''}${isStableStrategyPair ? ' se-flow-node--stable-strategy-pair' : ''}${isSell ? ' se-flow-node--sell-mode' : ''}${d.isOrphan ? ' se-flow-node--orphan' : ''} ${selected ? 'se-flow-node--selected' : ''} ${d.dragOver ? ' se-flow-node--drop' : ''}${settingsOpen ? ' se-flow-node--settings-open' : ''}`}
className={`se-flow-node se-flow-node--logic${isStochPair ? ' se-flow-node--stoch-pair' : ''}${isPriceExtremePair ? ' se-flow-node--price-extreme-pair' : ''}${isInflection33Pair ? ' se-flow-node--inflection33-pair' : ''}${isIchimokuBbPair ? ' se-flow-node--ichimoku-bb-pair' : ''}${isStableStrategyPair ? ' se-flow-node--stable-strategy-pair' : ''}${isSell ? ' se-flow-node--sell-mode' : ''}${d.isOrphan ? ' se-flow-node--orphan' : ''} ${selected ? 'se-flow-node--selected' : ''} ${d.dragOver ? ' se-flow-node--drop' : ''}${settingsOpen ? ' se-flow-node--settings-open' : ''}`}
style={{ '--se-gate-color': color } as React.CSSProperties}
onDragEnter={onDragEnter}
onDragOver={onDragOver}
@@ -312,6 +319,28 @@ export const LogicGateNode = memo(function LogicGateNode({ id, data, selected }:
</button>
</div>
)}
{isIchimokuBbPair && node.ichimokuBbPair && (
<div className="se-flow-gate-stoch-pair">
<span className="se-flow-gate-stoch-pair-title">
{ichimokuBbDisplayName(node.ichimokuBbPair.mode, node.ichimokuBbPair.chikouDisplacement)}
</span>
<button
type="button"
className="se-flow-settings"
title="일목×볼린저 설정"
aria-label="일목×볼린저 설정"
onClick={e => {
e.stopPropagation();
setSettingsOpen(v => !v);
}}
>
<svg width="12" height="12" viewBox="0 0 24 24" fill="none" stroke="currentColor" strokeWidth="2">
<circle cx="12" cy="12" r="3"/>
<path d="M12 1v2M12 21v2M4.22 4.22l1.42 1.42M18.36 18.36l1.42 1.42M1 12h2M21 12h2M4.22 19.78l1.42-1.42M18.36 5.64l1.42-1.42"/>
</svg>
</button>
</div>
)}
{isPriceExtremePair && node.priceExtremePair && (
<div className="se-flow-gate-stoch-pair">
<span className="se-flow-gate-stoch-pair-title">
@@ -390,6 +419,13 @@ export const LogicGateNode = memo(function LogicGateNode({ id, data, selected }:
onClose={() => setSettingsOpen(false)}
/>
)}
{settingsOpen && isIchimokuBbPair && node.ichimokuBbPair && (
<IchimokuBbPairNodeSettings
config={inferIchimokuBbConfig(node)}
onChange={patch => d.onUpdateIchimokuBbConfig?.(id, patch)}
onClose={() => setSettingsOpen(false)}
/>
)}
{settingsOpen && isPriceExtremePair && node.priceExtremePair && (
<PriceExtremePairNodeSettings
mode={node.priceExtremePair.mode}
frontend/src/components/strategyEditor/IchimokuBbPairNodeSettings.tsx
+128
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@@ -0,0 +1,128 @@
import React, { useEffect, useRef } from 'react';
import {
ICHIMOKU_BB_BAND_OPTIONS,
ICHIMOKU_BB_CONDITION_OPTIONS,
ichimokuBbDisplayName,
ichimokuBbSummaryText,
type IchimokuBbBand,
type IchimokuBbConditionType,
type IchimokuBbPairConfig,
} from '../../utils/ichimokuBbStrategy';
interface Props {
config: IchimokuBbPairConfig;
onChange: (patch: Partial<IchimokuBbPairConfig>) => void;
onClose: () => void;
popoverClassName?: string;
variant?: 'popover' | 'inline';
}
export default function IchimokuBbPairNodeSettings({
config,
onChange,
onClose,
popoverClassName = 'se-flow-settings-pop',
variant = 'popover',
}: Props) {
const ref = useRef<HTMLDivElement>(null);
useEffect(() => {
if (variant === 'inline') return;
const onDoc = (e: MouseEvent) => {
if (ref.current && !ref.current.contains(e.target as Node)) onClose();
};
document.addEventListener('mousedown', onDoc);
return () => document.removeEventListener('mousedown', onDoc);
}, [onClose, variant]);
const body = (
<>
<label className="se-flow-settings-field se-flow-settings-field--readonly">
<span>전략</span>
<output className="se-flow-settings-readout">
{ichimokuBbDisplayName(config.mode, config.chikouDisplacement)}
</output>
</label>
<label className="se-flow-settings-field">
<span>후행 N봉</span>
<input
type="number"
className="se-combo-num-input"
min={1}
max={120}
value={config.chikouDisplacement}
onChange={e => {
const n = parseInt(e.target.value, 10);
if (Number.isFinite(n) && n > 0) onChange({ chikouDisplacement: n });
}}
/>
</label>
<label className="se-flow-settings-field">
<span>볼린저 밴드</span>
<select
className="se-combo-num-select sp-cond-sel"
value={config.bbBand}
onChange={e => onChange({ bbBand: e.target.value as IchimokuBbBand })}
>
{ICHIMOKU_BB_BAND_OPTIONS.map(o => (
<option key={o.value} value={o.value}>{o.label}</option>
))}
</select>
</label>
<label className="se-flow-settings-field">
<span>조건</span>
<select
className="se-combo-num-select sp-cond-sel"
value={config.conditionType}
onChange={e => onChange({ conditionType: e.target.value as IchimokuBbConditionType })}
>
{ICHIMOKU_BB_CONDITION_OPTIONS.map(o => (
<option key={o.value} value={o.value}>{o.label}</option>
))}
</select>
</label>
<p className="se-flow-settings-hint se-flow-settings-hint--muted">
현재 후행스팬(종가)과 N봉 전 시점의 볼린저 밴드를 비교합니다.
</p>
<p className="se-flow-settings-hint se-flow-settings-hint--muted">
{ichimokuBbSummaryText(config)}
</p>
</>
);
if (variant === 'inline') {
return (
<div className="se-ichimoku-bb-inline-settings" onClick={e => e.stopPropagation()}>
{body}
</div>
);
}
return (
<div
ref={ref}
className={popoverClassName}
role="dialog"
aria-label="일목×볼린저 설정"
onClick={e => e.stopPropagation()}
>
<div className="se-flow-settings-head">
<span>일목×볼린저</span>
<button
type="button"
className="se-flow-settings-close"
aria-label="닫기"
title="닫기"
onClick={onClose}
>
×
</button>
</div>
{body}
</div>
);
}
frontend/src/components/strategyEditor/IndicatorPaletteTab.tsx
+6
View File
@@ -6,6 +6,7 @@ import { getCompositeDefaultPeriods } from '../../utils/compositeIndicators';
import { isStochOverboughtPairPaletteValue } from '../../utils/stochOverboughtPair';
import { isPriceExtremeBreakoutPairPaletteValue } from '../../utils/priceExtremeBreakoutPair';
import { isInflection33PaletteValue } from '../../utils/inflection33Strategy';
import { isIchimokuBbPaletteValue } from '../../utils/ichimokuBbStrategy';
import { isStableStrategyPaletteValue, STABLE_STRATEGY_PALETTE_ITEMS } from '../../utils/stableStrategyPairs';
import { getDefaultIndicatorPeriod } from '../../utils/conditionPeriods';
import { getStrategyIndicatorDisplayName } from '../../utils/strategyPaletteStorage';
@@ -31,6 +32,9 @@ function periodLabel(item: PaletteItem, def: DefType): string {
if (item.kind === 'composite' && isInflection33PaletteValue(item.value)) {
return `${item.period ?? 33}일`;
}
if (item.kind === 'composite' && isIchimokuBbPaletteValue(item.value)) {
return `${item.period ?? 26}봉`;
}
if (item.kind === 'composite' && isStableStrategyPaletteValue(item.value)) {
const meta = STABLE_STRATEGY_PALETTE_ITEMS.find(i => i.value === item.value);
return meta?.periodHint ?? '';
@@ -189,10 +193,12 @@ export default function IndicatorPaletteTab({
&& !isStochOverboughtPairPaletteValue(item.value)
&& !isPriceExtremeBreakoutPairPaletteValue(item.value)
&& !isInflection33PaletteValue(item.value)
&& !isIchimokuBbPaletteValue(item.value)
&& !isStableStrategyPaletteValue(item.value)}
stochPair={isStochOverboughtPairPaletteValue(item.value)}
priceExtremeBreakout={isPriceExtremeBreakoutPairPaletteValue(item.value)}
inflection33={isInflection33PaletteValue(item.value)}
ichimokuBb={isIchimokuBbPaletteValue(item.value)}
stableStrategy={isStableStrategyPaletteValue(item.value)}
secondaryIndicator={item.secondaryIndicator}
period={periodLabel(item, def)}
frontend/src/components/strategyEditor/PaletteChip.tsx
+3 -1
View File
@@ -27,6 +27,7 @@ interface Props {
stochPair?: boolean;
priceExtremeBreakout?: boolean;
inflection33?: boolean;
ichimokuBb?: boolean;
stableStrategy?: boolean;
secondaryIndicator?: string;
selected?: boolean;
@@ -36,7 +37,7 @@ interface Props {
export default function PaletteChip({
type, value, label, desc, color, period, periodValue, shortPeriod, longPeriod,
composite = false, stochPair = false, priceExtremeBreakout = false, inflection33 = false, stableStrategy = false, secondaryIndicator, selected = false, onSelect, onAdd,
composite = false, stochPair = false, priceExtremeBreakout = false, inflection33 = false, ichimokuBb = false, stableStrategy = false, secondaryIndicator, selected = false, onSelect, onAdd,
}: Props) {
const buildPayload = (): PaletteDragPayload => ({
type, value, label,
@@ -44,6 +45,7 @@ export default function PaletteChip({
stochPair: stochPair || undefined,
priceExtremeBreakout: priceExtremeBreakout || undefined,
inflection33: inflection33 || undefined,
ichimokuBb: ichimokuBb || undefined,
stableStrategy: stableStrategy || undefined,
secondaryIndicator,
period: periodValue,
frontend/src/components/strategyEditor/StrategyEditorCanvas.tsx
+32 -1
View File
@@ -57,6 +57,10 @@ import {
setInflection33PairFilterLevel,
type Inflection33FilterLevel,
} from '../../utils/inflection33Strategy';
import {
setIchimokuBbPairConfig,
type IchimokuBbPairConfig,
} from '../../utils/ichimokuBbStrategy';
import {
setStableStrategyPairFilterLevel,
type StableStrategyFilterLevel,
@@ -772,6 +776,11 @@ function StrategyEditorCanvasInner({
: n.inflection33Pair?.mode === 'sell'
? (gateType === 'OR' ? n.inflection33Pair : undefined)
: undefined,
ichimokuBbPair: n.ichimokuBbPair?.mode === 'buy'
? (gateType === 'AND' ? n.ichimokuBbPair : undefined)
: n.ichimokuBbPair?.mode === 'sell'
? (gateType === 'OR' ? n.ichimokuBbPair : undefined)
: undefined,
stableStrategyPair: n.stableStrategyPair?.mode === 'buy'
? (gateType === 'AND' ? n.stableStrategyPair : undefined)
: n.stableStrategyPair?.mode === 'sell'
@@ -866,6 +875,27 @@ function StrategyEditorCanvasInner({
}
}, [root, extraRoots, orphans, def, onChange, onOrphansChange, onExtraRootsChange]);
const handleUpdateIchimokuBbConfig = useCallback((id: string, patch: Partial<IchimokuBbPairConfig>) => {
const patchPair = (n: LogicNode) => setIchimokuBbPairConfig(n, patch, def);
if (isOrphanNode(orphans, id)) {
onOrphansChange(orphans.map(o => (o.id === id ? patchPair(o) : o)));
return;
}
if (root && findNodeInTree(root, id)) {
onChange(updateNode(root, id, patchPair));
return;
}
for (const [sid, branch] of Object.entries(extraRoots)) {
if (branch && findNodeInTree(branch, id)) {
onExtraRootsChange?.({
...extraRoots,
[sid]: updateNode(branch, id, patchPair),
});
return;
}
}
}, [root, extraRoots, orphans, def, onChange, onOrphansChange, onExtraRootsChange]);
const handleUpdateStableStrategyFilterLevel = useCallback((id: string, filterLevel: StableStrategyFilterLevel) => {
const patchPair = (n: LogicNode) => setStableStrategyPairFilterLevel(n, filterLevel, def);
if (isOrphanNode(orphans, id)) {
@@ -894,6 +924,7 @@ function StrategyEditorCanvasInner({
onUpdateStochPairSecondary: handleUpdateStochPairSecondary,
onUpdatePriceExtremeFilterLevel: handleUpdatePriceExtremeFilterLevel,
onUpdateInflection33FilterLevel: handleUpdateInflection33FilterLevel,
onUpdateIchimokuBbConfig: handleUpdateIchimokuBbConfig,
onUpdateStableStrategyFilterLevel: handleUpdateStableStrategyFilterLevel,
onChangeLogicGateType: handleChangeLogicGateType,
onDropTarget: handleDropTarget,
@@ -902,7 +933,7 @@ function StrategyEditorCanvasInner({
onStartCandleTypesChange: handleStartCandleTypesChange,
onDeleteStart: handleDeleteStart,
}), [
handleDelete, handleUpdateCondition, handleReplaceLogicNode, handleUpdateStochPairSecondary, handleUpdatePriceExtremeFilterLevel, handleUpdateInflection33FilterLevel, handleUpdateStableStrategyFilterLevel, handleChangeLogicGateType,
handleDelete, handleUpdateCondition, handleReplaceLogicNode, handleUpdateStochPairSecondary, handleUpdatePriceExtremeFilterLevel, handleUpdateInflection33FilterLevel, handleUpdateIchimokuBbConfig, handleUpdateStableStrategyFilterLevel, handleChangeLogicGateType,
handleDropTarget, handleDragOverTarget, handleDragLeaveTarget,
handleStartCandleTypesChange, handleDeleteStart,
]);
frontend/src/hooks/useStrategyEvaluationEditor.ts
+11 -4
View File
@@ -43,6 +43,10 @@ import {
buildInflection33Tree,
isInflection33PaletteValue,
} from '../utils/inflection33Strategy';
import {
buildIchimokuBbTree,
isIchimokuBbPaletteValue,
} from '../utils/ichimokuBbStrategy';
import {
buildStableStrategyTree,
isStableStrategyPaletteValue,
@@ -442,17 +446,20 @@ export function useStrategyEvaluationEditor({
const stochPair = isStochOverboughtPairPaletteValue(item.value);
const priceExtremeBreakout = isPriceExtremeBreakoutPairPaletteValue(item.value);
const inflection33 = isInflection33PaletteValue(item.value);
const ichimokuBb = isIchimokuBbPaletteValue(item.value);
const stableStrategy = isStableStrategyPaletteValue(item.value);
const composite = item.kind === 'composite' && !stochPair && !priceExtremeBreakout && !inflection33 && !stableStrategy;
const composite = item.kind === 'composite' && !stochPair && !priceExtremeBreakout && !inflection33 && !ichimokuBb && !stableStrategy;
const newNode = stochPair
? buildStochOverboughtPairTree(item.secondaryIndicator ?? 'CCI', def)
: priceExtremeBreakout
? buildPriceExtremeBreakoutTree(item.value, def)
: inflection33
? buildInflection33Tree(item.value, def)
: stableStrategy
? buildStableStrategyTree(item.value, def)
: makeNode('indicator', item.value, signalTab, def, composite ? { composite: true } : undefined);
: ichimokuBb
? buildIchimokuBbTree(item.value, def)
: stableStrategy
? buildStableStrategyTree(item.value, def)
: makeNode('indicator', item.value, signalTab, def, composite ? { composite: true } : undefined);
if (!newNode) return;
handleEditorStateChange(prev => {
const root = prev.root;
frontend/src/utils/bollingerConfig.ts
+2 -2
View File
@@ -17,7 +17,7 @@ export const DEFAULT_BB_BAND_BACKGROUND = {
color: '#42A5F528',
} as const;
const BB_PLOT_TITLES = ['중앙값', '어퍼', '로우어'] as const;
const BB_PLOT_TITLES = ['중앙값', '상한선', '하한선'] as const;
const BB_PLOT_IDS = ['plot0', 'plot1', 'plot2'] as const;
const BB_DEFAULT_COLORS = ['#FF9800', '#42A5F5', '#42A5F5'] as const;
@@ -34,7 +34,7 @@ export function resolveBbBandBackground(
};
}
/** 업비트 플롯 정의 병합 (중앙값·어퍼·로우어, 기본 색) */
/** 업비트 플롯 정의 병합 (중앙값·상한선·하한선, 기본 색) */
export function mergeBbPlots(
saved: import('./indicatorRegistry').PlotDef[] | undefined,
defaults: import('./indicatorRegistry').PlotDef[],
frontend/src/utils/chartCustomOverlay.ts
+2 -2
View File
@@ -29,8 +29,8 @@ export type ChartCustomOverlaySelection = {
export const BB_CUSTOM_PLOT_IDS = ['plot0', 'plot1', 'plot2'] as const;
export const BB_CUSTOM_LABELS: Record<(typeof BB_CUSTOM_PLOT_IDS)[number], string> = {
plot0: '중앙값',
plot1: '어퍼',
plot2: '로우어',
plot1: '상한선',
plot2: '하한선',
};
export function createDefaultChartCustomOverlaySelection(): ChartCustomOverlaySelection {
frontend/src/utils/ichimokuBbStrategy.ts
+198
View File
@@ -0,0 +1,198 @@
/**
* 일목 후행스팬 × 볼린저밴드 복합 전략
*
* 현재 후행스팬(종가) vs N봉(chikouDisplacement) 전 볼린저 상한선·중앙값·하한선
* — 상향/하향 돌파·위/아래 유지 조건
*/
import type { ConditionDSL, LogicNode } from './strategyTypes';
import { initConditionPeriodsInherit, type IndicatorPeriodDef } from './conditionPeriods';
import { genId } from './strategyNodeIds';
export const ICHIMOKU_BB_BUY_VALUE = 'ICHIMOKU_BB_BUY';
export const ICHIMOKU_BB_SELL_VALUE = 'ICHIMOKU_BB_SELL';
export const DEFAULT_CHIKOU_DISPLACEMENT = 26;
export type IchimokuBbBand = 'UPPER_BAND' | 'MIDDLE_BAND' | 'LOWER_BAND';
export type IchimokuBbConditionType = 'CROSS_UP' | 'CROSS_DOWN' | 'GT' | 'LT';
export interface IchimokuBbPairConfig {
mode: 'buy' | 'sell';
chikouDisplacement: number;
bbBand: IchimokuBbBand;
conditionType: IchimokuBbConditionType;
}
export const ICHIMOKU_BB_BAND_OPTIONS: { value: IchimokuBbBand; label: string }[] = [
{ value: 'UPPER_BAND', label: '상한선' },
{ value: 'MIDDLE_BAND', label: '중앙값' },
{ value: 'LOWER_BAND', label: '하한선' },
];
export const ICHIMOKU_BB_CONDITION_OPTIONS: { value: IchimokuBbConditionType; label: string }[] = [
{ value: 'CROSS_UP', label: '상향 돌파' },
{ value: 'CROSS_DOWN', label: '하향 돌파' },
{ value: 'GT', label: '위 유지(>)' },
{ value: 'LT', label: '아래 유지(<)' },
];
const DEFAULT_BUY: Omit<IchimokuBbPairConfig, 'mode'> = {
chikouDisplacement: DEFAULT_CHIKOU_DISPLACEMENT,
bbBand: 'UPPER_BAND',
conditionType: 'CROSS_UP',
};
const DEFAULT_SELL: Omit<IchimokuBbPairConfig, 'mode'> = {
chikouDisplacement: DEFAULT_CHIKOU_DISPLACEMENT,
bbBand: 'LOWER_BAND',
conditionType: 'CROSS_DOWN',
};
export function isIchimokuBbBuyPaletteValue(value: string): boolean {
return value === ICHIMOKU_BB_BUY_VALUE;
}
export function isIchimokuBbSellPaletteValue(value: string): boolean {
return value === ICHIMOKU_BB_SELL_VALUE;
}
export function isIchimokuBbPaletteValue(value: string): boolean {
return isIchimokuBbBuyPaletteValue(value) || isIchimokuBbSellPaletteValue(value);
}
export function isIchimokuBbPairRoot(node: LogicNode): boolean {
return !!node.ichimokuBbPair?.mode && (node.type === 'AND' || node.type === 'OR');
}
function bandLabel(band: IchimokuBbBand): string {
return ICHIMOKU_BB_BAND_OPTIONS.find(o => o.value === band)?.label ?? band;
}
function conditionLabel(ct: IchimokuBbConditionType): string {
return ICHIMOKU_BB_CONDITION_OPTIONS.find(o => o.value === ct)?.label ?? ct;
}
function makeIchimokuBbCondition(
def: IndicatorPeriodDef,
config: Omit<IchimokuBbPairConfig, 'mode'>,
): LogicNode {
const base: ConditionDSL = {
indicatorType: 'ICHIMOKU_BB',
conditionType: config.conditionType,
leftField: 'LAGGING_SPAN',
rightField: config.bbBand,
candleRange: 1,
valuePeriodOverride: false,
thresholdOverride: false,
rightPeriodOverride: false,
params: {
chikouDisplacement: config.chikouDisplacement,
},
};
return {
id: genId(),
type: 'CONDITION',
condition: initConditionPeriodsInherit('ICHIMOKU_BB', base, def),
};
}
function wrapPairRoot(
mode: 'buy' | 'sell',
config: Omit<IchimokuBbPairConfig, 'mode'>,
def: IndicatorPeriodDef,
): LogicNode {
return {
id: genId(),
type: 'AND',
ichimokuBbPair: { mode, ...config },
children: [makeIchimokuBbCondition(def, config)],
};
}
export function buildIchimokuBbBuyTree(
def: IndicatorPeriodDef,
config: Partial<Omit<IchimokuBbPairConfig, 'mode'>> = {},
): LogicNode {
return wrapPairRoot('buy', { ...DEFAULT_BUY, ...config }, def);
}
export function buildIchimokuBbSellTree(
def: IndicatorPeriodDef,
config: Partial<Omit<IchimokuBbPairConfig, 'mode'>> = {},
): LogicNode {
return wrapPairRoot('sell', { ...DEFAULT_SELL, ...config }, def);
}
export function buildIchimokuBbTree(value: string, def: IndicatorPeriodDef): LogicNode | null {
if (isIchimokuBbBuyPaletteValue(value)) return buildIchimokuBbBuyTree(def);
if (isIchimokuBbSellPaletteValue(value)) return buildIchimokuBbSellTree(def);
return null;
}
export function ichimokuBbDisplayName(mode: 'buy' | 'sell', displacement = DEFAULT_CHIKOU_DISPLACEMENT): string {
return mode === 'buy'
? `일목×BB 매수 (N=${displacement})`
: `일목×BB 매도 (N=${displacement})`;
}
export function ichimokuBbSummaryText(config: IchimokuBbPairConfig): string {
return `후행스팬 ${config.chikouDisplacement}봉 전 ${bandLabel(config.bbBand)} ${conditionLabel(config.conditionType)}`;
}
export function ichimokuBbPaletteDesc(value: string): string {
if (isIchimokuBbBuyPaletteValue(value)) {
return `후행스팬(종가)이 ${DEFAULT_CHIKOU_DISPLACEMENT}봉 전 볼린저 상한선 상향 돌파 — 밴드·N·조건 변경 가능`;
}
if (isIchimokuBbSellPaletteValue(value)) {
return `후행스팬(종가)이 ${DEFAULT_CHIKOU_DISPLACEMENT}봉 전 볼린저 하한선 하향 돌파 — 밴드·N·조건 변경 가능`;
}
return '';
}
export function inferIchimokuBbConfig(node: LogicNode): IchimokuBbPairConfig {
if (node.ichimokuBbPair) return node.ichimokuBbPair;
const cond = node.children?.[0]?.condition;
const displacement = Number(cond?.params?.chikouDisplacement) || DEFAULT_CHIKOU_DISPLACEMENT;
const bbBand = (cond?.rightField as IchimokuBbBand) ?? DEFAULT_BUY.bbBand;
const conditionType = (cond?.conditionType as IchimokuBbConditionType) ?? DEFAULT_BUY.conditionType;
return {
mode: 'buy',
chikouDisplacement: displacement,
bbBand,
conditionType,
};
}
export function setIchimokuBbPairConfig(
node: LogicNode,
patch: Partial<IchimokuBbPairConfig>,
def: IndicatorPeriodDef,
): LogicNode {
if (!isIchimokuBbPairRoot(node) || !node.ichimokuBbPair) return node;
const next: IchimokuBbPairConfig = { ...node.ichimokuBbPair, ...patch };
const rebuilt = next.mode === 'buy'
? buildIchimokuBbBuyTree(def, next)
: buildIchimokuBbSellTree(def, next);
return { ...rebuilt, id: node.id };
}
export function patchIchimokuBbPairInTree(
root: LogicNode | null,
pairNodeId: string,
patch: Partial<IchimokuBbPairConfig>,
def: IndicatorPeriodDef,
): LogicNode | null {
if (!root) return null;
if (root.id === pairNodeId && isIchimokuBbPairRoot(root)) {
return setIchimokuBbPairConfig(root, patch, def);
}
if (!root.children?.length) return root;
let changed = false;
const children = root.children.map(c => {
const patched = patchIchimokuBbPairInTree(c, pairNodeId, patch, def);
if (patched !== c) changed = true;
return patched ?? c;
});
return changed ? { ...root, children } : root;
}
frontend/src/utils/indicatorLabels.ts
+4 -2
View File
@@ -101,8 +101,10 @@ const PLOT_LABELS: Record<string, LabelPair> = {
Middle: { ko: '중간', en: 'Middle' },
Basis: { ko: '기준', en: 'Basis' },
중앙값: { ko: '중앙값', en: 'Basis' },
어퍼: { ko: '어퍼', en: 'Upper' },
로우어: { ko: '로우어', en: 'Lower' },
어퍼: { ko: '상한선', en: 'Upper' },
로우어: { ko: '하한선', en: 'Lower' },
상한선: { ko: '상한선', en: 'Upper' },
하한선: { ko: '하한선', en: 'Lower' },
Tenkan: { ko: '전환선', en: 'Tenkan' },
Kijun: { ko: '기준선', en: 'Kijun' },
SpanA: { ko: '선행스팬1', en: 'SpanA' },
frontend/src/utils/indicatorRegistry.ts
+1 -1
View File
@@ -359,7 +359,7 @@ export const INDICATOR_REGISTRY: IndicatorDef[] = [
{ type:'MACross',name:'MA Cross', koreanName:'이동평균교차', shortName:'MACross',category:'Moving Averages', overlay:true, defaultParams:{fastLength:9, slowLength:21, src:'close'},plots:[{id:'plot0',title:'Fast', color:'#2962FF',type:'line',lineWidth:2},{id:'plot1',title:'Slow',color:'#FF6D00',type:'line',lineWidth:2}], description:'이동평균 교차 (골든크로스/데드크로스)' },
// ── Channels & Bands ──────────────────────────────────────────────────────
{ type:'BollingerBands', name:'Bollinger Bands', koreanName:'볼린저밴드', shortName:'BB', category:'Channels & Bands', overlay:true, defaultParams:{symbolMode:'main', refSymbol:'', length:20, mult:2, offset:0, src:'close', maType:'SMA'}, plots:[{id:'plot0',title:'중앙값',color:'#FF9800',type:'line',lineWidth:1},{id:'plot1',title:'어퍼',color:'#42A5F5',type:'line',lineWidth:1},{id:'plot2',title:'로우어',color:'#42A5F5',type:'line',lineWidth:1}], description:'볼린저 밴드 (SMA ± σ×곱)' },
{ type:'BollingerBands', name:'Bollinger Bands', koreanName:'볼린저밴드', shortName:'BB', category:'Channels & Bands', overlay:true, defaultParams:{symbolMode:'main', refSymbol:'', length:20, mult:2, offset:0, src:'close', maType:'SMA'}, plots:[{id:'plot0',title:'중앙값',color:'#FF9800',type:'line',lineWidth:1},{id:'plot1',title:'상한선',color:'#42A5F5',type:'line',lineWidth:1},{id:'plot2',title:'하한선',color:'#42A5F5',type:'line',lineWidth:1}], description:'볼린저 밴드 (SMA ± σ×곱)' },
{ type:'KeltnerChannels',name:'Keltner Channels', koreanName:'켈트너채널', shortName:'KC', category:'Channels & Bands', overlay:true, defaultParams:{length:20, multiplier:2}, plots:[{id:'plot0',title:'Upper', color:'#7E57C2',type:'line',lineWidth:1},{id:'plot1',title:'Middle',color:'#EF5350',type:'line',lineWidth:1},{id:'plot2',title:'Lower',color:'#7E57C2',type:'line',lineWidth:1}], description:'켈트너 채널' },
{ type:'DonchianChannels',name:'Donchian Channels', koreanName:'돈치안채널', shortName:'DC', category:'Channels & Bands', overlay:true, defaultParams:{length:20}, plots:[{id:'plot0',title:'Upper', color:'#4CAF50',type:'line',lineWidth:1},{id:'plot1',title:'Basis',color:'#FFC107',type:'line',lineWidth:1},{id:'plot2',title:'Lower',color:'#4CAF50',type:'line',lineWidth:1}], description:'돈치안 채널' },
{ type:'Envelope', name:'Envelope', koreanName:'엔벨로프', shortName:'Env', category:'Channels & Bands', overlay:true, defaultParams:{length:20, percent:0.1, src:'close'}, plots:[{id:'plot0',title:'Upper', color:'#009688',type:'line',lineWidth:1},{id:'plot1',title:'Basis',color:'#607D8B',type:'line',lineWidth:1},{id:'plot2',title:'Lower',color:'#009688',type:'line',lineWidth:1}], description:'엔벨로프 채널' },
frontend/src/utils/stableStrategyPairs.ts
+56 -1
View File
@@ -16,6 +16,7 @@ export type StableStrategyId =
| 'MA_TREND'
| 'ICHIMOKU_TREND'
| 'ICHIMOKU_SANYAKU'
| 'ICHIMOKU_PERFECT'
| 'MACD_MOMENTUM'
| 'BOLLINGER_RANGE';
@@ -57,6 +58,8 @@ export const ICHIMOKU_TREND_BUY = 'ICHIMOKU_TREND_BUY';
export const ICHIMOKU_TREND_SELL = 'ICHIMOKU_TREND_SELL';
export const ICHIMOKU_SANYAKU_BUY = 'ICHIMOKU_SANYAKU_BUY';
export const ICHIMOKU_SANYAKU_SELL = 'ICHIMOKU_SANYAKU_SELL';
export const ICHIMOKU_PERFECT_BUY = 'ICHIMOKU_PERFECT_BUY';
export const ICHIMOKU_PERFECT_SELL = 'ICHIMOKU_PERFECT_SELL';
export const MACD_MOMENTUM_BUY = 'MACD_MOMENTUM_BUY';
export const MACD_MOMENTUM_SELL = 'MACD_MOMENTUM_SELL';
export const BOLLINGER_RANGE_BUY = 'BOLLINGER_RANGE_BUY';
@@ -75,6 +78,8 @@ const VALUE_TO_META: Record<string, { id: StableStrategyId; mode: 'buy' | 'sell'
[ICHIMOKU_TREND_SELL]: { id: 'ICHIMOKU_TREND', mode: 'sell' },
[ICHIMOKU_SANYAKU_BUY]: { id: 'ICHIMOKU_SANYAKU', mode: 'buy' },
[ICHIMOKU_SANYAKU_SELL]: { id: 'ICHIMOKU_SANYAKU', mode: 'sell' },
[ICHIMOKU_PERFECT_BUY]: { id: 'ICHIMOKU_PERFECT', mode: 'buy' },
[ICHIMOKU_PERFECT_SELL]: { id: 'ICHIMOKU_PERFECT', mode: 'sell' },
[MACD_MOMENTUM_BUY]: { id: 'MACD_MOMENTUM', mode: 'buy' },
[MACD_MOMENTUM_SELL]: { id: 'MACD_MOMENTUM', mode: 'sell' },
[BOLLINGER_RANGE_BUY]: { id: 'BOLLINGER_RANGE', mode: 'buy' },
@@ -151,6 +156,16 @@ export const STABLE_STRATEGY_PALETTE_ITEMS: StableStrategyPaletteMeta[] = [
desc: '전환·기준·구름 하향 돌파(현재봉 1회) — 유지 조건 없음',
periodHint: '9 / 26 / 52',
},
{
value: ICHIMOKU_PERFECT_BUY, label: '일목 5원소 매수', strategyId: 'ICHIMOKU_PERFECT', mode: 'buy',
desc: '괘·주가·구름·후행 4중 AND — 전환>기준 + 구름 위 + 양운 + 후행>26봉전 종가',
periodHint: '9 / 26 / 52',
},
{
value: ICHIMOKU_PERFECT_SELL, label: '일목 5원소 매도', strategyId: 'ICHIMOKU_PERFECT', mode: 'sell',
desc: '괘·주가·구름·후행 4중 AND — 전환<기준 + 구름 아래 + 음운 + 후행<26봉전 종가',
periodHint: '9 / 26 / 52',
},
{
value: MACD_MOMENTUM_BUY, label: 'MACD 모멘텀 매수', strategyId: 'MACD_MOMENTUM', mode: 'buy',
desc: 'MACD 상향돌파 + EMA60 위 + ADX',
@@ -472,6 +487,34 @@ function buildIchimokuSanyakuSell(def: IndicatorPeriodDef, level: StableStrategy
return wrapOrRoot(branches, pairMeta('ICHIMOKU_SANYAKU', 'sell', level));
}
/**
* 일목 5원소 입체 매매 — ta4j PerfectIchimokuStrategy 와 동일한 4중 AND 필터.
* 괘(전환/기준) · 주가(구름 위/아래) · 구름(양운/음운) · 후행(26봉전 종가 대비).
*/
function buildIchimokuPerfectBuy(def: IndicatorPeriodDef, level: StableStrategyFilterLevel): LogicNode {
const nodes: LogicNode[] = [
makeCondition('ICHIMOKU', 'GT', 'CONVERSION_LINE', 'BASE_LINE', def),
makeCondition('ICHIMOKU', 'ABOVE_CLOUD', 'CLOSE_PRICE', 'NONE', def),
];
if (level !== 'relaxed') {
nodes.push(makeCondition('ICHIMOKU', 'SPAN1_GT_SPAN2', 'LEADING_SPAN1', 'LEADING_SPAN2', def));
nodes.push(makeCondition('ICHIMOKU', 'LAGGING_GT_PRICE', 'LAGGING_SPAN', 'CLOSE_PRICE', def));
}
return wrapAnd(nodes, pairMeta('ICHIMOKU_PERFECT', 'buy', level));
}
function buildIchimokuPerfectSell(def: IndicatorPeriodDef, level: StableStrategyFilterLevel): LogicNode {
const nodes: LogicNode[] = [
makeCondition('ICHIMOKU', 'LT', 'CONVERSION_LINE', 'BASE_LINE', def),
makeCondition('ICHIMOKU', 'BELOW_CLOUD', 'CLOSE_PRICE', 'NONE', def),
];
if (level !== 'relaxed') {
nodes.push(makeCondition('ICHIMOKU', 'SPAN1_LT_SPAN2', 'LEADING_SPAN1', 'LEADING_SPAN2', def));
nodes.push(makeCondition('ICHIMOKU', 'LAGGING_LT_PRICE', 'LAGGING_SPAN', 'CLOSE_PRICE', def));
}
return wrapAnd(nodes, pairMeta('ICHIMOKU_PERFECT', 'sell', level));
}
function buildMacdMomentumBuy(def: IndicatorPeriodDef, level: StableStrategyFilterLevel): LogicNode {
const nodes: LogicNode[] = [
makeCondition('MACD', 'CROSS_UP', 'MACD_LINE', 'SIGNAL_LINE', def),
@@ -522,6 +565,7 @@ const BUILDERS: Record<StableStrategyId, {
MA_TREND: { buy: buildMaTrendBuy, sell: buildMaTrendSell },
ICHIMOKU_TREND: { buy: buildIchimokuTrendBuy, sell: buildIchimokuTrendSell },
ICHIMOKU_SANYAKU: { buy: buildIchimokuSanyakuBuy, sell: buildIchimokuSanyakuSell },
ICHIMOKU_PERFECT: { buy: buildIchimokuPerfectBuy, sell: buildIchimokuPerfectSell },
MACD_MOMENTUM: { buy: buildMacdMomentumBuy, sell: buildMacdMomentumSell },
BOLLINGER_RANGE: { buy: buildBollingerRangeBuy, sell: buildBollingerRangeSell },
};
@@ -559,7 +603,8 @@ export function stableStrategySummaryText(
CROSS_UP: '상향돌파', CROSS_DOWN: '하향돌파',
GT: '>', LT: '<', GTE: '≥', LTE: '≤',
ABOVE_CLOUD: '구름 위', BELOW_CLOUD: '구름 아래',
SPAN1_GT_SPAN2: '양운(선행1>2)', LAGGING_GT_PRICE: '후행>26봉전 종가',
SPAN1_GT_SPAN2: '양운(선행1>2)', SPAN1_LT_SPAN2: '음운(선행1<2)',
LAGGING_GT_PRICE: '후행>26봉전 종가', LAGGING_LT_PRICE: '후행<26봉전 종가',
LAGGING_ABOVE_PRIOR_CLOUD: '후행>26봉전 구름', VOLUME_GT_MA_RATIO: '거래량≥MA×비율',
};
const fmt = (n: LogicNode): string => {
@@ -595,6 +640,10 @@ export function stableStrategyFilterSummary(
else if (level === 'balanced') parts.push(`돌파1회·필터N${w}·(전환>기준 OR 양운)`);
else parts.push('돌파1회·종가>전환');
}
if (strategyId === 'ICHIMOKU_PERFECT') {
if (level === 'relaxed') parts.push('괘·주가(구름) 2조건만');
else parts.push('괘·주가·구름·후행 4중 AND');
}
if (strategyId === 'MACD_MOMENTUM' && level === 'relaxed') parts.push('EMA60·ADX 없음');
if (strategyId === 'MA_TREND' && level === 'relaxed') parts.push('ADX 없음');
return parts.join(', ');
@@ -639,6 +688,12 @@ export function inferStableStrategyFilterLevel(node: LogicNode): StableStrategyF
if (hasLagging && (hasCloudBreak || hasChikouCross)) return 'balanced';
if (hasCloudBreak || hasChikouCross) return 'relaxed';
}
if (id === 'ICHIMOKU_PERFECT') {
const hasSpan = conds.some(c => c.conditionType === 'SPAN1_GT_SPAN2' || c.conditionType === 'SPAN1_LT_SPAN2');
const hasLagging = conds.some(c => c.conditionType === 'LAGGING_GT_PRICE' || c.conditionType === 'LAGGING_LT_PRICE');
if (!hasSpan && !hasLagging) return 'relaxed';
return 'balanced';
}
if (id === 'MACD_MOMENTUM' && !conds.some(c => c.rightField === emaField(60))) return 'relaxed';
if (id === 'MA_TREND' && !conds.some(c => c.indicatorType === 'ADX')) return 'relaxed';
if (id === 'BOLLINGER_RANGE') {
frontend/src/utils/strategyEditorShared.tsx
+32 -6
View File
@@ -44,6 +44,14 @@ import {
inferInflection33FilterLevel,
inflection33FilterLevelLabel,
} from '../utils/inflection33Strategy';
import {
buildIchimokuBbTree,
isIchimokuBbPairRoot,
isIchimokuBbPaletteValue,
ichimokuBbDisplayName,
ichimokuBbSummaryText,
inferIchimokuBbConfig,
} from '../utils/ichimokuBbStrategy';
import {
buildStableStrategyTree,
isStableStrategyPairRoot,
@@ -704,18 +712,18 @@ function buildFieldOptsForSlot(
return slot === 'right'
? [
NONE,
{ value: 'UPPER_BAND', label: `상단밴드(${DEF.bbPeriod}일, σ${DEF.bbStdDev})` },
{ value: 'MIDDLE_BAND', label: `중심선(${DEF.bbPeriod}일)` },
{ value: 'LOWER_BAND', label: `하단밴드(${DEF.bbPeriod}일, σ${DEF.bbStdDev})` },
{ value: 'UPPER_BAND', label: `상한선(${DEF.bbPeriod}일, σ${DEF.bbStdDev})` },
{ value: 'MIDDLE_BAND', label: `중앙값(${DEF.bbPeriod}일)` },
{ value: 'LOWER_BAND', label: `하한선(${DEF.bbPeriod}일, σ${DEF.bbStdDev})` },
{ value: 'CLOSE_PRICE', label: '종가' },
{ value: 'OPEN_PRICE', label: '시가' },
{ value: 'HIGH_PRICE', label: '고가' },
{ value: 'LOW_PRICE', label: '저가' },
]
: [
{ value: 'UPPER_BAND', label: `상단밴드(${DEF.bbPeriod}일, σ${DEF.bbStdDev})` },
{ value: 'MIDDLE_BAND', label: `중심선(${DEF.bbPeriod}일)` },
{ value: 'LOWER_BAND', label: `하단밴드(${DEF.bbPeriod}일, σ${DEF.bbStdDev})` },
{ value: 'UPPER_BAND', label: `상한선(${DEF.bbPeriod}일, σ${DEF.bbStdDev})` },
{ value: 'MIDDLE_BAND', label: `중앙값(${DEF.bbPeriod}일)` },
{ value: 'LOWER_BAND', label: `하한선(${DEF.bbPeriod}일, σ${DEF.bbStdDev})` },
{ value: 'CLOSE_PRICE', label: '종가' },
{ value: 'OPEN_PRICE', label: '시가' },
{ value: 'HIGH_PRICE', label: '고가' },
@@ -985,6 +993,10 @@ export const nodeToText = (node: LogicNode, DEF: DefType = DEF_DEFAULTS): string
const level = inferInflection33FilterLevel(node);
return `${inflection33DisplayName(mode, period)} [필터:${inflection33FilterLevelLabel(level)}]\n${inflection33SummaryText(mode, period, level)}`;
}
if (isIchimokuBbPairRoot(node) && node.ichimokuBbPair?.mode === 'buy') {
const cfg = inferIchimokuBbConfig(node);
return `${ichimokuBbDisplayName(cfg.mode, cfg.chikouDisplacement)}\n${ichimokuBbSummaryText(cfg)}`;
}
if (isPriceExtremeBreakoutPairRoot(node) && node.priceExtremePair) {
const { mode, shortPeriod, longPeriod } = node.priceExtremePair;
const level = inferPriceExtremeFilterLevel(node);
@@ -1004,6 +1016,10 @@ export const nodeToText = (node: LogicNode, DEF: DefType = DEF_DEFAULTS): string
const level = inferInflection33FilterLevel(node);
return `${inflection33DisplayName(mode, period)} [필터:${inflection33FilterLevelLabel(level)}]\n${inflection33SummaryText(mode, period, level)}`;
}
if (isIchimokuBbPairRoot(node) && node.ichimokuBbPair?.mode === 'sell') {
const cfg = inferIchimokuBbConfig(node);
return `${ichimokuBbDisplayName(cfg.mode, cfg.chikouDisplacement)}\n${ichimokuBbSummaryText(cfg)}`;
}
if (isStochOverboughtPairRoot(node)) {
const sec = node.stochPair!.secondaryIndicatorType;
return `${stochPairDisplayName(sec)}\n${stochPairSummaryText(sec)}`;
@@ -1527,6 +1543,8 @@ export type MakeNodeOptions = {
priceExtremeBreakout?: boolean;
/** 33변곡 EMA+채널 복합 */
inflection33?: boolean;
/** 일목 후행×볼린저 복합 */
ichimokuBb?: boolean;
/** 추천 안정형 전략 복합 */
stableStrategy?: boolean;
};
@@ -1537,6 +1555,7 @@ export function makeNodeOptionsFromPalette(data: {
stochPair?: boolean;
priceExtremeBreakout?: boolean;
inflection33?: boolean;
ichimokuBb?: boolean;
stableStrategy?: boolean;
secondaryIndicator?: string;
period?: number;
@@ -1558,6 +1577,9 @@ export function makeNodeOptionsFromPalette(data: {
if (data.inflection33 || (data.value && isInflection33PaletteValue(data.value))) {
return { inflection33: true };
}
if (data.ichimokuBb || (data.value && isIchimokuBbPaletteValue(data.value))) {
return { ichimokuBb: true };
}
if (data.stableStrategy || (data.value && isStableStrategyPaletteValue(data.value))) {
return { stableStrategy: true };
}
@@ -1590,6 +1612,10 @@ export const makeNode = (
const tree = buildInflection33Tree(value, DEF);
if (tree) return tree;
}
if (options?.ichimokuBb || isIchimokuBbPaletteValue(value)) {
const tree = buildIchimokuBbTree(value, DEF);
if (tree) return tree;
}
if (options?.stableStrategy || isStableStrategyPaletteValue(value)) {
const tree = buildStableStrategyTree(value, DEF);
if (tree) return tree;
frontend/src/utils/strategyFlowLayout.ts
+13 -2
View File
@@ -48,6 +48,14 @@ export type StrategyFlowNodeData = {
onUpdatePriceExtremeFilterLevel?: (nodeId: string, filterLevel: 'strict' | 'balanced' | 'relaxed') => void;
/** 33변곡 EMA+채널 복합 — 필터 강도 변경 */
onUpdateInflection33FilterLevel?: (nodeId: string, filterLevel: 'strict' | 'balanced' | 'relaxed') => void;
onUpdateIchimokuBbConfig?: (
nodeId: string,
patch: Partial<{
chikouDisplacement: number;
bbBand: 'UPPER_BAND' | 'MIDDLE_BAND' | 'LOWER_BAND';
conditionType: 'CROSS_UP' | 'CROSS_DOWN' | 'GT' | 'LT';
}>,
) => void;
/** 추천 안정형 전략 — 필터 강도 변경 */
onUpdateStableStrategyFilterLevel?: (nodeId: string, filterLevel: 'strict' | 'balanced' | 'relaxed') => void;
/** AND ↔ OR 전환 */
@@ -482,7 +490,7 @@ function layoutTree(
signalTab: 'buy' | 'sell',
callbacks: Pick<
StrategyFlowNodeData,
'onDelete' | 'onUpdateCondition' | 'onReplaceLogicNode' | 'onUpdateStochPairSecondary' | 'onUpdatePriceExtremeFilterLevel' | 'onUpdateInflection33FilterLevel' | 'onUpdateStableStrategyFilterLevel' | 'onChangeLogicGateType'
'onDelete' | 'onUpdateCondition' | 'onReplaceLogicNode' | 'onUpdateStochPairSecondary' | 'onUpdatePriceExtremeFilterLevel' | 'onUpdateInflection33FilterLevel' | 'onUpdateIchimokuBbConfig' | 'onUpdateStableStrategyFilterLevel' | 'onChangeLogicGateType'
| 'onDropTarget' | 'onDragOverTarget' | 'onDragLeaveTarget'
>,
dragOverId: string | null,
@@ -508,6 +516,7 @@ function layoutTree(
onUpdateStochPairSecondary: callbacks.onUpdateStochPairSecondary,
onUpdatePriceExtremeFilterLevel: callbacks.onUpdatePriceExtremeFilterLevel,
onUpdateInflection33FilterLevel: callbacks.onUpdateInflection33FilterLevel,
onUpdateIchimokuBbConfig: callbacks.onUpdateIchimokuBbConfig,
onUpdateStableStrategyFilterLevel: callbacks.onUpdateStableStrategyFilterLevel,
onChangeLogicGateType: callbacks.onChangeLogicGateType,
onDropTarget: callbacks.onDropTarget,
@@ -638,7 +647,7 @@ function appendOrphanFlowNodes(
signalTab: 'buy' | 'sell',
callbacks: Pick<
StrategyFlowNodeData,
'onDelete' | 'onUpdateCondition' | 'onReplaceLogicNode' | 'onUpdateStochPairSecondary' | 'onUpdatePriceExtremeFilterLevel' | 'onUpdateInflection33FilterLevel' | 'onUpdateStableStrategyFilterLevel' | 'onChangeLogicGateType'
'onDelete' | 'onUpdateCondition' | 'onReplaceLogicNode' | 'onUpdateStochPairSecondary' | 'onUpdatePriceExtremeFilterLevel' | 'onUpdateInflection33FilterLevel' | 'onUpdateIchimokuBbConfig' | 'onUpdateStableStrategyFilterLevel' | 'onChangeLogicGateType'
| 'onDropTarget' | 'onDragOverTarget' | 'onDragLeaveTarget'
>,
): void {
@@ -664,6 +673,7 @@ function appendOrphanFlowNodes(
onUpdateStochPairSecondary: callbacks.onUpdateStochPairSecondary,
onUpdatePriceExtremeFilterLevel: callbacks.onUpdatePriceExtremeFilterLevel,
onUpdateInflection33FilterLevel: callbacks.onUpdateInflection33FilterLevel,
onUpdateIchimokuBbConfig: callbacks.onUpdateIchimokuBbConfig,
onUpdateStableStrategyFilterLevel: callbacks.onUpdateStableStrategyFilterLevel,
onChangeLogicGateType: callbacks.onChangeLogicGateType,
onDropTarget: callbacks.onDropTarget,
@@ -692,6 +702,7 @@ export function logicNodeToFlow(
| 'onUpdateStochPairSecondary'
| 'onUpdatePriceExtremeFilterLevel'
| 'onUpdateInflection33FilterLevel'
| 'onUpdateIchimokuBbConfig'
| 'onUpdateStableStrategyFilterLevel'
| 'onDropTarget'
| 'onDragOverTarget'
frontend/src/utils/strategyPaletteStorage.ts
+19
View File
@@ -10,6 +10,11 @@ import {
INFLECTION_33_SELL_VALUE,
inflection33PaletteDesc,
} from './inflection33Strategy';
import {
ICHIMOKU_BB_BUY_VALUE,
ICHIMOKU_BB_SELL_VALUE,
ichimokuBbPaletteDesc,
} from './ichimokuBbStrategy';
import {
STABLE_STRATEGY_PALETTE_ITEMS,
} from './stableStrategyPairs';
@@ -97,6 +102,20 @@ export const DEFAULT_COMPOSITE_ITEMS: Omit<PaletteItem, 'id' | 'kind'>[] = [
builtIn: true,
period: 33,
},
{
value: ICHIMOKU_BB_BUY_VALUE,
label: '일목×BB 매수',
desc: ichimokuBbPaletteDesc(ICHIMOKU_BB_BUY_VALUE),
builtIn: true,
period: 26,
},
{
value: ICHIMOKU_BB_SELL_VALUE,
label: '일목×BB 매도',
desc: ichimokuBbPaletteDesc(ICHIMOKU_BB_SELL_VALUE),
builtIn: true,
period: 26,
},
...STABLE_STRATEGY_PALETTE_ITEMS.map(i => ({
value: i.value,
label: i.label,
frontend/src/utils/strategyTypes.ts
+20 -4
View File
@@ -73,6 +73,13 @@ export interface LogicNode {
mode: 'buy' | 'sell';
filterLevel?: 'strict' | 'balanced' | 'relaxed';
};
/** 일목 후행스팬 × 볼린저밴드 복합 */
ichimokuBbPair?: {
mode: 'buy' | 'sell';
chikouDisplacement: number;
bbBand: 'UPPER_BAND' | 'MIDDLE_BAND' | 'LOWER_BAND';
conditionType: 'CROSS_UP' | 'CROSS_DOWN' | 'GT' | 'LT';
};
}
export interface StrategyDSLDto {
@@ -130,6 +137,7 @@ export const INDICATOR_CONDITIONS: Record<string, string[]> = {
'LAGGING_GT_PRICE', 'LAGGING_LT_PRICE', 'LAGGING_ABOVE_PRIOR_CLOUD',
'CHIKOU_CROSS_ABOVE_PRIOR_CLOUD',
],
ICHIMOKU_BB: ['GT', 'LT', 'GTE', 'LTE', 'CROSS_UP', 'CROSS_DOWN'],
};
// ── 지표별 leftField 옵션 ───────────────────────────────────────────────────
@@ -167,8 +175,8 @@ export const LEFT_FIELD_OPTIONS: Record<string, FieldOption[]> = {
],
BOLLINGER: [
{ value: 'CLOSE_PRICE', label: '종가' },
{ value: 'UPPER', label: '상단밴드' }, { value: 'MIDDLE', label: '중단밴드' },
{ value: 'LOWER', label: '하단밴드' },
{ value: 'UPPER', label: '상한선' }, { value: 'MIDDLE', label: '중앙값' },
{ value: 'LOWER', label: '하한선' },
],
DONCHIAN: [
{ value: 'CLOSE_PRICE', label: '종가' },
@@ -189,6 +197,9 @@ export const LEFT_FIELD_OPTIONS: Record<string, FieldOption[]> = {
{ value: 'LEADING_SPAN1', label: '선행1' }, { value: 'LEADING_SPAN2', label: '선행2' },
{ value: 'LAGGING_SPAN', label: '후행스팬' },
],
ICHIMOKU_BB: [
{ value: 'LAGGING_SPAN', label: '후행스팬' },
],
};
export const RIGHT_FIELD_OPTIONS: Record<string, FieldOption[]> = {
@@ -250,8 +261,8 @@ export const RIGHT_FIELD_OPTIONS: Record<string, FieldOption[]> = {
{ value: 'CUSTOM', label: '직접 입력' },
],
BOLLINGER: [
{ value: 'UPPER', label: '상단밴드' }, { value: 'MIDDLE', label: '중단밴드' },
{ value: 'LOWER', label: '하단밴드' }, { value: 'CUSTOM', label: '직접 입력' },
{ value: 'UPPER', label: '상한선' }, { value: 'MIDDLE', label: '중앙값' },
{ value: 'LOWER', label: '하한선' }, { value: 'CUSTOM', label: '직접 입력' },
],
DONCHIAN: [
{ value: 'DC_UPPER_9', label: '상단(9일 최고가)' },
@@ -282,6 +293,11 @@ export const RIGHT_FIELD_OPTIONS: Record<string, FieldOption[]> = {
{ value: 'LEADING_SPAN1', label: '선행1' }, { value: 'LEADING_SPAN2', label: '선행2' },
{ value: 'LAGGING_SPAN', label: '후행스팬' }, { value: 'CLOSE_PRICE', label: '종가' },
],
ICHIMOKU_BB: [
{ value: 'UPPER_BAND', label: '상한선' },
{ value: 'MIDDLE_BAND', label: '중앙값' },
{ value: 'LOWER_BAND', label: '하한선' },
],
VOLUME: [{ value: 'MA5', label: 'MA(5일)' }, { value: 'MA20', label: 'MA(20일)' }, { value: 'CUSTOM', label: '직접 입력' }],
DISPARITY: [{ value: 'NEUTRAL_100', label: '기준(100)' }, { value: 'OVERBOUGHT_105', label: '과매수(105)' }, { value: 'OVERSOLD_95', label: '과매도(95)' }, { value: 'CUSTOM', label: '직접 입력' }],
};