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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/service/BacktestingService.java
+20 -4
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@@ -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()))