일목균형표 수정

2026-05-27 23:36:48 +09:00
parent 9cee6387c3
commit 8cc0d1c88c
73 changed files with 2256 additions and 334 deletions
@@ -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 = """