n봉 존재 조건 수정

2026-06-12 23:40:20 +09:00
parent b55349062f
commit 4a6be82c15
8 changed files with 365 additions and 32 deletions
@@ -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;
+    }
+}