전략평가 로직 오류 수정

This commit is contained in:
Macbook
2026-06-17 01:00:16 +09:00
parent b168498421
commit f1ce499809
7 changed files with 463 additions and 66 deletions
@@ -463,9 +463,9 @@ public class StrategyDslToTa4jAdapter {
buildEqRule(left, right, series)); buildEqRule(left, right, series));
case "EQ" -> buildEqRule(left, right, series); case "EQ" -> buildEqRule(left, right, series);
case "NEQ" -> new NotRule(buildEqRule(left, right, series)); case "NEQ" -> new NotRule(buildEqRule(left, right, series));
// CrossedUp/Down: ta4j 0.22 에서는 2인자 생성자만 있음 // 직전봉≤·현재봉> 교차 (차트·CrossTimeframeCompositeRule 과 동일, NaN 구간 제외)
case "CROSS_UP" -> new CrossedUpIndicatorRule(left, right); case "CROSS_UP" -> buildCrossUpRule(left, right);
case "CROSS_DOWN" -> new CrossedDownIndicatorRule(left, right); case "CROSS_DOWN" -> buildCrossDownRule(left, right);
case "SLOPE_UP" -> buildSlopeTrendRule(left, true, candleRangeMode, candleRange, slopePeriod); case "SLOPE_UP" -> buildSlopeTrendRule(left, true, candleRangeMode, candleRange, slopePeriod);
case "SLOPE_DOWN" -> buildSlopeTrendRule(left, false, candleRangeMode, candleRange, slopePeriod); case "SLOPE_DOWN" -> buildSlopeTrendRule(left, false, candleRangeMode, candleRange, slopePeriod);
case "DIFF_GT" -> { case "DIFF_GT" -> {
@@ -750,7 +750,7 @@ public class StrategyDslToTa4jAdapter {
yield new ConstantIndicator<>(s, s.numFactory().numOf(constant)); yield new ConstantIndicator<>(s, s.numFactory().numOf(constant));
} }
Map<String, Object> sma = ctx != null ? ctx.smaParams() : Map.of(); Map<String, Object> sma = ctx != null ? ctx.smaParams() : Map.of();
yield resolveIndicatorField(field, indType, p, sma, s, condPeriod, sidePeriod); yield resolveIndicatorField(field, indType, p, sma, s, condPeriod, sidePeriod, cond);
} }
}; };
} }
@@ -787,7 +787,8 @@ public class StrategyDslToTa4jAdapter {
Map<String, Object> p, Map<String, Object> p,
Map<String, Object> smaParams, Map<String, Object> smaParams,
BarSeries s, BarSeries s,
int condPeriod, int sidePeriod) { int condPeriod, int sidePeriod,
JsonNode cond) {
ClosePriceIndicator close = new ClosePriceIndicator(s); ClosePriceIndicator close = new ClosePriceIndicator(s);
int periodOverride = sidePeriod > 0 ? sidePeriod : (condPeriod > 0 ? condPeriod : -1); int periodOverride = sidePeriod > 0 ? sidePeriod : (condPeriod > 0 ? condPeriod : -1);
@@ -798,13 +799,13 @@ public class StrategyDslToTa4jAdapter {
} }
if (field.equals("CCI_VALUE") || indType.equals("CCI")) if (field.equals("CCI_VALUE") || indType.equals("CCI"))
return new CciOnSourceIndicator(resolvePriceSource(s, CciOnSourceIndicator.normalizeParams(p)), return new CciOnSourceIndicator(resolvePriceSource(s, CciOnSourceIndicator.normalizeParams(p)),
periodOverride > 0 ? periodOverride : intP(p, "length", 13)); effectivePeriod(periodOverride, p, "length", 13));
if (field.equals("CCI_SIGNAL")) { if (field.equals("CCI_SIGNAL")) {
Map<String, Object> norm = CciOnSourceIndicator.normalizeParams(p); Map<String, Object> norm = CciOnSourceIndicator.normalizeParams(p);
int cciLen = periodOverride > 0 ? periodOverride : intP(p, "length", 13); int cciLen = resolveLinkedBasePeriod(cond, p, "CCI_VALUE", periodOverride, "length", 13);
CciOnSourceIndicator cci = new CciOnSourceIndicator(resolvePriceSource(s, norm), cciLen); CciOnSourceIndicator cci = new CciOnSourceIndicator(resolvePriceSource(s, norm), cciLen);
String maType = p != null ? p.getOrDefault("maType", "SMA").toString() : "SMA"; String maType = p != null ? p.getOrDefault("maType", "SMA").toString() : "SMA";
int maLen = intP(p, "maLength", 10); int maLen = resolveSignalSmoothingPeriod(cond, sidePeriod, p, "maLength", 10);
if ("None".equals(maType)) return cci; if ("None".equals(maType)) return cci;
return switch (maType) { return switch (maType) {
case "EMA" -> new EMAIndicator(cci, maLen); case "EMA" -> new EMAIndicator(cci, maLen);
@@ -818,12 +819,12 @@ public class StrategyDslToTa4jAdapter {
return new RSIIndicator(close, period); return new RSIIndicator(close, period);
} }
if (field.equals("RSI_VALUE")) if (field.equals("RSI_VALUE"))
return new RSIIndicator(close, periodOverride > 0 ? periodOverride : intP(p, "length", 14)); return new RSIIndicator(close, effectivePeriod(periodOverride, p, "length", 14));
if (field.equals("RSI_SIGNAL")) { if (field.equals("RSI_SIGNAL")) {
int rsiLen = periodOverride > 0 ? periodOverride : intP(p, "length", 14); int rsiLen = resolveLinkedBasePeriod(cond, p, "RSI_VALUE", periodOverride, "length", 14);
RSIIndicator rsi = new RSIIndicator(close, rsiLen); RSIIndicator rsi = new RSIIndicator(close, rsiLen);
String maType = p != null ? p.getOrDefault("maType", "SMA").toString() : "SMA"; String maType = p != null ? p.getOrDefault("maType", "SMA").toString() : "SMA";
int maLen = intP(p, "maLength", 14); int maLen = resolveSignalSmoothingPeriod(cond, sidePeriod, p, "maLength", 14);
if ("None".equals(maType)) return rsi; if ("None".equals(maType)) return rsi;
return switch (maType) { return switch (maType) {
case "EMA" -> new EMAIndicator(rsi, maLen); case "EMA" -> new EMAIndicator(rsi, maLen);
@@ -831,17 +832,16 @@ public class StrategyDslToTa4jAdapter {
default -> new SMAIndicator(rsi, maLen); default -> new SMAIndicator(rsi, maLen);
}; };
} }
// MACD // MACD — cond.period → fastLength (프론트 대표 기간)
if (field.equals("MACD_LINE")) { if (field.equals("MACD_LINE")) {
return new MACDIndicator(close, intP(p, "fastLength", 12), intP(p, "slowLength", 26)); return buildMacd(close, p, periodOverride);
} }
if (field.equals("SIGNAL_LINE")) { if (field.equals("SIGNAL_LINE")) {
return new EMAIndicator( MACDIndicator macd = buildMacd(close, p, periodOverride);
new MACDIndicator(close, intP(p, "fastLength", 12), intP(p, "slowLength", 26)), return new EMAIndicator(macd, intP(p, "signalLength", 9));
intP(p, "signalLength", 9));
} }
if (field.equals("HISTOGRAM")) { if (field.equals("HISTOGRAM")) {
MACDIndicator macd = new MACDIndicator(close, intP(p, "fastLength", 12), intP(p, "slowLength", 26)); MACDIndicator macd = buildMacd(close, p, periodOverride);
return NumericIndicator.of(macd).minus(new EMAIndicator(macd, intP(p, "signalLength", 9))); return NumericIndicator.of(macd).minus(new EMAIndicator(macd, intP(p, "signalLength", 9)));
} }
// ADX / DMI // ADX / DMI
@@ -850,13 +850,14 @@ public class StrategyDslToTa4jAdapter {
return new ADXIndicator(s, intP(p, "diLength", 14), period); return new ADXIndicator(s, intP(p, "diLength", 14), period);
} }
if (field.equals("ADX_VALUE")) if (field.equals("ADX_VALUE"))
return new ADXIndicator(s, intP(p, "diLength", 14), intP(p, "adxSmoothing", 14)); return new ADXIndicator(s, intP(p, "diLength", 14),
effectivePeriod(periodOverride, p, "adxSmoothing", 14));
if (field.equals("PDI") || field.equals("PLUS_DI")) { if (field.equals("PDI") || field.equals("PLUS_DI")) {
int diLen = intP(p, "diLength", intP(p, "length", 14)); int diLen = effectivePeriod(periodOverride, p, "diLength", intP(p, "length", 14));
return new PlusDIIndicator(s, diLen); return new PlusDIIndicator(s, diLen);
} }
if (field.equals("MDI") || field.equals("MINUS_DI")) { if (field.equals("MDI") || field.equals("MINUS_DI")) {
int diLen = intP(p, "diLength", intP(p, "length", 14)); int diLen = effectivePeriod(periodOverride, p, "diLength", intP(p, "length", 14));
return new MinusDIIndicator(s, diLen); return new MinusDIIndicator(s, diLen);
} }
// Stochastic Slow — IndicatorService.calcStochastic 과 동일한 로직: // Stochastic Slow — IndicatorService.calcStochastic 과 동일한 로직:
@@ -864,12 +865,12 @@ public class StrategyDslToTa4jAdapter {
// slow %K = SMA(raw %K, smooth) // slow %K = SMA(raw %K, smooth)
// %D = SMA(slow %K, dSmoothing) // %D = SMA(slow %K, dSmoothing)
if (field.equals("STOCH_K")) { if (field.equals("STOCH_K")) {
int kLen = intP(p, "kLength", 14); int kLen = effectivePeriod(periodOverride, p, "kLength", 14);
int smooth = intP(p, "smooth", 3); int smooth = intP(p, "smooth", 3);
return new SMAIndicator(new StochasticOscillatorKIndicator(s, kLen), smooth); return new SMAIndicator(new StochasticOscillatorKIndicator(s, kLen), smooth);
} }
if (field.equals("STOCH_D")) { if (field.equals("STOCH_D")) {
int kLen = intP(p, "kLength", 14); int kLen = effectivePeriod(periodOverride, p, "kLength", 14);
int smooth = intP(p, "smooth", 3); int smooth = intP(p, "smooth", 3);
int dSmooth = intP(p, "dSmoothing", 3); int dSmooth = intP(p, "dSmoothing", 3);
SMAIndicator slowK = new SMAIndicator(new StochasticOscillatorKIndicator(s, kLen), smooth); SMAIndicator slowK = new SMAIndicator(new StochasticOscillatorKIndicator(s, kLen), smooth);
@@ -878,29 +879,23 @@ public class StrategyDslToTa4jAdapter {
// TRIX — 종가 3×EMA ROC% (업비트·키움) // TRIX — 종가 3×EMA ROC% (업비트·키움)
if (field.startsWith("TRIX_VALUE_")) { if (field.startsWith("TRIX_VALUE_")) {
int len = parseTrailingInt(field, "TRIX_VALUE_", intP(p, "length", 12)); int len = parseTrailingInt(field, "TRIX_VALUE_", intP(p, "length", 12));
EMAIndicator e3 = tripleEma(close, len); return buildTrixLine(close, len);
PreviousValueIndicator prev3 = new PreviousValueIndicator(e3);
return NumericIndicator.of(e3).minus(prev3).dividedBy(prev3).multipliedBy(100);
} }
if (field.equals("TRIX_VALUE")) { if (field.equals("TRIX_VALUE") || indType.equals("TRIX")) {
int len = intP(p, "length", 12); return buildTrixLine(close, effectivePeriod(periodOverride, p, "length", 12));
EMAIndicator e3 = tripleEma(close, len);
PreviousValueIndicator prev3 = new PreviousValueIndicator(e3);
return NumericIndicator.of(e3).minus(prev3).dividedBy(prev3).multipliedBy(100);
} }
if (field.equals("TRIX_SIGNAL")) { if (field.equals("TRIX_SIGNAL")) {
int len = intP(p, "length", 12); int trixLen = resolveLinkedBasePeriod(cond, p, "TRIX_VALUE", periodOverride, "length", 12);
EMAIndicator e3 = tripleEma(close, len); NumericIndicator trix = buildTrixLine(close, trixLen);
PreviousValueIndicator prev3 = new PreviousValueIndicator(e3); int sigLen = resolveSignalSmoothingPeriod(cond, sidePeriod, p, "signalLength", 9);
NumericIndicator trix = NumericIndicator.of(e3).minus(prev3).dividedBy(prev3).multipliedBy(100); return new EMAIndicator(trix, sigLen);
return new EMAIndicator(trix, intP(p, "signalLength", 9));
} }
// OBV // OBV
if (field.equals("OBV_LINE")) return new OnBalanceVolumeIndicator(s); if (field.equals("OBV_LINE")) return new OnBalanceVolumeIndicator(s);
if (field.equals("OBV_SIGNAL")) { if (field.equals("OBV_SIGNAL")) {
OnBalanceVolumeIndicator obv = new OnBalanceVolumeIndicator(s); OnBalanceVolumeIndicator obv = new OnBalanceVolumeIndicator(s);
String maType = p != null ? p.getOrDefault("maType", "SMA").toString() : "SMA"; String maType = p != null ? p.getOrDefault("maType", "SMA").toString() : "SMA";
int maLen = intP(p, "maLength", 9); int maLen = resolveSignalSmoothingPeriod(cond, sidePeriod, p, "maLength", 9);
return switch (maType) { return switch (maType) {
case "EMA" -> new EMAIndicator(obv, maLen); case "EMA" -> new EMAIndicator(obv, maLen);
case "WMA" -> new WMAIndicator(obv, maLen); case "WMA" -> new WMAIndicator(obv, maLen);
@@ -913,7 +908,7 @@ public class StrategyDslToTa4jAdapter {
return vrIndicator(s, period); return vrIndicator(s, period);
} }
if (field.equals("VR_VALUE") || indType.equals("VR")) if (field.equals("VR_VALUE") || indType.equals("VR"))
return vrIndicator(s, intP(p, "length", 10)); return vrIndicator(s, effectivePeriod(periodOverride, p, "length", 10));
// 이격도 DISPARITY5 → period 5 // 이격도 DISPARITY5 → period 5
if (field.startsWith("DISPARITY")) { if (field.startsWith("DISPARITY")) {
int period = parseTrailingInt(field, "DISPARITY", 20); int period = parseTrailingInt(field, "DISPARITY", 20);
@@ -924,25 +919,33 @@ public class StrategyDslToTa4jAdapter {
return psychIndicator(s, period, false); return psychIndicator(s, period, false);
} }
if (field.equals("PSY_VALUE") || indType.equals("PSYCHOLOGICAL")) if (field.equals("PSY_VALUE") || indType.equals("PSYCHOLOGICAL"))
return psychIndicator(s, intP(p, "length", 12), false); return psychIndicator(s, effectivePeriod(periodOverride, p, "length", 12), false);
if (field.startsWith("NEW_PSY_VALUE_")) { if (field.startsWith("NEW_PSY_VALUE_")) {
int period = parseTrailingInt(field, "NEW_PSY_VALUE_", intP(p, "length", 10)); int period = parseTrailingInt(field, "NEW_PSY_VALUE_", intP(p, "length", 10));
return newSentPsyIndicator(s, period); return newSentPsyIndicator(s, period);
} }
if (field.equals("NEW_PSY_VALUE") || indType.equals("NEW_PSYCHOLOGICAL")) if (field.equals("NEW_PSY_VALUE") || indType.equals("NEW_PSYCHOLOGICAL"))
return newSentPsyIndicator(s, intP(p, "length", 10)); return newSentPsyIndicator(s, effectivePeriod(periodOverride, p, "length", 10));
if (field.startsWith("INVEST_PSY_VALUE_")) { if (field.startsWith("INVEST_PSY_VALUE_")) {
int period = parseTrailingInt(field, "INVEST_PSY_VALUE_", intP(p, "length", 10)); int period = parseTrailingInt(field, "INVEST_PSY_VALUE_", intP(p, "length", 10));
return psychIndicator(s, period, false); return psychIndicator(s, period, false);
} }
if (field.equals("INVEST_PSY_VALUE") || indType.equals("INVEST_PSYCHOLOGICAL")) if (field.equals("INVEST_PSY_VALUE") || indType.equals("INVEST_PSYCHOLOGICAL"))
return psychIndicator(s, intP(p, "length", 10), false); return psychIndicator(s, effectivePeriod(periodOverride, p, "length", 10), false);
// BWI (Bollinger Band Width)
if (field.startsWith("BWI_VALUE_")) {
int period = parseTrailingInt(field, "BWI_VALUE_", intP(p, "length", 20));
return bollingerBandWidth(s, p, period);
}
if (field.equals("BWI_VALUE") || indType.equals("BWI"))
return bollingerBandWidth(s, p, effectivePeriod(periodOverride, p, "length", 20));
// Williams %R // Williams %R
if (field.startsWith("WILLIAMS_R_VALUE_")) { if (field.startsWith("WILLIAMS_R_VALUE_")) {
int period = parseTrailingInt(field, "WILLIAMS_R_VALUE_", intP(p, "length", 14)); int period = parseTrailingInt(field, "WILLIAMS_R_VALUE_", intP(p, "length", 14));
return new WilliamsRIndicator(s, period); return new WilliamsRIndicator(s, period);
} }
if (field.equals("WILLIAMS_R_VALUE")) return new WilliamsRIndicator(s, intP(p, "length", 14)); if (field.equals("WILLIAMS_R_VALUE") || indType.equals("WILLIAMS_R"))
return new WilliamsRIndicator(s, effectivePeriod(periodOverride, p, "length", 14));
// 신고가·신저가 — 직전 N봉 최고/최저 (당일 봉 제외, PreviousValueIndicator) // 신고가·신저가 — 직전 N봉 최고/최저 (당일 봉 제외, PreviousValueIndicator)
if (field.startsWith("NH_PRIOR_")) { if (field.startsWith("NH_PRIOR_")) {
int period = parseTrailingInt(field, "NH_PRIOR_", intP(p, "length", 9)); int period = parseTrailingInt(field, "NH_PRIOR_", intP(p, "length", 9));
@@ -967,7 +970,7 @@ public class StrategyDslToTa4jAdapter {
} }
// Bollinger Bands // Bollinger Bands
if (field.equals("UPPER_BAND") || field.equals("LOWER_BAND") || field.equals("MIDDLE_BAND")) { if (field.equals("UPPER_BAND") || field.equals("LOWER_BAND") || field.equals("MIDDLE_BAND")) {
int len = intP(p, "length", 20); int len = effectivePeriod(periodOverride, p, "length", 20);
double mult = dblP(p, "mult", 2.0); double mult = dblP(p, "mult", 2.0);
String maType = p.getOrDefault("maType", "SMA").toString(); String maType = p.getOrDefault("maType", "SMA").toString();
Indicator<Num> basis = maOfSource(close, s, maType, len); Indicator<Num> basis = maOfSource(close, s, maType, len);
@@ -1004,7 +1007,13 @@ public class StrategyDslToTa4jAdapter {
if (field.equals("LEADING_SPAN2")) return ichimokuSpanB(s, p); if (field.equals("LEADING_SPAN2")) return ichimokuSpanB(s, p);
if (field.equals("LAGGING_SPAN")) return ichimokuLagging(s, p); if (field.equals("LAGGING_SPAN")) return ichimokuLagging(s, p);
// 거래량 MA // 거래량 MA
if (field.equals("VOLUME_MA")) return new SMAIndicator(new VolumeIndicator(s, 1), intP(p, "length", 20)); if (field.equals("VOLUME_VALUE") || indType.equals("VOLUME"))
return new VolumeIndicator(s, 1);
if (field.equals("VOLUME_MA"))
return new SMAIndicator(new VolumeIndicator(s, 1), effectivePeriod(periodOverride, p, "length", 20));
// 거래량 오실레이터 — cond.period → shortLength (프론트 대표 기간)
if (field.equals("VOLUME_OSC_VALUE") || indType.equals("VOLUME_OSC"))
return volumeOscillator(s, p, periodOverride);
log.warn("[Adapter] 미지원 필드: {} (indicatorType={})", field, indType); log.warn("[Adapter] 미지원 필드: {} (indicatorType={})", field, indType);
return new ClosePriceIndicator(s); return new ClosePriceIndicator(s);
@@ -1240,6 +1249,41 @@ public class StrategyDslToTa4jAdapter {
return new EMAIndicator(new EMAIndicator(new EMAIndicator(close, len), len), len); return new EMAIndicator(new EMAIndicator(new EMAIndicator(close, len), len), len);
} }
/** TRIX 본선 — 종가 3×EMA ROC% */
private NumericIndicator buildTrixLine(ClosePriceIndicator close, int len) {
EMAIndicator e3 = tripleEma(close, len);
PreviousValueIndicator prev3 = new PreviousValueIndicator(e3);
return NumericIndicator.of(e3).minus(prev3).dividedBy(prev3).multipliedBy(100);
}
private MACDIndicator buildMacd(ClosePriceIndicator close, Map<String, Object> p, int periodOverride) {
int fast = effectivePeriod(periodOverride, p, "fastLength", 12);
return new MACDIndicator(close, fast, intP(p, "slowLength", 26));
}
/** BWI — IndicatorService.calcBBBandWidth 와 동일 */
private BollingerBandWidthIndicator bollingerBandWidth(BarSeries s, Map<String, Object> p, int len) {
ClosePriceIndicator close = new ClosePriceIndicator(s);
double mult = dblP(p, "mult", 2.0);
SMAIndicator sma = new SMAIndicator(close, len);
StandardDeviationIndicator std = StandardDeviationIndicator.ofSample(close, len);
BollingerBandsMiddleIndicator mid = new BollingerBandsMiddleIndicator(sma);
Num k = s.numFactory().numOf(mult);
BollingerBandsUpperIndicator upper = new BollingerBandsUpperIndicator(mid, std, k);
BollingerBandsLowerIndicator lower = new BollingerBandsLowerIndicator(mid, std, k);
return new BollingerBandWidthIndicator(upper, mid, lower);
}
/** VolumeOscillator — IndicatorService.calcVolumeOscillator 와 동일 */
private NumericIndicator volumeOscillator(BarSeries s, Map<String, Object> p, int periodOverride) {
int shortLen = effectivePeriod(periodOverride, p, "shortLength", 5);
int longLen = intP(p, "longLength", 10);
VolumeIndicator vol = new VolumeIndicator(s, 1);
EMAIndicator shortEma = new EMAIndicator(vol, shortLen);
EMAIndicator longEma = new EMAIndicator(vol, longLen);
return NumericIndicator.of(shortEma).minus(longEma).dividedBy(longEma).multipliedBy(100);
}
private Indicator<Num> maOfSource(Indicator<Num> source, BarSeries s, String maType, int len) { private Indicator<Num> maOfSource(Indicator<Num> source, BarSeries s, String maType, int len) {
return switch (maType) { return switch (maType) {
case "EMA" -> new EMAIndicator(source, len); case "EMA" -> new EMAIndicator(source, len);
@@ -1463,6 +1507,76 @@ public class StrategyDslToTa4jAdapter {
// ── 파라미터 헬퍼 ───────────────────────────────────────────────────────── // ── 파라미터 헬퍼 ─────────────────────────────────────────────────────────
/** 직전봉 left≤right → 현재봉 left>right (차트 교차·CrossTimeframeCompositeRule 과 동일) */
private Rule buildCrossUpRule(Indicator<Num> left, Indicator<Num> right) {
return new Rule() {
@Override
public boolean isSatisfied(int index, TradingRecord tradingRecord) {
if (index < 1) return false;
Num l0 = left.getValue(index - 1);
Num l1 = left.getValue(index);
Num r0 = right.getValue(index - 1);
Num r1 = right.getValue(index);
if (l0 == null || l1 == null || r0 == null || r1 == null) return false;
if (l0.isNaN() || l1.isNaN() || r0.isNaN() || r1.isNaN()) return false;
return l0.isLessThanOrEqual(r0) && l1.isGreaterThan(r1);
}
};
}
private Rule buildCrossDownRule(Indicator<Num> left, Indicator<Num> right) {
return new Rule() {
@Override
public boolean isSatisfied(int index, TradingRecord tradingRecord) {
if (index < 1) return false;
Num l0 = left.getValue(index - 1);
Num l1 = left.getValue(index);
Num r0 = right.getValue(index - 1);
Num r1 = right.getValue(index);
if (l0 == null || l1 == null || r0 == null || r1 == null) return false;
if (l0.isNaN() || l1.isNaN() || r0.isNaN() || r1.isNaN()) return false;
return l0.isGreaterThanOrEqual(r0) && l1.isLessThan(r1);
}
};
}
/**
* CCI_VALUE_20 등 좌측 본선 기간과 신호선(CCI_SIGNAL) 본선 기간을 일치시킨다.
* sidePeriod(우측)는 신호 SMA 길이용 — 본선 CCI/RSI/TRIX 기간으로 쓰지 않는다.
*/
private int resolveLinkedBasePeriod(JsonNode cond, Map<String, Object> p, String valuePrefix,
int periodOverride, String lengthKey, int defaultLen) {
if (cond != null && !cond.isNull()) {
String leftField = cond.path("leftField").asText("");
if (leftField.startsWith(valuePrefix + "_")) {
int fromField = parseTrailingInt(leftField, valuePrefix + "_", defaultLen);
if (fromField > 0) return fromField;
}
int leftPeriod = cond.path("leftPeriod").asInt(-1);
if (leftPeriod > 0) return leftPeriod;
int condPeriod = cond.path("period").asInt(-1);
if (condPeriod > 0) return condPeriod;
}
return effectivePeriod(periodOverride, p, lengthKey, defaultLen);
}
/** 신호선 SMA/EMA 길이 — rightPeriod·sidePeriod 우선, 없으면 지표 설정 maLength */
private int resolveSignalSmoothingPeriod(JsonNode cond, int sidePeriod,
Map<String, Object> p, String maKey, int defaultMa) {
if (sidePeriod > 0) return sidePeriod;
if (cond != null && !cond.isNull()) {
int rightPeriod = cond.path("rightPeriod").asInt(-1);
if (rightPeriod > 0) return rightPeriod;
}
return intP(p, maKey, defaultMa);
}
/** 조건 period / left·right sidePeriod 가 지표 length 계열 파라미터보다 우선 */
private int effectivePeriod(int periodOverride, Map<String, Object> p, String paramKey, int defaultVal) {
if (periodOverride > 0) return periodOverride;
return intP(p, paramKey, defaultVal);
}
private int intP(Map<String, Object> p, String k, int def) { private int intP(Map<String, Object> p, String k, int def) {
if (p == null) return def; if (p == null) return def;
Object v = p.get(k); Object v = p.get(k);
@@ -1512,4 +1626,19 @@ public class StrategyDslToTa4jAdapter {
merged.putAll(overrides); merged.putAll(overrides);
return merged; return merged;
} }
/** 패키지 단위 테스트 — condPeriod/sidePeriod 가 지표에 반영되는지 검증용 */
Indicator<Num> resolveIndicatorFieldForTest(String field, String indType,
Map<String, Object> p, BarSeries s,
int condPeriod, int sidePeriod) {
return resolveIndicatorField(field, indType, p, Map.of(), s, condPeriod, sidePeriod, null);
}
/** 패키지 단위 테스트 — cond JSON 포함 CCI 본선/신호선 연동 검증용 */
Indicator<Num> resolveIndicatorFieldForTest(String field, String indType,
Map<String, Object> p, BarSeries s,
int condPeriod, int sidePeriod,
JsonNode cond) {
return resolveIndicatorField(field, indType, p, Map.of(), s, condPeriod, sidePeriod, cond);
}
} }
@@ -0,0 +1,116 @@
package com.goldenchart.service;
import com.fasterxml.jackson.databind.JsonNode;
import com.fasterxml.jackson.databind.ObjectMapper;
import org.junit.jupiter.api.BeforeEach;
import org.junit.jupiter.api.Test;
import org.ta4j.core.BarSeries;
import org.ta4j.core.BaseBarSeriesBuilder;
import org.ta4j.core.Rule;
import org.ta4j.core.bars.TimeBarBuilderFactory;
import org.ta4j.core.num.DoubleNumFactory;
import java.time.Duration;
import java.time.Instant;
import java.util.Map;
import static org.junit.jupiter.api.Assertions.*;
/**
* CCI 본선(CCI_VALUE_20) ↔ 신호선(CCI_SIGNAL) 교차 — 차트와 동일 Rule 평가.
*/
class CciCrossSignalScanTest {
private static final ObjectMapper MAPPER = new ObjectMapper();
private StrategyDslToTa4jAdapter adapter;
private BarSeries series;
@BeforeEach
void setUp() {
adapter = new StrategyDslToTa4jAdapter();
series = buildOscillatingSeries(150);
}
@Test
void cciSignal_usesLeftFieldPeriod_notGlobalLength() throws Exception {
JsonNode cond = MAPPER.readTree("""
{
"indicatorType": "CCI",
"conditionType": "CROSS_UP",
"leftField": "CCI_VALUE_20",
"rightField": "CCI_SIGNAL",
"period": 20,
"valuePeriodOverride": true
}
""");
Map<String, Object> params = Map.of("length", 13, "maLength", 10, "maType", "SMA", "src", "hlc3");
var value20 = adapter.resolveIndicatorFieldForTest(
"CCI_VALUE_20", "CCI", params, series, 20, -1, cond);
var signalLinked = adapter.resolveIndicatorFieldForTest(
"CCI_SIGNAL", "CCI", params, series, 20, -1, cond);
var signalUnlinked = adapter.resolveIndicatorFieldForTest(
"CCI_SIGNAL", "CCI", params, series, -1, -1, null);
int idx = 80;
assertNotEquals(signalLinked.getValue(idx).doubleValue(), signalUnlinked.getValue(idx).doubleValue(), 1e-9,
"CCI_SIGNAL must use CCI(20) from leftField, not global length=13");
assertNotEquals(value20.getValue(idx).doubleValue(), signalLinked.getValue(idx).doubleValue(), 1e-9,
"signal line is SMA(CCI), not raw CCI");
}
@Test
void cciCrossUp_firesOnAtLeastOneBar() throws Exception {
JsonNode buyDsl = MAPPER.readTree("""
{
"type": "TIMEFRAME",
"candleType": "5m",
"children": [{
"type": "CONDITION",
"condition": {
"indicatorType": "CCI",
"conditionType": "CROSS_UP",
"leftField": "CCI_VALUE_20",
"rightField": "CCI_SIGNAL",
"period": 20,
"valuePeriodOverride": true,
"candleRange": 1
}
}]
}
""");
Map<String, Map<String, Object>> indicatorParams = Map.of(
"CCI", Map.of("length", 20, "maLength", 10, "maType", "SMA", "src", "hlc3"));
StrategyDslToTa4jAdapter.RuleBuildContext ctx =
new StrategyDslToTa4jAdapter.RuleBuildContext(
series, indicatorParams, Map.of(), null, null, false, Map.of());
Rule rule = adapter.toRule(buyDsl, ctx);
int hits = 0;
for (int i = series.getBeginIndex(); i <= series.getEndIndex(); i++) {
if (rule.isSatisfied(i, null)) hits++;
}
assertTrue(hits > 0, "CCI(20) cross signal(10) should fire at least once on oscillating series, got " + hits);
}
private static BarSeries buildOscillatingSeries(int count) {
BaseBarSeriesBuilder builder = new BaseBarSeriesBuilder()
.withName("cci-cross-test")
.withNumFactory(DoubleNumFactory.getInstance())
.withBarBuilderFactory(new TimeBarBuilderFactory(Duration.ofMinutes(5), 1));
BarSeries s = builder.build();
Instant t = Instant.parse("2024-06-01T00:00:00Z");
double price = 100_000_000.0;
for (int i = 0; i < count; i++) {
double wave = Math.sin(i * 0.22) * 800_000 + Math.sin(i * 0.07) * 400_000;
double close = price + wave + i * 5000;
double open = close - 20_000;
double high = close + 80_000;
double low = close - 80_000;
s.addBar(t, open, high, low, close, 50 + i);
t = t.plus(Duration.ofMinutes(5));
}
return s;
}
}
@@ -0,0 +1,113 @@
package com.goldenchart.service;
import org.junit.jupiter.api.BeforeEach;
import org.junit.jupiter.api.Test;
import org.ta4j.core.BarSeries;
import org.ta4j.core.BaseBarSeriesBuilder;
import org.ta4j.core.Indicator;
import org.ta4j.core.bars.TimeBarBuilderFactory;
import org.ta4j.core.num.DoubleNumFactory;
import java.time.Duration;
import java.time.Instant;
import java.util.Map;
import static org.junit.jupiter.api.Assertions.*;
/**
* 조건 노드 period / leftPeriod / rightPeriod 가 각 지표 필드에 반영되는지 검증.
* (CCI·RSI·TRIX 등 본선/신호선 교차 시 동일 기간 사용)
*/
class OscillatorPeriodOverrideTest {
private StrategyDslToTa4jAdapter adapter;
private BarSeries series;
@BeforeEach
void setUp() {
adapter = new StrategyDslToTa4jAdapter();
series = buildSeries(120);
}
@Test
void trixSignal_respectsConditionPeriod() {
Map<String, Object> p = Map.of("length", 12, "signalLength", 9);
Indicator<?> defaultSig = adapter.resolveIndicatorFieldForTest(
"TRIX_SIGNAL", "TRIX", p, series, -1, -1);
Indicator<?> overrideSig = adapter.resolveIndicatorFieldForTest(
"TRIX_SIGNAL", "TRIX", p, series, 20, -1);
assertValuesDiffer(defaultSig, overrideSig, 80);
}
@Test
void stochK_respectsConditionPeriod() {
Map<String, Object> p = Map.of("kLength", 14, "smooth", 3, "dSmoothing", 3);
Indicator<?> defaultK = adapter.resolveIndicatorFieldForTest(
"STOCH_K", "STOCHASTIC", p, series, -1, -1);
Indicator<?> overrideK = adapter.resolveIndicatorFieldForTest(
"STOCH_K", "STOCHASTIC", p, series, 21, -1);
assertValuesDiffer(defaultK, overrideK, 90);
}
@Test
void williamsR_respectsConditionPeriod() {
Map<String, Object> p = Map.of("length", 14);
Indicator<?> defaultW = adapter.resolveIndicatorFieldForTest(
"WILLIAMS_R_VALUE", "WILLIAMS_R", p, series, -1, -1);
Indicator<?> overrideW = adapter.resolveIndicatorFieldForTest(
"WILLIAMS_R_VALUE", "WILLIAMS_R", p, series, 20, -1);
assertValuesDiffer(defaultW, overrideW, 90);
}
@Test
void bwiValue_resolvesInsteadOfCloseFallback() {
Map<String, Object> p = Map.of("length", 20, "mult", 2.0);
Indicator<?> bwi = adapter.resolveIndicatorFieldForTest(
"BWI_VALUE", "BWI", p, series, -1, -1);
Indicator<?> close = adapter.resolveIndicatorFieldForTest(
"UNKNOWN_FIELD", "BWI", p, series, -1, -1);
assertValuesDiffer(bwi, close, 80);
}
@Test
void cciSignalAndValue_useSamePeriodWhenCondPeriodSet() {
Map<String, Object> p = Map.of("length", 13, "maLength", 10, "maType", "SMA");
Indicator<?> value = adapter.resolveIndicatorFieldForTest(
"CCI_VALUE", "CCI", p, series, 20, -1);
Indicator<?> signal = adapter.resolveIndicatorFieldForTest(
"CCI_SIGNAL", "CCI", p, series, 20, -1);
// 동일 condPeriod → 신호선은 본선 SMA이므로 값이 항상 같지는 않지만,
// 기본(13) 대비 override(20) 시 둘 다 변해야 함
Indicator<?> valueDefault = adapter.resolveIndicatorFieldForTest(
"CCI_VALUE", "CCI", p, series, -1, -1);
assertNotEquals(value.getValue(80).doubleValue(), valueDefault.getValue(80).doubleValue(), 1e-6);
assertNotEquals(signal.getValue(80).doubleValue(),
adapter.resolveIndicatorFieldForTest("CCI_SIGNAL", "CCI", p, series, -1, -1)
.getValue(80).doubleValue(), 1e-6);
}
private static void assertValuesDiffer(Indicator<?> a, Indicator<?> b, int index) {
assertNotEquals(a.getValue(index).doubleValue(), b.getValue(index).doubleValue(), 1e-9,
"period override should change indicator values at index " + index);
}
private static BarSeries buildSeries(int count) {
BaseBarSeriesBuilder builder = new BaseBarSeriesBuilder()
.withName("test")
.withNumFactory(DoubleNumFactory.getInstance())
.withBarBuilderFactory(new TimeBarBuilderFactory(Duration.ofMinutes(1), 1));
BarSeries s = builder.build();
Instant t = Instant.parse("2024-01-01T00:00:00Z");
double price = 100.0;
for (int i = 0; i < count; i++) {
double drift = Math.sin(i * 0.15) * 3 + i * 0.05;
double close = price + drift;
double open = close - 0.3;
double high = close + 1.2;
double low = close - 1.0;
s.addBar(t, open, high, low, close, 1000 + i * 10);
t = t.plus(Duration.ofMinutes(1));
}
return s;
}
}
@@ -87,6 +87,10 @@ interface MarketSearchPanelProps {
marketInfos?: HookMarketInfo[]; marketInfos?: HookMarketInfo[];
marketLoading?: boolean; marketLoading?: boolean;
refreshAllTickers?: () => Promise<void>; refreshAllTickers?: () => Promise<void>;
/** 내부 훅 사용 시 전 종목 REST·폴링 (기본 true). 전략평가 검색은 false 권장 */
tickerLoadFull?: boolean;
/** 내부 훅 우선 종목 (전략평가 차트 종목 등) */
tickerPriorityMarkets?: string[];
} }
export const MarketSearchPanel: React.FC<MarketSearchPanelProps> = ({ export const MarketSearchPanel: React.FC<MarketSearchPanelProps> = ({
@@ -94,7 +98,7 @@ export const MarketSearchPanel: React.FC<MarketSearchPanelProps> = ({
variant = 'overlay', query: controlledQuery, onQueryChange, variant = 'overlay', query: controlledQuery, onQueryChange,
actionMode = 'favorite', onAdd, onRemove, addedMarkets, maxTargetsReached = false, actionMode = 'favorite', onAdd, onRemove, addedMarkets, maxTargetsReached = false,
tickers: tickersProp, marketInfos: marketInfosProp, marketLoading: marketLoadingProp, tickers: tickersProp, marketInfos: marketInfosProp, marketLoading: marketLoadingProp,
refreshAllTickers: refreshProp, refreshAllTickers: refreshProp, tickerLoadFull = true, tickerPriorityMarkets,
}) => { }) => {
const embedded = variant === 'embedded'; const embedded = variant === 'embedded';
const isCompact = useIsCompactDevice(); const isCompact = useIsCompactDevice();
@@ -102,7 +106,8 @@ export const MarketSearchPanel: React.FC<MarketSearchPanelProps> = ({
const internalFeed = useMarketTicker({ const internalFeed = useMarketTicker({
enabled: !useExternalFeed, enabled: !useExternalFeed,
loadFull: true, loadFull: tickerLoadFull,
priorityMarkets: tickerPriorityMarkets ?? (currentMarket ? [currentMarket] : undefined),
}); });
const tickers = tickersProp ?? internalFeed.tickers; const tickers = tickersProp ?? internalFeed.tickers;
@@ -31,6 +31,7 @@ import SePanelCollapseHandle from './strategyEditor/SePanelCollapseHandle';
import { readStoredSize, readStoredBool, storeBool, storeSize, usePanelResize } from './strategyEditor/usePanelResize'; import { readStoredSize, readStoredBool, storeBool, storeSize, usePanelResize } from './strategyEditor/usePanelResize';
import { getKoreanName } from '../utils/marketNameCache'; import { getKoreanName } from '../utils/marketNameCache';
import { useIndicatorSettings } from '../hooks/useIndicatorSettings'; import { useIndicatorSettings } from '../hooks/useIndicatorSettings';
import { useMarketTicker } from '../hooks/useMarketTicker';
import { import {
mergeEvalGetParams, mergeEvalGetParams,
buildEvalParamsFromStrategy, buildEvalParamsFromStrategy,
@@ -69,6 +70,7 @@ interface Props {
export default function StrategyEvaluationPage({ theme = 'dark' }: Props) { export default function StrategyEvaluationPage({ theme = 'dark' }: Props) {
const { getParams: baseGetParams, getVisualConfig } = useIndicatorSettings(); const { getParams: baseGetParams, getVisualConfig } = useIndicatorSettings();
const [leftTab, setLeftTab] = useState<LeftTab>('strategy'); const [leftTab, setLeftTab] = useState<LeftTab>('strategy');
const [marketSearchOpen, setMarketSearchOpen] = useState(false);
const [strategies, setStrategies] = useState<StrategyDto[]>([]); const [strategies, setStrategies] = useState<StrategyDto[]>([]);
const [strategySearch, setStrategySearch] = useState(''); const [strategySearch, setStrategySearch] = useState('');
const [selectedStrategyId, setSelectedStrategyId] = useState<number | null>(null); const [selectedStrategyId, setSelectedStrategyId] = useState<number | null>(null);
@@ -100,6 +102,15 @@ export default function StrategyEvaluationPage({ theme = 'dark' }: Props) {
[baseGetParams, appliedIndicatorParams], [baseGetParams, appliedIndicatorParams],
); );
/** 종목 탭·종목검색 전용 ticker — 차트 OHLCV·scan-signals 와 분리 (upbitWsBroker ticker 채널) */
const marketTabActive = leftOpen && leftTab === 'market';
const marketTickerOpts = useMemo(() => ({
enabled: marketTabActive || marketSearchOpen,
loadFull: marketTabActive,
priorityMarkets: [market],
}), [marketTabActive, marketSearchOpen, market]);
const marketFeed = useMarketTicker(marketTickerOpts);
const [leftWidth, setLeftWidth] = useState(() => readMinWidth(LEFT_KEY, LEFT_DEFAULT)); const [leftWidth, setLeftWidth] = useState(() => readMinWidth(LEFT_KEY, LEFT_DEFAULT));
const [leftOpen, setLeftOpen] = useState(() => readStoredBool(LEFT_OPEN_KEY, true)); const [leftOpen, setLeftOpen] = useState(() => readStoredBool(LEFT_OPEN_KEY, true));
const [rightWidth, setRightWidth] = useState(() => readMinWidth(RIGHT_KEY, RIGHT_DEFAULT)); const [rightWidth, setRightWidth] = useState(() => readMinWidth(RIGHT_KEY, RIGHT_DEFAULT));
@@ -543,7 +554,11 @@ export default function StrategyEvaluationPage({ theme = 'dark' }: Props) {
<StrategyEvaluationMarketTab <StrategyEvaluationMarketTab
activeMarket={market} activeMarket={market}
onSelectMarket={setMarket} onSelectMarket={setMarket}
enabled={leftOpen && leftTab === 'market'} tickers={marketFeed.tickers}
marketInfos={marketFeed.marketInfos}
loading={marketFeed.loading}
usdRate={marketFeed.usdRate}
refreshAllTickers={marketFeed.refreshAllTickers}
/> />
) : ( ) : (
<StrategyEvaluationSettingsTab <StrategyEvaluationSettingsTab
@@ -602,6 +617,11 @@ export default function StrategyEvaluationPage({ theme = 'dark' }: Props) {
onOpenReport={() => { void handleOpenReport(); }} onOpenReport={() => { void handleOpenReport(); }}
reportDisabled={reportDisabled} reportDisabled={reportDisabled}
reportLoading={reportLoading} reportLoading={reportLoading}
marketTickers={marketFeed.tickers}
marketInfos={marketFeed.marketInfos}
marketLoading={marketFeed.loading}
refreshMarketTickers={marketFeed.refreshAllTickers}
onMarketSearchOpenChange={setMarketSearchOpen}
/> />
<StrategyEvaluationConditionPanel <StrategyEvaluationConditionPanel
strategy={selectedStrategy} strategy={selectedStrategy}
@@ -15,6 +15,7 @@ import { DEFAULT_DISPLAY_TIMEZONE } from '../../utils/timezone';
import { getKoreanName } from '../../utils/marketNameCache'; import { getKoreanName } from '../../utils/marketNameCache';
import type { BacktestSignal, StrategyDto } from '../../utils/backendApi'; import type { BacktestSignal, StrategyDto } from '../../utils/backendApi';
import { fetchLiveConditionScanSignals } from '../../utils/backendApi'; import { fetchLiveConditionScanSignals } from '../../utils/backendApi';
import type { MarketInfo, TickerData } from '../../hooks/useMarketTicker';
import { import {
BACKTEST_DISPLAY_BAR_COUNT, BACKTEST_DISPLAY_BAR_COUNT,
fetchBacktestCandleBundle, fetchBacktestCandleBundle,
@@ -73,6 +74,12 @@ interface Props {
onOpenReport?: () => void; onOpenReport?: () => void;
reportDisabled?: boolean; reportDisabled?: boolean;
reportLoading?: boolean; reportLoading?: boolean;
/** StrategyEvaluationPage 공유 ticker (종목 탭·검색과 단일 useMarketTicker) */
marketTickers?: Map<string, TickerData>;
marketInfos?: MarketInfo[];
marketLoading?: boolean;
refreshMarketTickers?: () => Promise<void>;
onMarketSearchOpenChange?: (open: boolean) => void;
} }
const isOverlayType = (type: string) => getIndicatorDef(type)?.overlay === true; const isOverlayType = (type: string) => getIndicatorDef(type)?.overlay === true;
@@ -109,6 +116,11 @@ const StrategyEvaluationChart: React.FC<Props> = ({
onOpenReport, onOpenReport,
reportDisabled = false, reportDisabled = false,
reportLoading = false, reportLoading = false,
marketTickers,
marketInfos,
marketLoading,
refreshMarketTickers,
onMarketSearchOpenChange,
}) => { }) => {
const { getParams: baseGetParams, getVisualConfig: baseGetVisual, settingsRevision } = useIndicatorSettings(); const { getParams: baseGetParams, getVisualConfig: baseGetVisual, settingsRevision } = useIndicatorSettings();
const getParams = getParamsOverride ?? baseGetParams; const getParams = getParamsOverride ?? baseGetParams;
@@ -405,6 +417,10 @@ const StrategyEvaluationChart: React.FC<Props> = ({
return () => window.removeEventListener('keydown', onKeyDown); return () => window.removeEventListener('keydown', onKeyDown);
}, [bars.length, selectedBarIndex, stepBar]); }, [bars.length, selectedBarIndex, stepBar]);
useEffect(() => {
onMarketSearchOpenChange?.(showMarketSearch);
}, [showMarketSearch, onMarketSearchOpenChange]);
const selectedBar = bars[selectedBarIndex] ?? null; const selectedBar = bars[selectedBarIndex] ?? null;
return ( return (
@@ -611,6 +627,10 @@ const StrategyEvaluationChart: React.FC<Props> = ({
currentMarket={market} currentMarket={market}
query={marketQuery} query={marketQuery}
onQueryChange={setMarketQuery} onQueryChange={setMarketQuery}
tickers={marketTickers}
marketInfos={marketInfos}
marketLoading={marketLoading}
refreshAllTickers={refreshMarketTickers}
onSelect={m => { onSelect={m => {
onMarketChange(m); onMarketChange(m);
setShowMarketSearch(false); setShowMarketSearch(false);
@@ -1,34 +1,28 @@
import React, { useMemo } from 'react'; import React from 'react';
import MarketPanel from '../MarketPanel'; import MarketPanel from '../MarketPanel';
import { useMarketTicker } from '../../hooks/useMarketTicker'; import type { MarketInfo, TickerData } from '../../hooks/useMarketTicker';
interface Props { interface Props {
activeMarket: string; activeMarket: string;
onSelectMarket: (market: string) => void; onSelectMarket: (market: string) => void;
/** 종목 탭 표시 중 — 전 종목 시세 로드 */ /** StrategyEvaluationPage 공유 useMarketTicker — 차트·시그널과 분리된 ticker 전용 */
enabled: boolean; tickers: Map<string, TickerData>;
marketInfos: MarketInfo[];
loading: boolean;
usdRate: number;
refreshAllTickers?: () => Promise<void>;
} }
/** 전략평가 좌측 — 실시간 차트 MarketPanel 과 동일 종목 목록 */ /** 전략평가 좌측 — 실시간 차트 MarketPanel 과 동일 종목 목록 (현재가 WS/REST만, OHLCV·시그널 무관) */
const StrategyEvaluationMarketTab: React.FC<Props> = ({ const StrategyEvaluationMarketTab: React.FC<Props> = ({
activeMarket, activeMarket,
onSelectMarket, onSelectMarket,
enabled,
}) => {
const tickerOpts = useMemo(() => ({
enabled,
loadFull: enabled,
priorityMarkets: [activeMarket],
}), [enabled, activeMarket]);
const {
tickers, tickers,
marketInfos, marketInfos,
loading, loading,
usdRate, usdRate,
refreshAllTickers, refreshAllTickers,
} = useMarketTicker(tickerOpts); }) => {
return ( return (
<div className="seval-market-tab"> <div className="seval-market-tab">
<MarketPanel <MarketPanel