보조지표 소수점 추가, cci 수정

This commit is contained in:
Macbook
2026-05-30 00:13:22 +09:00
parent 6332d198b1
commit ad92dace28
11 changed files with 286 additions and 20 deletions
@@ -0,0 +1,45 @@
package com.goldenchart.service;
import org.ta4j.core.BarSeries;
import org.ta4j.core.Indicator;
import org.ta4j.core.indicators.CachedIndicator;
import org.ta4j.core.indicators.averages.SMAIndicator;
import org.ta4j.core.indicators.statistics.MeanDeviationIndicator;
import org.ta4j.core.num.Num;
/**
* TradingView/업비트 CCI — 임의 가격 소스에 대해
* (src - SMA) / (0.015 × MeanDeviation) 계산.
*/
public class CciOnSourceIndicator extends CachedIndicator<Num> {
private final Indicator<Num> price;
private final SMAIndicator sma;
private final MeanDeviationIndicator meanDeviation;
private final Num factor;
private final int barCount;
public CciOnSourceIndicator(Indicator<Num> price, int barCount) {
super(price);
this.price = price;
this.barCount = barCount;
this.factor = getBarSeries().numFactory().numOf(0.015);
this.sma = new SMAIndicator(price, barCount);
this.meanDeviation = new MeanDeviationIndicator(price, barCount);
}
@Override
protected Num calculate(int index) {
final Num meanDeviation = this.meanDeviation.getValue(index);
if (meanDeviation.isZero()) {
return getBarSeries().numFactory().zero();
}
return price.getValue(index).minus(sma.getValue(index))
.dividedBy(meanDeviation.multipliedBy(factor));
}
@Override
public int getCountOfUnstableBars() {
return barCount - 1;
}
}
@@ -396,10 +396,10 @@ public class IndicatorService {
*/
private Map<String, List<PlotPoint>> calcCCI(BarSeries s, Map<String, Object> p) {
int len = intP(p, "length", 13);
int maLen = intP(p, "maLength", 20);
int maLen = intP(p, "maLength", 10);
String maType = p.getOrDefault("maType", "SMA").toString();
CCIIndicator cci = new CCIIndicator(s, len);
CciOnSourceIndicator cci = new CciOnSourceIndicator(src(s, p), len);
Indicator<Num> maInd = switch (maType) {
case "EMA" -> new EMAIndicator(cci, maLen);
@@ -599,10 +599,11 @@ public class StrategyDslToTa4jAdapter {
// CCI — 기간 접미사(CCI_VALUE_13) 또는 기본 CCI_VALUE
if (field.startsWith("CCI_VALUE_")) {
int period = parseTrailingInt(field, "CCI_VALUE_", intP(p, "length", 13));
return new CCIIndicator(s, period);
return new CciOnSourceIndicator(resolvePriceSource(s, p), period);
}
if (field.equals("CCI_VALUE") || indType.equals("CCI"))
return new CCIIndicator(s, periodOverride > 0 ? periodOverride : intP(p, "length", 13));
return new CciOnSourceIndicator(resolvePriceSource(s, p),
periodOverride > 0 ? periodOverride : intP(p, "length", 13));
// RSI — 기간 접미사(RSI_VALUE_9) 또는 기본 RSI_VALUE
if (field.startsWith("RSI_VALUE_")) {
int period = parseTrailingInt(field, "RSI_VALUE_", intP(p, "length", 14));
@@ -865,6 +866,17 @@ public class StrategyDslToTa4jAdapter {
// ── TRIX 헬퍼 ─────────────────────────────────────────────────────────────
private Indicator<Num> resolvePriceSource(BarSeries s, Map<String, Object> p) {
return switch (p.getOrDefault("src", "close").toString()) {
case "open" -> new OpenPriceIndicator(s);
case "high" -> new HighPriceIndicator(s);
case "low" -> new LowPriceIndicator(s);
case "hl2" -> new MedianPriceIndicator(s);
case "hlc3" -> new TypicalPriceIndicator(s);
default -> new ClosePriceIndicator(s);
};
}
private EMAIndicator tripleEma(ClosePriceIndicator close, int len) {
return new EMAIndicator(new EMAIndicator(new EMAIndicator(close, len), len), len);
}