일목균형표 전략 추가
This commit is contained in:
Macbook
@@ -17,7 +17,7 @@ export const DEFAULT_BB_BAND_BACKGROUND = {
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color: '#42A5F528',
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} as const;
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const BB_PLOT_TITLES = ['중앙값', '어퍼', '로우어'] as const;
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const BB_PLOT_TITLES = ['중앙값', '상한선', '하한선'] as const;
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const BB_PLOT_IDS = ['plot0', 'plot1', 'plot2'] as const;
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const BB_DEFAULT_COLORS = ['#FF9800', '#42A5F5', '#42A5F5'] as const;
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@@ -34,7 +34,7 @@ export function resolveBbBandBackground(
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};
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}
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/** 업비트 플롯 정의 병합 (중앙값·어퍼·로우어, 기본 색) */
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/** 업비트 플롯 정의 병합 (중앙값·상한선·하한선, 기본 색) */
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export function mergeBbPlots(
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saved: import('./indicatorRegistry').PlotDef[] | undefined,
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defaults: import('./indicatorRegistry').PlotDef[],
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@@ -29,8 +29,8 @@ export type ChartCustomOverlaySelection = {
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export const BB_CUSTOM_PLOT_IDS = ['plot0', 'plot1', 'plot2'] as const;
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export const BB_CUSTOM_LABELS: Record<(typeof BB_CUSTOM_PLOT_IDS)[number], string> = {
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plot0: '중앙값',
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plot1: '어퍼',
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plot2: '로우어',
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plot1: '상한선',
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plot2: '하한선',
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};
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export function createDefaultChartCustomOverlaySelection(): ChartCustomOverlaySelection {
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@@ -0,0 +1,198 @@
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/**
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* 일목 후행스팬 × 볼린저밴드 복합 전략
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*
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* 현재 후행스팬(종가) vs N봉(chikouDisplacement) 전 볼린저 상한선·중앙값·하한선
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* — 상향/하향 돌파·위/아래 유지 조건
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*/
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import type { ConditionDSL, LogicNode } from './strategyTypes';
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import { initConditionPeriodsInherit, type IndicatorPeriodDef } from './conditionPeriods';
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import { genId } from './strategyNodeIds';
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export const ICHIMOKU_BB_BUY_VALUE = 'ICHIMOKU_BB_BUY';
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export const ICHIMOKU_BB_SELL_VALUE = 'ICHIMOKU_BB_SELL';
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export const DEFAULT_CHIKOU_DISPLACEMENT = 26;
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export type IchimokuBbBand = 'UPPER_BAND' | 'MIDDLE_BAND' | 'LOWER_BAND';
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export type IchimokuBbConditionType = 'CROSS_UP' | 'CROSS_DOWN' | 'GT' | 'LT';
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export interface IchimokuBbPairConfig {
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mode: 'buy' | 'sell';
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chikouDisplacement: number;
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bbBand: IchimokuBbBand;
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conditionType: IchimokuBbConditionType;
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}
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export const ICHIMOKU_BB_BAND_OPTIONS: { value: IchimokuBbBand; label: string }[] = [
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{ value: 'UPPER_BAND', label: '상한선' },
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{ value: 'MIDDLE_BAND', label: '중앙값' },
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{ value: 'LOWER_BAND', label: '하한선' },
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];
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export const ICHIMOKU_BB_CONDITION_OPTIONS: { value: IchimokuBbConditionType; label: string }[] = [
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{ value: 'CROSS_UP', label: '상향 돌파' },
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{ value: 'CROSS_DOWN', label: '하향 돌파' },
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{ value: 'GT', label: '위 유지(>)' },
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{ value: 'LT', label: '아래 유지(<)' },
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];
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const DEFAULT_BUY: Omit<IchimokuBbPairConfig, 'mode'> = {
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chikouDisplacement: DEFAULT_CHIKOU_DISPLACEMENT,
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bbBand: 'UPPER_BAND',
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conditionType: 'CROSS_UP',
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};
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const DEFAULT_SELL: Omit<IchimokuBbPairConfig, 'mode'> = {
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chikouDisplacement: DEFAULT_CHIKOU_DISPLACEMENT,
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bbBand: 'LOWER_BAND',
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conditionType: 'CROSS_DOWN',
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};
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export function isIchimokuBbBuyPaletteValue(value: string): boolean {
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return value === ICHIMOKU_BB_BUY_VALUE;
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}
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export function isIchimokuBbSellPaletteValue(value: string): boolean {
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return value === ICHIMOKU_BB_SELL_VALUE;
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}
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export function isIchimokuBbPaletteValue(value: string): boolean {
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return isIchimokuBbBuyPaletteValue(value) || isIchimokuBbSellPaletteValue(value);
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}
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export function isIchimokuBbPairRoot(node: LogicNode): boolean {
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return !!node.ichimokuBbPair?.mode && (node.type === 'AND' || node.type === 'OR');
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}
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function bandLabel(band: IchimokuBbBand): string {
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return ICHIMOKU_BB_BAND_OPTIONS.find(o => o.value === band)?.label ?? band;
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}
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function conditionLabel(ct: IchimokuBbConditionType): string {
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return ICHIMOKU_BB_CONDITION_OPTIONS.find(o => o.value === ct)?.label ?? ct;
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}
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function makeIchimokuBbCondition(
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def: IndicatorPeriodDef,
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config: Omit<IchimokuBbPairConfig, 'mode'>,
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): LogicNode {
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const base: ConditionDSL = {
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indicatorType: 'ICHIMOKU_BB',
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conditionType: config.conditionType,
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leftField: 'LAGGING_SPAN',
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rightField: config.bbBand,
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candleRange: 1,
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valuePeriodOverride: false,
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thresholdOverride: false,
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rightPeriodOverride: false,
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params: {
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chikouDisplacement: config.chikouDisplacement,
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},
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};
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return {
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id: genId(),
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type: 'CONDITION',
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condition: initConditionPeriodsInherit('ICHIMOKU_BB', base, def),
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};
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}
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function wrapPairRoot(
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mode: 'buy' | 'sell',
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config: Omit<IchimokuBbPairConfig, 'mode'>,
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def: IndicatorPeriodDef,
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): LogicNode {
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return {
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id: genId(),
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type: 'AND',
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ichimokuBbPair: { mode, ...config },
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children: [makeIchimokuBbCondition(def, config)],
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};
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}
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export function buildIchimokuBbBuyTree(
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def: IndicatorPeriodDef,
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config: Partial<Omit<IchimokuBbPairConfig, 'mode'>> = {},
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): LogicNode {
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return wrapPairRoot('buy', { ...DEFAULT_BUY, ...config }, def);
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}
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export function buildIchimokuBbSellTree(
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def: IndicatorPeriodDef,
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config: Partial<Omit<IchimokuBbPairConfig, 'mode'>> = {},
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): LogicNode {
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return wrapPairRoot('sell', { ...DEFAULT_SELL, ...config }, def);
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}
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export function buildIchimokuBbTree(value: string, def: IndicatorPeriodDef): LogicNode | null {
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if (isIchimokuBbBuyPaletteValue(value)) return buildIchimokuBbBuyTree(def);
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if (isIchimokuBbSellPaletteValue(value)) return buildIchimokuBbSellTree(def);
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return null;
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}
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export function ichimokuBbDisplayName(mode: 'buy' | 'sell', displacement = DEFAULT_CHIKOU_DISPLACEMENT): string {
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return mode === 'buy'
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? `일목×BB 매수 (N=${displacement})`
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: `일목×BB 매도 (N=${displacement})`;
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}
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export function ichimokuBbSummaryText(config: IchimokuBbPairConfig): string {
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return `후행스팬 ${config.chikouDisplacement}봉 전 ${bandLabel(config.bbBand)} ${conditionLabel(config.conditionType)}`;
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}
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export function ichimokuBbPaletteDesc(value: string): string {
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if (isIchimokuBbBuyPaletteValue(value)) {
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return `후행스팬(종가)이 ${DEFAULT_CHIKOU_DISPLACEMENT}봉 전 볼린저 상한선 상향 돌파 — 밴드·N·조건 변경 가능`;
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}
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if (isIchimokuBbSellPaletteValue(value)) {
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return `후행스팬(종가)이 ${DEFAULT_CHIKOU_DISPLACEMENT}봉 전 볼린저 하한선 하향 돌파 — 밴드·N·조건 변경 가능`;
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}
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return '';
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}
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export function inferIchimokuBbConfig(node: LogicNode): IchimokuBbPairConfig {
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if (node.ichimokuBbPair) return node.ichimokuBbPair;
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const cond = node.children?.[0]?.condition;
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const displacement = Number(cond?.params?.chikouDisplacement) || DEFAULT_CHIKOU_DISPLACEMENT;
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const bbBand = (cond?.rightField as IchimokuBbBand) ?? DEFAULT_BUY.bbBand;
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const conditionType = (cond?.conditionType as IchimokuBbConditionType) ?? DEFAULT_BUY.conditionType;
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return {
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mode: 'buy',
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chikouDisplacement: displacement,
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bbBand,
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conditionType,
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};
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}
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export function setIchimokuBbPairConfig(
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node: LogicNode,
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patch: Partial<IchimokuBbPairConfig>,
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def: IndicatorPeriodDef,
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): LogicNode {
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if (!isIchimokuBbPairRoot(node) || !node.ichimokuBbPair) return node;
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const next: IchimokuBbPairConfig = { ...node.ichimokuBbPair, ...patch };
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const rebuilt = next.mode === 'buy'
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? buildIchimokuBbBuyTree(def, next)
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: buildIchimokuBbSellTree(def, next);
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return { ...rebuilt, id: node.id };
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}
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export function patchIchimokuBbPairInTree(
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root: LogicNode | null,
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pairNodeId: string,
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patch: Partial<IchimokuBbPairConfig>,
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def: IndicatorPeriodDef,
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): LogicNode | null {
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if (!root) return null;
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if (root.id === pairNodeId && isIchimokuBbPairRoot(root)) {
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return setIchimokuBbPairConfig(root, patch, def);
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}
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if (!root.children?.length) return root;
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let changed = false;
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const children = root.children.map(c => {
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const patched = patchIchimokuBbPairInTree(c, pairNodeId, patch, def);
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if (patched !== c) changed = true;
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return patched ?? c;
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});
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return changed ? { ...root, children } : root;
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}
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@@ -101,8 +101,10 @@ const PLOT_LABELS: Record<string, LabelPair> = {
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Middle: { ko: '중간', en: 'Middle' },
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Basis: { ko: '기준', en: 'Basis' },
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중앙값: { ko: '중앙값', en: 'Basis' },
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어퍼: { ko: '어퍼', en: 'Upper' },
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로우어: { ko: '로우어', en: 'Lower' },
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어퍼: { ko: '상한선', en: 'Upper' },
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로우어: { ko: '하한선', en: 'Lower' },
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상한선: { ko: '상한선', en: 'Upper' },
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하한선: { ko: '하한선', en: 'Lower' },
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Tenkan: { ko: '전환선', en: 'Tenkan' },
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Kijun: { ko: '기준선', en: 'Kijun' },
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SpanA: { ko: '선행스팬1', en: 'SpanA' },
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@@ -359,7 +359,7 @@ export const INDICATOR_REGISTRY: IndicatorDef[] = [
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{ 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)' },
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// ── Channels & Bands ──────────────────────────────────────────────────────
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{ 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)' },
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{ 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)' },
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{ 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' },
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{ 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' },
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{ 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' },
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@@ -16,6 +16,7 @@ export type StableStrategyId =
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| 'MA_TREND'
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| 'ICHIMOKU_TREND'
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| 'ICHIMOKU_SANYAKU'
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| 'ICHIMOKU_PERFECT'
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| 'MACD_MOMENTUM'
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| 'BOLLINGER_RANGE';
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@@ -57,6 +58,8 @@ export const ICHIMOKU_TREND_BUY = 'ICHIMOKU_TREND_BUY';
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export const ICHIMOKU_TREND_SELL = 'ICHIMOKU_TREND_SELL';
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export const ICHIMOKU_SANYAKU_BUY = 'ICHIMOKU_SANYAKU_BUY';
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export const ICHIMOKU_SANYAKU_SELL = 'ICHIMOKU_SANYAKU_SELL';
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export const ICHIMOKU_PERFECT_BUY = 'ICHIMOKU_PERFECT_BUY';
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export const ICHIMOKU_PERFECT_SELL = 'ICHIMOKU_PERFECT_SELL';
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export const MACD_MOMENTUM_BUY = 'MACD_MOMENTUM_BUY';
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export const MACD_MOMENTUM_SELL = 'MACD_MOMENTUM_SELL';
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export const BOLLINGER_RANGE_BUY = 'BOLLINGER_RANGE_BUY';
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@@ -75,6 +78,8 @@ const VALUE_TO_META: Record<string, { id: StableStrategyId; mode: 'buy' | 'sell'
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[ICHIMOKU_TREND_SELL]: { id: 'ICHIMOKU_TREND', mode: 'sell' },
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[ICHIMOKU_SANYAKU_BUY]: { id: 'ICHIMOKU_SANYAKU', mode: 'buy' },
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[ICHIMOKU_SANYAKU_SELL]: { id: 'ICHIMOKU_SANYAKU', mode: 'sell' },
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[ICHIMOKU_PERFECT_BUY]: { id: 'ICHIMOKU_PERFECT', mode: 'buy' },
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[ICHIMOKU_PERFECT_SELL]: { id: 'ICHIMOKU_PERFECT', mode: 'sell' },
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[MACD_MOMENTUM_BUY]: { id: 'MACD_MOMENTUM', mode: 'buy' },
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[MACD_MOMENTUM_SELL]: { id: 'MACD_MOMENTUM', mode: 'sell' },
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[BOLLINGER_RANGE_BUY]: { id: 'BOLLINGER_RANGE', mode: 'buy' },
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@@ -151,6 +156,16 @@ export const STABLE_STRATEGY_PALETTE_ITEMS: StableStrategyPaletteMeta[] = [
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desc: '전환·기준·구름 하향 돌파(현재봉 1회) — 유지 조건 없음',
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periodHint: '9 / 26 / 52',
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},
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{
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value: ICHIMOKU_PERFECT_BUY, label: '일목 5원소 매수', strategyId: 'ICHIMOKU_PERFECT', mode: 'buy',
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desc: '괘·주가·구름·후행 4중 AND — 전환>기준 + 구름 위 + 양운 + 후행>26봉전 종가',
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periodHint: '9 / 26 / 52',
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},
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{
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value: ICHIMOKU_PERFECT_SELL, label: '일목 5원소 매도', strategyId: 'ICHIMOKU_PERFECT', mode: 'sell',
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desc: '괘·주가·구름·후행 4중 AND — 전환<기준 + 구름 아래 + 음운 + 후행<26봉전 종가',
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periodHint: '9 / 26 / 52',
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},
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{
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value: MACD_MOMENTUM_BUY, label: 'MACD 모멘텀 매수', strategyId: 'MACD_MOMENTUM', mode: 'buy',
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desc: 'MACD 상향돌파 + EMA60 위 + ADX',
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@@ -472,6 +487,34 @@ function buildIchimokuSanyakuSell(def: IndicatorPeriodDef, level: StableStrategy
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return wrapOrRoot(branches, pairMeta('ICHIMOKU_SANYAKU', 'sell', level));
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}
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/**
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* 일목 5원소 입체 매매 — ta4j PerfectIchimokuStrategy 와 동일한 4중 AND 필터.
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* 괘(전환/기준) · 주가(구름 위/아래) · 구름(양운/음운) · 후행(26봉전 종가 대비).
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*/
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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') {
|
||||
|
||||
@@ -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;
|
||||
|
||||
@@ -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'
|
||||
|
||||
@@ -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,
|
||||
|
||||
@@ -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' }],
|
||||
};
|
||||
|
||||
Reference in New Issue
Block a user