매매시 현재가 적용

2026-06-23 00:12:23 +09:00
parent 351c5600b8
commit 6e86ec7ecb
16 changed files with 221 additions and 79 deletions
@@ -1130,8 +1130,8 @@ export interface BacktestSettingsDto {
  commissionType:       'LINEAR' | 'ZERO';
  commissionRate:       number;
  slippageRate:         number;
-  entryPriceType:       'CLOSE' | 'NEXT_OPEN';
-  exitPriceType:        'CLOSE' | 'NEXT_OPEN';
+  entryPriceType:       'CURRENT' | 'CLOSE' | 'NEXT_OPEN';
+  exitPriceType:        'CURRENT' | 'CLOSE' | 'NEXT_OPEN';
  positionDirection:    'LONG' | 'SHORT' | 'BOTH';
  tradeSizeType:        'CAPITAL_PCT' | 'FIXED_AMOUNT';
  tradeSizeValue:       number;
@@ -1154,8 +1154,8 @@ export const DEFAULT_BACKTEST_SETTINGS: BacktestSettingsDto = {
  commissionType:      'LINEAR',
  commissionRate:      0.0015,
  slippageRate:        0.0005,
-  entryPriceType:      'CLOSE',
-  exitPriceType:       'CLOSE',
+  entryPriceType:      'CURRENT',
+  exitPriceType:       'CURRENT',
  positionDirection:   'LONG',
  tradeSizeType:       'CAPITAL_PCT',
  tradeSizeValue:      100,