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전략편집기 목록방식 오류 수정

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Macbook
2026-06-18 01:57:46 +09:00
parent ac55748aec
commit b96fc64c91
8 changed files with 371 additions and 70 deletions
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backend/src/main/java/com/goldenchart/service/IndicatorHlineResolver.java
+12 -1
View File
@@ -34,7 +34,8 @@ public final class IndicatorHlineResolver {
}
}
if (override) {
// thresholdOverride·targetValue 는 임계값(rightField) 전용 — RSI_VALUE 등 본선 필드에는 적용하지 않음
if (override && isThresholdRoleField(field)) {
if (cond.has("targetValue") && !cond.path("targetValue").isNull()) {
return cond.path("targetValue").asDouble();
}
@@ -49,6 +50,16 @@ public final class IndicatorHlineResolver {
return legacyNumericField(field);
}
/** HL_*·K_*·OVERBOUGHT_70 등 임계값 필드 — RSI_VALUE 등 지표 본선은 제외 */
private static boolean isThresholdRoleField(String field) {
if (field == null || field.isBlank()) return false;
if (field.startsWith("K_")) return true;
if ("HL_OVER".equals(field) || "HL_MID".equals(field) || "HL_UNDER".equals(field)) {
return true;
}
return legacyNumericField(field) != null;
}
private static Double fromHlineRole(
String role,
String dslIndicatorType,
backend/src/main/java/com/goldenchart/service/LiveConditionStatusService.java
+20 -2
View File
@@ -203,6 +203,23 @@ public class LiveConditionStatusService {
return bestIdx;
}
private String probeEntryRule(Rule entryRule, JsonNode buyDsl,
StrategyDslToTa4jAdapter.RuleBuildContext ruleCtx,
int startIdx) {
JsonNode cond = findFirstCondition(buyDsl);
if (cond == null) return "no-cond";
BarSeries series = ruleCtx.primarySeries();
int probeIdx = Math.min(series.getEndIndex(), startIdx + 13);
Double left = adapter.readConditionFieldValue(cond, ruleCtx, probeIdx, true);
Double right = adapter.readConditionFieldValue(cond, ruleCtx, probeIdx, false);
int hits = 0;
for (int i = startIdx; i <= series.getEndIndex(); i++) {
if (entryRule.isSatisfied(i, null)) hits++;
}
return String.format("rule=%s hits=%d probe@%d L=%s R=%s",
entryRule.getClass().getSimpleName(), hits, probeIdx, left, right);
}
/** scan 0건 시 DSL 임계값 요약 로그 */
private static String summarizeBuyCondition(JsonNode buyDsl) {
if (buyDsl == null || buyDsl.isNull()) return "null";
@@ -817,9 +834,10 @@ public class LiveConditionStatusService {
}
}
if (signals.isEmpty()) {
log.info("[LiveCondition:scan] 0 signals market={} strategy={} tf={} bars={} eval={}..{} cond={}",
log.info("[LiveCondition:scan] 0 signals market={} strategy={} tf={} bars={} eval={}..{} cond={} probe={}",
market, strategyId, primaryTf, primarySeries.getBarCount(), startIdx,
primarySeries.getEndIndex(), summarizeBuyCondition(buyDsl));
primarySeries.getEndIndex(), summarizeBuyCondition(buyDsl),
probeEntryRule(entryRule, buyDsl, ruleCtx, startIdx));
} else {
log.debug("[LiveCondition:scan] market={} strategy={} tf={} buy={} sell={}",
market, strategyId, primaryTf, buyHits, sellHits);
backend/src/main/java/com/goldenchart/service/StrategyDslToTa4jAdapter.java
+33 -5
View File
@@ -236,7 +236,18 @@ public class StrategyDslToTa4jAdapter {
public Double readConditionFieldValue(JsonNode cond, BarSeries series,
Map<String, Map<String, Object>> params,
int index, boolean leftSide) {
if (cond == null || cond.isNull() || series == null || index < 0) return null;
RuleBuildContext ctx = new RuleBuildContext(series, params != null ? params : Map.of(),
Map.of(), null, null, false, Map.of());
return readConditionFieldValue(cond, ctx, index, leftSide);
}
/** scan·진단 — Rule 빌드와 동일 RuleBuildContext 사용 */
public Double readConditionFieldValue(JsonNode cond, RuleBuildContext ctx,
int index, boolean leftSide) {
if (cond == null || cond.isNull() || ctx == null || ctx.primarySeries() == null || index < 0) {
return null;
}
BarSeries series = ctx.primarySeries();
if (index >= series.getBarCount()) return null;
String field = leftSide
@@ -251,13 +262,11 @@ public class StrategyDslToTa4jAdapter {
int sidePeriod = leftSide ? leftPeriod : rightPeriod;
String registryKey = toRegistryKey(indType);
Map<String, Object> indParams = params != null
? params.getOrDefault(registryKey, Map.of())
Map<String, Object> indParams = ctx.indicatorParams() != null
? ctx.indicatorParams().getOrDefault(registryKey, Map.of())
: Map.of();
try {
RuleBuildContext ctx = new RuleBuildContext(series, params != null ? params : Map.of(),
Map.of(), null, null, false, Map.of());
Indicator<Num> ind = resolveField(field, indType, indParams, series, condPeriod, sidePeriod, cond, ctx);
Num v = ind.getValue(index);
return v != null ? v.doubleValue() : null;
@@ -762,6 +771,11 @@ public class StrategyDslToTa4jAdapter {
if (field == null || field.isBlank() || field.equals("NONE")) {
return new ConstantIndicator<>(s, s.numFactory().numOf(0));
}
// K_* 직접입력 — 상수 임계값 (HL_*·지표 필드 해석보다 우선)
if (field.startsWith("K_")) {
Indicator<Num> kConst = resolveDirectKConstant(field, indType, cond, ctx, s);
if (kConst != null) return kConst;
}
return switch (field) {
case "CLOSE_PRICE" -> new ClosePriceIndicator(s);
case "OPEN_PRICE" -> new OpenPriceIndicator(s);
@@ -792,6 +806,20 @@ public class StrategyDslToTa4jAdapter {
new RuleBuildContext(s, Map.of(), Map.of(), null, null, false, Map.of()));
}
/** K_55 등 직접입력 임계 — ConstantIndicator 또는 null(폴백) */
private Indicator<Num> resolveDirectKConstant(String field, String indType,
JsonNode cond, RuleBuildContext ctx,
BarSeries s) {
Double val = IndicatorHlineResolver.resolveThresholdField(
cond, field, indType, ctx != null ? ctx.indicatorVisual() : Map.of());
if (val == null) {
double parsed = resolveConstantField(field);
if (!Double.isNaN(parsed)) val = parsed;
}
if (val == null) return null;
return new ConstantIndicator<>(s, s.numFactory().numOf(val));
}
private double resolveConstantField(String field) {
// K_ 접두사: 프론트엔드가 hline 실제값으로 생성한 상수 필드
// 예) K_60 → 60, K_-100 → -100, K_0 → 0
backend/src/test/java/com/goldenchart/service/IndicatorHlineResolverTest.java
+11
View File
@@ -52,6 +52,17 @@ class IndicatorHlineResolverTest {
assertEquals(48.0, val, 0.0001);
}
@Test
void rsiValue_withThresholdOverride_doesNotUseTargetValue() throws Exception {
var cond = MAPPER.readTree("""
{"thresholdOverride": true, "targetValue": 55}
""");
assertNull(IndicatorHlineResolver.resolveThresholdField(
cond, "RSI_VALUE", "RSI", Map.of()));
assertEquals(55.0, IndicatorHlineResolver.resolveThresholdField(
cond, "K_55", "RSI", Map.of()), 0.0001);
}
@Test
void blankField_returnsNull() {
assertNull(IndicatorHlineResolver.resolveThresholdField(
backend/src/test/java/com/goldenchart/service/RsiChartScanIntegrationTest.java
+64
View File
@@ -31,6 +31,70 @@ class RsiChartScanIntegrationTest {
normalizer = new StrategyDslTimeframeNormalizer(MAPPER);
}
@Test
void chartScan_strategy195Exact_k55_vs_hlMid() throws Exception {
String chartTf = "3m";
List<OhlcvBar> bars = buildOscillatingOhlcvBars(300, chartTf);
BarSeries primarySeries = OhlcvBarSeriesSupport.buildSeries(bars, chartTf);
JsonNode buyDslRaw = MAPPER.readTree("""
{
"type": "TIMEFRAME",
"candleTypes": ["3m"],
"candleType": "3m",
"children": [{
"type": "CONDITION",
"condition": {
"indicatorType": "RSI",
"conditionType": "CROSS_UP",
"leftField": "RSI_VALUE",
"rightField": "K_55",
"targetValue": 55,
"thresholdOverride": true,
"valuePeriodOverride": false,
"leftCandleType": "3m",
"rightCandleType": "3m",
"candleRange": 1
}
}]
}
""");
JsonNode buyDsl = normalizer.remapForChartTimeframe(
StrategyConditionThresholdNormalizer.normalizeTree(buyDslRaw), chartTf);
Map<String, BarSeries> seriesOverrides = OhlcvBarSeriesSupport.buildSeriesOverrides(
primarySeries, chartTf, buyDsl, null);
Map<String, Map<String, Object>> params = Map.of(
"RSI", Map.of("length", 9, "maLength", 5, "maType", "SMA", "src", "close"));
StrategyDslToTa4jAdapter.RuleBuildContext ctx =
new StrategyDslToTa4jAdapter.RuleBuildContext(
primarySeries, params, Map.of(), "KRW-BTC", null, false, seriesOverrides);
Rule ruleK55 = adapter.toRule(buyDsl, ctx);
int hits55 = countHitsFrom(ruleK55, primarySeries, 100);
JsonNode buyHlMid = buyDsl.deepCopy();
JsonNode cond = buyHlMid.path("children").get(0).path("condition");
var condObj = (com.fasterxml.jackson.databind.node.ObjectNode) cond;
condObj.put("rightField", "HL_MID");
condObj.remove("targetValue");
condObj.put("thresholdOverride", false);
Rule ruleMid = adapter.toRule(buyHlMid, ctx);
int hitsMid = countHitsFrom(ruleMid, primarySeries, 100);
assertFalse(hits55 == 0, "strategy195-like K_55 should produce signals, got " + hits55);
assertTrue(hits55 <= hitsMid,
"K_55 hits=" + hits55 + " should be <= HL_MID hits=" + hitsMid);
}
private static int countHitsFrom(Rule rule, BarSeries series, int startIdx) {
int hits = 0;
for (int i = startIdx; i <= series.getEndIndex(); i++) {
if (rule.isSatisfied(i, null)) hits++;
}
return hits;
}
@Test
void chartScan_rsiCrossUpK55_firesSignals() throws Exception {
String chartTf = "3m";