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Macbook
2026-06-17 00:49:05 +09:00
parent 4a4f20c41e
commit b168498421
2 changed files with 8 additions and 7 deletions
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backend/src/main/java/com/goldenchart/service/LiveConditionStatusService.java
+4 -5
View File
@@ -707,7 +707,6 @@ public class LiveConditionStatusService {
primarySeries.getEndIndex() - evalCount + 1); primarySeries.getEndIndex() - evalCount + 1);
List<BacktestResponse.Signal> signals = new ArrayList<>(); List<BacktestResponse.Signal> signals = new ArrayList<>();
boolean inPosition = false;
for (int i = startIdx; i <= primarySeries.getEndIndex(); i++) { for (int i = startIdx; i <= primarySeries.getEndIndex(); i++) {
long barTimeSec = barOpenEpochSec(primarySeries, i); long barTimeSec = barOpenEpochSec(primarySeries, i);
double close = primarySeries.getBar(i).getClosePrice().doubleValue(); double close = primarySeries.getBar(i).getClosePrice().doubleValue();
@@ -717,7 +716,8 @@ public class LiveConditionStatusService {
Boolean exitMet = evaluateOverallRuleOnChart( Boolean exitMet = evaluateOverallRuleOnChart(
sellDsl, primarySeries, seriesOverrides, market, params, visual, barTimeSec); sellDsl, primarySeries, seriesOverrides, market, params, visual, barTimeSec);
if (!inPosition && Boolean.TRUE.equals(entryMet)) { // SIGNAL_ONLY — 조건 충족 봉마다 마커 (포지션 교대 없음, 차트 교차점 표시용)
if (Boolean.TRUE.equals(entryMet)) {
signals.add(BacktestResponse.Signal.builder() signals.add(BacktestResponse.Signal.builder()
.time(barTimeSec) .time(barTimeSec)
.type("BUY") .type("BUY")
@@ -725,8 +725,8 @@ public class LiveConditionStatusService {
.barIndex(i) .barIndex(i)
.quantity(0) .quantity(0)
.build()); .build());
inPosition = true; }
} else if (inPosition && Boolean.TRUE.equals(exitMet)) { if (Boolean.TRUE.equals(exitMet)) {
signals.add(BacktestResponse.Signal.builder() signals.add(BacktestResponse.Signal.builder()
.time(barTimeSec) .time(barTimeSec)
.type("SELL") .type("SELL")
@@ -734,7 +734,6 @@ public class LiveConditionStatusService {
.barIndex(i) .barIndex(i)
.quantity(0) .quantity(0)
.build()); .build());
inPosition = false;
} }
} }
return signals; return signals;
backend/src/main/java/com/goldenchart/service/StrategyDslToTa4jAdapter.java
+4 -2
View File
@@ -801,7 +801,8 @@ public class StrategyDslToTa4jAdapter {
periodOverride > 0 ? periodOverride : intP(p, "length", 13)); periodOverride > 0 ? periodOverride : intP(p, "length", 13));
if (field.equals("CCI_SIGNAL")) { if (field.equals("CCI_SIGNAL")) {
Map<String, Object> norm = CciOnSourceIndicator.normalizeParams(p); Map<String, Object> norm = CciOnSourceIndicator.normalizeParams(p);
CciOnSourceIndicator cci = new CciOnSourceIndicator(resolvePriceSource(s, norm), intP(p, "length", 13)); int cciLen = periodOverride > 0 ? periodOverride : intP(p, "length", 13);
CciOnSourceIndicator cci = new CciOnSourceIndicator(resolvePriceSource(s, norm), cciLen);
String maType = p != null ? p.getOrDefault("maType", "SMA").toString() : "SMA"; String maType = p != null ? p.getOrDefault("maType", "SMA").toString() : "SMA";
int maLen = intP(p, "maLength", 10); int maLen = intP(p, "maLength", 10);
if ("None".equals(maType)) return cci; if ("None".equals(maType)) return cci;
@@ -819,7 +820,8 @@ public class StrategyDslToTa4jAdapter {
if (field.equals("RSI_VALUE")) if (field.equals("RSI_VALUE"))
return new RSIIndicator(close, periodOverride > 0 ? periodOverride : intP(p, "length", 14)); return new RSIIndicator(close, periodOverride > 0 ? periodOverride : intP(p, "length", 14));
if (field.equals("RSI_SIGNAL")) { if (field.equals("RSI_SIGNAL")) {
RSIIndicator rsi = new RSIIndicator(close, intP(p, "length", 14)); int rsiLen = periodOverride > 0 ? periodOverride : intP(p, "length", 14);
RSIIndicator rsi = new RSIIndicator(close, rsiLen);
String maType = p != null ? p.getOrDefault("maType", "SMA").toString() : "SMA"; String maType = p != null ? p.getOrDefault("maType", "SMA").toString() : "SMA";
int maLen = intP(p, "maLength", 14); int maLen = intP(p, "maLength", 14);
if ("None".equals(maType)) return rsi; if ("None".equals(maType)) return rsi;