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n봉 존재 조건 수정

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Macbook
2026-06-12 23:40:20 +09:00
parent b55349062f
commit 4a6be82c15
8 changed files with 365 additions and 32 deletions
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backend/src/main/java/com/goldenchart/service/LiveConditionStatusService.java
+6 -2
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@@ -490,7 +490,9 @@ public class LiveConditionStatusService {
String indType = c.path("indicatorType").asText("");
String plotKey = plotKeyFromCondition(c, indType);
String condType = c.path("conditionType").asText("GT");
String condLabel = CONDITION_LABEL.getOrDefault(condType, condType);
String baseLabel = CONDITION_LABEL.getOrDefault(condType, condType);
String rangePrefix = StrategyDslToTa4jAdapter.candleRangeConditionPrefix(c);
String condLabel = rangePrefix.isBlank() ? baseLabel : rangePrefix + baseLabel;
Double target = readTargetNumeric(c, visual);
return LiveConditionRowDto.builder()
.id(p.id())
@@ -535,7 +537,9 @@ public class LiveConditionStatusService {
String indType = c.path("indicatorType").asText("");
String plotKey = plotKeyFromCondition(c, indType);
String condType = c.path("conditionType").asText("GT");
String condLabel = CONDITION_LABEL.getOrDefault(condType, condType);
String baseLabel = CONDITION_LABEL.getOrDefault(condType, condType);
String rangePrefix = StrategyDslToTa4jAdapter.candleRangeConditionPrefix(c);
String condLabel = rangePrefix.isBlank() ? baseLabel : rangePrefix + baseLabel;
return LiveConditionRowDto.builder()
.id(p.id())
backend/src/main/java/com/goldenchart/service/StrategyDslToTa4jAdapter.java
+72 -3
View File
@@ -412,9 +412,12 @@ public class StrategyDslToTa4jAdapter {
int slopePeriod = cond.path("slopePeriod").asInt(3);
int holdDays = cond.path("holdDays").asInt(3);
int lookbackPeriod = cond.path("lookbackPeriod").asInt(20);
int candleRange = cond.path("candleRange").asInt(1);
String candleRangeMode = resolveCandleRangeMode(cond, candleRange);
if (needsCrossTimeframeComposite(cond, ctx)) {
return buildCrossTimeframeCompositeRule(cond, ctx);
Rule composite = buildCrossTimeframeCompositeRule(cond, ctx);
return applyCandleRangeWindow(composite, candleRangeMode, candleRange);
}
PriceExtremeNorm px = normalizePriceExtremeCondition(cond);
@@ -496,10 +499,11 @@ public class StrategyDslToTa4jAdapter {
yield new BooleanRule(false);
}
};
Rule ranged = applyCandleRangeWindow(core, candleRangeMode, candleRange);
if (px != null) {
return nanSafeCompareRule(core, left, right);
return nanSafeCompareRule(ranged, left, right);
}
return core;
return ranged;
} catch (Exception e) {
log.warn("[Adapter] 조건 빌드 실패 ind={} cond={}: {}", indType, condType, e.getMessage());
return new BooleanRule(false);
@@ -1041,6 +1045,71 @@ public class StrategyDslToTa4jAdapter {
};
}
/** live-conditions·알림 UI — 캔들 범위 접두어 */
public static String candleRangeConditionPrefix(JsonNode cond) {
if (cond == null || cond.isNull()) return "";
int candleRange = cond.path("candleRange").asInt(1);
String mode = cond.path("candleRangeMode").asText("");
if (mode.isBlank()) mode = candleRange <= 1 ? "CURRENT" : "EXISTS_IN";
if ("CURRENT".equals(mode)) return "";
int n = Math.max(2, candleRange);
return switch (mode) {
case "EXISTS_IN" -> "최근 " + n + "봉 내 ";
case "NOT_EXISTS_IN" -> "최근 " + n + "봉 내 없음 · ";
default -> "";
};
}
/** candleRangeMode 미설정 시 candleRange>1 → EXISTS_IN (구버전 호환) */
private String resolveCandleRangeMode(JsonNode cond, int candleRange) {
String mode = cond.path("candleRangeMode").asText("");
if (!mode.isBlank()) return mode;
return candleRange <= 1 ? "CURRENT" : "EXISTS_IN";
}
/** 최근 N봉(현재 봉 포함) 윈도우에 inner 규칙 적용 */
private Rule applyCandleRangeWindow(Rule core, String mode, int candleRange) {
if ("CURRENT".equals(mode)) return core;
int n = Math.max(2, candleRange);
return switch (mode) {
case "EXISTS_IN" -> buildExistsInWindowRule(core, n);
case "NOT_EXISTS_IN" -> buildNotExistsInWindowRule(core, n);
default -> core;
};
}
/** 최근 N봉 중 어느 한 봉이라도 inner 가 true */
private Rule buildExistsInWindowRule(Rule inner, int n) {
if (n <= 1) return inner;
return new Rule() {
@Override
public boolean isSatisfied(int index, TradingRecord record) {
int start = index - n + 1;
for (int i = start; i <= index; i++) {
if (i < 0) continue;
if (inner.isSatisfied(i, record)) return true;
}
return false;
}
};
}
/** 최근 N봉 중 inner 가 true 인 봉이 하나도 없음 */
private Rule buildNotExistsInWindowRule(Rule inner, int n) {
if (n <= 1) return new NotRule(inner);
return new Rule() {
@Override
public boolean isSatisfied(int index, TradingRecord record) {
int start = index - n + 1;
for (int i = start; i <= index; i++) {
if (i < 0) continue;
if (inner.isSatisfied(i, record)) return false;
}
return true;
}
};
}
// ── TRIX 헬퍼 ─────────────────────────────────────────────────────────────
private Indicator<Num> resolvePriceSource(BarSeries s, Map<String, Object> p) {
backend/src/test/java/com/goldenchart/service/CandleRangeWindowRuleTest.java
+157
View File
@@ -0,0 +1,157 @@
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.TradingRecord;
import org.ta4j.core.bars.TimeBarBuilderFactory;
import org.ta4j.core.num.DoubleNumFactory;
import java.time.Duration;
import java.time.Instant;
import static org.junit.jupiter.api.Assertions.*;
/**
* candleRange / candleRangeMode — 최근 N봉 윈도우 존재·미존재 평가.
*/
class CandleRangeWindowRuleTest {
private static final ObjectMapper MAPPER = new ObjectMapper();
private StrategyDslToTa4jAdapter adapter;
private BarSeries series;
@BeforeEach
void setUp() {
adapter = new StrategyDslToTa4jAdapter();
series = buildSyntheticSeries(40);
}
@Test
void existsIn_trueWhenInnerTrueInWindow() throws Exception {
Rule rule = toGtRule("""
"candleRangeMode": "EXISTS_IN",
"candleRange": 4
""");
int idx = series.getEndIndex();
assertTrue(rule.isSatisfied(idx, null),
"close > 0 은 모든 봉에서 true → EXISTS_IN(4) 도 true");
}
@Test
void notExistsIn_falseWhenInnerTrueInWindow() throws Exception {
Rule rule = toGtRule("""
"candleRangeMode": "NOT_EXISTS_IN",
"candleRange": 4
""");
int idx = series.getEndIndex();
assertFalse(rule.isSatisfied(idx, null),
"close > 0 이 윈도우 내 항상 true → NOT_EXISTS_IN 은 false");
}
@Test
void legacyCandleRangeFour_treatedAsExistsIn() throws Exception {
Rule rule = toGtRule("""
"candleRange": 4
""");
int idx = series.getEndIndex();
assertTrue(rule.isSatisfied(idx, null),
"candleRangeMode 미설정 + candleRange=4 → EXISTS_IN 호환");
}
@Test
void currentMode_sameAsInnerWithoutWindow() throws Exception {
Rule current = toGtRule("""
"candleRangeMode": "CURRENT",
"candleRange": 1
""");
Rule plain = toGtRule("");
int idx = series.getEndIndex();
assertEquals(plain.isSatisfied(idx, null), current.isSatisfied(idx, null));
}
@Test
void notExistsIn_trueWhenInnerNeverTrueInWindow() throws Exception {
Rule rule = toGtRule("""
"candleRangeMode": "NOT_EXISTS_IN",
"candleRange": 3,
"rightField": "K_999999999999"
""");
int idx = series.getEndIndex();
assertTrue(rule.isSatisfied(idx, null),
"close > 매우 큰 값 은 윈도우 내 항상 false → NOT_EXISTS_IN true");
}
@Test
void obvCrossUp_existsInWindow_compilesAndEvaluates() throws Exception {
JsonNode cond = MAPPER.readTree("""
{
"id": "c-obv-exists",
"type": "CONDITION",
"condition": {
"indicatorType": "OBV",
"conditionType": "CROSS_UP",
"leftField": "OBV_LINE",
"rightField": "OBV_SIGNAL",
"candleRangeMode": "EXISTS_IN",
"candleRange": 4
}
}
""");
Rule rule = adapter.toRule(cond, series, java.util.Map.of());
assertNotNull(rule);
assertDoesNotThrow(() -> rule.isSatisfied(series.getEndIndex(), null));
}
private Rule toGtRule(String extraFields) throws Exception {
String extra = extraFields == null || extraFields.isBlank()
? ""
: ",\n " + extraFields.strip().replaceAll(",\\s*$", "");
String json = """
{
"id": "c-range",
"type": "CONDITION",
"condition": {
"indicatorType": "MA",
"conditionType": "GT",
"leftField": "CLOSE_PRICE",
"rightField": "K_0"%s
}
}
""".formatted(extra);
JsonNode node = MAPPER.readTree(json);
Rule rule = adapter.toRule(node, series, java.util.Map.of());
assertNotNull(rule);
return rule;
}
private static BarSeries buildSyntheticSeries(int barCount) {
BarSeries s = new BaseBarSeriesBuilder()
.withName("test-1m")
.withNumFactory(DoubleNumFactory.getInstance())
.withBarBuilderFactory(new TimeBarBuilderFactory())
.build();
TimeBarBuilderFactory factory = new TimeBarBuilderFactory();
Instant base = Instant.parse("2024-06-01T00:00:00Z");
Duration period = Duration.ofMinutes(1);
for (int i = 0; i < barCount; i++) {
double close = 50_000_000 + i * 120;
Instant end = base.plus(period.multipliedBy(i + 1L));
factory.createBarBuilder(s)
.timePeriod(period)
.endTime(end)
.openPrice(close - 500)
.highPrice(close + 800)
.lowPrice(close - 800)
.closePrice(close)
.volume(10 + i)
.add();
}
return s;
}
}
frontend/src/components/StrategyPage.tsx
+39 -9
View File
@@ -18,6 +18,12 @@ import {
simpleTemplateToNode,
type StrategyTemplateDef,
} from '../utils/strategyPresets';
import type { CandleRangeMode } from '../utils/strategyTypes';
import {
resolveCandleRangeMode,
candleRangeWindowBars,
formatCandleRangeClause,
} from '../utils/strategyTypes';
// ─── 타입 ─────────────────────────────────────────────────────────────────────
type LogicNodeType = 'AND' | 'OR' | 'NOT' | 'CONDITION' | 'TIMEFRAME';
@@ -33,6 +39,7 @@ interface ConditionDSL {
compareValue?: number;
slopePeriod?: number;
holdDays?: number;
candleRangeMode?: CandleRangeMode;
candleRange?: number;
}
@@ -572,8 +579,9 @@ const nodeToText = (node: LogicNode, DEF: DefType = DEF_DEFAULTS): string => {
const L = opts.find(o => o.value === c.leftField)?.label ?? c.leftField ?? c.indicatorType;
const R = opts.find(o => o.value === c.rightField)?.label ?? c.rightField ?? '';
const C = condLabel(c.conditionType);
if (R && R !== '선택안함') return `${c.indicatorType} - ${L} ${C} ${R}`;
return `${c.indicatorType} - ${L} ${C}`;
const rangeClause = formatCandleRangeClause(c);
if (R && R !== '선택안함') return `${c.indicatorType} - ${rangeClause}${L} ${C} ${R}`;
return `${c.indicatorType} - ${rangeClause}${L} ${C}`;
}
if (node.type === 'AND') {
const parts = (node.children ?? []).map(c => nodeToText(c, DEF));
@@ -712,14 +720,36 @@ const CondEditor: React.FC<CondEditorProps> = ({ cond, signalType, onChange, def
{/* 캔들 범위 */}
<div className="sp-cond-field">
<label className="sp-cond-lbl">캔들 범위</label>
<select className="sp-cond-sel" value={cond.candleRange ?? 1}
onChange={e => onChange({ ...cond, candleRange: Number(e.target.value) })}>
<option value={1}>현재 캔들</option>
<option value={2}>2개 캔들</option>
<option value={3}>3개 캔들</option>
<option value={4}>4개 캔들</option>
<option value={5}>5개 캔들</option>
<select
className="sp-cond-sel"
value={resolveCandleRangeMode(cond)}
onChange={e => {
const mode = e.target.value as CandleRangeMode;
if (mode === 'CURRENT') {
onChange({ ...cond, candleRangeMode: mode, candleRange: 1 });
} else {
const n = candleRangeWindowBars(cond);
onChange({ ...cond, candleRangeMode: mode, candleRange: n >= 2 ? n : 4 });
}
}}
>
<option value="CURRENT">현재 캔들</option>
<option value="EXISTS_IN">N봉 내 존재</option>
<option value="NOT_EXISTS_IN">N봉 내 미존재</option>
</select>
{resolveCandleRangeMode(cond) !== 'CURRENT' && (
<input
type="number"
className="sp-cond-num sp-cond-num--inline"
min={2}
max={500}
value={candleRangeWindowBars(cond)}
onChange={e => onChange({
...cond,
candleRange: Math.max(2, parseInt(e.target.value, 10) || 4),
})}
/>
)}
</div>
{/* 조건대상1 */}
<div className="sp-cond-field">
frontend/src/components/tradeNotification/StrategyConditionView.tsx
+9 -5
View File
@@ -4,7 +4,7 @@
*/
import React from 'react';
import type { LogicNode } from '../../utils/strategyTypes';
import { CONDITION_LABEL } from '../../utils/strategyTypes';
import { CONDITION_LABEL, resolveCandleRangeMode, candleRangeWindowBars } from '../../utils/strategyTypes';
import { getStrategyIndicatorDisplayName } from '../../utils/strategyPaletteStorage';
import { getIndicatorPaletteCategory } from '../strategyEditor/paletteCategories';
import { nodeToText } from '../../utils/strategyEditorShared';
@@ -56,9 +56,13 @@ const ConditionCard: React.FC<{ node: LogicNode }> = ({ node }) => {
const descText = fullText.startsWith(prefix) ? fullText.slice(prefix.length) : fullText;
const { left, mid: condStr, right } = splitDescByCondType(descText);
const candleRange = cond.candleRange != null && cond.candleRange > 0
? `${cond.candleRange}캔들 전`
: '현재 캔들';
const rangeMode = resolveCandleRangeMode(cond);
const rangeN = candleRangeWindowBars(cond);
const candleRangeLabel = rangeMode === 'CURRENT'
? '현재 캔들'
: rangeMode === 'EXISTS_IN'
? `최근 ${rangeN}봉 내 존재`
: `최근 ${rangeN}봉 내 미존재`;
const condLabelDisplay = CONDITION_LABEL[cond.conditionType] ?? (condStr || cond.conditionType);
@@ -71,7 +75,7 @@ const ConditionCard: React.FC<{ node: LogicNode }> = ({ node }) => {
<div className="scv-cond-fields">
<div className="scv-cond-field">
<span className="scv-cond-field-lbl">캔들범위</span>
<span className="scv-cond-field-val">{candleRange}</span>
<span className="scv-cond-field-val">{candleRangeLabel}</span>
</div>
{left && (
<div className="scv-cond-field">
frontend/src/utils/strategyDescriptionNarrative.ts
+7 -2
View File
@@ -2,7 +2,11 @@
* 전략 조건 DSL → 알기 쉬운 한국어 서술형 설명
*/
import type { LogicNode } from './strategyTypes';
import { CONDITION_LABEL } from './strategyTypes';
import {
resolveCandleRangeMode,
candleRangeWindowBars,
formatCandleRangeClause,
} from './strategyTypes';
import {
collectEditorBranches,
normalizeStartCombineOp,
@@ -163,7 +167,8 @@ function describeCondition(
}
if (right && right !== '선택안함') {
return describeConditionType(ct, left, right, cond);
const prefix = formatCandleRangeClause(cond);
return prefix + describeConditionType(ct, left, right, cond);
}
const label = CONDITION_LABEL[ct] ?? ct;
frontend/src/utils/strategyEditorShared.tsx
+42 -11
View File
@@ -2,8 +2,14 @@
import React from 'react';
import type { IndicatorConfig } from '../types/index';
import { getIndicatorDef, getHLineLabel, INDICATOR_REGISTRY, type PlotDef, type HLineDef } from '../utils/indicatorRegistry';
import type { LogicNode, LogicNodeType, ConditionDSL } from '../utils/strategyTypes';
import { CONDITION_LABEL, INDICATOR_CONDITIONS } from '../utils/strategyTypes';
import type { LogicNode, LogicNodeType, ConditionDSL, CandleRangeMode } from '../utils/strategyTypes';
import {
CONDITION_LABEL,
INDICATOR_CONDITIONS,
resolveCandleRangeMode,
candleRangeWindowBars,
formatCandleRangeClause,
} from '../utils/strategyTypes';
import {
COMPOSITE_INDICATOR_ITEMS,
compositeDisplayName,
@@ -791,8 +797,9 @@ export const nodeToText = (node: LogicNode, DEF: DefType = DEF_DEFAULTS): string
const op = c.conditionType === 'LOWEST_LTE' ? '≤' : '≥';
return `${indName} - 최근 ${n}봉 ${L} 최저 ${op} ${R || '침체선'}`;
}
if (R && R !== '선택안함') return `${indName} - ${L} ${C} ${R}`;
return `${indName} - ${L} ${C}`;
const rangeClause = formatCandleRangeClause(c);
if (R && R !== '선택안함') return `${indName} - ${rangeClause}${L} ${C} ${R}`;
return `${indName} - ${rangeClause}${L} ${C}`;
}
if (node.type === 'AND') {
if (isStableStrategyPairRoot(node) && node.stableStrategyPair?.mode === 'buy') {
@@ -1142,14 +1149,38 @@ export const CondEditor: React.FC<CondEditorProps> = ({
) : (
<>
<label className="sp-cond-lbl">캔들 범위</label>
<select className="sp-cond-sel" value={cond.candleRange ?? 1}
onChange={e => onChange({ ...cond, candleRange: Number(e.target.value) })}>
<option value={1}>현재 캔들</option>
<option value={2}>2개 캔들</option>
<option value={3}>3개 캔들</option>
<option value={4}>4개 캔들</option>
<option value={5}>5개 캔들</option>
<select
className="sp-cond-sel"
value={resolveCandleRangeMode(normalized)}
onChange={e => {
const mode = e.target.value as CandleRangeMode;
if (mode === 'CURRENT') {
onChange({ ...normalized, candleRangeMode: mode, candleRange: 1 });
} else {
const n = candleRangeWindowBars(normalized);
onChange({ ...normalized, candleRangeMode: mode, candleRange: n >= 2 ? n : 4 });
}
}}
>
<option value="CURRENT">현재 캔들</option>
<option value="EXISTS_IN">N봉 내 존재</option>
<option value="NOT_EXISTS_IN">N봉 내 미존재</option>
</select>
{resolveCandleRangeMode(normalized) !== 'CURRENT' && (
<input
type="number"
className="sp-cond-num sp-cond-num--inline"
min={2}
max={500}
value={candleRangeWindowBars(normalized)}
placeholder="N"
title="윈도우 봉 수"
onChange={e => onChange({
...normalized,
candleRange: Math.max(2, parseInt(e.target.value, 10) || 4),
})}
/>
)}
</>
)}
</div>
frontend/src/utils/strategyTypes.ts
+33
View File
@@ -2,6 +2,9 @@
export type LogicNodeType = 'AND' | 'OR' | 'NOT' | 'CONDITION' | 'TIMEFRAME';
/** CURRENT=현재 봉만, EXISTS_IN=최근 N봉 내 1회 이상, NOT_EXISTS_IN=최근 N봉 내 없음 */
export type CandleRangeMode = 'CURRENT' | 'EXISTS_IN' | 'NOT_EXISTS_IN';
export interface ConditionDSL {
indicatorType: string;
conditionType: string;
@@ -21,6 +24,9 @@ export interface ConditionDSL {
holdDays?: number;
/** LOWEST_LTE/GTE — 최근 N봉 rolling min/max 비교 */
lookbackPeriod?: number;
/** 캔들 범위 모드 — 미설정 시 candleRange>1 이면 EXISTS_IN 으로 해석 */
candleRangeMode?: CandleRangeMode;
/** EXISTS_IN/NOT_EXISTS_IN 일 때 윈도우 크기(N). CURRENT 일 때는 1 */
candleRange?: number;
/** false=보조지표 설정 기본값 상속, true=전략 조건 전용 기간 */
valuePeriodOverride?: boolean;
@@ -365,3 +371,30 @@ export function loadStrategiesFromStorage(): StrategyDSLDto[] {
export function saveStrategiesToStorage(strategies: StrategyDSLDto[]): void {
localStorage.setItem(STORAGE_KEY, JSON.stringify(strategies));
}
/** candleRangeMode 미설정 시 candleRange>1 → EXISTS_IN (구버전 호환) */
export function resolveCandleRangeMode(
cond: Pick<ConditionDSL, 'candleRangeMode' | 'candleRange'>,
): CandleRangeMode {
if (cond.candleRangeMode) return cond.candleRangeMode;
const n = cond.candleRange ?? 1;
return n <= 1 ? 'CURRENT' : 'EXISTS_IN';
}
export function candleRangeWindowBars(
cond: Pick<ConditionDSL, 'candleRangeMode' | 'candleRange'>,
): number {
const mode = resolveCandleRangeMode(cond);
if (mode === 'CURRENT') return 1;
return Math.max(2, cond.candleRange ?? 4);
}
export function formatCandleRangeClause(
cond: Pick<ConditionDSL, 'candleRangeMode' | 'candleRange'>,
): string {
const mode = resolveCandleRangeMode(cond);
const n = candleRangeWindowBars(cond);
if (mode === 'EXISTS_IN') return `최근 ${n}봉 내 `;
if (mode === 'NOT_EXISTS_IN') return `최근 ${n}봉 내 미존재 · `;
return '';
}