일목-BB 수정

backend/src/main/java/com/goldenchart/service/StrategyDslToTa4jAdapter.java

@@ -1143,7 +1143,7 @@ public class StrategyDslToTa4jAdapter {
     }
 
     /**
-     * 일목 후행스팬(현재 종가) vs N봉 전 볼린저밴드 — 상향/하향 돌파·위/아래 유지.
+     * N봉 전 후행스팬(종가) vs N봉 전 볼린저밴드 — 동일 시점(현재봉 기준 N봉 전) 비교.
      * cond.params.chikouDisplacement (기본 26), rightField: UPPER_BAND | MIDDLE_BAND | LOWER_BAND
      */
     private Rule buildIchimokuBbRule(
@@ -1175,13 +1175,15 @@ public class StrategyDslToTa4jAdapter {
 
         ClosePriceIndicator close = new ClosePriceIndicator(series);
         Indicator<Num> bbLine = resolveField(bandField, "BOLLINGER", bbParams, series, -1, -1, cond, ctx);
+        // 후행스팬 = 해당 봉 종가. N봉 전 시점의 후행스팬·BB를 같은 인덱스(t-N)에서 비교.
+        Indicator<Num> priorLagging = new PreviousValueIndicator(close, d);
         Indicator<Num> priorBb = new PreviousValueIndicator(bbLine, d);
 
         Rule core = switch (condType) {
-            case "CROSS_UP"   -> buildCrossUpRule(close, priorBb);
-            case "CROSS_DOWN" -> buildCrossDownRule(close, priorBb);
-            case "GT", "GTE"  -> new OverIndicatorRule(close, priorBb);
-            case "LT", "LTE"  -> new UnderIndicatorRule(close, priorBb);
+            case "CROSS_UP"   -> buildCrossUpRule(priorLagging, priorBb);
+            case "CROSS_DOWN" -> buildCrossDownRule(priorLagging, priorBb);
+            case "GT", "GTE"  -> new OverIndicatorRule(priorLagging, priorBb);
+            case "LT", "LTE"  -> new UnderIndicatorRule(priorLagging, priorBb);
             default -> {
                 log.warn("[Adapter] ICHIMOKU_BB 미지원 conditionType: {}", condType);
                 yield new BooleanRule(false);

backend/src/test/java/com/goldenchart/service/IchimokuBbRuleTest.java

@@ -0,0 +1,100 @@
+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.bars.TimeBarBuilderFactory;
+import org.ta4j.core.indicators.averages.SMAIndicator;
+import org.ta4j.core.indicators.bollinger.BollingerBandsUpperIndicator;
+import org.ta4j.core.indicators.helpers.ClosePriceIndicator;
+import org.ta4j.core.indicators.helpers.PreviousValueIndicator;
+import org.ta4j.core.num.DoubleNumFactory;
+
+import java.time.Duration;
+import java.time.Instant;
+import java.util.Map;
+
+import static org.junit.jupiter.api.Assertions.assertEquals;
+import static org.junit.jupiter.api.Assertions.assertNotEquals;
+
+/**
+ * ICHIMOKU_BB — N봉 전 후행스팬(종가) vs N봉 전 BB 동일 시점 비교.
+ */
+class IchimokuBbRuleTest {
+
+    private static final ObjectMapper MAPPER = new ObjectMapper();
+    private StrategyDslToTa4jAdapter adapter;
+    private BarSeries series;
+
+    @BeforeEach
+    void setUp() {
+        adapter = new StrategyDslToTa4jAdapter();
+        series = buildSeries(80);
+    }
+
+    @Test
+    void ichimokuBb_gt_usesSameOffsetForLaggingAndBb() throws Exception {
+        JsonNode cond = MAPPER.readTree("""
+            {
+              "type": "CONDITION",
+              "condition": {
+                "indicatorType": "ICHIMOKU_BB",
+                "conditionType": "GT",
+                "leftField": "LAGGING_SPAN",
+                "rightField": "UPPER_BAND",
+                "candleRange": 1,
+                "params": { "chikouDisplacement": 5 }
+              }
+            }
+            """);
+
+        int evalIndex = 40;
+        int d = 5;
+
+        Rule rule = adapter.toRule(cond, series, Map.of());
+
+        ClosePriceIndicator close = new ClosePriceIndicator(series);
+        SMAIndicator sma = new SMAIndicator(close, 20);
+        BollingerBandsUpperIndicator upper = new BollingerBandsUpperIndicator(
+                sma, series.numFactory().numOf(2));
+        PreviousValueIndicator priorClose = new PreviousValueIndicator(close, d);
+        PreviousValueIndicator priorUpper = new PreviousValueIndicator(upper, d);
+
+        boolean expectedSameOffset = priorClose.getValue(evalIndex)
+                .isGreaterThan(priorUpper.getValue(evalIndex));
+        boolean wrongCurrentClose = close.getValue(evalIndex)
+                .isGreaterThan(priorUpper.getValue(evalIndex));
+
+        assertNotEquals(expectedSameOffset, wrongCurrentClose,
+                "테스트 시계열에서 현재 종가 vs N봉 전 BB와 N봉 전 종가 vs N봉 전 BB가 달라야 함");
+        assertEquals(expectedSameOffset, rule.isSatisfied(evalIndex, null));
+    }
+
+    private static BarSeries buildSeries(int bars) {
+        BarSeries s = new BaseBarSeriesBuilder()
+                .withName("ichimoku-bb-test")
+                .withNumFactory(DoubleNumFactory.getInstance())
+                .withBarBuilderFactory(new TimeBarBuilderFactory())
+                .build();
+        TimeBarBuilderFactory factory = new TimeBarBuilderFactory();
+        Instant base = Instant.parse("2024-01-01T00:00:00Z");
+        Duration period = Duration.ofMinutes(3);
+        double price = 100.0;
+        for (int i = 0; i < bars; i++) {
+            double drift = Math.sin(i * 0.35) * 3.0 + (i > 35 ? (i - 35) * 0.4 : 0);
+            double c = price + drift;
+            factory.createBarBuilder(s)
+                    .timePeriod(period)
+                    .endTime(base.plus(period.multipliedBy(i + 1L)))
+                    .openPrice(c).highPrice(c + 1.0).lowPrice(c - 1.0).closePrice(c)
+                    .volume(1000)
+                    .add();
+            price = c;
+        }
+        return s;
+    }
+}