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복합지표 전략 추가

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Macbook
2026-06-12 13:26:53 +09:00
parent 9208418c33
commit 52137cf1db
27 changed files with 2712 additions and 55 deletions
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backend/src/test/java/com/goldenchart/service/PriceExtremeRuleTest.java
+55
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@@ -118,6 +118,61 @@ class PriceExtremeRuleTest {
"어댑터가 DC_LOWER→NL_PRIOR 로 정규화하면 하락 구간에서 매도가 나와야 함");
}
@Test
void newHigh920Buy_andTree_firesOnUptrendWithVolume() throws Exception {
BarSeries series = buildTrendSeries(120, true);
Rule buy = rule(series, """
{ "type": "AND", "children": [
{ "type": "CONDITION", "condition": {
"indicatorType": "NEW_HIGH", "conditionType": "GTE",
"leftField": "CLOSE_PRICE", "rightField": "NH_PRIOR_9", "period": 9 }},
{ "type": "CONDITION", "condition": {
"indicatorType": "NEW_HIGH", "conditionType": "CROSS_UP",
"leftField": "CLOSE_PRICE", "rightField": "NH_PRIOR_20", "period": 20 }},
{ "type": "CONDITION", "condition": {
"indicatorType": "NEW_HIGH", "conditionType": "GTE",
"leftField": "HIGH_PRICE", "rightField": "NH_PRIOR_20", "period": 20 }},
{ "type": "CONDITION", "condition": {
"indicatorType": "ADX", "conditionType": "GTE",
"leftField": "ADX_VALUE", "rightField": "ADX_25" }},
{ "type": "CONDITION", "condition": {
"indicatorType": "VOLUME", "conditionType": "GT",
"leftField": "VOLUME_VALUE", "rightField": "VOLUME_MA" }}
]}
""");
List<Integer> hits = satisfiedIndices(buy, series);
assertTrue(hits.stream().noneMatch(i -> i < 20),
"워밍업 구간(20봉 미만)에서는 복합 매수 조건이 없어야 함");
}
@Test
void newLow920Sell_andTree_firesOnDowntrend() throws Exception {
BarSeries series = buildTrendSeries(120, false);
Rule sell = rule(series, """
{ "type": "AND", "children": [
{ "type": "CONDITION", "condition": {
"indicatorType": "NEW_LOW", "conditionType": "LTE",
"leftField": "CLOSE_PRICE", "rightField": "NL_PRIOR_9", "period": 9 }},
{ "type": "CONDITION", "condition": {
"indicatorType": "NEW_LOW", "conditionType": "CROSS_DOWN",
"leftField": "CLOSE_PRICE", "rightField": "NL_PRIOR_20", "period": 20 }},
{ "type": "CONDITION", "condition": {
"indicatorType": "NEW_LOW", "conditionType": "LTE",
"leftField": "LOW_PRICE", "rightField": "NL_PRIOR_20", "period": 20 }},
{ "type": "CONDITION", "condition": {
"indicatorType": "ADX", "conditionType": "GTE",
"leftField": "ADX_VALUE", "rightField": "ADX_20" }},
{ "type": "CONDITION", "condition": {
"indicatorType": "VOLUME", "conditionType": "GT",
"leftField": "VOLUME_VALUE", "rightField": "VOLUME_MA" }}
]}
""");
List<Integer> hits = satisfiedIndices(sell, series);
assertFalse(hits.isEmpty(), "하락 추세에서 9·20일 신저가 복합 매도 조건이 최소 1회 충족되어야 함");
}
// ── helpers ─────────────────────────────────────────────────────────────
private Rule rule(BarSeries series, String json) throws Exception {