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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
View File
@@ -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;
}
}