매매실행 방식 설정 추가

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

@@ -107,4 +107,11 @@ public class BacktestSettingsDto {
      */
     @Builder.Default
     private String analysisMethod = "MARK_TO_MARKET";
+
+    /**
+     * SCAN_SIGNALS — 조건 스캔(봉 종가·DSL 충족, 차트 마커와 동일)
+     * BACKTEST_ENGINE — 슬리피지·손절/익절·진입/청산가 등 백테스트 설정 반영 (기본)
+     */
+    @Builder.Default
+    private String tradeExecutionMode = "BACKTEST_ENGINE";
 }

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

@@ -124,6 +124,11 @@ public class GcBacktestSettings {
     @Builder.Default
     private String analysisMethod = "MARK_TO_MARKET";
 
+    /** SCAN_SIGNALS | BACKTEST_ENGINE */
+    @Column(name = "trade_execution_mode", nullable = false, length = 32)
+    @Builder.Default
+    private String tradeExecutionMode = "BACKTEST_ENGINE";
+
     @Column(name = "created_at", nullable = false, updatable = false)
     private LocalDateTime createdAt;
 

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

@@ -54,6 +54,10 @@ public class BacktestSettingsService {
                 PortfolioLedger.REALIZED_ONLY.equals(dto.getAnalysisMethod())
                         ? PortfolioLedger.REALIZED_ONLY
                         : PortfolioLedger.MARK_TO_MARKET);
+        entity.setTradeExecutionMode(
+                "SCAN_SIGNALS".equals(dto.getTradeExecutionMode())
+                        ? "SCAN_SIGNALS"
+                        : "BACKTEST_ENGINE");
 
         return toDto(repo.save(entity));
     }
@@ -84,6 +88,10 @@ public class BacktestSettingsService {
                 .partialExitPct(e.getPartialExitPct())
                 .positionMode(e.getPositionMode() != null ? e.getPositionMode() : "LONG_ONLY")
                 .analysisMethod(e.getAnalysisMethod() != null ? e.getAnalysisMethod() : PortfolioLedger.MARK_TO_MARKET)
+                .tradeExecutionMode(
+                        "SCAN_SIGNALS".equals(e.getTradeExecutionMode())
+                                ? "SCAN_SIGNALS"
+                                : "BACKTEST_ENGINE")
                 .build();
     }
 }

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

@@ -50,6 +50,15 @@ public class BacktestingService {
 
     private static final BacktestSettingsDto DEFAULT_SETTINGS = new BacktestSettingsDto();
 
+    /** 조건 스캔 — 종가·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";
+
+    private static boolean isScanSignalsExecution(BacktestSettingsDto cfg) {
+        return cfg != null && TRADE_EXEC_SCAN_SIGNALS.equals(cfg.getTradeExecutionMode());
+    }
+
     // ── Public API ────────────────────────────────────────────────────────────
 
     public BacktestResponse run(BacktestRequest req) {
@@ -152,6 +161,9 @@ public class BacktestingService {
     // ── 청산 규칙 합성 ────────────────────────────────────────────────────────
 
     private Rule buildExitRule(Rule baseExit, BarSeries series, BacktestSettingsDto cfg) {
+        if (isScanSignalsExecution(cfg)) {
+            return baseExit;
+        }
         Rule result = baseExit;
         ClosePriceIndicator close = new ClosePriceIndicator(series);
 
@@ -196,7 +208,8 @@ public class BacktestingService {
 
         double  initCap       = cfg.getInitialCapital()  != null ? cfg.getInitialCapital().doubleValue()  : 10_000_000.0;
         double  tradeSizePct  = cfg.getTradeSizeValue()  != null ? cfg.getTradeSizeValue().doubleValue() / 100.0 : 1.0;
-        boolean partialExit   = Boolean.TRUE.equals(cfg.getPartialExitEnabled());
+        final boolean scanExec = isScanSignalsExecution(cfg);
+        boolean partialExit   = !scanExec && Boolean.TRUE.equals(cfg.getPartialExitEnabled());
         double  partialPct    = cfg.getPartialExitPct()  != null ? cfg.getPartialExitPct().doubleValue() / 100.0 : 0.5;
         boolean partialDone   = false;
 
@@ -208,10 +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 exitPriceType  = scanExec ? "CLOSE" : cfg.getExitPriceType();
 
         for (int i = loopStart; i < barCount; i++) {
-            double closePrice = getPrice(series, req.getBars(), i, cfg.getEntryPriceType());
-            double exitPrice  = getPrice(series, req.getBars(), i, cfg.getExitPriceType());
+            double closePrice = getPrice(series, req.getBars(), i, entryPriceType);
+            double exitPrice  = getPrice(series, req.getBars(), i, exitPriceType);
             long   time       = barStartEpoch(series, i);
 
             // ── SIGNAL_ONLY: 조건 충족 봉마다 시그널 (live-conditions 충족과 동일 기준) ──
@@ -727,6 +742,9 @@ public class BacktestingService {
     }
 
     private double applySlippage(double price, BacktestSettingsDto cfg, boolean isBuy) {
+        if (isScanSignalsExecution(cfg)) {
+            return price;
+        }
         double slip = cfg.getSlippageRate() != null ? cfg.getSlippageRate().doubleValue() : 0.0005;
         return isBuy ? price * (1 + slip) : price * (1 - slip);
     }