매매시 현재가 적용

backend/src/main/java/com/goldenchart/dto/BacktestSettingsDto.java

@@ -32,13 +32,13 @@ public class BacktestSettingsDto {
     private BigDecimal slippageRate = new BigDecimal("0.00050");
 
     // ── 진입/청산 가격 ─────────────────────────────────────────────────────────
-    /** CLOSE | NEXT_OPEN */
+    /** CURRENT | CLOSE(레거시) | NEXT_OPEN */
     @Builder.Default
-    private String entryPriceType = "CLOSE";
+    private String entryPriceType = "CURRENT";
 
-    /** CLOSE | NEXT_OPEN */
+    /** CURRENT | CLOSE(레거시) | NEXT_OPEN */
     @Builder.Default
-    private String exitPriceType = "CLOSE";
+    private String exitPriceType = "CURRENT";
 
     // ── 포지션 방향 ────────────────────────────────────────────────────────────
     /** LONG | SHORT | BOTH */
@@ -109,7 +109,7 @@ public class BacktestSettingsDto {
     private String analysisMethod = "MARK_TO_MARKET";
 
     /**
-     * SCAN_SIGNALS — 조건 스캔(봉 종가·DSL 충족, 차트 마커와 동일)
+     * SCAN_SIGNALS — 조건 스캔(현재가·DSL 충족, 차트 마커와 동일)
      * BACKTEST_ENGINE — 슬리피지·손절/익절·진입/청산가 등 백테스트 설정 반영 (기본)
      */
     @Builder.Default

backend/src/main/java/com/goldenchart/entity/GcBacktestSettings.java

@@ -42,15 +42,15 @@ public class GcBacktestSettings {
     private BigDecimal slippageRate = new BigDecimal("0.00050");
 
     // ── 진입/청산 가격 ─────────────────────────────────────────────────────────
-    /** CLOSE | NEXT_OPEN */
+    /** CURRENT | CLOSE(레거시) | NEXT_OPEN */
     @Column(name = "entry_price_type", nullable = false, length = 20)
     @Builder.Default
-    private String entryPriceType = "CLOSE";
+    private String entryPriceType = "CURRENT";
 
-    /** CLOSE | NEXT_OPEN */
+    /** CURRENT | CLOSE(레거시) | NEXT_OPEN */
     @Column(name = "exit_price_type", nullable = false, length = 20)
     @Builder.Default
-    private String exitPriceType = "CLOSE";
+    private String exitPriceType = "CURRENT";
 
     // ── 포지션 방향 ────────────────────────────────────────────────────────────
     /** LONG | SHORT | BOTH */

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

@@ -33,8 +33,8 @@ public class BacktestSettingsService {
         entity.setCommissionType(dto.getCommissionType());
         entity.setCommissionRate(dto.getCommissionRate());
         entity.setSlippageRate(dto.getSlippageRate());
-        entity.setEntryPriceType(dto.getEntryPriceType());
+        entity.setEntryPriceType(TradeExecutionPriceSupport.normalizePriceType(dto.getEntryPriceType()));
-        entity.setExitPriceType(dto.getExitPriceType());
+        entity.setExitPriceType(TradeExecutionPriceSupport.normalizePriceType(dto.getExitPriceType()));
         entity.setPositionDirection(dto.getPositionDirection());
         entity.setTradeSizeType(dto.getTradeSizeType());
         entity.setTradeSizeValue(dto.getTradeSizeValue());
@@ -71,8 +71,8 @@ public class BacktestSettingsService {
                 .commissionType(e.getCommissionType())
                 .commissionRate(e.getCommissionRate())
                 .slippageRate(e.getSlippageRate())
-                .entryPriceType(e.getEntryPriceType())
+                .entryPriceType(TradeExecutionPriceSupport.normalizePriceType(e.getEntryPriceType()))
-                .exitPriceType(e.getExitPriceType())
+                .exitPriceType(TradeExecutionPriceSupport.normalizePriceType(e.getExitPriceType()))
                 .positionDirection(e.getPositionDirection())
                 .tradeSizeType(e.getTradeSizeType())
                 .tradeSizeValue(e.getTradeSizeValue())

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

@@ -50,7 +50,7 @@ public class BacktestingService {
 
     private static final BacktestSettingsDto DEFAULT_SETTINGS = new BacktestSettingsDto();
 
-    /** 조건 스캔 — 종가·DSL 충족 (슬리피지·손절/익절 Rule 미적용) */
+    /** 조건 스캔 — 현재가·DSL 충족 (슬리피지·손절/익절 Rule 미적용) */
     public static final String TRADE_EXEC_SCAN_SIGNALS = "SCAN_SIGNALS";
     /** 백테스트 엔진 — 슬리피지·리스크 Rule·진입/청산가 반영 */
     public static final String TRADE_EXEC_BACKTEST_ENGINE = "BACKTEST_ENGINE";
@@ -221,8 +221,12 @@ public class BacktestingService {
 
         int barCount = series.getBarCount();
         int loopStart = Math.max(0, Math.min(evalStartIndex, barCount));
-        final String entryPriceType = scanExec ? "CLOSE" : cfg.getEntryPriceType();
+        final String entryPriceType = scanExec
-        final String exitPriceType  = scanExec ? "CLOSE" : cfg.getExitPriceType();
+                ? TradeExecutionPriceSupport.PRICE_CURRENT
+                : cfg.getEntryPriceType();
+        final String exitPriceType  = scanExec
+                ? TradeExecutionPriceSupport.PRICE_CURRENT
+                : cfg.getExitPriceType();
 
         for (int i = loopStart; i < barCount; i++) {
             double closePrice = getPrice(series, req.getBars(), i, entryPriceType);
@@ -730,15 +734,7 @@ public class BacktestingService {
     // ── 가격 결정 ─────────────────────────────────────────────────────────────
 
     private double getPrice(BarSeries series, List<OhlcvBar> bars, int i, String priceType) {
-        if ("NEXT_OPEN".equals(priceType) && i + 1 < bars.size())
+        return TradeExecutionPriceSupport.backtestExecutionPrice(series, bars, i, priceType);
-            return bars.get(i + 1).getOpen();
-        if ("OPEN".equals(priceType))
-            return series.getBar(i).getOpenPrice().doubleValue();
-        if ("HIGH".equals(priceType))
-            return series.getBar(i).getHighPrice().doubleValue();
-        if ("LOW".equals(priceType))
-            return series.getBar(i).getLowPrice().doubleValue();
-        return series.getBar(i).getClosePrice().doubleValue();
     }
 
     private double applySlippage(double price, BacktestSettingsDto cfg, boolean isBuy) {

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

@@ -79,12 +79,14 @@ public class BarCloseStrategyEvaluationService {
 
             if (!"BUY".equals(closeSignal) && !"SELL".equals(closeSignal)) continue;
 
-            publishStrategySignal(market, ct, signalBar, closeSignal, s, signalExecType);
+            double execPrice = TradeExecutionPriceSupport.resolveLiveExecutionPrice(
+                    ta4jStorage, market, ct, signalBar);
+            publishStrategySignal(market, ct, signalBar, closeSignal, s, signalExecType, execPrice);
             try {
                 tradeSignalService.save(
                         s.getDeviceId(), s.getUserId(),
                         market, s.getStrategyId(), null,
-                        closeSignal, signalBar.getClosePrice().doubleValue(),
+                        closeSignal, execPrice,
                         candleTimeEpoch, ct, signalExecType);
                 if (s.getUserId() != null) {
                     String strategyName = tradeSignalService.resolveStrategyName(
@@ -92,7 +94,7 @@ public class BarCloseStrategyEvaluationService {
                     orderExecutionQueue.submitSignal(
                             s.getUserId(), market,
                             s.getStrategyId(), closeSignal,
-                            signalBar.getClosePrice().doubleValue(),
+                            execPrice,
                             ct, strategyName, signalExecType);
                 }
             } catch (Exception e) {
@@ -138,8 +140,12 @@ public class BarCloseStrategyEvaluationService {
     }
 
     private void publishStrategySignal(String market, String candleType, Bar bar, String signal,
-                                       GcLiveStrategySettings setting, String executionType) {
+                                       GcLiveStrategySettings setting, String executionType,
+                                       double executionPrice) {
         long barStartEpoch = bar.getEndTime().getEpochSecond() - bar.getTimePeriod().getSeconds();
+        double signalPrice = executionPrice > 0
+                ? executionPrice
+                : TradeExecutionPriceSupport.signalBarPrice(bar);
 
         // [기존] 차트 캔들 스트림에 signal 필드 포함하여 발행 (차트 마커 렌더링용, 하위 호환)
         CandleBarDto dto = CandleBarDto.builder()
@@ -164,15 +170,15 @@ public class BarCloseStrategyEvaluationService {
                 .candleType(candleType)
                 .strategyId(setting.getStrategyId())
                 .signalType(signal)
-                .price(bar.getClosePrice().doubleValue())
+                .price(signalPrice)
                 .candleTime(barStartEpoch)
                 .executionType(executionType)
                 .timestamp(System.currentTimeMillis())
                 .build();
         signalEventBroker.publishToUser(setting.getUserId(), setting.getDeviceId(), signalEvent);
 
-        log.info("[BarCloseEval] bar-close signal={} market={} candleType={} strategyId={} userId={}",
+        log.info("[BarCloseEval] bar-close signal={} market={} candleType={} strategyId={} userId={} price={}",
-                signal, market, candleType, setting.getStrategyId(), setting.getUserId());
+                signal, market, candleType, setting.getStrategyId(), setting.getUserId(), signalPrice);
     }
 
     private void trimEvaluatedKeys() {

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

@@ -816,7 +816,7 @@ public class LiveConditionStatusService {
             boolean inPosition = false;
             for (int i = startIdx; i <= primarySeries.getEndIndex(); i++) {
                 long barTimeSec = barOpenEpochSec(primarySeries, i);
-                double close = primarySeries.getBar(i).getClosePrice().doubleValue();
+                double execPrice = TradeExecutionPriceSupport.signalBarPrice(primarySeries, i);
 
                 if (signalOnly) {
                     if (entryRule.isSatisfied(i, null)) {
@@ -824,7 +824,7 @@ public class LiveConditionStatusService {
                         signals.add(BacktestResponse.Signal.builder()
                                 .time(barTimeSec)
                                 .type("BUY")
-                                .price(close)
+                                .price(execPrice)
                                 .barIndex(i)
                                 .quantity(0)
                                 .build());
@@ -834,7 +834,7 @@ public class LiveConditionStatusService {
                         signals.add(BacktestResponse.Signal.builder()
                                 .time(barTimeSec)
                                 .type("SELL")
-                                .price(close)
+                                .price(execPrice)
                                 .barIndex(i)
                                 .quantity(0)
                                 .build());
@@ -848,11 +848,11 @@ public class LiveConditionStatusService {
                         signals.add(BacktestResponse.Signal.builder()
                                 .time(barTimeSec)
                                 .type("BUY")
-                                .price(close)
+                                .price(execPrice)
                                 .barIndex(i)
                                 .quantity(0)
                                 .build());
-                        record.enter(i, primarySeries.numFactory().numOf(close),
+                        record.enter(i, primarySeries.numFactory().numOf(execPrice),
                                 primarySeries.numFactory().numOf(1));
                         inPosition = true;
                     }
@@ -861,11 +861,11 @@ public class LiveConditionStatusService {
                     signals.add(BacktestResponse.Signal.builder()
                             .time(barTimeSec)
                             .type("SELL")
-                            .price(close)
+                            .price(execPrice)
                             .barIndex(i)
                             .quantity(0)
                             .build());
-                    record.exit(i, primarySeries.numFactory().numOf(close),
+                    record.exit(i, primarySeries.numFactory().numOf(execPrice),
                             primarySeries.numFactory().numOf(1));
                     inPosition = false;
                 }

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

@@ -492,16 +492,7 @@ public class PaperTradingService {
     }
 
     public double resolveMarkPrice(String symbol) {
-        try {
+        return TradeExecutionPriceSupport.resolveLiveExecutionPrice(ta4jStorage, symbol, "1m", null);
-            if (!ta4jStorage.exists(symbol, "1m")) return 0;
-            BarSeries series = ta4jStorage.getOrCreate(symbol, "1m");
-            if (!series.isEmpty()) {
-                Bar last = series.getLastBar();
-                return last.getClosePrice().doubleValue();
-            }
-        } catch (Exception ignored) {
-        }
-        return 0;
     }
 
     public PaperSummaryDto resetAccount(Long userId) {

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

@@ -0,0 +1,96 @@
+package com.goldenchart.service;
+
+import com.goldenchart.dto.OhlcvBar;
+import com.goldenchart.storage.Ta4jStorage;
+import org.ta4j.core.Bar;
+import org.ta4j.core.BarSeries;
+
+import java.util.List;
+
+/**
+ * 매매 시그널 체결가 — 종가·시장가 대신 현재가(해당 시점 최신 체결가) 기준.
+ *
+ * <p>히스토리 백테스트: 시그널 봉의 종가 = 그 시점의 현재가.
+ * <p>실시간: ta4j 시리즈 최신 봉 종가(틱 갱신) 우선.
+ */
+public final class TradeExecutionPriceSupport {
+
+    public static final String PRICE_CURRENT = "CURRENT";
+    /** 레거시 — CURRENT 와 동일 취급 */
+    public static final String PRICE_CLOSE = "CLOSE";
+    public static final String PRICE_NEXT_OPEN = "NEXT_OPEN";
+
+    private TradeExecutionPriceSupport() {
+    }
+
+    /** CLOSE·MARKET·blank → CURRENT */
+    public static String normalizePriceType(String priceType) {
+        if (priceType == null || priceType.isBlank()) return PRICE_CURRENT;
+        return switch (priceType.toUpperCase()) {
+            case PRICE_CLOSE, "MARKET" -> PRICE_CURRENT;
+            default -> priceType.toUpperCase();
+        };
+    }
+
+    /**
+     * 백테스트·조건 스캔 — 시그널 발생 봉의 체결가.
+     */
+    public static double signalBarPrice(BarSeries series, int barIndex) {
+        if (series == null || barIndex < series.getBeginIndex() || barIndex > series.getEndIndex()) {
+            return 0.0;
+        }
+        return series.getBar(barIndex).getClosePrice().doubleValue();
+    }
+
+    public static double signalBarPrice(Bar bar) {
+        if (bar == null) return 0.0;
+        return bar.getClosePrice().doubleValue();
+    }
+
+    /**
+     * 실시간 체결가 — 차트 분봉·1m 시리즈 최신 틱가, 없으면 fallback 봉 종가.
+     */
+    public static double resolveLiveExecutionPrice(Ta4jStorage storage, String market,
+                                                   String candleType, Bar fallbackBar) {
+        double fromSeries = lastSeriesClosePrice(storage, market, candleType);
+        if (fromSeries > 0) return fromSeries;
+        fromSeries = lastSeriesClosePrice(storage, market, "1m");
+        if (fromSeries > 0) return fromSeries;
+        return signalBarPrice(fallbackBar);
+    }
+
+    /**
+     * 백테스트 진입/청산가 — entryPriceType / exitPriceType.
+     */
+    public static double backtestExecutionPrice(BarSeries series, List<OhlcvBar> bars,
+                                                int barIndex, String priceType) {
+        String normalized = normalizePriceType(priceType);
+        if (PRICE_NEXT_OPEN.equals(normalized) && bars != null && barIndex + 1 < bars.size()) {
+            return bars.get(barIndex + 1).getOpen();
+        }
+        if ("OPEN".equals(normalized)) {
+            return series.getBar(barIndex).getOpenPrice().doubleValue();
+        }
+        if ("HIGH".equals(normalized)) {
+            return series.getBar(barIndex).getHighPrice().doubleValue();
+        }
+        if ("LOW".equals(normalized)) {
+            return series.getBar(barIndex).getLowPrice().doubleValue();
+        }
+        // CURRENT (기본) — 시그널 봉 현재가 = 종가
+        return signalBarPrice(series, barIndex);
+    }
+
+    private static double lastSeriesClosePrice(Ta4jStorage storage, String market, String candleType) {
+        if (storage == null || market == null || candleType == null) return 0.0;
+        try {
+            if (!storage.exists(market, candleType)) return 0.0;
+            BarSeries series = storage.getOrCreate(market, candleType);
+            if (series.isEmpty()) return 0.0;
+            double p = series.getLastBar().getClosePrice().doubleValue();
+            return p > 0 ? p : 0.0;
+        } catch (Exception ignored) {
+            return 0.0;
+        }
+    }
+}

backend/src/main/java/com/goldenchart/websocket/LiveStrategyScheduler.java

@@ -6,6 +6,7 @@ import com.goldenchart.entity.GcLiveStrategySettings;
 import com.goldenchart.repository.GcLiveStrategySettingsRepository;
 import com.goldenchart.service.LiveStrategyEvaluator;
 import com.goldenchart.service.StrategyConditionTimeframeService;
+import com.goldenchart.service.TradeExecutionPriceSupport;
 import com.goldenchart.service.TradeSignalService;
 import com.goldenchart.trading.pipeline.OrderExecutionQueue;
 import com.goldenchart.storage.Ta4jStorage;
@@ -74,9 +75,9 @@ public class LiveStrategyScheduler {
 
             String signal = evaluator.evaluateSettingRealtimeTick(s, market, candleType);
             if ("BUY".equals(signal) || "SELL".equals(signal)) {
-                // 현재 진행 중인 캔들 정보 조회
                 org.ta4j.core.Bar lastBar = series.getLastBar();
-                // Ta4j 0.22: getEndTime() → Instant; 시작 시간 = endTime - duration
+                double execPrice = TradeExecutionPriceSupport.resolveLiveExecutionPrice(
+                        ta4jStorage, market, candleType, lastBar);
                 long barStartEpoch = lastBar.getEndTime().getEpochSecond()
                         - lastBar.getTimePeriod().getSeconds();
 
@@ -103,7 +104,7 @@ public class LiveStrategyScheduler {
                         .candleType(candleType)
                         .strategyId(s.getStrategyId())
                         .signalType(signal)
-                        .price(lastBar.getClosePrice().doubleValue())
+                        .price(execPrice)
                         .candleTime(barStartEpoch)
                         .executionType("REALTIME_TICK")
                         .timestamp(System.currentTimeMillis())
@@ -118,7 +119,7 @@ public class LiveStrategyScheduler {
                             s.getDeviceId(), s.getUserId(),
                             market, s.getStrategyId(), null,
                             signal,
-                            lastBar.getClosePrice().doubleValue(),
+                            execPrice,
                             barStartEpoch, candleType, "REALTIME_TICK"
                     );
                     if (s.getUserId() != null) {
@@ -127,7 +128,7 @@ public class LiveStrategyScheduler {
                         orderExecutionQueue.submitSignal(
                                 s.getUserId(), market,
                                 s.getStrategyId(), signal,
-                                lastBar.getClosePrice().doubleValue(),
+                                execPrice,
                                 candleType, strategyName, "REALTIME_TICK");
                     }
                 } catch (Exception ex) {

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

@@ -0,0 +1,52 @@
+package com.goldenchart.service;
+
+import com.goldenchart.dto.OhlcvBar;
+import org.junit.jupiter.api.Test;
+import org.ta4j.core.BarSeries;
+import org.ta4j.core.BaseBarSeriesBuilder;
+
+import java.time.Duration;
+import java.time.Instant;
+import java.util.List;
+
+import static org.junit.jupiter.api.Assertions.assertEquals;
+
+class TradeExecutionPriceSupportTest {
+
+    @Test
+    void normalizePriceType_mapsCloseAndMarketToCurrent() {
+        assertEquals("CURRENT", TradeExecutionPriceSupport.normalizePriceType("CLOSE"));
+        assertEquals("CURRENT", TradeExecutionPriceSupport.normalizePriceType("MARKET"));
+        assertEquals("NEXT_OPEN", TradeExecutionPriceSupport.normalizePriceType("next_open"));
+    }
+
+    @Test
+    void backtestExecutionPrice_currentUsesSignalBarClose() {
+        BarSeries series = new BaseBarSeriesBuilder().build();
+        Instant t0 = Instant.parse("2024-01-01T00:00:00Z");
+        series.barBuilder()
+                .timePeriod(Duration.ofMinutes(1))
+                .endTime(t0.plus(Duration.ofMinutes(1)))
+                .openPrice(100).highPrice(110).lowPrice(90).closePrice(105)
+                .add();
+        series.barBuilder()
+                .timePeriod(Duration.ofMinutes(1))
+                .endTime(t0.plus(Duration.ofMinutes(2)))
+                .openPrice(105).highPrice(120).lowPrice(100).closePrice(115)
+                .add();
+
+        List<OhlcvBar> bars = List.of(
+                OhlcvBar.builder().time(t0.getEpochSecond()).open(100).high(110).low(90).close(105).build(),
+                OhlcvBar.builder().time(t0.plus(Duration.ofMinutes(1)).getEpochSecond())
+                        .open(105).high(120).low(100).close(115).build()
+        );
+
+        double current = TradeExecutionPriceSupport.backtestExecutionPrice(
+                series, bars, 0, "CURRENT");
+        assertEquals(105.0, current, 1e-9);
+
+        double nextOpen = TradeExecutionPriceSupport.backtestExecutionPrice(
+                series, bars, 0, "NEXT_OPEN");
+        assertEquals(105.0, nextOpen, 1e-9);
+    }
+}

frontend/src/components/BacktestSettingsModal.tsx

@@ -18,7 +18,7 @@ const FIELD_META: Partial<Record<keyof BacktestSettingsDto, FieldMeta>> = {
   tradeExecutionMode: {
     label: '매매 체결 방식',
     description:
-      '시그널·체결가 산출 방식입니다.\n• 백테스트 엔진: 슬리피지, 손절/익절, 진입/청산가 반영. 실제 수익률 분석에 가깝습니다.\n• 조건 스캔: 봉 종가·DSL 충족 기준. 차트 마커·조건 패널과 동일합니다.',
+      '시그널·체결가 산출 방식입니다.\n• 백테스트 엔진: 슬리피지, 손절/익절, 진입/청산가 반영. 실제 수익률 분석에 가깝습니다.\n• 조건 스캔: 현재가·DSL 충족 기준. 차트 마커·조건 패널과 동일합니다.',
   },
   positionMode: {
     label: '시그널 생성 방식',
@@ -53,12 +53,12 @@ const FIELD_META: Partial<Record<keyof BacktestSettingsDto, FieldMeta>> = {
   entryPriceType: {
     label: '진입 가격 기준',
     description:
-      '매수 신호 발생 시 어느 가격에 진입하는지 결정합니다.\n• CLOSE(종가): 신호 발생 봉의 종가로 즉시 진입. 구현이 단순하지만 후행성(look-ahead bias) 우려가 있습니다.\n• NEXT_OPEN(다음봉 시가): 신호 다음 봉 시가에 진입. 실제 트레이딩과 가장 유사한 현실적 시뮬레이션입니다.',
+      '매수 신호 발생 시 어느 가격에 진입하는지 결정합니다.\n• CURRENT(현재가): 신호 발생 시점의 현재가로 즉시 진입.\n• NEXT_OPEN(다음봉 시가): 신호 다음 봉 시가에 진입. 실제 트레이딩과 가장 유사한 현실적 시뮬레이션입니다.',
   },
   exitPriceType: {
     label: '청산 가격 기준',
     description:
-      '매도 신호 발생 시 어느 가격에 청산하는지 결정합니다.\n• CLOSE(종가): 신호 발생 봉의 종가로 즉시 청산합니다.\n• NEXT_OPEN(다음봉 시가): 신호 다음 봉 시가에 청산. 야간 갭 하락 등 실제 리스크를 반영합니다.',
+      '매도 신호 발생 시 어느 가격에 청산하는지 결정합니다.\n• CURRENT(현재가): 신호 발생 시점의 현재가로 즉시 청산합니다.\n• NEXT_OPEN(다음봉 시가): 신호 다음 봉 시가에 청산. 야간 갭 하락 등 실제 리스크를 반영합니다.',
   },
   positionDirection: {
     label: '포지션 방향',
@@ -151,7 +151,7 @@ const SECTIONS: SettingSection[] = [
         key: 'tradeExecutionMode', type: 'select',
         opts: [
           { value: 'BACKTEST_ENGINE', label: '백테스트 엔진 (슬리피지·리스크 반영)' },
-          { value: 'SCAN_SIGNALS', label: '조건 스캔 (봉 종가·DSL 충족)' },
+          { value: 'SCAN_SIGNALS', label: '조건 스캔 (현재가·DSL 충족)' },
         ],
       },
     ],
@@ -203,11 +203,11 @@ const SECTIONS: SettingSection[] = [
     fields: [
       {
         key: 'entryPriceType', type: 'select',
-        opts: [{ value:'CLOSE', label:'종가 (Close)' }, { value:'NEXT_OPEN', label:'다음봉 시가 (Next Open)' }],
+        opts: [{ value:'CURRENT', label:'현재가 (Current)' }, { value:'NEXT_OPEN', label:'다음봉 시가 (Next Open)' }],
       },
       {
         key: 'exitPriceType', type: 'select',
-        opts: [{ value:'CLOSE', label:'종가 (Close)' }, { value:'NEXT_OPEN', label:'다음봉 시가 (Next Open)' }],
+        opts: [{ value:'CURRENT', label:'현재가 (Current)' }, { value:'NEXT_OPEN', label:'다음봉 시가 (Next Open)' }],
       },
       {
         key: 'positionDirection', type: 'select',

frontend/src/components/BacktestSettingsPanel.tsx

@@ -233,19 +233,19 @@ export const BacktestSettingsPanel: React.FC<BacktestSettingsPanelProps> = ({
 
       <BtSection title="거래 가격 기준">
         <BtGrid>
-          <BtField label="진입 가격 기준" desc="매수 신호 시 진입 가격. 종가 즉시 진입 또는 다음 봉 시가 진입.">
+          <BtField label="진입 가격 기준" desc="매수 신호 시 진입 가격. 현재가(시그널 시점) 또는 다음 봉 시가.">
             <select className="stg-select stg-select--wide"
-              value={cfg.entryPriceType}
+              value={cfg.entryPriceType === 'CLOSE' ? 'CURRENT' : cfg.entryPriceType}
-              onChange={e => field('entryPriceType', e.target.value as 'CLOSE' | 'NEXT_OPEN')}>
+              onChange={e => field('entryPriceType', e.target.value as 'CURRENT' | 'NEXT_OPEN')}>
-              <option value="CLOSE">종가 (Close)</option>
+              <option value="CURRENT">현재가 (Current)</option>
               <option value="NEXT_OPEN">다음봉 시가 (Next Open)</option>
             </select>
           </BtField>
-          <BtField label="청산 가격 기준" desc="매도 신호 시 청산 가격. 종가 즉시 청산 또는 다음 봉 시가 청산.">
+          <BtField label="청산 가격 기준" desc="매도 신호 시 청산 가격. 현재가(시그널 시점) 또는 다음 봉 시가.">
             <select className="stg-select stg-select--wide"
-              value={cfg.exitPriceType}
+              value={cfg.exitPriceType === 'CLOSE' ? 'CURRENT' : cfg.exitPriceType}
-              onChange={e => field('exitPriceType', e.target.value as 'CLOSE' | 'NEXT_OPEN')}>
+              onChange={e => field('exitPriceType', e.target.value as 'CURRENT' | 'NEXT_OPEN')}>
-              <option value="CLOSE">종가 (Close)</option>
+              <option value="CURRENT">현재가 (Current)</option>
               <option value="NEXT_OPEN">다음봉 시가 (Next Open)</option>
             </select>
           </BtField>

frontend/src/utils/backendApi.ts

@@ -1419,8 +1419,8 @@ export interface BacktestSettingsDto {
   commissionType:       'LINEAR' | 'ZERO';
   commissionRate:       number;
   slippageRate:         number;
-  entryPriceType:       'CLOSE' | 'NEXT_OPEN';
+  entryPriceType:       'CURRENT' | 'CLOSE' | 'NEXT_OPEN';
-  exitPriceType:        'CLOSE' | 'NEXT_OPEN';
+  exitPriceType:        'CURRENT' | 'CLOSE' | 'NEXT_OPEN';
   positionDirection:    'LONG' | 'SHORT' | 'BOTH';
   tradeSizeType:        'CAPITAL_PCT' | 'FIXED_AMOUNT';
   tradeSizeValue:       number;
@@ -1447,8 +1447,8 @@ export const DEFAULT_BACKTEST_SETTINGS: BacktestSettingsDto = {
   commissionType:      'LINEAR',
   commissionRate:      0.0015,
   slippageRate:        0.0005,
-  entryPriceType:      'CLOSE',
+  entryPriceType:      'CURRENT',
-  exitPriceType:       'CLOSE',
+  exitPriceType:       'CURRENT',
   positionDirection:   'LONG',
   tradeSizeType:       'CAPITAL_PCT',
   tradeSizeValue:      100,

frontend/src/utils/strategyEvaluationReport.ts

@@ -432,7 +432,7 @@ export function buildStrategyEvaluationReportModel(opts: {
       '분석 기간 전체 캔들 기준으로, 최초 매수 이전 매도·최종 매도 이후 매수 시그널은 제외했습니다. '
       + '매도는 보유 물량 전량 매도로 가정합니다. '
       + (opts.tradeExecutionMode === 'SCAN_SIGNALS'
-        ? '체결가: 조건 스캔(봉 종가·DSL 충족).'
+        ? '체결가: 조건 스캔(현재가·DSL 충족).'
         : '체결가: 백테스트 설정(슬리피지·손절/익절·진입/청산가) 반영.'),
   };
 }

frontend/src/utils/tradeExecutionMode.ts

@@ -14,8 +14,8 @@ export const TRADE_EXECUTION_MODE_OPTIONS: {
   },
   {
     value: 'SCAN_SIGNALS',
-    label: '조건 스캔 (봉 종가·DSL 충족)',
+    label: '조건 스캔 (현재가·DSL 충족)',
-    desc: '차트 마커·조건 패널과 동일. 봉 종가 기준 이상적 체결.',
+    desc: '차트 마커·조건 패널과 동일. 시그널 시점 현재가 기준 체결.',
   },
 ];
 

packages/shared/src/api/backendApi.ts

@@ -1130,8 +1130,8 @@ export interface BacktestSettingsDto {
   commissionType:       'LINEAR' | 'ZERO';
   commissionRate:       number;
   slippageRate:         number;
-  entryPriceType:       'CLOSE' | 'NEXT_OPEN';
+  entryPriceType:       'CURRENT' | 'CLOSE' | 'NEXT_OPEN';
-  exitPriceType:        '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',
+  entryPriceType:      'CURRENT',
-  exitPriceType:       'CLOSE',
+  exitPriceType:       'CURRENT',
   positionDirection:   'LONG',
   tradeSizeType:       'CAPITAL_PCT',
   tradeSizeValue:      100,