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분석레포트 로직 수정

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Macbook
2026-06-08 10:08:39 +09:00
parent e11e1a46fa
commit c20c806c19
22 changed files with 254 additions and 108 deletions
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backend/src/main/java/com/goldenchart/dto/PaperTradeDto.java
+3
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@@ -12,6 +12,9 @@ public class PaperTradeDto {
private String orderKind;
private String source;
private Long strategyId;
private String candleType;
private String strategyName;
private String executionType;
private Double price;
private Double quantity;
private Double grossAmount;
backend/src/main/java/com/goldenchart/entity/GcBacktestResult.java
+3
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@@ -28,6 +28,9 @@ public class GcBacktestResult {
@Column(name = "settings_json", columnDefinition = "JSON")
@JdbcTypeCode(SqlTypes.JSON) private String settingsJson;
@Column(name = "execution_snapshot_json", columnDefinition = "JSON")
@JdbcTypeCode(SqlTypes.JSON) private String executionSnapshotJson;
@Column(name = "signals_json", columnDefinition = "JSON")
@JdbcTypeCode(SqlTypes.JSON) private String signalsJson;
backend/src/main/java/com/goldenchart/entity/GcPaperOrder.java
+9
View File
@@ -61,6 +61,15 @@ public class GcPaperOrder {
@Column(name = "strategy_id")
private Long strategyId;
@Column(name = "candle_type", length = 10)
private String candleType;
@Column(name = "strategy_name", length = 200)
private String strategyName;
@Column(name = "execution_type", length = 30)
private String executionType;
/**
* 분할매매(staged) 주문 여부.
* TRUE 이면 체결(FILLED) 시 allocationService 단계를 자동 진행한다.
backend/src/main/java/com/goldenchart/entity/GcPaperTrade.java
+12
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@@ -35,6 +35,18 @@ public class GcPaperTrade {
@Column(name = "strategy_id")
private Long strategyId;
/** 체결 시점 전략 평가 시간봉 (1m, 10m, …) */
@Column(name = "candle_type", length = 10)
private String candleType;
/** 체결 시점 전략명 스냅샷 */
@Column(name = "strategy_name", length = 200)
private String strategyName;
/** CANDLE_CLOSE | REALTIME_TICK */
@Column(name = "execution_type", length = 30)
private String executionType;
@Column(name = "price", precision = 20, scale = 2, nullable = false)
private BigDecimal price;
backend/src/main/java/com/goldenchart/service/BacktestingService.java
+20 -4
View File
@@ -96,7 +96,7 @@ public class BacktestingService {
: new BooleanRule(false);
Rule exitRule = buildExitRule(baseExitRule, series, cfg);
return runBacktest(series, entryRule, exitRule, req, cfg, strategyName);
return runBacktest(series, entryRule, exitRule, req, cfg, strategyName, buyDsl, sellDsl, params);
}
// ── 청산 규칙 합성 ────────────────────────────────────────────────────────
@@ -124,7 +124,9 @@ public class BacktestingService {
private BacktestResponse runBacktest(BarSeries series, Rule entryRule, Rule exitRule,
BacktestRequest req, BacktestSettingsDto cfg,
String strategyName) {
String strategyName,
JsonNode execBuyDsl, JsonNode execSellDsl,
Map<String, Map<String, Object>> execParams) {
BaseTradingRecord record = new BaseTradingRecord();
@@ -295,7 +297,8 @@ public class BacktestingService {
Stats stats = toStats(analysis, signals);
// ── DB 저장 ───────────────────────────────────────────────────────────
Long resultId = saveResult(req, cfg, signals, analysis, series, strategyName);
Long resultId = saveResult(req, cfg, signals, analysis, series, strategyName,
execBuyDsl, execSellDsl, execParams);
return BacktestResponse.builder()
.signals(signals)
@@ -601,12 +604,24 @@ public class BacktestingService {
private Long saveResult(BacktestRequest req, BacktestSettingsDto cfg,
List<Signal> signals, BacktestAnalysisDto analysis,
BarSeries series, String strategyName) {
BarSeries series, String strategyName,
JsonNode execBuyDsl, JsonNode execSellDsl,
Map<String, Map<String, Object>> execParams) {
try {
List<OhlcvBar> bars = req.getBars();
long fromTime = bars.isEmpty() ? 0 : bars.get(0).getTime();
long toTime = bars.isEmpty() ? 0 : bars.get(bars.size() - 1).getTime();
Map<String, Object> snapshot = new LinkedHashMap<>();
snapshot.put("strategyId", req.getStrategyId());
snapshot.put("strategyName", strategyName);
snapshot.put("symbol", req.getSymbol() != null ? req.getSymbol() : "UNKNOWN");
snapshot.put("timeframe", req.getTimeframe());
snapshot.put("barCount", bars.size());
if (execParams != null && !execParams.isEmpty()) snapshot.put("indicatorParams", execParams);
if (execBuyDsl != null && !execBuyDsl.isNull()) snapshot.put("buyCondition", execBuyDsl);
if (execSellDsl != null && !execSellDsl.isNull()) snapshot.put("sellCondition", execSellDsl);
GcBacktestResult entity = GcBacktestResult.builder()
.deviceId(req.getDeviceId())
.strategyId(req.getStrategyId())
@@ -617,6 +632,7 @@ public class BacktestingService {
.fromTime(fromTime)
.toTime(toTime)
.settingsJson(objectMapper.writeValueAsString(cfg))
.executionSnapshotJson(objectMapper.writeValueAsString(snapshot))
.signalsJson(objectMapper.writeValueAsString(signals))
.analysisJson(objectMapper.writeValueAsString(analysis))
.totalReturn(BigDecimal.valueOf(analysis.getTotalReturnPct()))
backend/src/main/java/com/goldenchart/service/BarCloseStrategyEvaluationService.java
+4 -1
View File
@@ -87,10 +87,13 @@ public class BarCloseStrategyEvaluationService {
closeSignal, signalBar.getClosePrice().doubleValue(),
candleTimeEpoch, ct, signalExecType);
if (s.getUserId() != null) {
String strategyName = tradeSignalService.resolveStrategyName(
s.getStrategyId(), null);
orderExecutionQueue.submitSignal(
s.getUserId(), market,
s.getStrategyId(), closeSignal,
signalBar.getClosePrice().doubleValue());
signalBar.getClosePrice().doubleValue(),
ct, strategyName, signalExecType);
}
} catch (Exception e) {
log.warn("[BarCloseEval] 시그널 처리 실패 ({}/{} strategyId={}): {}",
backend/src/main/java/com/goldenchart/service/PaperTradingService.java
+44 -7
View File
@@ -237,7 +237,7 @@ public class PaperTradingService {
// 시장가(MARKET)를 포함한 모든 주문을 현재가 기준 지정가 미체결로 생성한다.
// 체결은 PaperOrderMatcherService 가 다음 시세 틱에서 처리한다.
GcPaperOrder order = createPendingLimitOrder(account, app, req.getMarket(), side, orderKind,
source, req.getStrategyId(), price, qty, false);
source, req.getStrategyId(), price, qty, false, null, null, null);
return PaperPlaceOrderResult.builder().order(toOrderDto(order)).build();
}
@@ -261,6 +261,12 @@ public class PaperTradingService {
public void tryExecuteOnSignal(Long userId, String market,
Long strategyId, String signalType, double price) {
tryExecuteOnSignal(userId, market, strategyId, signalType, price, null, null, null);
}
public void tryExecuteOnSignal(Long userId, String market,
Long strategyId, String signalType, double price,
String candleType, String strategyName, String executionType) {
long uid;
try {
uid = TradingAccess.requireUserId(userId);
@@ -332,7 +338,8 @@ public class PaperTradingService {
if (qty * execPrice < minOrder) return;
// 알림 발생 시점 현재가 기준 미체결 주문 생성 (staged=true → 체결 시 단계 진행)
createPendingLimitOrder(account, app, market, "BUY", "market", "STRATEGY",
strategyId, price, qty, true);
strategyId, price, qty, true,
candleType, strategyName, executionType);
log.info("[Paper] STRATEGY BUY (staged) 미체결 생성 {} qty≈{} @ {}", market, qty, price);
} else {
double budgetPct = pct(app.getPaperAutoTradeBudgetPct(), 95);
@@ -347,7 +354,8 @@ public class PaperTradingService {
if (qty * execPrice < minOrder) return;
// 알림 발생 시점 현재가 기준 미체결 주문 생성
createPendingLimitOrder(account, app, market, "BUY", "market", "STRATEGY",
strategyId, price, qty, false);
strategyId, price, qty, false,
candleType, strategyName, executionType);
log.info("[Paper] STRATEGY BUY 미체결 생성 {} qty≈{} @ {}", market, qty, price);
}
} else {
@@ -364,12 +372,14 @@ public class PaperTradingService {
if (qty * execPrice < minOrder) return;
// 알림 발생 시점 현재가 기준 미체결 주문 생성 (staged=true → 체결 시 단계 진행)
createPendingLimitOrder(account, app, market, "SELL", "market", "STRATEGY",
strategyId, price, qty, true);
strategyId, price, qty, true,
candleType, strategyName, executionType);
log.info("[Paper] STRATEGY SELL (staged) 미체결 생성 {} qty={} @ {}", market, qty, price);
} else {
// 알림 발생 시점 현재가 기준 미체결 주문 생성
createPendingLimitOrder(account, app, market, "SELL", "market", "STRATEGY",
strategyId, price, avail, false);
strategyId, price, avail, false,
candleType, strategyName, executionType);
log.info("[Paper] STRATEGY SELL 미체결 생성 {} qty={} @ {}", market, avail, price);
}
}
@@ -440,7 +450,8 @@ public class PaperTradingService {
double qty = order.getQuantity().doubleValue();
executeTrade(uid, app, order.getSymbol(),
order.getSide(), order.getOrderKind(), order.getSource(), order.getStrategyId(),
limit, qty, null, "STRATEGY".equals(order.getSource()));
limit, qty, null, "STRATEGY".equals(order.getSource()),
order.getCandleType(), order.getStrategyName(), order.getExecutionType());
order.setStatus("FILLED");
order.setFilledQuantity(order.getQuantity());
@@ -532,7 +543,9 @@ public class PaperTradingService {
private GcPaperOrder createPendingLimitOrder(GcPaperAccount account, GcAppSettings app,
String market, String side, String orderKind,
String source, Long strategyId,
double limitPrice, double qty, boolean staged) {
double limitPrice, double qty, boolean staged,
String candleType, String strategyName,
String executionType) {
double feeRate = pct(app.getPaperFeeRatePct(), 0.05);
double slip = pct(app.getPaperSlippagePct(), 0);
double execPrice = "BUY".equals(side)
@@ -559,6 +572,9 @@ public class PaperTradingService {
.orderKind(orderKind)
.source(source)
.strategyId(strategyId)
.candleType(candleType)
.strategyName(strategyName)
.executionType(executionType)
.staged(staged)
.build());
}
@@ -581,6 +597,9 @@ public class PaperTradingService {
.orderKind(orderKind)
.source(source)
.strategyId(strategyId)
.candleType(candleType)
.strategyName(strategyName)
.executionType(executionType)
.staged(staged)
.build());
}
@@ -611,6 +630,15 @@ public class PaperTradingService {
String market, String side, String orderKind, String source,
Long strategyId, double inputPrice, double inputQty,
String koreanName, boolean autoTrade) {
return executeTrade(userId, app, market, side, orderKind, source, strategyId,
inputPrice, inputQty, koreanName, autoTrade, null, null, null);
}
private PaperTradeDto executeTrade(long userId, GcAppSettings app,
String market, String side, String orderKind, String source,
Long strategyId, double inputPrice, double inputQty,
String koreanName, boolean autoTrade,
String candleType, String strategyName, String executionType) {
GcPaperAccount account = getOrCreateAccount(userId, app);
double feeRate = pct(app.getPaperFeeRatePct(), 0.05);
double slip = pct(app.getPaperSlippagePct(), 0);
@@ -646,6 +674,9 @@ public class PaperTradingService {
.orderKind(orderKind)
.source(source)
.strategyId(strategyId)
.candleType(candleType)
.strategyName(strategyName)
.executionType(executionType)
.price(price)
.quantity(qty)
.grossAmount(gross)
@@ -690,6 +721,9 @@ public class PaperTradingService {
.orderKind(orderKind)
.source(source)
.strategyId(strategyId)
.candleType(candleType)
.strategyName(strategyName)
.executionType(executionType)
.price(price)
.quantity(qty)
.grossAmount(gross)
@@ -791,6 +825,9 @@ public class PaperTradingService {
.orderKind(t.getOrderKind())
.source(t.getSource())
.strategyId(t.getStrategyId())
.candleType(t.getCandleType())
.strategyName(t.getStrategyName())
.executionType(t.getExecutionType())
.price(t.getPrice().doubleValue())
.quantity(t.getQuantity().doubleValue())
.grossAmount(t.getGrossAmount().doubleValue())
backend/src/main/java/com/goldenchart/service/TradeSignalService.java
+1 -1
View File
@@ -122,7 +122,7 @@ public class TradeSignalService {
return deviceId.equals(entity.getDeviceId());
}
private String resolveStrategyName(Long strategyId, String strategyName) {
public String resolveStrategyName(Long strategyId, String strategyName) {
if (strategyName != null && !strategyName.isBlank()) return strategyName;
if (strategyId == null) return null;
return strategyRepo.findById(strategyId)
backend/src/main/java/com/goldenchart/trading/TradingExecutionService.java
+9 -1
View File
@@ -24,12 +24,20 @@ public class TradingExecutionService {
public void executeSignal(Long userId, String market,
Long strategyId, String side, double price) {
executeSignal(userId, market, strategyId, side, price, null, null, null);
}
public void executeSignal(Long userId, String market,
Long strategyId, String side, double price,
String candleType, String strategyName, String executionType) {
if (!TradingAccess.isRegisteredUser(userId)) return;
GcAppSettings app = appSettingsService.getEntity(userId, null);
TradingMode mode = TradingMode.fromString(app.getTradingMode());
if (mode.usePaper() && Boolean.TRUE.equals(app.getPaperTradingEnabled())) {
paperTradingService.tryExecuteOnSignal(userId, market, strategyId, side, price);
paperTradingService.tryExecuteOnSignal(
userId, market, strategyId, side, price,
candleType, strategyName, executionType);
}
if (mode.useLive()) {
liveTradingService.tryExecuteOnSignal(
backend/src/main/java/com/goldenchart/trading/pipeline/OrderExecutionQueue.java
+10 -2
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@@ -67,9 +67,16 @@ public class OrderExecutionQueue {
public void submitSignal(Long userId, String market,
Long strategyId, String signal, double price) {
submitSignal(userId, market, strategyId, signal, price, null, null, null);
}
public void submitSignal(Long userId, String market,
Long strategyId, String signal, double price,
String candleType, String strategyName, String executionType) {
if (!TradingAccess.isRegisteredUser(userId)) return;
submit(OrderRequest.strategySignal(
TradingAccess.accountDeviceKey(userId), userId, market, strategyId, signal, price));
TradingAccess.accountDeviceKey(userId), userId, market, strategyId, signal, price,
candleType, strategyName, executionType));
}
private void runLoop() {
@@ -97,7 +104,8 @@ public class OrderExecutionQueue {
if (req.kind() == OrderRequest.OrderKind.STRATEGY_SIGNAL) {
tradingExecutionService.executeSignal(
req.userId(), req.market(),
req.strategyId(), req.side(), req.price());
req.strategyId(), req.side(), req.price(),
req.candleType(), req.strategyName(), req.executionType());
} else {
tradingExecutionService.executeRiskExit(req);
}
backend/src/main/java/com/goldenchart/trading/pipeline/OrderRequest.java
+13 -5
View File
@@ -11,7 +11,10 @@ public record OrderRequest(
Long strategyId,
String side,
double price,
String reason
String reason,
String candleType,
String strategyName,
String executionType
) {
public enum OrderKind {
STRATEGY_SIGNAL,
@@ -20,20 +23,25 @@ public record OrderRequest(
}
public static OrderRequest strategySignal(String deviceId, Long userId, String market,
Long strategyId, String side, double price) {
Long strategyId, String side, double price,
String candleType, String strategyName,
String executionType) {
return new OrderRequest(OrderKind.STRATEGY_SIGNAL, deviceId, userId, market,
strategyId, side, price, "STRATEGY");
strategyId, side, price, "STRATEGY",
candleType, strategyName, executionType);
}
public static OrderRequest stopLoss(String deviceId, Long userId, String market,
double price, double lossPct) {
return new OrderRequest(OrderKind.STOP_LOSS, deviceId, userId, market,
null, "SELL", price, "STOP_LOSS_" + lossPct + "%");
null, "SELL", price, "STOP_LOSS_" + lossPct + "%",
null, null, null);
}
public static OrderRequest takeProfit(String deviceId, Long userId, String market,
double price, double profitPct) {
return new OrderRequest(OrderKind.TAKE_PROFIT, deviceId, userId, market,
null, "SELL", price, "TAKE_PROFIT_" + profitPct + "%");
null, "SELL", price, "TAKE_PROFIT_" + profitPct + "%",
null, null, null);
}
}
backend/src/main/java/com/goldenchart/websocket/LiveStrategyScheduler.java
+4 -1
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@@ -122,10 +122,13 @@ public class LiveStrategyScheduler {
barStartEpoch, candleType, "REALTIME_TICK"
);
if (s.getUserId() != null) {
String strategyName = tradeSignalService.resolveStrategyName(
s.getStrategyId(), null);
orderExecutionQueue.submitSignal(
s.getUserId(), market,
s.getStrategyId(), signal,
lastBar.getClosePrice().doubleValue());
lastBar.getClosePrice().doubleValue(),
candleType, strategyName, "REALTIME_TICK");
}
} catch (Exception ex) {
log.warn("[LiveStrategyScheduler] 시그널 DB 저장 실패: {}", ex.getMessage());