stochastic slow 중앙선 안나오는 문제 수정
This commit is contained in:
@@ -103,6 +103,8 @@ public class LiveStrategyEvaluator {
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if (!Boolean.TRUE.equals(s.getIsLiveCheck())) continue;
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if (!Boolean.TRUE.equals(s.getIsLiveCheck())) continue;
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if (!"CANDLE_CLOSE".equals(s.getExecutionType())) continue;
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if (!"CANDLE_CLOSE".equals(s.getExecutionType())) continue;
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if (s.getStrategyId() == null) continue;
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if (s.getStrategyId() == null) continue;
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if (!candleType.equals(LiveStrategyTimeframeService.normalize(
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s.getCandleType() != null ? s.getCandleType() : "1m"))) continue;
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String result = evaluate(market, candleType, s.getStrategyId(),
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String result = evaluate(market, candleType, s.getStrategyId(),
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s.getPositionMode(), maturedIndex,
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s.getPositionMode(), maturedIndex,
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@@ -153,6 +155,8 @@ public class LiveStrategyEvaluator {
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if (!Boolean.TRUE.equals(s.getIsLiveCheck())) continue;
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if (!Boolean.TRUE.equals(s.getIsLiveCheck())) continue;
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if (!"REALTIME_TICK".equals(s.getExecutionType())) continue;
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if (!"REALTIME_TICK".equals(s.getExecutionType())) continue;
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if (s.getStrategyId() == null) continue;
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if (s.getStrategyId() == null) continue;
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if (!candleType.equals(LiveStrategyTimeframeService.normalize(
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s.getCandleType() != null ? s.getCandleType() : "1m"))) continue;
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// ★ Ta4j CachedIndicator 캐시 무효화:
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// ★ Ta4j CachedIndicator 캐시 무효화:
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// updateLastBar 로 provisional 봉 가격이 바뀌어도 CCI 등 CachedIndicator 는
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// updateLastBar 로 provisional 봉 가격이 바뀌어도 CCI 등 CachedIndicator 는
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@@ -198,6 +202,8 @@ public class LiveStrategyEvaluator {
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if (!Boolean.TRUE.equals(s.getIsLiveCheck())) continue;
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if (!Boolean.TRUE.equals(s.getIsLiveCheck())) continue;
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if (!"REALTIME_TICK".equals(s.getExecutionType())) continue;
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if (!"REALTIME_TICK".equals(s.getExecutionType())) continue;
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if (s.getStrategyId() == null) continue;
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if (s.getStrategyId() == null) continue;
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if (!candleType.equals(LiveStrategyTimeframeService.normalize(
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s.getCandleType() != null ? s.getCandleType() : "1m"))) continue;
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// CachedIndicator 캐시 무효화 — 확정봉의 최종 close 로 재계산
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// CachedIndicator 캐시 무효화 — 확정봉의 최종 close 로 재계산
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String cacheKey = market + ":" + candleType + ":" + s.getStrategyId();
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String cacheKey = market + ":" + candleType + ":" + s.getStrategyId();
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@@ -46,7 +46,6 @@ public class BarBuilder {
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private final TradeSignalService tradeSignalService;
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private final TradeSignalService tradeSignalService;
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private final OrderExecutionQueue orderExecutionQueue;
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private final OrderExecutionQueue orderExecutionQueue;
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private final GcLiveStrategySettingsRepository liveSettingsRepo;
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private final GcLiveStrategySettingsRepository liveSettingsRepo;
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private final LiveStrategyTimeframeService timeframeService;
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/** 상위 집계 타임프레임 (분 단위 집계 주기: 3, 5, 15, 30, 60, 240, 1440) */
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/** 상위 집계 타임프레임 (분 단위 집계 주기: 3, 5, 15, 30, 60, 240, 1440) */
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private static final int[] UPPER_MINUTES = {3, 5, 15, 30, 60, 240, 1440};
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private static final int[] UPPER_MINUTES = {3, 5, 15, 30, 60, 240, 1440};
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@@ -115,9 +114,8 @@ public class BarBuilder {
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ta4jStorage.addBar(market, "1m", bar);
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ta4jStorage.addBar(market, "1m", bar);
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log.debug("[BarBuilder] 1m Bar 확정: {} @ {}", market, endTime);
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log.debug("[BarBuilder] 1m Bar 확정: {} @ {}", market, endTime);
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String evalCandleType = timeframeService.resolveCandleTypeForMarket(market);
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if (shouldEvaluateOnClose(market, "1m")) {
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BarSeries series1m = ta4jStorage.getOrCreate(market, "1m");
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BarSeries series1m = ta4jStorage.getOrCreate(market, "1m");
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if ("1m".equals(evalCandleType)) {
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evaluateStrategyOnBarClose(market, "1m", series1m.getEndIndex(), bar);
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evaluateStrategyOnBarClose(market, "1m", series1m.getEndIndex(), bar);
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}
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}
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@@ -147,7 +145,7 @@ public class BarBuilder {
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Bar upperBar = buildTa4jBar(partial, Duration.ofMinutes(minutes), upperEnd);
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Bar upperBar = buildTa4jBar(partial, Duration.ofMinutes(minutes), upperEnd);
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ta4jStorage.addBar(market, type, upperBar);
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ta4jStorage.addBar(market, type, upperBar);
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BarSeries upperAfter = ta4jStorage.getOrCreate(market, type);
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BarSeries upperAfter = ta4jStorage.getOrCreate(market, type);
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if (type.equals(evalCandleType)) {
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if (shouldEvaluateOnClose(market, type)) {
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int maturedUpper = Math.max(upperAfter.getBeginIndex(), upperAfter.getEndIndex() - 1);
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int maturedUpper = Math.max(upperAfter.getBeginIndex(), upperAfter.getEndIndex() - 1);
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Bar maturedUpperBar = upperAfter.getBar(maturedUpper);
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Bar maturedUpperBar = upperAfter.getBar(maturedUpper);
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evaluateStrategyOnBarClose(market, type, maturedUpper, maturedUpperBar);
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evaluateStrategyOnBarClose(market, type, maturedUpper, maturedUpperBar);
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@@ -157,6 +155,14 @@ public class BarBuilder {
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}
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}
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}
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}
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/** 활성 실시간 전략 설정 중 해당 분봉(candleType)으로 평가하는 항목이 있는지 */
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private boolean shouldEvaluateOnClose(String market, String candleType) {
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String ct = LiveStrategyTimeframeService.normalize(candleType);
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return liveSettingsRepo.findActiveByMarket(market).stream()
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.anyMatch(s -> ct.equals(LiveStrategyTimeframeService.normalize(
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s.getCandleType() != null ? s.getCandleType() : "1m")));
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}
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/**
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/**
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* 봉 마감 시점 전략 평가 + 시그널 STOMP 발행(평가 분봉 채널) + DB/주문 큐 적재.
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* 봉 마감 시점 전략 평가 + 시그널 STOMP 발행(평가 분봉 채널) + DB/주문 큐 적재.
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*/
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*/
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@@ -22,7 +22,7 @@
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*/
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*/
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import { useEffect, useRef, useCallback } from 'react';
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import { useEffect, useRef, useCallback } from 'react';
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import { getIndicatorDef, mergePlotDefs, PlotDef, HLineDef } from '../utils/indicatorRegistry';
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import { getIndicatorDef, mergePlotDefs, normalizeHLines, PlotDef, HLineDef } from '../utils/indicatorRegistry';
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import { createDefaultSmaParams, createDefaultSmaPlots, normalizeSmaConfig } from '../utils/smaConfig';
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import { createDefaultSmaParams, createDefaultSmaPlots, normalizeSmaConfig } from '../utils/smaConfig';
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import { normalizeIchimokuConfig, mergeIchimokuPlots } from '../utils/ichimokuConfig';
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import { normalizeIchimokuConfig, mergeIchimokuPlots } from '../utils/ichimokuConfig';
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import {
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import {
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@@ -170,7 +170,9 @@ export function useIndicatorSettings(sessionKey = 0) {
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const def = getIndicatorDef(type);
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const def = getIndicatorDef(type);
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const registryPlots = defaultPlots ?? def?.plots ?? [];
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const registryPlots = defaultPlots ?? def?.plots ?? [];
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let plots = mergePlotDefs(saved?.plots as PlotDef[] | undefined, registryPlots);
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let plots = mergePlotDefs(saved?.plots as PlotDef[] | undefined, registryPlots);
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const hlines = (saved?.hlines as HLineDef[] | undefined) ?? defaultHlines ?? def?.hlines ?? [];
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const registryHlines = defaultHlines ?? def?.hlines ?? [];
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const rawHlines = (saved?.hlines as HLineDef[] | undefined) ?? registryHlines;
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const hlines = normalizeHLines(rawHlines, type, registryHlines);
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if (type === 'SMA') {
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if (type === 'SMA') {
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plots = normalizeSmaConfig({
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plots = normalizeSmaConfig({
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@@ -27,7 +27,7 @@ export const MAIN_INDICATOR_TYPES: readonly string[] = [
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/** Main 탭 전용 표시 라벨 (업비트 주요 지표 명칭) */
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/** Main 탭 전용 표시 라벨 (업비트 주요 지표 명칭) */
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export const MAIN_INDICATOR_LABELS: Record<string, { ko: string; en: string }> = {
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export const MAIN_INDICATOR_LABELS: Record<string, { ko: string; en: string }> = {
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RSI: { ko: 'RSI (상대강도지수)', en: 'Relative Strength Index' },
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RSI: { ko: 'RSI (상대강도지수)', en: 'Relative Strength Index' },
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Stochastic: { ko: 'Stochastic Oscillator', en: 'Stochastic Oscillator' },
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Stochastic: { ko: 'Stochastic Slow', en: 'Stochastic Slow' },
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BollingerBands: { ko: '볼린저밴드', en: 'Bollinger Bands' },
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BollingerBands: { ko: '볼린저밴드', en: 'Bollinger Bands' },
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IchimokuCloud: { ko: '일목균형표', en: 'Ichimoku Cloud' },
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IchimokuCloud: { ko: '일목균형표', en: 'Ichimoku Cloud' },
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ADX: { ko: 'ADX (평균방향성지수)', en: 'Average Directional Index' },
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ADX: { ko: 'ADX (평균방향성지수)', en: 'Average Directional Index' },
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@@ -73,12 +73,33 @@ function migrateHLineLabel(label: string | undefined): string | undefined {
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return label;
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return label;
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}
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}
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/** normalizeHLines 합성 중앙선(0) 등 레거시 저장값을 registry 기본 가격으로 교정 */
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function resolveMergedHLinePrice(
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roleLabel: string,
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savedPrice: number,
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defPrice: number,
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): number {
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if (roleLabel === '중앙선' && savedPrice === 0 && defPrice !== 0) {
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return defPrice;
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}
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return savedPrice;
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}
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/** 지표별 누락 수평선 합성 기본값 */
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/** 지표별 누락 수평선 합성 기본값 */
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const HL_SYNTH_DEFAULTS: Record<string, { over: number; mid: number; under: number }> = {
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const HL_SYNTH_DEFAULTS: Record<string, { over: number; mid: number; under: number }> = {
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ADX: { over: 40, mid: 25, under: 20 },
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ADX: { over: 40, mid: 25, under: 20 },
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DMI: { over: 30, mid: 20, under: 10 },
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DMI: { over: 30, mid: 20, under: 10 },
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Stochastic: { over: 80, mid: 50, under: 20 },
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StochRSI: { over: 80, mid: 50, under: 20 },
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};
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};
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/** Stochastic Slow 기본 수평선 — 과열 80 / 중앙 50(기본 off) / 침체 20 */
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export const STOCHASTIC_DEFAULT_HLINES: HLineDef[] = [
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{ price: 80, color: '#EF5350', label: '과열선', lineStyle: 'dashed', lineWidth: 1 },
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{ price: 50, color: '#607D8B', label: '중앙선', lineStyle: 'dashed', lineWidth: 1, visible: false },
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{ price: 20, color: '#4CAF50', label: '침체선', lineStyle: 'dashed', lineWidth: 1 },
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];
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/** ADX 기본 수평선 — 강한 추세(과열) / 기준(중앙) / 약한 추세(침체) */
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/** ADX 기본 수평선 — 강한 추세(과열) / 기준(중앙) / 약한 추세(침체) */
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export const ADX_DEFAULT_HLINES: HLineDef[] = [
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export const ADX_DEFAULT_HLINES: HLineDef[] = [
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{ price: 40, color: '#EF5350', label: '과열선', lineStyle: 'dashed', lineWidth: 1 },
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{ price: 40, color: '#EF5350', label: '과열선', lineStyle: 'dashed', lineWidth: 1 },
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@@ -130,10 +151,17 @@ export function mergeHlines(
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savedList.find(h => labelOf(h) === wantLabel)
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savedList.find(h => labelOf(h) === wantLabel)
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?? (legacyMid && wantLabel === '중앙선' ? legacyMid : undefined);
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?? (legacyMid && wantLabel === '중앙선' ? legacyMid : undefined);
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if (match) {
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if (match) {
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return { ...def, ...match, label: wantLabel, price: match.price };
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const price = resolveMergedHLinePrice(wantLabel, match.price, def.price);
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return { ...def, ...match, label: wantLabel, price };
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}
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}
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return { ...def, label: wantLabel };
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return { ...def, label: wantLabel };
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})
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})
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.concat(
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savedList.filter(h => {
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const lbl = labelOf(h);
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return !defs.some(d => (d.label ?? getHLineLabel(d.price, defs.map(x => x.price))) === lbl);
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}).map(h => ({ ...h, label: labelOf(h) })),
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)
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.sort((a, b) => b.price - a.price);
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.sort((a, b) => b.price - a.price);
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}
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}
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@@ -257,8 +285,8 @@ export const INDICATOR_REGISTRY: IndicatorDef[] = [
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// ── Oscillators ───────────────────────────────────────────────────────────
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// ── Oscillators ───────────────────────────────────────────────────────────
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{ type:'RSI', name:'Relative Strength Index', koreanName:'상대강도지수', shortName:'RSI', category:'Oscillators', overlay:false, defaultParams:{length:14, src:'close', maType:'SMA', maLength:14}, plots:[{id:'plot0',title:'RSI',color:'#7E57C2',type:'line',lineWidth:2},{id:'plot1',title:'Signal',color:'#F23645',type:'line',lineWidth:1}], hlines:[{price:70,color:'#EF5350'},{price:50,color:'#607D8B'},{price:30,color:'#4CAF50'}], description:'상대 강도 지수 (0~100)' },
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{ type:'RSI', name:'Relative Strength Index', koreanName:'상대강도지수', shortName:'RSI', category:'Oscillators', overlay:false, defaultParams:{length:14, src:'close', maType:'SMA', maLength:14}, plots:[{id:'plot0',title:'RSI',color:'#7E57C2',type:'line',lineWidth:2},{id:'plot1',title:'Signal',color:'#F23645',type:'line',lineWidth:1}], hlines:[{price:70,color:'#EF5350'},{price:50,color:'#607D8B'},{price:30,color:'#4CAF50'}], description:'상대 강도 지수 (0~100)' },
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{ type:'Stochastic', name:'Stochastic', koreanName:'스토캐스틱', shortName:'Stoch', category:'Oscillators', overlay:false, defaultParams:{kLength:14, dSmoothing:3, smooth:3}, plots:[{id:'plot0',title:'%K',color:'#2196F3',type:'line',lineWidth:1},{id:'plot1',title:'%D',color:'#FF6D00',type:'line',lineWidth:1}], hlines:[{price:80,color:'#EF5350'},{price:20,color:'#4CAF50'}], description:'스토캐스틱 %K/%D' },
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{ type:'Stochastic', name:'Stochastic Slow', koreanName:'스토케스틱 슬로우', shortName:'Stoch', category:'Oscillators', overlay:false, defaultParams:{kLength:14, dSmoothing:3, smooth:3}, plots:[{id:'plot0',title:'%K',color:'#2196F3',type:'line',lineWidth:1},{id:'plot1',title:'%D',color:'#FF6D00',type:'line',lineWidth:1}], hlines:STOCHASTIC_DEFAULT_HLINES, description:'Stochastic Slow %K/%D (Slowing 적용)' },
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{ type:'StochRSI', name:'Stochastic RSI', koreanName:'스토캐스틱RSI', shortName:'StochRSI',category:'Oscillators',overlay:false, defaultParams:{lengthRSI:14, lengthStoch:14, smoothK:3, smoothD:3, src:'close'}, plots:[{id:'plot0',title:'%K',color:'#2196F3',type:'line',lineWidth:1},{id:'plot1',title:'%D',color:'#FF6D00',type:'line',lineWidth:1}], hlines:[{price:80,color:'#EF5350'},{price:20,color:'#4CAF50'}], description:'스토캐스틱 RSI' },
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{ type:'StochRSI', name:'Stochastic RSI', koreanName:'스토캐스틱RSI', shortName:'StochRSI',category:'Oscillators',overlay:false, defaultParams:{lengthRSI:14, lengthStoch:14, smoothK:3, smoothD:3, src:'close'}, plots:[{id:'plot0',title:'%K',color:'#2196F3',type:'line',lineWidth:1},{id:'plot1',title:'%D',color:'#FF6D00',type:'line',lineWidth:1}], hlines:STOCHASTIC_DEFAULT_HLINES, description:'스토캐스틱 RSI' },
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{ type:'CCI', name:'Commodity Channel Index', koreanName:'상품채널지수', shortName:'CCI', category:'Oscillators', overlay:false, defaultParams:{length:13, src:'hlc3', maType:'SMA', maLength:20}, plots:[{id:'plot0',title:'CCI',color:'#2962FF',type:'line',lineWidth:2},{id:'plot1',title:'Signal',color:'#F23645',type:'line',lineWidth:1}], hlines:[{price:100,color:'#EF5350'},{price:0,color:'#607D8B'},{price:-100,color:'#4CAF50'}], description:'상품 채널 지수' },
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{ type:'CCI', name:'Commodity Channel Index', koreanName:'상품채널지수', shortName:'CCI', category:'Oscillators', overlay:false, defaultParams:{length:13, src:'hlc3', maType:'SMA', maLength:20}, plots:[{id:'plot0',title:'CCI',color:'#2962FF',type:'line',lineWidth:2},{id:'plot1',title:'Signal',color:'#F23645',type:'line',lineWidth:1}], hlines:[{price:100,color:'#EF5350'},{price:0,color:'#607D8B'},{price:-100,color:'#4CAF50'}], description:'상품 채널 지수' },
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{ type:'WilliamsPercentRange',name:'Williams %R', koreanName:'윌리엄스 %R', shortName:'W%R', category:'Oscillators', overlay:false, defaultParams:{length:14, src:'close'}, plots:[{id:'plot0',title:'%R', color:'#9C27B0',type:'line',lineWidth:2}], hlines:[{price:-20,color:'#EF5350'},{price:-50,color:'#607D8B'},{price:-80,color:'#4CAF50'}], description:'윌리엄스 %R 오실레이터' },
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{ type:'WilliamsPercentRange',name:'Williams %R', koreanName:'윌리엄스 %R', shortName:'W%R', category:'Oscillators', overlay:false, defaultParams:{length:14, src:'close'}, plots:[{id:'plot0',title:'%R', color:'#9C27B0',type:'line',lineWidth:2}], hlines:[{price:-20,color:'#EF5350'},{price:-50,color:'#607D8B'},{price:-80,color:'#4CAF50'}], description:'윌리엄스 %R 오실레이터' },
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{ type:'AwesomeOscillator', name:'Awesome Oscillator', koreanName:'어썸오실레이터', shortName:'AO', category:'Oscillators', overlay:false, defaultParams:{}, plots:[{id:'plot0',title:'AO',color:'#26A69A',type:'histogram'}], hlines:[{price:0,color:'#607D8B'}], description:'AO 오실레이터' },
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{ type:'AwesomeOscillator', name:'Awesome Oscillator', koreanName:'어썸오실레이터', shortName:'AO', category:'Oscillators', overlay:false, defaultParams:{}, plots:[{id:'plot0',title:'AO',color:'#26A69A',type:'histogram'}], hlines:[{price:0,color:'#607D8B'}], description:'AO 오실레이터' },
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Reference in New Issue
Block a user