전략평가 오류 수정

2026-06-16 00:36:00 +09:00
parent 133e3d0413
commit e93164deda
6 changed files with 191 additions and 27 deletions
@@ -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();
+        }
+    }
+
 }