일목균형표 수정

This commit is contained in:
Macbook
2026-05-27 23:36:48 +09:00
parent 9cee6387c3
commit 8cc0d1c88c
73 changed files with 2256 additions and 334 deletions
@@ -107,6 +107,11 @@ public class GcAppSettings {
@JdbcTypeCode(SqlTypes.JSON)
private String chartLegendOptionsJson;
/** 차트 pane 구분선 옵션 JSON (visible, color, width, lineStyle) */
@Column(name = "chart_pane_separator_json", columnDefinition = "JSON")
@JdbcTypeCode(SqlTypes.JSON)
private String chartPaneSeparatorJson;
/** 매매 시그널 발생 시 알림 팝업 표시 여부 (기본 true) */
@Column(name = "trade_alert_popup", nullable = false)
@Builder.Default
@@ -95,6 +95,7 @@ public class AppSettingsService {
if (d.containsKey("chartLiveReceiveHighlight")) s.setChartLiveReceiveHighlight(
Boolean.parseBoolean(d.get("chartLiveReceiveHighlight").toString()));
if (d.containsKey("chartLegendOptions")) s.setChartLegendOptionsJson(toJson(d.get("chartLegendOptions")));
if (d.containsKey("chartPaneSeparator")) s.setChartPaneSeparatorJson(toJson(d.get("chartPaneSeparator")));
if (d.containsKey("tradeAlertPopup")) s.setTradeAlertPopup(
Boolean.parseBoolean(d.get("tradeAlertPopup").toString()));
if (d.containsKey("tradeAlertSoundEnabled")) s.setTradeAlertSoundEnabled(
@@ -192,6 +193,7 @@ public class AppSettingsService {
m.put("chartVolumeVisible", s.getChartVolumeVisible() != null ? s.getChartVolumeVisible() : true);
m.put("chartLiveReceiveHighlight", s.getChartLiveReceiveHighlight() != null ? s.getChartLiveReceiveHighlight() : true);
m.put("chartLegendOptions", parseJson(s.getChartLegendOptionsJson()));
m.put("chartPaneSeparator", parseJson(s.getChartPaneSeparatorJson()));
m.put("tradeAlertPopup", s.getTradeAlertPopup() != null ? s.getTradeAlertPopup() : true);
m.put("tradeAlertSoundEnabled", s.getTradeAlertSoundEnabled() != null ? s.getTradeAlertSoundEnabled() : true);
m.put("tradeAlertSound", s.getTradeAlertSound() != null ? s.getTradeAlertSound() : "bell");
@@ -588,13 +588,13 @@ public class IndicatorService {
int conv = intP(p, "conversionPeriods", 9);
int base = intP(p, "basePeriods", 26);
int span2 = intP(p, "laggingSpan2Periods", 52);
int disp = intP(p, "displacement", 26);
int senkouDisp = intP(p, "senkouDisplacement", intP(p, "displacement", 26));
int chikouDisp = intP(p, "chikouDisplacement", intP(p, "displacement", 26));
IchimokuTenkanSenIndicator tenkan = new IchimokuTenkanSenIndicator(s, conv);
IchimokuKijunSenIndicator kijun = new IchimokuKijunSenIndicator(s, base);
IchimokuSenkouSpanAIndicator spanA = new IchimokuSenkouSpanAIndicator(s, tenkan, kijun, disp);
// 선행스팬B displacement 도 spanA·chikou 와 동일한 disp 를 적용해야 한다
IchimokuSenkouSpanBIndicator spanB = new IchimokuSenkouSpanBIndicator(s, span2, disp);
IchimokuChikouSpanIndicator chikou = new IchimokuChikouSpanIndicator(s, disp);
IchimokuSenkouSpanAIndicator spanA = new IchimokuSenkouSpanAIndicator(s, tenkan, kijun, senkouDisp);
IchimokuSenkouSpanBIndicator spanB = new IchimokuSenkouSpanBIndicator(s, span2, senkouDisp);
IchimokuChikouSpanIndicator chikou = new IchimokuChikouSpanIndicator(s, chikouDisp);
return Map.of(
"plot0", toPlot(s, tenkan),
"plot1", toPlot(s, kijun),
@@ -58,6 +58,7 @@ public class LiveStrategyTimeframeService {
if (candleType == null || candleType.isBlank()) return "1m";
String c = candleType.trim().toLowerCase();
if ("1d".equals(c)) return "1d";
if ("1w".equals(c)) return "1w";
if ("1h".equals(c)) return "1h";
if ("4h".equals(c)) return "4h";
if (ALLOWED.contains(c)) return c;
@@ -69,7 +70,8 @@ public class LiveStrategyTimeframeService {
case "1m", "3m", "5m", "10m", "15m", "30m" -> chartTf;
case "1h", "4h" -> chartTf;
case "1D" -> "1d";
case "1W", "1M" -> "1d";
case "1W" -> "1w";
case "1M" -> "1d";
default -> null;
};
}
@@ -148,7 +148,7 @@ public class StrategyConditionTimeframeService {
String type = node.path("type").asText("");
if ("TIMEFRAME".equals(type)) {
out.add(LiveStrategyTimeframeService.normalize(node.path("candleType").asText("1m")));
addTimeframeCandleTypes(node, out);
return true;
}
@@ -157,7 +157,7 @@ public class StrategyConditionTimeframeService {
if (children.isArray() && !children.isEmpty()) {
if (allTimeframeChildren(children)) {
for (JsonNode tf : children) {
out.add(LiveStrategyTimeframeService.normalize(tf.path("candleType").asText("1m")));
addTimeframeCandleTypes(tf, out);
}
return true;
}
@@ -183,4 +183,17 @@ public class StrategyConditionTimeframeService {
}
return true;
}
/** TIMEFRAME 노드 — candleTypes 배열 또는 단일 candleType */
static void addTimeframeCandleTypes(JsonNode timeframeNode, Set<String> out) {
JsonNode arr = timeframeNode.path("candleTypes");
if (arr.isArray() && !arr.isEmpty()) {
for (JsonNode t : arr) {
String ct = LiveStrategyTimeframeService.normalize(t.asText(""));
if (!ct.isBlank()) out.add(ct);
}
return;
}
out.add(LiveStrategyTimeframeService.normalize(timeframeNode.path("candleType").asText("1m")));
}
}
@@ -39,6 +39,10 @@ public class StrategyDslTimeframeNormalizer {
if (root == null || root.isNull()) return root;
if ("TIMEFRAME".equals(root.path("type").asText(""))) {
// START 다중 분봉(candleTypes) — 편집기 저장값 유지
if (hasMultipleCandleTypes(root)) {
return root;
}
String expected = inferPrimaryCandleType(root, strategyName);
String current = LiveStrategyTimeframeService.normalize(root.path("candleType").asText("1m"));
if (!expected.equals(current)) {
@@ -145,7 +149,7 @@ public class StrategyDslTimeframeNormalizer {
String type = node.path("type").asText("");
if ("TIMEFRAME".equals(type)) {
out.add(LiveStrategyTimeframeService.normalize(node.path("candleType").asText("1m")));
StrategyConditionTimeframeService.addTimeframeCandleTypes(node, out);
}
if ("CONDITION".equals(type)) {
@@ -193,6 +197,11 @@ public class StrategyDslTimeframeNormalizer {
return "1m";
}
private static boolean hasMultipleCandleTypes(JsonNode timeframeNode) {
JsonNode arr = timeframeNode.path("candleTypes");
return arr.isArray() && arr.size() > 1;
}
private ObjectNode copyTimeframeWithCandleType(JsonNode tf, String candleType) {
ObjectNode copy = tf.deepCopy();
copy.put("candleType", LiveStrategyTimeframeService.normalize(candleType));
@@ -749,17 +749,24 @@ public class StrategyDslToTa4jAdapter {
private IchimokuKijunSenIndicator ichimokuKijun(BarSeries s, Map<String, Object> p) {
return new IchimokuKijunSenIndicator(s, intP(p, "basePeriods", 26));
}
private int ichimokuSenkouDisplacement(Map<String, Object> p) {
return intP(p, "senkouDisplacement", intP(p, "displacement", 26));
}
private int ichimokuChikouDisplacement(Map<String, Object> p) {
return intP(p, "chikouDisplacement", intP(p, "displacement", 26));
}
private IchimokuSenkouSpanAIndicator ichimokuSpanA(BarSeries s, Map<String, Object> p) {
return new IchimokuSenkouSpanAIndicator(s, ichimokuTenkan(s, p), ichimokuKijun(s, p),
intP(p, "displacement", 26));
ichimokuSenkouDisplacement(p));
}
private IchimokuSenkouSpanBIndicator ichimokuSpanB(BarSeries s, Map<String, Object> p) {
// IndicatorService 와 동일하게 displacement 파라미터 반영
return new IchimokuSenkouSpanBIndicator(s, intP(p, "laggingSpan2Periods", 52),
intP(p, "displacement", 26));
ichimokuSenkouDisplacement(p));
}
private IchimokuChikouSpanIndicator ichimokuLagging(BarSeries s, Map<String, Object> p) {
return new IchimokuChikouSpanIndicator(s, intP(p, "displacement", 26));
return new IchimokuChikouSpanIndicator(s, ichimokuChikouDisplacement(p));
}
/** 종가가 구름 위 */
@@ -82,9 +82,17 @@ public class StrategyTriggerBranchEvaluator {
String type = node.path("type").asText("");
if ("TIMEFRAME".equals(type)) {
String ct = LiveStrategyTimeframeService.normalize(node.path("candleType").asText("1m"));
List<String> types = readTimeframeCandleTypes(node);
JsonNode sub = firstChild(node);
return new BranchScope("SINGLE", List.of(new BranchDef(ct, sub)));
if (types.size() <= 1) {
String ct = types.isEmpty() ? "1m" : types.get(0);
return new BranchScope("SINGLE", List.of(new BranchDef(ct, sub)));
}
List<BranchDef> branches = new ArrayList<>();
for (String ct : types) {
branches.add(new BranchDef(ct, sub));
}
return new BranchScope("OR", branches);
}
if ("AND".equals(type) || "OR".equals(type)) {
@@ -92,9 +100,10 @@ public class StrategyTriggerBranchEvaluator {
if (children.isArray() && !children.isEmpty() && allTimeframeChildren(children)) {
List<BranchDef> branches = new ArrayList<>();
for (JsonNode child : children) {
String ct = LiveStrategyTimeframeService.normalize(
child.path("candleType").asText("1m"));
branches.add(new BranchDef(ct, firstChild(child)));
JsonNode sub = firstChild(child);
for (String ct : readTimeframeCandleTypes(child)) {
branches.add(new BranchDef(ct, sub));
}
}
return new BranchScope(type, branches);
}
@@ -102,9 +111,18 @@ public class StrategyTriggerBranchEvaluator {
JsonNode wrapped = findTimeframeWrapper(node);
if (wrapped != null) {
String ct = LiveStrategyTimeframeService.normalize(wrapped.path("candleType").asText("1m"));
List<String> types = readTimeframeCandleTypes(wrapped);
JsonNode sub = firstChild(wrapped);
return new BranchScope("SINGLE", List.of(new BranchDef(ct, sub != null && !sub.isNull() ? sub : node)));
JsonNode subtree = sub != null && !sub.isNull() ? sub : node;
if (types.size() <= 1) {
String ct = types.isEmpty() ? "1m" : types.get(0);
return new BranchScope("SINGLE", List.of(new BranchDef(ct, subtree)));
}
List<BranchDef> branches = new ArrayList<>();
for (String ct : types) {
branches.add(new BranchDef(ct, subtree));
}
return new BranchScope("OR", branches);
}
String inferred = StrategyDslTimeframeNormalizer.inferPrimaryCandleType(node);
@@ -143,6 +161,21 @@ public class StrategyTriggerBranchEvaluator {
return true;
}
/** START 다중 분봉 — 각 마감봉마다 동일 조건 트리를 독립 평가 */
private static List<String> readTimeframeCandleTypes(JsonNode timeframeNode) {
JsonNode arr = timeframeNode.path("candleTypes");
if (arr.isArray() && !arr.isEmpty()) {
List<String> list = new ArrayList<>();
for (JsonNode t : arr) {
String ct = LiveStrategyTimeframeService.normalize(t.asText(""));
if (!ct.isBlank() && !list.contains(ct)) list.add(ct);
}
if (!list.isEmpty()) return list;
}
return List.of(LiveStrategyTimeframeService.normalize(
timeframeNode.path("candleType").asText("1m")));
}
private final class TriggerBranchRule implements Rule {
private final BranchScope scope;
private final String market;
@@ -25,7 +25,7 @@ import java.util.concurrent.ConcurrentHashMap;
*
* 구조: ConcurrentHashMap<market, Map<candleType, BarSeries>>
* - market : "KRW-BTC", "KRW-ETH" 등 업비트 종목 코드
* - candleType: "1m", "3m", "5m", "10m", "15m", "30m", "1h", "4h", "1d"
* - candleType: "1m", "3m", "5m", "10m", "15m", "30m", "1h", "4h", "1w", "1d"
*
* 슬라이딩 윈도우: 모든 BarSeries 에 setMaximumBarCount(300) 적용.
* 301번째 캔들이 들어오면 가장 오래된 캔들이 자동 소멸.
@@ -56,6 +56,7 @@ public class Ta4jStorage {
"30m", "minutes/30",
"1h", "minutes/60",
"4h", "minutes/240",
"1w", "weeks",
"1d", "days"
);
@@ -237,6 +238,7 @@ public class Ta4jStorage {
case "30m" -> Duration.ofMinutes(30);
case "1h" -> Duration.ofHours(1);
case "4h" -> Duration.ofHours(4);
case "1w" -> Duration.ofDays(7);
case "1d" -> Duration.ofDays(1);
default -> Duration.ofMinutes(1);
};
@@ -48,7 +48,7 @@ public class CandleGapBackfillService {
@Value("${upbit.api.request-delay-ms:110}")
private long requestDelayMs;
private static final String[] BACKFILL_TYPES = {"1m", "3m", "5m", "10m", "15m", "30m", "1h", "4h", "1d"};
private static final String[] BACKFILL_TYPES = {"1m", "3m", "5m", "10m", "15m", "30m", "1h", "4h", "1w", "1d"};
private volatile long lastRunAtMs;
private final AtomicInteger lastRunMarkets = new AtomicInteger();
@@ -32,9 +32,9 @@ import java.util.concurrent.ConcurrentHashMap;
* 명세서 3.2 준수:
* - 동일 분(minute) 내 틱 → series.addPrice(price, volume) 로 현재 Bar 갱신
* - 분이 바뀌는 틱 → 이전 Bar 를 확정하고 series.addBar(newBar) 로 새 캔들 열기
* - 1분봉 확정 시 상위 타임프레임(3m, 5m, 10m, 15m, 30m, 1h, 4h, 1d)으로 집계 전파
* - 1분봉 확정 시 상위 타임프레임(3m, 5m, 10m, 15m, 30m, 1h, 4h, 1w, 1d)으로 집계 전파
*
* 지원 캔들 타입: 1m, 3m, 5m, 10m, 15m, 30m, 1h, 4h, 1d
* 지원 캔들 타입: 1m, 3m, 5m, 10m, 15m, 30m, 1h, 4h, 1w, 1d
*/
@Component
@RequiredArgsConstructor
@@ -50,8 +50,8 @@ public class BarBuilder {
private final StrategyConditionTimeframeService conditionTimeframes;
/** 상위 집계 타임프레임 (분 단위 집계 주기: 3, 5, 10, 15, 30, 60, 240, 1440) */
private static final int[] UPPER_MINUTES = {3, 5, 10, 15, 30, 60, 240, 1440};
private static final String[] UPPER_TYPES = {"3m", "5m", "10m", "15m", "30m", "1h", "4h", "1d"};
private static final int[] UPPER_MINUTES = {3, 5, 10, 15, 30, 60, 240, 10080, 1440};
private static final String[] UPPER_TYPES = {"3m", "5m", "10m", "15m", "30m", "1h", "4h", "1w", "1d"};
/** 진행 중인 1분봉 상태 (market → PartialBar) */
private final ConcurrentHashMap<String, PartialBar> partialBars = new ConcurrentHashMap<>();
@@ -0,0 +1,7 @@
-- ============================================================
-- V42: gc_app_settings — 차트 pane 구분선 옵션 JSON
-- ============================================================
ALTER TABLE gc_app_settings
ADD COLUMN chart_pane_separator_json JSON NULL
COMMENT '차트 영역(캔들·거래량·보조지표 pane) 구분선: visible,color,width,lineStyle';
@@ -55,6 +55,28 @@ class StrategyConditionTimeframeServiceTest {
assertFalse(service.usesTimeframe(1L, "1m"));
}
@Test
void collectForStrategy_readsMultipleCandleTypesFromTimeframeNode() {
GcStrategy multi = new GcStrategy();
multi.setId(3L);
multi.setBuyConditionJson("""
{
"type": "TIMEFRAME",
"candleType": "1m",
"candleTypes": ["1m", "3m", "5m"],
"children": [{
"type": "CONDITION",
"condition": { "indicatorType": "RSI", "period": 14 }
}]
}
""");
when(strategyRepo.findById(3L)).thenReturn(Optional.of(multi));
Set<String> tfs = service.collectForStrategy(3L);
assertEquals(Set.of("1m", "3m", "5m"), tfs);
assertTrue(service.usesTimeframe(3L, "3m"));
}
@Test
void collectForStrategy_legacyTreeDefaultsTo1m() {
GcStrategy legacy = new GcStrategy();
@@ -0,0 +1,35 @@
package com.goldenchart.service;
import com.fasterxml.jackson.databind.JsonNode;
import com.fasterxml.jackson.databind.ObjectMapper;
import org.junit.jupiter.api.Test;
import static org.junit.jupiter.api.Assertions.*;
class StrategyDslTimeframeNormalizerTest {
private final ObjectMapper objectMapper = new ObjectMapper();
private final StrategyDslTimeframeNormalizer normalizer = new StrategyDslTimeframeNormalizer(objectMapper);
@Test
void normalize_preservesMultiCandleTypesOnSave() throws Exception {
String json = """
{
"type": "TIMEFRAME",
"candleType": "1m",
"candleTypes": ["1m", "3m", "5m"],
"children": [{
"type": "CONDITION",
"condition": { "indicatorType": "RSI", "period": 14 }
}]
}
""";
String normalized = normalizer.normalizeJson(json, "5분봉 테스트 전략");
JsonNode root = objectMapper.readTree(normalized);
assertTrue(root.path("candleTypes").isArray());
assertEquals(3, root.path("candleTypes").size());
assertEquals("1m", root.path("candleTypes").get(0).asText());
assertEquals("3m", root.path("candleTypes").get(1).asText());
assertEquals("5m", root.path("candleTypes").get(2).asText());
}
}
@@ -0,0 +1,85 @@
package com.goldenchart.service;
import com.fasterxml.jackson.databind.ObjectMapper;
import com.goldenchart.entity.GcStrategy;
import com.goldenchart.repository.GcStrategyRepository;
import org.junit.jupiter.api.BeforeEach;
import org.junit.jupiter.api.Test;
import org.junit.jupiter.api.extension.ExtendWith;
import org.mockito.Mock;
import org.mockito.Spy;
import org.mockito.junit.jupiter.MockitoExtension;
import java.util.Optional;
import java.util.Set;
import static org.junit.jupiter.api.Assertions.*;
import static org.mockito.Mockito.when;
/**
* START candleTypes → BarBuilder 게이트(usesTimeframe) → TriggerBranch 평가 연결 검증.
*/
@ExtendWith(MockitoExtension.class)
class StrategyEvaluationTimeframeIntegrationTest {
@Mock
private GcStrategyRepository strategyRepo;
@Spy
private ObjectMapper objectMapper = new ObjectMapper();
@Mock
private StrategyDslTimeframeNormalizer dslNormalizer;
@Mock
private LiveStrategyEvaluator liveStrategyEvaluator;
private StrategyConditionTimeframeService timeframeService;
private StrategyTriggerBranchEvaluator triggerEvaluator;
@BeforeEach
void setUp() {
timeframeService = new StrategyConditionTimeframeService(
strategyRepo, objectMapper, dslNormalizer, liveStrategyEvaluator);
triggerEvaluator = new StrategyTriggerBranchEvaluator(
new StrategyDslToTa4jAdapter(), objectMapper, new StrategyBranchStateCache());
}
@Test
void checkedTimeframes_gateBarCloseAndTriggerScope() throws Exception {
String buyJson = """
{
"type": "TIMEFRAME",
"candleType": "1m",
"candleTypes": ["1m", "3m", "5m"],
"children": [{
"type": "CONDITION",
"condition": {
"indicatorType": "RSI", "conditionType": "GT",
"leftField": "RSI_VALUE", "rightField": "K_0", "period": 14
}
}]
}
""";
GcStrategy strategy = new GcStrategy();
strategy.setId(100L);
strategy.setName("multi tf test");
strategy.setBuyConditionJson(buyJson);
when(strategyRepo.findById(100L)).thenReturn(Optional.of(strategy));
when(dslNormalizer.normalizeJson(buyJson, strategy.getName())).thenReturn(buyJson);
Set<String> collected = timeframeService.collectForStrategy(100L);
assertEquals(Set.of("1m", "3m", "5m"), collected);
assertTrue(timeframeService.usesTimeframe(100L, "1m"));
assertTrue(timeframeService.usesTimeframe(100L, "3m"));
assertTrue(timeframeService.usesTimeframe(100L, "5m"));
assertFalse(timeframeService.usesTimeframe(100L, "15m"));
var scope = triggerEvaluator.parseScope(buyJson);
assertEquals("OR", scope.combineOp());
assertEquals(3, scope.branches().size());
assertTrue(scope.branches().stream().anyMatch(b -> "3m".equals(b.candleType())));
}
}
@@ -110,6 +110,52 @@ class StrategyTriggerBranchEvaluatorTest {
assertTrue(rule1m.isSatisfied(idx1m, null));
}
@Test
void multiCandleTypes_sameSubtree_onlyEvaluatesTriggerBranch() throws Exception {
String json = """
{
"type": "TIMEFRAME",
"candleType": "1m",
"candleTypes": ["1m", "3m", "5m"],
"children": [{
"type": "CONDITION", "condition": {
"indicatorType": "RSI", "conditionType": "GT",
"leftField": "RSI_VALUE", "rightField": "K_0", "period": 14
}
}]
}
""";
var scope = evaluator.parseScope(json);
assertEquals("OR", scope.combineOp());
assertEquals(3, scope.branches().size());
assertEquals("1m", scope.branches().get(0).candleType());
assertEquals("3m", scope.branches().get(1).candleType());
assertEquals("5m", scope.branches().get(2).candleType());
Rule on1m = evaluator.buildTriggerRule(json, MARKET, STRATEGY_ID, "buy",
"1m", Map.of(), storage);
BarSeries s1m = storage.getOrCreate(MARKET, "1m");
on1m.isSatisfied(s1m.getEndIndex(), null);
assertNotNull(branchCache.get(MARKET, STRATEGY_ID, "buy", "1m"));
assertNull(branchCache.get(MARKET, STRATEGY_ID, "buy", "3m"),
"1m 마감 트리거 시 3m 분기는 평가·캐시되지 않아야 함");
assertNull(branchCache.get(MARKET, STRATEGY_ID, "buy", "5m"));
branchCache.invalidateStrategy(STRATEGY_ID);
Rule on3m = evaluator.buildTriggerRule(json, MARKET, STRATEGY_ID, "buy",
"3m", Map.of(), storage);
BarSeries s3m = storage.getOrCreate(MARKET, "3m");
on3m.isSatisfied(s3m.getEndIndex(), null);
assertNotNull(branchCache.get(MARKET, STRATEGY_ID, "buy", "3m"));
assertNull(branchCache.get(MARKET, STRATEGY_ID, "buy", "1m"));
Rule on5mWrongTrigger = evaluator.buildTriggerRule(json, MARKET, STRATEGY_ID, "buy",
"1m", Map.of(), storage);
assertFalse(on5mWrongTrigger.isSatisfied(s3m.getEndIndex(), null),
"3m 인덱스로 1m 트리거 Rule 평가 시 false");
}
@Test
void single3mScope_onlyTriggersOn3mBranch() throws Exception {
String json = """