직접입력 평가로직 오류

2026-06-17 22:10:43 +09:00
parent 3c269db6b7
commit 40cae91d8d
6 changed files with 253 additions and 10 deletions
@@ -0,0 +1,154 @@
+package com.goldenchart.service;
+
+import com.fasterxml.jackson.databind.JsonNode;
+import com.fasterxml.jackson.databind.ObjectMapper;
+import org.junit.jupiter.api.BeforeEach;
+import org.junit.jupiter.api.Test;
+import org.ta4j.core.BarSeries;
+import org.ta4j.core.BaseBarSeriesBuilder;
+import org.ta4j.core.Rule;
+import org.ta4j.core.bars.TimeBarBuilderFactory;
+import org.ta4j.core.num.DoubleNumFactory;
+
+import java.time.Duration;
+import java.time.Instant;
+import java.util.List;
+import java.util.Map;
+
+import static org.junit.jupiter.api.Assertions.assertEquals;
+
+/**
+ * RSI CROSS_UP — HL_MID(중앙선) vs K_50(직접입력) 동일 임계값 시그널 일치.
+ */
+class RsiThresholdCrossSignalTest {
+
+    private static final ObjectMapper MAPPER = new ObjectMapper();
+    private StrategyDslToTa4jAdapter adapter;
+    private BarSeries series;
+
+    @BeforeEach
+    void setUp() {
+        adapter = new StrategyDslToTa4jAdapter();
+        series = buildOscillatingSeries(200);
+    }
+
+    @Test
+    void rsiCrossUp_hlMid_equalsK50Override() throws Exception {
+        assertSignalHitsEqual(
+                """
+                {
+                  "indicatorType": "RSI",
+                  "conditionType": "CROSS_UP",
+                  "leftField": "RSI_VALUE_9",
+                  "rightField": "HL_MID",
+                  "period": 9,
+                  "valuePeriodOverride": true,
+                  "thresholdOverride": false,
+                  "candleRange": 1
+                }
+                """,
+                """
+                {
+                  "indicatorType": "RSI",
+                  "conditionType": "CROSS_UP",
+                  "leftField": "RSI_VALUE_9",
+                  "rightField": "K_50",
+                  "period": 9,
+                  "valuePeriodOverride": true,
+                  "thresholdOverride": true,
+                  "targetValue": 50,
+                  "candleRange": 1
+                }
+                """);
+    }
+
+    @Test
+    void rsiCrossUp_hlMid_equalsK50WithoutOverride() throws Exception {
+        assertSignalHitsEqual(
+                """
+                {
+                  "indicatorType": "RSI",
+                  "conditionType": "CROSS_UP",
+                  "leftField": "RSI_VALUE_9",
+                  "rightField": "HL_MID",
+                  "period": 9,
+                  "valuePeriodOverride": true,
+                  "candleRange": 1
+                }
+                """,
+                """
+                {
+                  "indicatorType": "RSI",
+                  "conditionType": "CROSS_UP",
+                  "leftField": "RSI_VALUE_9",
+                  "rightField": "K_50",
+                  "period": 9,
+                  "valuePeriodOverride": true,
+                  "candleRange": 1
+                }
+                """);
+    }
+
+    private void assertSignalHitsEqual(String condA, String condB) throws Exception {
+        Map<String, Map<String, Object>> indicatorParams = Map.of(
+                "RSI", Map.of("length", 9, "maLength", 3, "maType", "SMA", "src", "close"));
+        Map<String, Map<String, Object>> visual = Map.of(
+                "RSI", Map.of("hlines", List.of(
+                        Map.of("label", "과열선", "price", 70),
+                        Map.of("label", "중앙선", "price", 50),
+                        Map.of("label", "침체선", "price", 30))));
+
+        List<Integer> hitsA = scanHits(condA, indicatorParams, visual);
+        List<Integer> hitsB = scanHits(condB, indicatorParams, visual);
+        assertEquals(hitsA, hitsB,
+                "HL_MID and K_50 should produce identical CROSS_UP bars, A=" + hitsA.size() + " B=" + hitsB.size());
+    }
+
+    private List<Integer> scanHits(String condJson,
+                                   Map<String, Map<String, Object>> indicatorParams,
+                                   Map<String, Map<String, Object>> visual) throws Exception {
+        JsonNode buyDsl = MAPPER.readTree("""
+            {
+              "type": "TIMEFRAME",
+              "candleTypes": ["3m"],
+              "candleType": "3m",
+              "children": [{
+                "type": "CONDITION",
+                "condition": %s
+              }]
+            }
+            """.formatted(condJson.trim()));
+
+        StrategyDslToTa4jAdapter.RuleBuildContext ctx =
+                new StrategyDslToTa4jAdapter.RuleBuildContext(
+                        series, indicatorParams, visual, null, null, false, Map.of());
+        Rule rule = adapter.toRule(buyDsl, ctx);
+
+        java.util.ArrayList<Integer> hits = new java.util.ArrayList<>();
+        for (int i = series.getBeginIndex(); i <= series.getEndIndex(); i++) {
+            if (rule.isSatisfied(i, null)) hits.add(i);
+        }
+        return hits;
+    }
+
+    private static BarSeries buildOscillatingSeries(int count) {
+        BaseBarSeriesBuilder builder = new BaseBarSeriesBuilder()
+                .withName("test")
+                .withBarBuilderFactory(new TimeBarBuilderFactory(Duration.ofMinutes(3)))
+                .withNumFactory(DoubleNumFactory.getInstance());
+        BarSeries s = builder.build();
+        Instant t = Instant.parse("2024-01-01T00:00:00Z");
+        double price = 100;
+        for (int i = 0; i < count; i++) {
+            double swing = Math.sin(i * 0.15) * 8 + Math.sin(i * 0.04) * 4;
+            price = 100 + swing + (i * 0.02);
+            double o = price - 0.5;
+            double h = price + 1.5;
+            double l = price - 1.5;
+            double c = price;
+            s.addBar(t, o, h, l, c, 1000);
+            t = t.plus(Duration.ofMinutes(3));
+        }
+        return s;
+    }
+}