매수, 매도 색상 수정

2026-05-31 01:23:47 +09:00
parent ba4ef5e230
commit 9d7dddfa57
24 changed files with 573 additions and 441 deletions
@@ -0,0 +1,161 @@
+package com.goldenchart.service;
+
+import com.goldenchart.dto.CandleBarDto;
+import com.goldenchart.entity.GcLiveStrategySettings;
+import com.goldenchart.repository.GcLiveStrategySettingsRepository;
+import com.goldenchart.trading.pipeline.OrderExecutionQueue;
+import com.goldenchart.websocket.TradingWebSocketBroker;
+import lombok.RequiredArgsConstructor;
+import lombok.extern.slf4j.Slf4j;
+import org.springframework.stereotype.Service;
+import org.ta4j.core.Bar;
+import org.ta4j.core.BarSeries;
+
+import com.goldenchart.storage.Ta4jStorage;
+
+import java.util.List;
+import java.util.concurrent.ConcurrentHashMap;
+
+/**
+ * 봉 마감 시점 전략 평가 — BarBuilder·갭 백필 등 단일 진입점.
+ *
+ * <p>활성 live 설정 중 전략 DSL에 포함된 분봉({@link StrategyConditionTimeframeService})
+ * 에서만 평가하며, 동일 봉 마감(endTime)에 대해 중복 평가하지 않는다.
+ */
+@Service
+@RequiredArgsConstructor
+@Slf4j
+public class BarCloseStrategyEvaluationService {
+
+    private final LiveStrategyEvaluator liveStrategyEvaluator;
+    private final TradeSignalService tradeSignalService;
+    private final OrderExecutionQueue orderExecutionQueue;
+    private final GcLiveStrategySettingsRepository liveSettingsRepo;
+    private final StrategyConditionTimeframeService conditionTimeframes;
+    private final TradingWebSocketBroker broker;
+    private final Ta4jStorage ta4jStorage;
+
+    /** market:candleType:barEndEpoch — 동일 마감봉 중복 평가 방지 */
+    private final ConcurrentHashMap<String, Long> evaluatedBarCloseKeys = new ConcurrentHashMap<>();
+
+    /**
+     * 확정된 봉(마감)에 대해 전략 평가 + BUY/SELL 시 STOMP·DB·주문 큐.
+     */
+    public void onMaturedBarClose(String market, String candleType, int maturedIndex, Bar signalBar) {
+        String ct = LiveStrategyTimeframeService.normalize(candleType);
+        long barEndEpoch = signalBar.getEndTime().getEpochSecond();
+        String dedupKey = market + ":" + ct + ":" + barEndEpoch;
+        if (evaluatedBarCloseKeys.putIfAbsent(dedupKey, barEndEpoch) != null) {
+            return;
+        }
+        trimEvaluatedKeys();
+
+        List<GcLiveStrategySettings> activeSettings = liveSettingsRepo.findActiveByMarket(market).stream()
+                .filter(s -> Boolean.TRUE.equals(s.getIsLiveCheck()) && s.getStrategyId() != null)
+                .toList();
+        if (activeSettings.isEmpty()) return;
+
+        long candleTimeEpoch = barEndEpoch - signalBar.getTimePeriod().getSeconds();
+
+        for (GcLiveStrategySettings s : activeSettings) {
+            if (!conditionTimeframes.usesTimeframe(s.getStrategyId(), ct)) continue;
+
+            String closeSignal = "NONE";
+            String signalExecType = null;
+
+            if ("CANDLE_CLOSE".equals(s.getExecutionType())) {
+                closeSignal = liveStrategyEvaluator.evaluateSettingOnCandleClose(
+                        s, market, ct, maturedIndex);
+                signalExecType = "CANDLE_CLOSE";
+            } else if ("REALTIME_TICK".equals(s.getExecutionType())) {
+                closeSignal = liveStrategyEvaluator.evaluateSettingRealtimeAtClose(
+                        s, market, ct, maturedIndex);
+                signalExecType = "REALTIME_TICK";
+            }
+
+            if (!"BUY".equals(closeSignal) && !"SELL".equals(closeSignal)) continue;
+
+            publishStrategySignal(market, ct, signalBar, closeSignal, s, signalExecType);
+            try {
+                tradeSignalService.save(
+                        s.getDeviceId(), s.getUserId(),
+                        market, s.getStrategyId(), null,
+                        closeSignal, signalBar.getClosePrice().doubleValue(),
+                        candleTimeEpoch, ct, signalExecType);
+                if (s.getDeviceId() != null) {
+                    orderExecutionQueue.submitSignal(
+                            s.getDeviceId(), s.getUserId(), market,
+                            s.getStrategyId(), closeSignal,
+                            signalBar.getClosePrice().doubleValue());
+                }
+            } catch (Exception e) {
+                log.warn("[BarCloseEval] 시그널 처리 실패 ({}/{} strategyId={}): {}",
+                        market, ct, s.getStrategyId(), e.getMessage());
+            }
+        }
+    }
+
+    /**
+     * REST 갭 백필 등으로 시리즈가 갱신된 뒤, 병합된 확정봉 구간을 순회하며 평가한다.
+     *
+     * @param maxMaturedBars 병합된 봉 수(상한) — 중간 마감봉 누락 방지
+     */
+    public void evaluateRecentMaturedBarsAfterBackfill(String market, String candleType, int maxMaturedBars) {
+        if (maxMaturedBars <= 0 || !ta4jStorage.exists(market, candleType)) return;
+        String ct = LiveStrategyTimeframeService.normalize(candleType);
+        if (!shouldEvaluateOnClose(market, ct)) return;
+
+        BarSeries series = ta4jStorage.getOrCreate(market, candleType);
+        if (series.isEmpty()) return;
+
+        int end = series.getEndIndex();
+        int begin = series.getBeginIndex();
+        int maturedEnd = Math.max(begin, end - 1);
+        int maturedStart = Math.max(begin, maturedEnd - maxMaturedBars + 1);
+
+        for (int i = maturedStart; i <= maturedEnd; i++) {
+            onMaturedBarClose(market, ct, i, series.getBar(i));
+        }
+    }
+
+    public void invalidateMarket(String market) {
+        evaluatedBarCloseKeys.keySet().removeIf(k -> k.startsWith(market + ":"));
+    }
+
+    /** 활성 실시간 전략 중 DSL에 해당 분봉이 포함된 항목이 있는지 */
+    public boolean shouldEvaluateOnClose(String market, String candleType) {
+        String ct = LiveStrategyTimeframeService.normalize(candleType);
+        return liveSettingsRepo.findActiveByMarket(market).stream()
+                .filter(s -> Boolean.TRUE.equals(s.getIsLiveCheck()) && s.getStrategyId() != null)
+                .anyMatch(s -> conditionTimeframes.usesTimeframe(s.getStrategyId(), ct));
+    }
+
+    private void publishStrategySignal(String market, String candleType, Bar bar, String signal,
+                                       GcLiveStrategySettings setting, String executionType) {
+        long barStartEpoch = bar.getEndTime().getEpochSecond() - bar.getTimePeriod().getSeconds();
+        CandleBarDto dto = CandleBarDto.builder()
+                .time(barStartEpoch)
+                .open(bar.getOpenPrice().doubleValue())
+                .high(bar.getHighPrice().doubleValue())
+                .low(bar.getLowPrice().doubleValue())
+                .close(bar.getClosePrice().doubleValue())
+                .volume(bar.getVolume().doubleValue())
+                .signal(signal)
+                .candleType(candleType)
+                .strategyId(setting.getStrategyId())
+                .userId(setting.getUserId())
+                .deviceId(setting.getDeviceId())
+                .executionType(executionType)
+                .build();
+        broker.publish(market, candleType, dto);
+        log.info("[BarCloseEval] bar-close signal={} market={} candleType={} strategyId={} userId={}",
+                signal, market, candleType, setting.getStrategyId(), setting.getUserId());
+    }
+
+    private void trimEvaluatedKeys() {
+        if (evaluatedBarCloseKeys.size() > 50_000) {
+            evaluatedBarCloseKeys.clear();
+            log.info("[BarCloseEval] evaluatedBarCloseKeys cleared (size cap)");
+        }
+    }
+}
@@ -67,17 +67,12 @@ public class StrategyConditionTimeframeService {
        GcStrategy strategy = opt.get();
        ensureDslRepaired(strategy);

-        Set<String> fromFlowLayout = collectFromFlowLayoutJson(strategy.getFlowLayoutJson());
-        if (!fromFlowLayout.isEmpty()) {
-            return sanitizeEvaluationTimeframes(fromFlowLayout, strategy);
-        }
-
        Set<String> buyOut = new LinkedHashSet<>();
        Set<String> sellOut = new LinkedHashSet<>();
        boolean buyScoped = collectStartScopeFromJson(strategy.getBuyConditionJson(), buyOut);
        boolean sellScoped = collectStartScopeFromJson(strategy.getSellConditionJson(), sellOut);

-        // 매수 START 분봉 우선 — 매도 쪽 레거시 1m TIMEFRAME 이 합집합에 섞이지 않도록
+        // 평가 분봉은 buy/sell DSL(TIMEFRAME·START)이 단일 원천 — flow_layout 은 편집기 UI 보조
        if (buyScoped && !buyOut.isEmpty()) {
            return sanitizeEvaluationTimeframes(buyOut, strategy);
        }
@@ -96,6 +91,10 @@ public class StrategyConditionTimeframeService {
        }

        if (out.isEmpty()) {
+            Set<String> fromFlowLayout = collectFromFlowLayoutJson(strategy.getFlowLayoutJson());
+            if (!fromFlowLayout.isEmpty()) {
+                return sanitizeEvaluationTimeframes(fromFlowLayout, strategy);
+            }
            String fromName = StrategyDslTimeframeNormalizer.inferFromStrategyName(strategy.getName());
            return Set.of(fromName != null ? fromName : "1m");
        }
@@ -2,6 +2,7 @@ package com.goldenchart.trading.pipeline;

 import com.fasterxml.jackson.core.type.TypeReference;
 import com.fasterxml.jackson.databind.ObjectMapper;
+import com.goldenchart.service.BarCloseStrategyEvaluationService;
 import com.goldenchart.storage.Ta4jStorage;
 import com.goldenchart.websocket.UpbitWebSocketClient;
 import lombok.RequiredArgsConstructor;
@@ -37,6 +38,7 @@ import java.util.concurrent.atomic.AtomicLong;
 public class CandleGapBackfillService {

    private final Ta4jStorage ta4jStorage;
+    private final BarCloseStrategyEvaluationService barCloseEvaluation;
    private final UpbitWebSocketClient upbitWebSocketClient;
    private final TradingPipelineProperties props;
    private final WebClient.Builder webClientBuilder;
@@ -143,6 +145,7 @@ public class CandleGapBackfillService {
            BarSeries series = ta4jStorage.getOrCreate(market, candleType);
            log.debug("[GapBackfill] {} {} — REST {}봉 병합 (series={})",
                    market, candleType, merged, series.getBarCount());
+            barCloseEvaluation.evaluateRecentMaturedBarsAfterBackfill(market, candleType, merged);
        }
        return merged;
    }
@@ -1,13 +1,7 @@
 package com.goldenchart.websocket;

 import com.goldenchart.dto.CandleBarDto;
-import com.goldenchart.entity.GcLiveStrategySettings;
-import com.goldenchart.repository.GcLiveStrategySettingsRepository;
-import com.goldenchart.service.LiveStrategyEvaluator;
-import com.goldenchart.service.LiveStrategyTimeframeService;
-import com.goldenchart.service.StrategyConditionTimeframeService;
-import com.goldenchart.service.TradeSignalService;
-import com.goldenchart.trading.pipeline.OrderExecutionQueue;
+import com.goldenchart.service.BarCloseStrategyEvaluationService;
 import com.goldenchart.storage.Ta4jStorage;
 import lombok.RequiredArgsConstructor;
 import lombok.extern.slf4j.Slf4j;
@@ -23,7 +17,6 @@ import java.time.Instant;
 import java.time.ZoneId;
 import java.time.ZonedDateTime;
 import java.time.ZoneOffset;
-import java.util.List;
 import java.util.concurrent.ConcurrentHashMap;

 /**
@@ -43,11 +36,7 @@ public class BarBuilder {

    private final Ta4jStorage ta4jStorage;
    private final TradingWebSocketBroker broker;
-    private final LiveStrategyEvaluator liveStrategyEvaluator;
-    private final TradeSignalService tradeSignalService;
-    private final OrderExecutionQueue orderExecutionQueue;
-    private final GcLiveStrategySettingsRepository liveSettingsRepo;
-    private final StrategyConditionTimeframeService conditionTimeframes;
+    private final BarCloseStrategyEvaluationService barCloseEvaluation;

    /** 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, 10080, 1440};
@@ -116,9 +105,9 @@ public class BarBuilder {
        ta4jStorage.addBar(market, "1m", bar);
        log.debug("[BarBuilder] 1m Bar 확정: {} @ {}", market, endTime);

-        if (shouldEvaluateOnClose(market, "1m")) {
+        if (barCloseEvaluation.shouldEvaluateOnClose(market, "1m")) {
            BarSeries series1m = ta4jStorage.getOrCreate(market, "1m");
-            evaluateStrategyOnBarClose(market, "1m", series1m.getEndIndex(), bar);
+            barCloseEvaluation.onMaturedBarClose(market, "1m", series1m.getEndIndex(), bar);
        }

        // 상위 타임프레임 전파
@@ -147,98 +136,20 @@ public class BarBuilder {
                        Bar upperBar = buildTa4jBar(partial, Duration.ofMinutes(minutes), upperEnd);
                        ta4jStorage.addBar(market, type, upperBar);
                        BarSeries upperAfter = ta4jStorage.getOrCreate(market, type);
-                        if (shouldEvaluateOnClose(market, type)) {
+                        if (barCloseEvaluation.shouldEvaluateOnClose(market, type)) {
                            int maturedUpper = Math.max(upperAfter.getBeginIndex(), upperAfter.getEndIndex() - 1);
                            Bar maturedUpperBar = upperAfter.getBar(maturedUpper);
-                            evaluateStrategyOnBarClose(market, type, maturedUpper, maturedUpperBar);
+                            barCloseEvaluation.onMaturedBarClose(market, type, maturedUpper, maturedUpperBar);
                        }
+                    } else {
+                        log.warn("[BarBuilder] 상위봉 endTime 역행 {} {} last={} expected={} — 갱신만 수행",
+                                market, type, lastUpperEndInstant, upperEndInstant);
+                        ta4jStorage.updateLastBar(market, type, partial.close, partial.volume);
                    }
                }
        }
    }

-    /** 활성 실시간 전략 설정 중 전략 DSL에 해당 분봉이 포함된 항목이 있는지 */
-    private boolean shouldEvaluateOnClose(String market, String candleType) {
-        String ct = LiveStrategyTimeframeService.normalize(candleType);
-        return liveSettingsRepo.findActiveByMarket(market).stream()
-                .filter(s -> Boolean.TRUE.equals(s.getIsLiveCheck()) && s.getStrategyId() != null)
-                .anyMatch(s -> conditionTimeframes.usesTimeframe(s.getStrategyId(), ct));
-    }
-
-    /**
-     * 봉 마감 시점 전략 평가 + 시그널 STOMP 발행(평가 분봉 채널) + DB/주문 큐 적재.
-     */
-    private void evaluateStrategyOnBarClose(String market, String candleType, int maturedIndex,
-                                            Bar signalBar) {
-        List<GcLiveStrategySettings> activeSettings = liveSettingsRepo.findActiveByMarket(market).stream()
-                .filter(s -> Boolean.TRUE.equals(s.getIsLiveCheck()) && s.getStrategyId() != null)
-                .toList();
-        if (activeSettings.isEmpty()) return;
-
-        long candleTimeEpoch = signalBar.getEndTime().getEpochSecond()
-                - signalBar.getTimePeriod().getSeconds();
-
-        for (GcLiveStrategySettings s : activeSettings) {
-            if (!conditionTimeframes.usesTimeframe(s.getStrategyId(), candleType)) continue;
-
-            String closeSignal = "NONE";
-            String signalExecType = null;
-
-            if ("CANDLE_CLOSE".equals(s.getExecutionType())) {
-                closeSignal = liveStrategyEvaluator.evaluateSettingOnCandleClose(
-                        s, market, candleType, maturedIndex);
-                signalExecType = "CANDLE_CLOSE";
-            } else if ("REALTIME_TICK".equals(s.getExecutionType())) {
-                closeSignal = liveStrategyEvaluator.evaluateSettingRealtimeAtClose(
-                        s, market, candleType, maturedIndex);
-                signalExecType = "REALTIME_TICK";
-            }
-
-            if (!"BUY".equals(closeSignal) && !"SELL".equals(closeSignal)) continue;
-
-            publishStrategySignal(market, candleType, signalBar, closeSignal, s, signalExecType);
-            try {
-                tradeSignalService.save(
-                        s.getDeviceId(), s.getUserId(),
-                        market, s.getStrategyId(), null,
-                        closeSignal, signalBar.getClosePrice().doubleValue(),
-                        candleTimeEpoch, candleType, signalExecType);
-                if (s.getDeviceId() != null) {
-                    orderExecutionQueue.submitSignal(
-                            s.getDeviceId(), s.getUserId(), market,
-                            s.getStrategyId(), closeSignal,
-                            signalBar.getClosePrice().doubleValue());
-                }
-            } catch (Exception e) {
-                log.warn("[BarBuilder] 시그널 처리 실패 ({}/{} strategyId={}): {}",
-                        market, candleType, s.getStrategyId(), e.getMessage());
-            }
-        }
-    }
-
-    /** 평가 분봉 STOMP 채널로 봉 마감 시그널 발행 (소유자·전략 메타 포함) */
-    private void publishStrategySignal(String market, String candleType, Bar bar, String signal,
-                                       GcLiveStrategySettings setting, String executionType) {
-        long barStartEpoch = bar.getEndTime().getEpochSecond() - bar.getTimePeriod().getSeconds();
-        CandleBarDto dto = CandleBarDto.builder()
-                .time(barStartEpoch)
-                .open(bar.getOpenPrice().doubleValue())
-                .high(bar.getHighPrice().doubleValue())
-                .low(bar.getLowPrice().doubleValue())
-                .close(bar.getClosePrice().doubleValue())
-                .volume(bar.getVolume().doubleValue())
-                .signal(signal)
-                .candleType(candleType)
-                .strategyId(setting.getStrategyId())
-                .userId(setting.getUserId())
-                .deviceId(setting.getDeviceId())
-                .executionType(executionType)
-                .build();
-        broker.publish(market, candleType, dto);
-        log.info("[BarBuilder] bar-close signal={} market={} candleType={} strategyId={} userId={}",
-                signal, market, candleType, setting.getStrategyId(), setting.getUserId());
-    }
-
    /** 현재 진행 중인 1분봉을 STOMP 로 발행 (실시간 틱 렌더링용, 시그널 없음). */
    private void publishCurrentBar(String market) {
        PartialBar p = partialBars.get(market);
@@ -0,0 +1,97 @@
+package com.goldenchart.service;
+
+import com.goldenchart.entity.GcLiveStrategySettings;
+import com.goldenchart.repository.GcLiveStrategySettingsRepository;
+import com.goldenchart.storage.Ta4jStorage;
+import com.goldenchart.trading.pipeline.OrderExecutionQueue;
+import com.goldenchart.websocket.TradingWebSocketBroker;
+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.junit.jupiter.MockitoExtension;
+import org.ta4j.core.Bar;
+import org.ta4j.core.BarSeries;
+import org.ta4j.core.BaseBarSeriesBuilder;
+import org.ta4j.core.bars.TimeBarBuilderFactory;
+import org.ta4j.core.num.DoubleNumFactory;
+
+import java.time.Duration;
+import java.time.Instant;
+import java.util.List;
+
+import static org.junit.jupiter.api.Assertions.assertFalse;
+import static org.junit.jupiter.api.Assertions.assertTrue;
+import static org.mockito.ArgumentMatchers.*;
+import static org.mockito.Mockito.*;
+
+@ExtendWith(MockitoExtension.class)
+class BarCloseStrategyEvaluationServiceTest {
+
+    @Mock private LiveStrategyEvaluator liveStrategyEvaluator;
+    @Mock private TradeSignalService tradeSignalService;
+    @Mock private OrderExecutionQueue orderExecutionQueue;
+    @Mock private GcLiveStrategySettingsRepository liveSettingsRepo;
+    @Mock private StrategyConditionTimeframeService conditionTimeframes;
+    @Mock private TradingWebSocketBroker broker;
+    @Mock private Ta4jStorage ta4jStorage;
+
+    private BarCloseStrategyEvaluationService service;
+
+    @BeforeEach
+    void setUp() {
+        service = new BarCloseStrategyEvaluationService(
+                liveStrategyEvaluator, tradeSignalService, orderExecutionQueue,
+                liveSettingsRepo, conditionTimeframes, broker, ta4jStorage);
+    }
+
+    @Test
+    void onMaturedBarClose_evaluatesOnlyDslTimeframes_andDedupesSameBarEnd() {
+        GcLiveStrategySettings setting = new GcLiveStrategySettings();
+        setting.setStrategyId(10L);
+        setting.setIsLiveCheck(true);
+        setting.setExecutionType("CANDLE_CLOSE");
+        setting.setMarket("KRW-BTC");
+        when(liveSettingsRepo.findActiveByMarket("KRW-BTC")).thenReturn(List.of(setting));
+        when(conditionTimeframes.usesTimeframe(10L, "5m")).thenReturn(true);
+        when(conditionTimeframes.usesTimeframe(10L, "15m")).thenReturn(false);
+        when(liveStrategyEvaluator.evaluateSettingOnCandleClose(eq(setting), eq("KRW-BTC"), eq("5m"), anyInt()))
+                .thenReturn("NONE");
+
+        Bar bar = sampleBar(Duration.ofMinutes(5), Instant.parse("2026-05-29T10:05:00Z"));
+        service.onMaturedBarClose("KRW-BTC", "5m", 0, bar);
+        service.onMaturedBarClose("KRW-BTC", "5m", 0, bar);
+
+        verify(liveStrategyEvaluator, times(1))
+                .evaluateSettingOnCandleClose(setting, "KRW-BTC", "5m", 0);
+        verify(broker, never()).publish(anyString(), anyString(), any());
+    }
+
+    @Test
+    void shouldEvaluateOnClose_falseWhenNoMatchingTimeframe() {
+        when(liveSettingsRepo.findActiveByMarket("KRW-ETH")).thenReturn(List.of());
+        assertFalse(service.shouldEvaluateOnClose("KRW-ETH", "3m"));
+    }
+
+    @Test
+    void shouldEvaluateOnClose_trueWhenStrategyUsesTimeframe() {
+        GcLiveStrategySettings s = new GcLiveStrategySettings();
+        s.setStrategyId(1L);
+        s.setIsLiveCheck(true);
+        when(liveSettingsRepo.findActiveByMarket("KRW-BTC")).thenReturn(List.of(s));
+        when(conditionTimeframes.usesTimeframe(1L, "10m")).thenReturn(true);
+        assertTrue(service.shouldEvaluateOnClose("KRW-BTC", "10m"));
+    }
+
+    private static Bar sampleBar(Duration period, Instant end) {
+        return new BaseBarSeriesBuilder()
+                .withBarBuilderFactory(new TimeBarBuilderFactory())
+                .withNumFactory(DoubleNumFactory.getInstance())
+                .build()
+                .barBuilder()
+                .timePeriod(period)
+                .endTime(end)
+                .openPrice(1).highPrice(2).lowPrice(0.5).closePrice(1.5).volume(10)
+                .build();
+    }
+}