stochastic slow 중앙선 안나오는 문제 수정

This commit is contained in:
Macbook
2026-05-24 22:24:18 +09:00
parent 3c66c562d8
commit ca249ad318
5 changed files with 55 additions and 13 deletions
@@ -103,6 +103,8 @@ public class LiveStrategyEvaluator {
if (!Boolean.TRUE.equals(s.getIsLiveCheck())) continue; if (!Boolean.TRUE.equals(s.getIsLiveCheck())) continue;
if (!"CANDLE_CLOSE".equals(s.getExecutionType())) continue; if (!"CANDLE_CLOSE".equals(s.getExecutionType())) continue;
if (s.getStrategyId() == null) continue; if (s.getStrategyId() == null) continue;
if (!candleType.equals(LiveStrategyTimeframeService.normalize(
s.getCandleType() != null ? s.getCandleType() : "1m"))) continue;
String result = evaluate(market, candleType, s.getStrategyId(), String result = evaluate(market, candleType, s.getStrategyId(),
s.getPositionMode(), maturedIndex, s.getPositionMode(), maturedIndex,
@@ -153,6 +155,8 @@ public class LiveStrategyEvaluator {
if (!Boolean.TRUE.equals(s.getIsLiveCheck())) continue; if (!Boolean.TRUE.equals(s.getIsLiveCheck())) continue;
if (!"REALTIME_TICK".equals(s.getExecutionType())) continue; if (!"REALTIME_TICK".equals(s.getExecutionType())) continue;
if (s.getStrategyId() == null) continue; if (s.getStrategyId() == null) continue;
if (!candleType.equals(LiveStrategyTimeframeService.normalize(
s.getCandleType() != null ? s.getCandleType() : "1m"))) continue;
// ★ Ta4j CachedIndicator 캐시 무효화: // ★ Ta4j CachedIndicator 캐시 무효화:
// updateLastBar 로 provisional 봉 가격이 바뀌어도 CCI 등 CachedIndicator 는 // updateLastBar 로 provisional 봉 가격이 바뀌어도 CCI 등 CachedIndicator 는
@@ -198,6 +202,8 @@ public class LiveStrategyEvaluator {
if (!Boolean.TRUE.equals(s.getIsLiveCheck())) continue; if (!Boolean.TRUE.equals(s.getIsLiveCheck())) continue;
if (!"REALTIME_TICK".equals(s.getExecutionType())) continue; if (!"REALTIME_TICK".equals(s.getExecutionType())) continue;
if (s.getStrategyId() == null) continue; if (s.getStrategyId() == null) continue;
if (!candleType.equals(LiveStrategyTimeframeService.normalize(
s.getCandleType() != null ? s.getCandleType() : "1m"))) continue;
// CachedIndicator 캐시 무효화 — 확정봉의 최종 close 로 재계산 // CachedIndicator 캐시 무효화 — 확정봉의 최종 close 로 재계산
String cacheKey = market + ":" + candleType + ":" + s.getStrategyId(); String cacheKey = market + ":" + candleType + ":" + s.getStrategyId();
@@ -46,7 +46,6 @@ public class BarBuilder {
private final TradeSignalService tradeSignalService; private final TradeSignalService tradeSignalService;
private final OrderExecutionQueue orderExecutionQueue; private final OrderExecutionQueue orderExecutionQueue;
private final GcLiveStrategySettingsRepository liveSettingsRepo; private final GcLiveStrategySettingsRepository liveSettingsRepo;
private final LiveStrategyTimeframeService timeframeService;
/** 상위 집계 타임프레임 (분 단위 집계 주기: 3, 5, 15, 30, 60, 240, 1440) */ /** 상위 집계 타임프레임 (분 단위 집계 주기: 3, 5, 15, 30, 60, 240, 1440) */
private static final int[] UPPER_MINUTES = {3, 5, 15, 30, 60, 240, 1440}; private static final int[] UPPER_MINUTES = {3, 5, 15, 30, 60, 240, 1440};
@@ -115,9 +114,8 @@ public class BarBuilder {
ta4jStorage.addBar(market, "1m", bar); ta4jStorage.addBar(market, "1m", bar);
log.debug("[BarBuilder] 1m Bar 확정: {} @ {}", market, endTime); log.debug("[BarBuilder] 1m Bar 확정: {} @ {}", market, endTime);
String evalCandleType = timeframeService.resolveCandleTypeForMarket(market); if (shouldEvaluateOnClose(market, "1m")) {
BarSeries series1m = ta4jStorage.getOrCreate(market, "1m"); BarSeries series1m = ta4jStorage.getOrCreate(market, "1m");
if ("1m".equals(evalCandleType)) {
evaluateStrategyOnBarClose(market, "1m", series1m.getEndIndex(), bar); evaluateStrategyOnBarClose(market, "1m", series1m.getEndIndex(), bar);
} }
@@ -147,7 +145,7 @@ public class BarBuilder {
Bar upperBar = buildTa4jBar(partial, Duration.ofMinutes(minutes), upperEnd); Bar upperBar = buildTa4jBar(partial, Duration.ofMinutes(minutes), upperEnd);
ta4jStorage.addBar(market, type, upperBar); ta4jStorage.addBar(market, type, upperBar);
BarSeries upperAfter = ta4jStorage.getOrCreate(market, type); BarSeries upperAfter = ta4jStorage.getOrCreate(market, type);
if (type.equals(evalCandleType)) { if (shouldEvaluateOnClose(market, type)) {
int maturedUpper = Math.max(upperAfter.getBeginIndex(), upperAfter.getEndIndex() - 1); int maturedUpper = Math.max(upperAfter.getBeginIndex(), upperAfter.getEndIndex() - 1);
Bar maturedUpperBar = upperAfter.getBar(maturedUpper); Bar maturedUpperBar = upperAfter.getBar(maturedUpper);
evaluateStrategyOnBarClose(market, type, maturedUpper, maturedUpperBar); evaluateStrategyOnBarClose(market, type, maturedUpper, maturedUpperBar);
@@ -157,6 +155,14 @@ public class BarBuilder {
} }
} }
/** 활성 실시간 전략 설정 중 해당 분봉(candleType)으로 평가하는 항목이 있는지 */
private boolean shouldEvaluateOnClose(String market, String candleType) {
String ct = LiveStrategyTimeframeService.normalize(candleType);
return liveSettingsRepo.findActiveByMarket(market).stream()
.anyMatch(s -> ct.equals(LiveStrategyTimeframeService.normalize(
s.getCandleType() != null ? s.getCandleType() : "1m")));
}
/** /**
* 봉 마감 시점 전략 평가 + 시그널 STOMP 발행(평가 분봉 채널) + DB/주문 큐 적재. * 봉 마감 시점 전략 평가 + 시그널 STOMP 발행(평가 분봉 채널) + DB/주문 큐 적재.
*/ */
+4 -2
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@@ -22,7 +22,7 @@
*/ */
import { useEffect, useRef, useCallback } from 'react'; import { useEffect, useRef, useCallback } from 'react';
import { getIndicatorDef, mergePlotDefs, PlotDef, HLineDef } from '../utils/indicatorRegistry'; import { getIndicatorDef, mergePlotDefs, normalizeHLines, PlotDef, HLineDef } from '../utils/indicatorRegistry';
import { createDefaultSmaParams, createDefaultSmaPlots, normalizeSmaConfig } from '../utils/smaConfig'; import { createDefaultSmaParams, createDefaultSmaPlots, normalizeSmaConfig } from '../utils/smaConfig';
import { normalizeIchimokuConfig, mergeIchimokuPlots } from '../utils/ichimokuConfig'; import { normalizeIchimokuConfig, mergeIchimokuPlots } from '../utils/ichimokuConfig';
import { import {
@@ -170,7 +170,9 @@ export function useIndicatorSettings(sessionKey = 0) {
const def = getIndicatorDef(type); const def = getIndicatorDef(type);
const registryPlots = defaultPlots ?? def?.plots ?? []; const registryPlots = defaultPlots ?? def?.plots ?? [];
let plots = mergePlotDefs(saved?.plots as PlotDef[] | undefined, registryPlots); let plots = mergePlotDefs(saved?.plots as PlotDef[] | undefined, registryPlots);
const hlines = (saved?.hlines as HLineDef[] | undefined) ?? defaultHlines ?? def?.hlines ?? []; const registryHlines = defaultHlines ?? def?.hlines ?? [];
const rawHlines = (saved?.hlines as HLineDef[] | undefined) ?? registryHlines;
const hlines = normalizeHLines(rawHlines, type, registryHlines);
if (type === 'SMA') { if (type === 'SMA') {
plots = normalizeSmaConfig({ plots = normalizeSmaConfig({
+1 -1
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@@ -27,7 +27,7 @@ export const MAIN_INDICATOR_TYPES: readonly string[] = [
/** Main 탭 전용 표시 라벨 (업비트 주요 지표 명칭) */ /** Main 탭 전용 표시 라벨 (업비트 주요 지표 명칭) */
export const MAIN_INDICATOR_LABELS: Record<string, { ko: string; en: string }> = { export const MAIN_INDICATOR_LABELS: Record<string, { ko: string; en: string }> = {
RSI: { ko: 'RSI (상대강도지수)', en: 'Relative Strength Index' }, RSI: { ko: 'RSI (상대강도지수)', en: 'Relative Strength Index' },
Stochastic: { ko: 'Stochastic Oscillator', en: 'Stochastic Oscillator' }, Stochastic: { ko: 'Stochastic Slow', en: 'Stochastic Slow' },
BollingerBands: { ko: '볼린저밴드', en: 'Bollinger Bands' }, BollingerBands: { ko: '볼린저밴드', en: 'Bollinger Bands' },
IchimokuCloud: { ko: '일목균형표', en: 'Ichimoku Cloud' }, IchimokuCloud: { ko: '일목균형표', en: 'Ichimoku Cloud' },
ADX: { ko: 'ADX (평균방향성지수)', en: 'Average Directional Index' }, ADX: { ko: 'ADX (평균방향성지수)', en: 'Average Directional Index' },
+33 -5
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@@ -73,12 +73,33 @@ function migrateHLineLabel(label: string | undefined): string | undefined {
return label; return label;
} }
/** normalizeHLines 합성 중앙선(0) 등 레거시 저장값을 registry 기본 가격으로 교정 */
function resolveMergedHLinePrice(
roleLabel: string,
savedPrice: number,
defPrice: number,
): number {
if (roleLabel === '중앙선' && savedPrice === 0 && defPrice !== 0) {
return defPrice;
}
return savedPrice;
}
/** 지표별 누락 수평선 합성 기본값 */ /** 지표별 누락 수평선 합성 기본값 */
const HL_SYNTH_DEFAULTS: Record<string, { over: number; mid: number; under: number }> = { const HL_SYNTH_DEFAULTS: Record<string, { over: number; mid: number; under: number }> = {
ADX: { over: 40, mid: 25, under: 20 }, ADX: { over: 40, mid: 25, under: 20 },
DMI: { over: 30, mid: 20, under: 10 }, DMI: { over: 30, mid: 20, under: 10 },
Stochastic: { over: 80, mid: 50, under: 20 },
StochRSI: { over: 80, mid: 50, under: 20 },
}; };
/** Stochastic Slow 기본 수평선 — 과열 80 / 중앙 50(기본 off) / 침체 20 */
export const STOCHASTIC_DEFAULT_HLINES: HLineDef[] = [
{ price: 80, color: '#EF5350', label: '과열선', lineStyle: 'dashed', lineWidth: 1 },
{ price: 50, color: '#607D8B', label: '중앙선', lineStyle: 'dashed', lineWidth: 1, visible: false },
{ price: 20, color: '#4CAF50', label: '침체선', lineStyle: 'dashed', lineWidth: 1 },
];
/** ADX 기본 수평선 — 강한 추세(과열) / 기준(중앙) / 약한 추세(침체) */ /** ADX 기본 수평선 — 강한 추세(과열) / 기준(중앙) / 약한 추세(침체) */
export const ADX_DEFAULT_HLINES: HLineDef[] = [ export const ADX_DEFAULT_HLINES: HLineDef[] = [
{ price: 40, color: '#EF5350', label: '과열선', lineStyle: 'dashed', lineWidth: 1 }, { price: 40, color: '#EF5350', label: '과열선', lineStyle: 'dashed', lineWidth: 1 },
@@ -130,10 +151,17 @@ export function mergeHlines(
savedList.find(h => labelOf(h) === wantLabel) savedList.find(h => labelOf(h) === wantLabel)
?? (legacyMid && wantLabel === '중앙선' ? legacyMid : undefined); ?? (legacyMid && wantLabel === '중앙선' ? legacyMid : undefined);
if (match) { if (match) {
return { ...def, ...match, label: wantLabel, price: match.price }; const price = resolveMergedHLinePrice(wantLabel, match.price, def.price);
return { ...def, ...match, label: wantLabel, price };
} }
return { ...def, label: wantLabel }; return { ...def, label: wantLabel };
}) })
.concat(
savedList.filter(h => {
const lbl = labelOf(h);
return !defs.some(d => (d.label ?? getHLineLabel(d.price, defs.map(x => x.price))) === lbl);
}).map(h => ({ ...h, label: labelOf(h) })),
)
.sort((a, b) => b.price - a.price); .sort((a, b) => b.price - a.price);
} }
@@ -257,8 +285,8 @@ export const INDICATOR_REGISTRY: IndicatorDef[] = [
// ── Oscillators ─────────────────────────────────────────────────────────── // ── Oscillators ───────────────────────────────────────────────────────────
{ 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)' }, { 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)' },
{ type:'Stochastic', name:'Stochastic', koreanName:'스토스틱', 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' }, { type:'Stochastic', name:'Stochastic Slow', koreanName:'스토스틱 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)' },
{ 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' }, { 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' },
{ 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' }, { 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' },
{ 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' }, { 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' },
{ 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' }, { 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' },