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매수, 매도 색상 수정

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Macbook
2026-05-31 01:23:47 +09:00
parent ba4ef5e230
commit 9d7dddfa57
24 changed files with 573 additions and 441 deletions
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backend/src/main/java/com/goldenchart/service/BarCloseStrategyEvaluationService.java
+161
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@@ -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)");
}
}
}
backend/src/main/java/com/goldenchart/service/StrategyConditionTimeframeService.java
+5 -6
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@@ -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");
}