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전략 시간봉 오류 수정

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Macbook
2026-05-28 02:01:36 +09:00
parent 01218b99c9
commit 5f9b20d907
9 changed files with 362 additions and 82 deletions
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backend/src/main/java/com/goldenchart/service/StrategyDslTimeframeNormalizer.java
+75 -25
View File
@@ -42,20 +42,7 @@ public class StrategyDslTimeframeNormalizer {
if (root == null || root.isNull()) return root;
if ("TIMEFRAME".equals(root.path("type").asText(""))) {
// START 다중 분봉(candleTypes) — stale 1m 제거 후 candleType 동기화
if (hasCandleTypesArray(root)) {
return syncTimeframePrimary(reconcileStartCandleTypes(root));
}
String current = LiveStrategyTimeframeService.normalize(root.path("candleType").asText("1m"));
// 편집기에서 명시한 단일 분봉(3m, 5m 등)은 조건 노드 기본 1m 추론으로 덮어쓰지 않음
if (!"1m".equals(current)) {
return root;
}
String expected = inferPrimaryCandleType(root, strategyName);
if (!expected.equals(current)) {
return copyTimeframeWithCandleType(root, expected);
}
return root;
return writeResolvedTimeframe(root, strategyName);
}
if (hasTimeframeScope(root)) return root;
@@ -65,6 +52,9 @@ public class StrategyDslTimeframeNormalizer {
wrapped.put("id", UUID.randomUUID().toString());
wrapped.put("type", "TIMEFRAME");
wrapped.put("candleType", primary);
ArrayNode candleTypes = objectMapper.createArrayNode();
candleTypes.add(primary);
wrapped.set("candleTypes", candleTypes);
ArrayNode children = objectMapper.createArrayNode();
children.add(root);
wrapped.set("children", children);
@@ -111,6 +101,9 @@ public class StrategyDslTimeframeNormalizer {
}
private static boolean hasExplicitStartTimeframe(JsonNode buyTf) {
Set<String> resolved = resolveStartCandleTypes(buyTf);
if (resolved.size() > 1) return true;
if (resolved.size() == 1 && !resolved.contains("1m")) return true;
if (hasCandleTypesArray(buyTf)) return true;
String ct = LiveStrategyTimeframeService.normalize(buyTf.path("candleType").asText("1m"));
return !"1m".equals(ct);
@@ -274,17 +267,57 @@ public class StrategyDslTimeframeNormalizer {
}
/**
* START candleTypes 에 남은 레거시 1m 제거.
* <ul>
* <li>[1m, 5m] + 조건 leftCandleType 5m → [5m] (편집기 5m만 선택·1m 기본값 잔존)</li>
* <li>[1m, 3m, 5m] 다중 OR 선택은 유지</li>
* <li>조건에 1m 명시 시 유지</li>
* </ul>
* START 평가 분봉 해석 — 조건 left/rightCandleType · START candleTypes/candleType 통합.
* 1m·3m·5m·15m·1h 등 모든 분봉에 동일 규칙 적용.
*/
public static Set<String> resolveStartCandleTypes(JsonNode timeframeNode) {
ObjectNode reconciled = reconcileStartCandleTypesStatic(timeframeNode);
Set<String> fromStart = readStartCandleTypesFromNode(reconciled);
JsonNode subtree = firstTimeframeChild(timeframeNode);
Set<String> fromConditions = collectExplicitCandleTypes(subtree);
if (fromConditions.isEmpty()) {
return fromStart;
}
if (fromConditions.size() == 1) {
String required = fromConditions.iterator().next();
// 레거시 [1m, X] — 조건이 X 단일 분봉이면 X만
if (fromStart.size() == 2 && fromStart.contains("1m") && fromStart.contains(required)) {
return Set.of(required);
}
// START 1m 기본값만 있고 조건은 다른 분봉
if (isLegacyDefaultStartOnly(fromStart) && !"1m".equals(required)) {
return Set.of(required);
}
// 의도적 다중 OR [1m,3m,5m] 또는 [3m,5m] — START 배열 유지
if (fromStart.size() >= 2 && fromStart.contains(required)) {
return fromStart;
}
if (!fromStart.equals(Set.of(required))) {
return Set.of(required);
}
return fromStart;
}
// 조건에 복수 분봉 명시 — START가 상위집합이면 START 유지 (다중 OR)
if (fromStart.containsAll(fromConditions) && fromStart.size() >= fromConditions.size()) {
return fromStart;
}
return fromConditions;
}
private ObjectNode writeResolvedTimeframe(JsonNode root, String strategyName) {
Set<String> resolved = resolveStartCandleTypes(root);
if (resolved.isEmpty()) {
resolved = Set.of(inferPrimaryCandleType(root, strategyName));
}
return copyTimeframeWithCandleTypes(root, resolved);
}
private static Set<String> readStartCandleTypesFromNode(JsonNode tf) {
Set<String> out = new LinkedHashSet<>();
JsonNode arr = reconciled.path("candleTypes");
JsonNode arr = tf.path("candleTypes");
if (arr.isArray() && !arr.isEmpty()) {
for (JsonNode t : arr) {
String ct = LiveStrategyTimeframeService.normalize(t.asText(""));
@@ -292,11 +325,14 @@ public class StrategyDslTimeframeNormalizer {
}
return out;
}
out.add(LiveStrategyTimeframeService.normalize(
reconciled.path("candleType").asText("1m")));
out.add(LiveStrategyTimeframeService.normalize(tf.path("candleType").asText("1m")));
return out;
}
private static boolean isLegacyDefaultStartOnly(Set<String> fromStart) {
return fromStart.size() == 1 && fromStart.contains("1m");
}
private ObjectNode reconcileStartCandleTypes(JsonNode tf) {
return reconcileStartCandleTypesStatic(tf);
}
@@ -349,9 +385,23 @@ public class StrategyDslTimeframeNormalizer {
return copy;
}
private ObjectNode copyTimeframeWithCandleType(JsonNode tf, String candleType) {
private ObjectNode copyTimeframeWithCandleTypes(JsonNode tf, Set<String> types) {
ObjectNode copy = tf.deepCopy();
copy.put("candleType", LiveStrategyTimeframeService.normalize(candleType));
ArrayNode arr = JsonNodeFactory.instance.arrayNode();
List<String> ordered = new ArrayList<>(types);
for (String ct : ordered) {
arr.add(LiveStrategyTimeframeService.normalize(ct));
}
if (arr.isEmpty()) {
arr.add("1m");
}
copy.set("candleTypes", arr);
copy.put("candleType", arr.get(0).asText());
return copy;
}
/** @deprecated 단일 분봉 — {@link #copyTimeframeWithCandleTypes} 사용 */
private ObjectNode copyTimeframeWithCandleType(JsonNode tf, String candleType) {
return copyTimeframeWithCandleTypes(tf, Set.of(candleType));
}
}
backend/src/test/java/com/goldenchart/service/StrategyConditionTimeframeServiceTest.java
+40
View File
@@ -10,6 +10,7 @@ import org.mockito.Mock;
import org.mockito.Spy;
import org.mockito.junit.jupiter.MockitoExtension;
import java.util.List;
import java.util.Optional;
import java.util.Set;
@@ -159,6 +160,45 @@ class StrategyConditionTimeframeServiceTest {
assertFalse(service.usesTimeframe(5L, "1m"));
}
@Test
void collectForStrategy_staleStartUsesConditionTimeframeForAnyTf() {
for (String tf : List.of("3m", "5m", "15m", "1h")) {
GcStrategy strategy = new GcStrategy();
strategy.setId(10L);
strategy.setName("tf test " + tf);
strategy.setBuyConditionJson("""
{
"type": "TIMEFRAME",
"candleType": "1m",
"candleTypes": ["1m", "%s"],
"children": [{
"type": "CONDITION",
"condition": {
"indicatorType": "RSI",
"leftCandleType": "%s",
"rightCandleType": "%s"
}
}]
}
""".formatted(tf, tf, tf));
strategy.setSellConditionJson(null);
when(strategyRepo.findById(10L)).thenReturn(Optional.of(strategy));
when(dslNormalizer.alignSellStartTimeframeToBuy(org.mockito.ArgumentMatchers.any(), org.mockito.ArgumentMatchers.any()))
.thenAnswer(inv -> inv.getArgument(1));
when(dslNormalizer.normalizeJson(org.mockito.ArgumentMatchers.anyString(), org.mockito.ArgumentMatchers.any()))
.thenAnswer(inv -> {
String json = inv.getArgument(0);
String name = inv.getArgument(1);
return new StrategyDslTimeframeNormalizer(objectMapper).normalizeJson(json, name);
});
Set<String> tfs = service.collectForStrategy(10L);
assertEquals(Set.of(tf), tfs, "expected only " + tf);
assertFalse(service.usesTimeframe(10L, "1m"), "1m should not be used for " + tf);
service.invalidate(10L);
}
}
@Test
void collectForStrategy_stale1m5mArrayUses5mOnlyWhenConditionsSay5m() {
GcStrategy strategy = new GcStrategy();
backend/src/test/java/com/goldenchart/service/StrategyDslTimeframeNormalizerTest.java
+66
View File
@@ -4,6 +4,7 @@ import com.fasterxml.jackson.databind.JsonNode;
import com.fasterxml.jackson.databind.ObjectMapper;
import org.junit.jupiter.api.Test;
import java.util.List;
import java.util.Set;
import static org.junit.jupiter.api.Assertions.*;
@@ -75,6 +76,26 @@ class StrategyDslTimeframeNormalizerTest {
assertEquals("5m", root.path("candleType").asText());
}
@Test
void resolveStartCandleTypes_meaningfulOverridesStaleStart1m() throws Exception {
String json = """
{
"type": "TIMEFRAME",
"candleType": "1m",
"children": [{
"type": "CONDITION",
"condition": {
"indicatorType": "CCI",
"leftCandleType": "5m",
"rightCandleType": "5m"
}
}]
}
""";
JsonNode root = objectMapper.readTree(json);
assertEquals(Set.of("5m"), StrategyDslTimeframeNormalizer.resolveStartCandleTypes(root));
}
@Test
void resolveStartCandleTypes_dropsStale1mPair() throws Exception {
String json = """
@@ -95,6 +116,51 @@ class StrategyDslTimeframeNormalizerTest {
assertEquals(Set.of("5m"), StrategyDslTimeframeNormalizer.resolveStartCandleTypes(root));
}
@Test
void resolveStartCandleTypes_resolves3mAnd15mAnd1h() throws Exception {
for (String tf : List.of("3m", "15m", "1h")) {
String json = """
{
"type": "TIMEFRAME",
"candleType": "1m",
"children": [{
"type": "CONDITION",
"condition": {
"indicatorType": "RSI",
"leftCandleType": "%s",
"rightCandleType": "%s"
}
}]
}
""".formatted(tf, tf);
JsonNode root = objectMapper.readTree(json);
assertEquals(Set.of(tf), StrategyDslTimeframeNormalizer.resolveStartCandleTypes(root),
"expected " + tf);
}
}
@Test
void normalize_alignsStaleStartToConditionTimeframe() throws Exception {
String json = """
{
"type": "TIMEFRAME",
"candleType": "1m",
"candleTypes": ["1m", "15m"],
"children": [{
"type": "CONDITION",
"condition": {
"indicatorType": "CCI",
"leftCandleType": "15m"
}
}]
}
""";
JsonNode root = objectMapper.readTree(normalizer.normalizeJson(json, "test"));
assertEquals(1, root.path("candleTypes").size());
assertEquals("15m", root.path("candleTypes").get(0).asText());
assertEquals("15m", root.path("candleType").asText());
}
@Test
void normalize_preservesMultiCandleTypesOnSave() throws Exception {
String json = """