전략편집기 목록방식 오류 수정

This commit is contained in:
Macbook
2026-06-18 01:57:46 +09:00
parent ac55748aec
commit b96fc64c91
8 changed files with 371 additions and 70 deletions
@@ -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(
@@ -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";