전략평가 오류 수정

2026-06-16 00:36:00 +09:00
parent 133e3d0413
commit e93164deda
6 changed files with 191 additions and 27 deletions
@@ -1,12 +1,15 @@
 package com.goldenchart.controller;

+import com.goldenchart.dto.BacktestResponse;
 import com.goldenchart.dto.LiveConditionEvaluateRequest;
+import com.goldenchart.dto.LiveConditionScanSignalsRequest;
 import com.goldenchart.dto.LiveConditionStatusDto;
 import com.goldenchart.service.LiveConditionStatusService;
 import lombok.RequiredArgsConstructor;
 import org.springframework.http.ResponseEntity;
 import org.springframework.web.bind.annotation.*;

+import java.util.List;
 import java.util.Map;

 /**
@@ -52,4 +55,27 @@ public class LiveConditionController {
                body.getBars(),
                body.getTimeframe()));
    }
+
+    /** 전략 평가 — 차트 마커용 시그널 스캔 (조건 패널과 동일 Rule) */
+    @PostMapping("/scan-signals")
+    public ResponseEntity<List<BacktestResponse.Signal>> scanSignals(
+            @RequestBody LiveConditionScanSignalsRequest body,
+            @RequestHeader Map<String, String> headers) {
+        long uid = TradingControllerSupport.requireRegisteredUser(headers);
+        String deviceId = headers.get("x-device-id");
+        if (body == null || body.getMarket() == null || body.getMarket().isBlank()
+                || body.getBars() == null || body.getBars().isEmpty()
+                || body.getTimeframe() == null || body.getTimeframe().isBlank()) {
+            return ResponseEntity.badRequest().build();
+        }
+        return ResponseEntity.ok(service.scanSignalsOnChartBars(
+                uid,
+                deviceId,
+                body.getMarket(),
+                body.getStrategyId(),
+                body.getBars(),
+                body.getTimeframe(),
+                body.getIndicatorParams(),
+                body.getEvaluationBarCount()));
+    }
 }
@@ -0,0 +1,21 @@
+package com.goldenchart.dto;
+
+import lombok.Data;
+
+import java.util.List;
+import java.util.Map;
+
+/** 전략 평가 — 차트 봉 구간별 매수/매도 시그널 스캔 (live-conditions 와 동일 Rule 엔진) */
+@Data
+public class LiveConditionScanSignalsRequest {
+    private String market;
+    private long strategyId;
+    /** indicatorType → param map (DB 저장값 위에 덮어씀) */
+    private Map<String, Map<String, Object>> indicatorParams;
+    /** 차트에 표시된 캔들 */
+    private List<OhlcvBar> bars;
+    /** bars 의 시간봉 (1m, 3m, …) */
+    private String timeframe;
+    /** 평가·표시 구간 봉 수 — null 이면 전체 bars */
+    private Integer evaluationBarCount;
+}
@@ -3,6 +3,7 @@ package com.goldenchart.service;
 import com.fasterxml.jackson.databind.JsonNode;
 import com.fasterxml.jackson.databind.ObjectMapper;
 import com.fasterxml.jackson.databind.node.ObjectNode;
+import com.goldenchart.dto.BacktestResponse;
 import com.goldenchart.dto.LiveConditionRowDto;
 import com.goldenchart.dto.LiveConditionStatusDto;
 import com.goldenchart.dto.OhlcvBar;
@@ -642,4 +643,92 @@ public class LiveConditionStatusService {
        return merged;
    }

+    /**
+     * 차트 봉 구간을 스캔하여 매수/매도 시그널 목록을 반환한다.
+     * {@link #evaluateOnChartBars} 의 {@code overallEntryMet}/{@code overallExitMet} 와
+     * 동일 Rule 엔진을 사용하므로 조건 패널 "충족" 과 차트 마커가 일치한다.
+     */
+    @Transactional(readOnly = true)
+    public List<BacktestResponse.Signal> scanSignalsOnChartBars(
+            long userId,
+            String deviceId,
+            String market,
+            long strategyId,
+            List<OhlcvBar> chartBars,
+            String chartTimeframe,
+            Map<String, Map<String, Object>> indicatorParamsOverride,
+            Integer evaluationBarCount) {
+        Optional<GcStrategy> opt = strategyRepo.findById(strategyId);
+        if (opt.isEmpty() || chartBars == null || chartBars.isEmpty()
+                || chartTimeframe == null || chartTimeframe.isBlank()) {
+            return List.of();
+        }
+        GcStrategy strategy = opt.get();
+
+        Map<String, Map<String, Object>> params =
+                mergeIndicatorParams(
+                        indicatorSettingsService.getAll(userId, deviceId),
+                        indicatorParamsOverride);
+        Map<String, Map<String, Object>> visual =
+                indicatorSettingsService.getAllVisual(userId, deviceId);
+
+        try {
+            JsonNode buyDsl = objectMapper.readTree(
+                    strategy.getBuyConditionJson() != null ? strategy.getBuyConditionJson() : "null");
+            JsonNode sellDsl = objectMapper.readTree(
+                    strategy.getSellConditionJson() != null ? strategy.getSellConditionJson() : "null");
+
+            String primaryTf = OhlcvBarSeriesSupport.normalizeTf(chartTimeframe);
+            BarSeries primarySeries = OhlcvBarSeriesSupport.buildSeries(chartBars, primaryTf);
+            if (primarySeries.isEmpty()) {
+                return List.of();
+            }
+
+            Map<String, BarSeries> seriesOverrides = OhlcvBarSeriesSupport.buildSeriesOverrides(
+                    primarySeries, primaryTf, buyDsl, sellDsl);
+
+            int evalCount = evaluationBarCount != null && evaluationBarCount > 0
+                    ? evaluationBarCount
+                    : primarySeries.getBarCount();
+            int startIdx = Math.max(
+                    primarySeries.getBeginIndex(),
+                    primarySeries.getEndIndex() - evalCount + 1);
+
+            List<BacktestResponse.Signal> signals = new ArrayList<>();
+            for (int i = startIdx; i <= primarySeries.getEndIndex(); i++) {
+                long barTimeSec = barOpenEpochSec(primarySeries, i);
+                double close = primarySeries.getBar(i).getClosePrice().doubleValue();
+
+                Boolean entryMet = evaluateOverallRuleOnChart(
+                        buyDsl, primarySeries, seriesOverrides, market, params, visual, barTimeSec);
+                if (Boolean.TRUE.equals(entryMet)) {
+                    signals.add(BacktestResponse.Signal.builder()
+                            .time(barTimeSec)
+                            .type("BUY")
+                            .price(close)
+                            .barIndex(i)
+                            .quantity(0)
+                            .build());
+                }
+
+                Boolean exitMet = evaluateOverallRuleOnChart(
+                        sellDsl, primarySeries, seriesOverrides, market, params, visual, barTimeSec);
+                if (Boolean.TRUE.equals(exitMet)) {
+                    signals.add(BacktestResponse.Signal.builder()
+                            .time(barTimeSec)
+                            .type("SELL")
+                            .price(close)
+                            .barIndex(i)
+                            .quantity(0)
+                            .build());
+                }
+            }
+            return signals;
+        } catch (Exception e) {
+            log.warn("[LiveCondition:scan] fail market={} strategy={}: {}",
+                    market, strategyId, e.getMessage());
+            return List.of();
+        }
+    }
+
 }