가상투자 메뉴 기능 구현

2026-05-25 06:41:45 +09:00
parent 0cfe7fc84c
commit 8b373b11e3
33 changed files with 3897 additions and 99 deletions
@@ -0,0 +1,313 @@
+package com.goldenchart.service;
+
+import com.fasterxml.jackson.databind.JsonNode;
+import com.fasterxml.jackson.databind.ObjectMapper;
+import com.fasterxml.jackson.databind.node.ObjectNode;
+import com.goldenchart.dto.LiveConditionRowDto;
+import com.goldenchart.dto.LiveConditionStatusDto;
+import com.goldenchart.entity.GcStrategy;
+import com.goldenchart.repository.GcStrategyRepository;
+import com.goldenchart.storage.Ta4jStorage;
+import com.goldenchart.websocket.DynamicSubscriptionManager;
+import lombok.RequiredArgsConstructor;
+import lombok.extern.slf4j.Slf4j;
+import org.springframework.stereotype.Service;
+import org.ta4j.core.BarSeries;
+import org.ta4j.core.Rule;
+import org.springframework.transaction.annotation.Transactional;
+
+import java.util.*;
+
+/**
+ * 가상투자 — 종목×전략별 조건 충족 현황 (Ta4j Rule.isSatisfied).
+ */
+@Service
+@RequiredArgsConstructor
+@Slf4j
+public class LiveConditionStatusService {
+
+    private static final Map<String, String> CONDITION_LABEL = Map.ofEntries(
+            Map.entry("GT", "초과(>)"),
+            Map.entry("LT", "미만(<)"),
+            Map.entry("GTE", "이상(≥)"),
+            Map.entry("LTE", "이하(≤)"),
+            Map.entry("EQ", "같음(=)"),
+            Map.entry("NEQ", "다름(≠)"),
+            Map.entry("CROSS_UP", "상향 돌파"),
+            Map.entry("CROSS_DOWN", "하향 돌파"),
+            Map.entry("SLOPE_UP", "상승 중"),
+            Map.entry("SLOPE_DOWN", "하락 중")
+    );
+
+    private record PendingCond(String id, JsonNode condition, String timeframe, String side) {}
+
+    private final GcStrategyRepository strategyRepo;
+    private final Ta4jStorage ta4jStorage;
+    private final StrategyDslToTa4jAdapter adapter;
+    private final IndicatorSettingsService indicatorSettingsService;
+    private final ObjectMapper objectMapper;
+    private final DynamicSubscriptionManager subscriptionManager;
+
+    @Transactional(readOnly = true)
+    public LiveConditionStatusDto evaluate(Long userId, String deviceId,
+                                           String market, long strategyId) {
+        Optional<GcStrategy> opt = strategyRepo.findById(strategyId);
+        if (opt.isEmpty()) {
+            return empty(market, strategyId);
+        }
+        GcStrategy strategy = opt.get();
+
+        Map<String, Map<String, Object>> params =
+                indicatorSettingsService.getAll(userId, deviceId);
+
+        List<PendingCond> pending = new ArrayList<>();
+        collectConditions(strategy.getBuyConditionJson(), "1m", "buy", pending);
+        collectConditions(strategy.getSellConditionJson(), "1m", "sell", pending);
+
+        if (pending.isEmpty()) {
+            return empty(market, strategyId);
+        }
+
+        // 데이터 수신 보장 — 평가 전 해당 종목·봉 타입 pin + 동기 warm-up
+        Set<String> timeframes = new LinkedHashSet<>();
+        for (PendingCond p : pending) {
+            String tf = LiveStrategyTimeframeService.normalize(p.timeframe());
+            timeframes.add(tf);
+            subscriptionManager.ensureBarsReadySync(market, tf, 60);
+        }
+        subscriptionManager.ensureBarsReadySync(market, "1m", 60);
+
+        List<LiveConditionRowDto> rows = new ArrayList<>();
+        int met = 0;
+        int evaluable = 0;
+
+        for (PendingCond p : pending) {
+            String tf = LiveStrategyTimeframeService.normalize(p.timeframe());
+            if (!ta4jStorage.exists(market, tf)) {
+                rows.add(toRowUnevaluated(p));
+                continue;
+            }
+            BarSeries series = ta4jStorage.getOrCreate(market, tf);
+            if (series.isEmpty()) {
+                rows.add(toRowUnevaluated(p));
+                continue;
+            }
+            int index = series.getEndIndex();
+            try {
+                ObjectNode wrapper = objectMapper.createObjectNode();
+                wrapper.put("type", "CONDITION");
+                wrapper.set("condition", p.condition());
+
+                StrategyDslToTa4jAdapter.RuleBuildContext ctx =
+                        new StrategyDslToTa4jAdapter.RuleBuildContext(
+                                series, params, market, ta4jStorage);
+                Rule rule = adapter.toRule(wrapper, ctx);
+                boolean satisfied = rule.isSatisfied(index, null);
+                Double current = adapter.readConditionFieldValue(
+                        p.condition(), series, params, index, true);
+                Double target = readTargetNumeric(p.condition());
+                if (target == null) {
+                    target = adapter.readConditionFieldValue(
+                            p.condition(), series, params, index, false);
+                }
+                rows.add(toRow(p, current, target, satisfied, series, params, index));
+                evaluable++;
+                if (satisfied) met++;
+            } catch (Exception e) {
+                log.debug("[LiveCondition] eval fail {} {}: {}", market, p.id(), e.getMessage());
+                rows.add(toRowUnevaluated(p));
+            }
+        }
+
+        int matchRate = evaluable > 0 ? Math.round(100f * met / evaluable) : 0;
+        String tfSummary = String.join(", ", timeframes);
+
+        return LiveConditionStatusDto.builder()
+                .market(market)
+                .strategyId(strategyId)
+                .timeframe(tfSummary)
+                .matchRate(matchRate)
+                .rows(rows)
+                .updatedAt(System.currentTimeMillis())
+                .build();
+    }
+
+    private LiveConditionStatusDto empty(String market, long strategyId) {
+        return LiveConditionStatusDto.builder()
+                .market(market)
+                .strategyId(strategyId)
+                .timeframe("")
+                .matchRate(0)
+                .rows(List.of())
+                .updatedAt(System.currentTimeMillis())
+                .build();
+    }
+
+    private void collectConditions(String json, String timeframe, String side,
+                                   List<PendingCond> out) {
+        if (json == null || json.isBlank()) return;
+        try {
+            walk(objectMapper.readTree(json), timeframe, side, out, new HashSet<>());
+        } catch (Exception e) {
+            log.warn("[LiveCondition] JSON walk fail: {}", e.getMessage());
+        }
+    }
+
+    private void walk(JsonNode node, String timeframe, String side,
+                      List<PendingCond> out, Set<String> seen) {
+        if (node == null || node.isNull()) return;
+        String type = node.path("type").asText("");
+
+        if ("TIMEFRAME".equals(type)) {
+            String tf = LiveStrategyTimeframeService.normalize(
+                    node.path("candleType").asText(timeframe));
+            JsonNode children = node.path("children");
+            if (children.isArray()) {
+                for (JsonNode c : children) walk(c, tf, side, out, seen);
+            }
+            return;
+        }
+
+        if ("AND".equals(type) || "OR".equals(type)) {
+            JsonNode children = node.path("children");
+            if (children.isArray()) {
+                for (JsonNode c : children) walk(c, timeframe, side, out, seen);
+            }
+            return;
+        }
+
+        if ("NOT".equals(type)) {
+            walk(node.path("child"), timeframe, side, out, seen);
+            return;
+        }
+
+        if ("CONDITION".equals(type) && node.has("condition")) {
+            JsonNode cond = node.path("condition");
+            String nodeId = node.path("id").asText("");
+            String id = !nodeId.isBlank()
+                    ? nodeId + "-" + side
+                    : side + ":" + timeframe + ":" + cond.hashCode();
+            String key = id + ":" + cond.toString();
+            if (seen.add(key)) {
+                out.add(new PendingCond(id, cond, timeframe, side));
+            }
+        }
+    }
+
+    private LiveConditionRowDto toRowUnevaluated(PendingCond p) {
+        JsonNode c = p.condition();
+        String indType = c.path("indicatorType").asText("");
+        String condType = c.path("conditionType").asText("GT");
+        String condLabel = CONDITION_LABEL.getOrDefault(condType, condType);
+        Double target = readTargetNumeric(c);
+        return LiveConditionRowDto.builder()
+                .id(p.id())
+                .indicatorType(indType)
+                .displayName(indType)
+                .conditionType(condType)
+                .conditionLabel(condLabel)
+                .thresholdLabel(formatThresholdStatic(c, target))
+                .currentValue(null)
+                .targetValue(target)
+                .satisfied(null)
+                .timeframe(p.timeframe())
+                .side(p.side())
+                .build();
+    }
+
+    private String formatThresholdStatic(JsonNode cond, Double target) {
+        if (target != null && !target.isNaN()) {
+            String ct = cond.path("conditionType").asText("GT");
+            String v = formatNum(target);
+            return switch (ct) {
+                case "LT", "CROSS_DOWN" -> "< " + v;
+                case "GT", "CROSS_UP"   -> "> " + v;
+                case "GTE"              -> "≥ " + v;
+                case "LTE"              -> "≤ " + v;
+                case "EQ"               -> "= " + v;
+                default                 -> cond.path("rightField").asText(v);
+            };
+        }
+        String rf = cond.path("rightField").asText("");
+        if (rf != null && !rf.isBlank() && !"NONE".equals(rf)) {
+            return rf.replace('_', ' ');
+        }
+        return "—";
+    }
+
+    private LiveConditionRowDto toRow(PendingCond p, Double current, Double target,
+                                      Boolean satisfied, BarSeries series,
+                                      Map<String, Map<String, Object>> params, int index) {
+        JsonNode c = p.condition();
+        String indType = c.path("indicatorType").asText("");
+        String condType = c.path("conditionType").asText("GT");
+        String condLabel = CONDITION_LABEL.getOrDefault(condType, condType);
+
+        return LiveConditionRowDto.builder()
+                .id(p.id())
+                .indicatorType(indType)
+                .displayName(indType)
+                .conditionType(condType)
+                .conditionLabel(condLabel)
+                .thresholdLabel(formatThreshold(c, target, series, params, index))
+                .currentValue(current)
+                .targetValue(target)
+                .satisfied(satisfied)
+                .timeframe(p.timeframe())
+                .side(p.side())
+                .build();
+    }
+
+    private String formatThreshold(JsonNode cond, Double target, BarSeries series,
+                                   Map<String, Map<String, Object>> params, int index) {
+        String ct = cond.path("conditionType").asText("GT");
+        if (target != null && !target.isNaN()) {
+            String v = formatNum(target);
+            return switch (ct) {
+                case "LT", "CROSS_DOWN" -> "< " + v;
+                case "GT", "CROSS_UP"   -> "> " + v;
+                case "GTE"              -> "≥ " + v;
+                case "LTE"              -> "≤ " + v;
+                case "EQ"               -> "= " + v;
+                default                 -> cond.path("rightField").asText(v);
+            };
+        }
+        String rf = cond.path("rightField").asText("");
+        if (rf != null && !rf.isBlank() && !"NONE".equals(rf)) {
+            Double rightLive = adapter.readConditionFieldValue(cond, series, params, index, false);
+            if (rightLive != null && !rightLive.isNaN()) {
+                String v = formatNum(rightLive);
+                return switch (ct) {
+                    case "LT", "CROSS_DOWN" -> "< " + v;
+                    case "GT", "CROSS_UP"   -> "> " + v;
+                    case "GTE"              -> "≥ " + v;
+                    case "LTE"              -> "≤ " + v;
+                    case "EQ"               -> "= " + v;
+                    default                 -> rf.replace('_', ' ') + " (" + v + ")";
+                };
+            }
+            return rf.replace('_', ' ');
+        }
+        return "—";
+    }
+
+    private static String formatNum(double v) {
+        if (Math.abs(v) >= 1000) return String.format("%.0f", v);
+        return String.format("%.2f", v);
+    }
+
+    private Double readTargetNumeric(JsonNode cond) {
+        if (cond.has("targetValue") && !cond.path("targetValue").isNull()) {
+            return cond.path("targetValue").asDouble();
+        }
+        if (cond.has("compareValue") && !cond.path("compareValue").isNull()) {
+            return cond.path("compareValue").asDouble();
+        }
+        String rf = cond.path("rightField").asText("");
+        if (rf.startsWith("K_")) {
+            try { return Double.parseDouble(rf.substring(2)); } catch (NumberFormatException ignored) {}
+        }
+        return null;
+    }
+
+}