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package com.goldenchart.service;
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import com.fasterxml.jackson.databind.JsonNode;
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import com.goldenchart.dto.OhlcvBar;
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import lombok.extern.slf4j.Slf4j;
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import org.ta4j.core.Bar;
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import org.ta4j.core.BarSeries;
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import org.ta4j.core.BaseBarSeriesBuilder;
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import org.ta4j.core.bars.TimeBarBuilderFactory;
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import java.time.Duration;
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import java.time.Instant;
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import java.util.ArrayList;
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import java.util.LinkedHashMap;
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import java.util.LinkedHashSet;
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import java.util.List;
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import java.util.Map;
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import java.util.Set;
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/**
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* 차트·백테스트 공통 — OHLCV → Ta4j BarSeries 및 멀티 TF overrides.
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*/
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@Slf4j
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final class OhlcvBarSeriesSupport {
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private OhlcvBarSeriesSupport() {}
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static BarSeries buildSeries(List<OhlcvBar> bars, String timeframe) {
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BarSeries series = new BaseBarSeriesBuilder()
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.withNumFactory(org.ta4j.core.num.DoubleNumFactory.getInstance())
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.build();
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TimeBarBuilderFactory factory = new TimeBarBuilderFactory();
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Duration period = timeframeToDuration(timeframe);
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for (OhlcvBar b : bars) {
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Instant endInst = Instant.ofEpochSecond(b.getTime()).plus(period);
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factory.createBarBuilder(series)
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.timePeriod(period).endTime(endInst)
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.openPrice(b.getOpen()).highPrice(b.getHigh())
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.lowPrice(b.getLow()).closePrice(b.getClose())
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.volume(b.getVolume()).add();
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}
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return series;
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}
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static Map<String, BarSeries> buildSeriesOverrides(BarSeries primarySeries, String primaryTf,
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JsonNode buyDsl, JsonNode sellDsl) {
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Set<String> requiredTfs = new LinkedHashSet<>();
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collectTimeframesFromDsl(buyDsl, requiredTfs);
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collectTimeframesFromDsl(sellDsl, requiredTfs);
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requiredTfs.remove(primaryTf);
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Map<String, BarSeries> overrides = new LinkedHashMap<>();
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overrides.put(primaryTf, primarySeries);
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for (String tf : requiredTfs) {
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Duration targetDur = timeframeToDuration(tf);
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Duration primaryDur = timeframeToDuration(primaryTf);
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if (targetDur.compareTo(primaryDur) <= 0) continue;
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BarSeries aggregated = aggregateSeries(primarySeries, primaryDur, targetDur, tf);
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if (aggregated.getBarCount() > 0) {
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overrides.put(tf, aggregated);
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}
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}
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return overrides;
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}
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static int resolveBarIndex(BarSeries series, Long barTimeSec) {
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if (barTimeSec == null) return series.getEndIndex();
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int bestIdx = series.getEndIndex();
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long bestDist = Long.MAX_VALUE;
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for (int i = series.getBeginIndex(); i <= series.getEndIndex(); i++) {
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long openSec = barOpenEpochSec(series, i);
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long dist = Math.abs(openSec - barTimeSec);
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if (dist < bestDist) {
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bestDist = dist;
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bestIdx = i;
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}
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}
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return bestIdx;
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}
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static long barOpenEpochSec(BarSeries series, int index) {
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var bar = series.getBar(index);
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return bar.getEndTime().getEpochSecond() - bar.getTimePeriod().getSeconds();
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}
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static String normalizeTf(String tf) {
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if (tf == null) return "1m";
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return switch (tf.toLowerCase()) {
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case "1", "1m" -> "1m";
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case "3", "3m" -> "3m";
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case "5", "5m" -> "5m";
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case "10", "10m" -> "10m";
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case "15", "15m" -> "15m";
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case "30", "30m" -> "30m";
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case "60", "1h" -> "1h";
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case "240", "4h" -> "4h";
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case "1d", "d" -> "1d";
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case "1w", "w" -> "1w";
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default -> tf;
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};
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}
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private static Duration timeframeToDuration(String tf) {
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if (tf == null) return Duration.ofMinutes(1);
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return switch (normalizeTf(tf)) {
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case "1m" -> Duration.ofMinutes(1);
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case "3m" -> Duration.ofMinutes(3);
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case "5m" -> Duration.ofMinutes(5);
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case "10m" -> Duration.ofMinutes(10);
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case "15m" -> Duration.ofMinutes(15);
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case "30m" -> Duration.ofMinutes(30);
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case "1h" -> Duration.ofHours(1);
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case "4h" -> Duration.ofHours(4);
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case "1d" -> Duration.ofDays(1);
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case "1w" -> Duration.ofDays(7);
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default -> Duration.ofMinutes(1);
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};
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}
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private static void collectTimeframesFromDsl(JsonNode node, Set<String> result) {
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if (node == null || node.isNull()) return;
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String type = node.path("type").asText("");
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if ("TIMEFRAME".equals(type)) {
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String ct = node.path("candleType").asText("");
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if (!ct.isBlank()) result.add(normalizeTf(ct));
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}
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JsonNode children = node.path("children");
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if (children.isArray()) {
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for (JsonNode child : children) collectTimeframesFromDsl(child, result);
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}
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JsonNode child = node.path("child");
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if (!child.isMissingNode() && !child.isNull()) collectTimeframesFromDsl(child, result);
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JsonNode cond = node.path("condition");
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if (!cond.isMissingNode() && !cond.isNull()) {
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String leftCt = cond.path("leftCandleType").asText("");
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String rightCt = cond.path("rightCandleType").asText("");
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if (!leftCt.isBlank()) result.add(normalizeTf(leftCt));
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if (!rightCt.isBlank()) result.add(normalizeTf(rightCt));
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}
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}
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private static BarSeries aggregateSeries(BarSeries primary, Duration primaryDur,
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Duration targetDur, String targetTf) {
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long primarySecs = primaryDur.getSeconds();
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long targetSecs = targetDur.getSeconds();
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BarSeries result = new BaseBarSeriesBuilder()
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.withNumFactory(org.ta4j.core.num.DoubleNumFactory.getInstance())
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.build();
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TimeBarBuilderFactory factory = new TimeBarBuilderFactory();
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Map<Long, List<Bar>> grouped = new LinkedHashMap<>();
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for (int i = primary.getBeginIndex(); i <= primary.getEndIndex(); i++) {
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Bar bar = primary.getBar(i);
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long barStartSec = bar.getEndTime().getEpochSecond() - primarySecs;
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long bucketStart = (barStartSec / targetSecs) * targetSecs;
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grouped.computeIfAbsent(bucketStart, k -> new ArrayList<>()).add(bar);
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}
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for (Map.Entry<Long, List<Bar>> entry : grouped.entrySet()) {
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List<Bar> bars = entry.getValue();
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if (bars.isEmpty()) continue;
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Instant bucketEnd = Instant.ofEpochSecond(entry.getKey()).plus(targetDur);
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double open = bars.get(0).getOpenPrice().doubleValue();
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double high = bars.stream().mapToDouble(b -> b.getHighPrice().doubleValue()).max().orElse(open);
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double low = bars.stream().mapToDouble(b -> b.getLowPrice().doubleValue()).min().orElse(open);
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double close = bars.get(bars.size() - 1).getClosePrice().doubleValue();
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double volume = bars.stream().mapToDouble(b -> b.getVolume().doubleValue()).sum();
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try {
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factory.createBarBuilder(result)
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.timePeriod(targetDur).endTime(bucketEnd)
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.openPrice(open).highPrice(high).lowPrice(low)
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.closePrice(close).volume(volume).add();
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} catch (Exception e) {
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log.debug("[OhlcvBarSeries] aggregate fail tf={} bucket={}: {}", targetTf, entry.getKey(), e.getMessage());
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}
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}
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return result;
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}
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}
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