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백테스팅 시간봉 문제

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Macbook
2026-06-12 00:07:48 +09:00
parent d5338274d4
commit 578cba3eb8
3 changed files with 44 additions and 28 deletions
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frontend/src/utils/strategyToChartIndicators.ts
+27 -15
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@@ -17,7 +17,8 @@ import { mergeGlobalDefaultsOntoChartIndicators } from './indicatorMainConfig';
import { buildMainIndicatorConfig } from './indicatorMainConfig';
import { normalizeSmaConfig } from './smaConfig';
import { normalizeIchimokuConfig } from './ichimokuConfig';
import { extractVirtualConditions } from './virtualStrategyConditions';
import type { EditorConditionState } from './strategyConditionSerde';
import { collectUiEvaluationTimeframes } from './strategyTimeframeSync';
const DSL_TO_REGISTRY: Record<string, string> = {
RSI: 'RSI',
@@ -93,22 +94,33 @@ export function candleTypeToTimeframe(candleType: string): Timeframe {
return '1m';
}
export function resolveStrategyTimeframes(strategy: StrategyDto | undefined): Timeframe[] {
if (!strategy) return ['1m'];
const conditions = extractVirtualConditions(strategy);
const set = new Set<Timeframe>();
for (const row of conditions) {
set.add(candleTypeToTimeframe(row.timeframe));
}
if (set.size === 0) set.add('1m');
return [...set].sort((a, b) => {
const order: Timeframe[] = ['1m', '3m', '5m', '10m', '15m', '30m', '1h', '4h', '1D', '1W', '1M'];
return order.indexOf(a) - order.indexOf(b);
});
const TIMEFRAME_SORT_ORDER: Timeframe[] = ['1m', '3m', '5m', '10m', '15m', '30m', '1h', '4h', '1D', '1W', '1M'];
function sortStrategyTimeframes(tfs: Timeframe[]): Timeframe[] {
return [...tfs].sort(
(a, b) => TIMEFRAME_SORT_ORDER.indexOf(a) - TIMEFRAME_SORT_ORDER.indexOf(b),
);
}
export function resolveStrategyPrimaryTimeframe(strategy: StrategyDto | undefined): Timeframe {
const tfs = resolveStrategyTimeframes(strategy);
/** 편집기 START·flowLayout·저장 DSL에서 전략 평가 시간봉 수집 */
export function resolveStrategyTimeframes(
strategy: StrategyDto | undefined,
editorState?: { buy: EditorConditionState; sell: EditorConditionState },
): Timeframe[] {
const candleTypes = collectUiEvaluationTimeframes(strategy?.id ?? 0, strategy ?? null, editorState);
if (candleTypes.length === 0) return ['1m'];
const set = new Set<Timeframe>();
for (const ct of candleTypes) {
set.add(candleTypeToTimeframe(ct));
}
return sortStrategyTimeframes([...set]);
}
export function resolveStrategyPrimaryTimeframe(
strategy: StrategyDto | undefined,
editorState?: { buy: EditorConditionState; sell: EditorConditionState },
): Timeframe {
const tfs = resolveStrategyTimeframes(strategy, editorState);
return tfs[0] ?? '1m';
}