지표탭 추가 수정
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@@ -1,7 +1,5 @@
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package com.goldenchart.service;
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import com.fasterxml.jackson.databind.JsonNode;
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import com.fasterxml.jackson.databind.ObjectMapper;
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import com.goldenchart.entity.GcLiveStrategySettings;
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import com.goldenchart.entity.GcStrategy;
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import com.goldenchart.repository.GcLiveStrategySettingsRepository;
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@@ -9,8 +7,9 @@ import com.goldenchart.repository.GcStrategyRepository;
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import com.goldenchart.storage.Ta4jStorage;
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import lombok.RequiredArgsConstructor;
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import lombok.extern.slf4j.Slf4j;
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import org.ta4j.core.*;
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import org.ta4j.core.rules.BooleanRule;
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import org.ta4j.core.BarSeries;
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import org.ta4j.core.BaseTradingRecord;
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import org.ta4j.core.Rule;
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import org.springframework.stereotype.Service;
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@@ -51,17 +50,18 @@ public class LiveStrategyEvaluator {
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private final GcLiveStrategySettingsRepository settingsRepo;
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private final GcStrategyRepository strategyRepo;
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private final Ta4jStorage ta4jStorage;
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private final StrategyDslToTa4jAdapter adapter;
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private final IndicatorSettingsService indicatorSettingsService;
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private final ObjectMapper objectMapper;
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private final StrategySignalDeterminer determiner;
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private final StrategyConditionTimeframeService conditionTimeframes;
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private final StrategyTriggerBranchEvaluator triggerBranchEvaluator;
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private final StrategyBranchStateCache branchStateCache;
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/**
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* Strategy 캐시: "market:candleType:strategyId" → Strategy
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* (entryRule / exitRule 포함)
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* 트리거 분봉별 Rule 캐시: "market:candleType:strategyId" → (entryRule, exitRule)
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*/
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private final ConcurrentHashMap<String, Strategy> strategyCache = new ConcurrentHashMap<>();
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private final ConcurrentHashMap<String, TriggerRules> triggerRulesCache = new ConcurrentHashMap<>();
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private record TriggerRules(Rule entryRule, Rule exitRule) {}
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/**
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* LONG_ONLY 모드용 TradingRecord 캐시: "market:candleType:strategyId" → TradingRecord
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@@ -157,12 +157,9 @@ public class LiveStrategyEvaluator {
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if (s.getStrategyId() == null) continue;
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if (!conditionTimeframes.usesTimeframe(s.getStrategyId(), candleType)) continue;
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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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// 이미 캐시된 구 값을 반환한다. 전략을 재빌드하면 새 인디케이터 인스턴스를
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// 생성(빈 캐시)하므로 getValue(currentIndex) 가 현재 가격으로 재계산된다.
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// ★ Ta4j CachedIndicator 캐시 무효화 — Rule 트리 재빌드
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String cacheKey = market + ":" + candleType + ":" + s.getStrategyId();
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strategyCache.remove(cacheKey);
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triggerRulesCache.remove(cacheKey);
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String result = evaluate(market, candleType, s.getStrategyId(),
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s.getPositionMode(), currentIndex,
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@@ -205,7 +202,7 @@ public class LiveStrategyEvaluator {
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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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strategyCache.remove(cacheKey);
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triggerRulesCache.remove(cacheKey);
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String result = evaluate(market, candleType, s.getStrategyId(),
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s.getPositionMode(), maturedIndex,
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@@ -222,10 +219,20 @@ public class LiveStrategyEvaluator {
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/** 설정 변경 시 해당 마켓 캐시 무효화 */
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public void invalidateCache(String market) {
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strategyCache.keySet().removeIf(k -> k.startsWith(market + ":"));
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triggerRulesCache.keySet().removeIf(k -> k.startsWith(market + ":"));
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tradingRecordCache.keySet().removeIf(k -> k.startsWith(market + ":"));
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positionOpenCache.keySet().removeIf(k -> k.startsWith(market + ":"));
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realtimeSignaledIdx.keySet().removeIf(k -> k.startsWith(market + ":"));
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branchStateCache.invalidateMarket(market);
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}
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/** 전략 DSL 변경 시 Rule·분기 상태 캐시 무효화 */
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public void invalidateStrategy(long strategyId) {
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String suffix = ":" + strategyId;
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triggerRulesCache.keySet().removeIf(k -> k.endsWith(suffix));
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tradingRecordCache.keySet().removeIf(k -> k.endsWith(suffix));
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positionOpenCache.keySet().removeIf(k -> k.endsWith(suffix));
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branchStateCache.invalidateStrategy(strategyId);
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}
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// ── Private ───────────────────────────────────────────────────────────────
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@@ -235,30 +242,27 @@ public class LiveStrategyEvaluator {
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String deviceId, Long userId) {
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String cacheKey = market + ":" + candleType + ":" + strategyId;
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// computeIfAbsent 는 device context 전달이 불가하므 수동 분기
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Strategy strategy = strategyCache.get(cacheKey);
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if (strategy == null) {
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strategy = buildStrategy(market, candleType, strategyId, deviceId, userId);
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if (strategy != null) strategyCache.put(cacheKey, strategy);
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TriggerRules rules = triggerRulesCache.get(cacheKey);
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if (rules == null) {
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rules = buildTriggerRules(market, candleType, strategyId, deviceId, userId);
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if (rules == null) return "NONE";
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triggerRulesCache.put(cacheKey, rules);
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}
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if (strategy == null) return "NONE";
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try {
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String mode = positionMode != null ? positionMode : "LONG_ONLY";
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if ("SIGNAL_ONLY".equals(mode)) {
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// 포지션 락 우회 — 순수 Rule 충족 여부만 판단
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return determiner.determineSignal(strategy, null, index, "SIGNAL_ONLY");
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return determiner.determineSignalFromRules(
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rules.entryRule(), rules.exitRule(), null, index, "SIGNAL_ONLY");
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}
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// LONG_ONLY — TradingRecord 상태를 유지하여 포지션 검증
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BaseTradingRecord record = tradingRecordCache.computeIfAbsent(
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cacheKey, k -> new BaseTradingRecord());
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boolean isOpen = Boolean.TRUE.equals(positionOpenCache.get(cacheKey));
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String signal = determiner.determineSignal(strategy, record, index, "LONG_ONLY");
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String signal = determiner.determineSignalFromRules(
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rules.entryRule(), rules.exitRule(), record, index, "LONG_ONLY");
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// 시그널에 따라 TradingRecord 갱신 및 포지션 상태 추적
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if ("BUY".equals(signal) && !isOpen) {
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BarSeries series = ta4jStorage.getOrCreate(market, candleType);
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org.ta4j.core.num.Num price = series.getBar(index).getClosePrice();
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@@ -270,21 +274,20 @@ public class LiveStrategyEvaluator {
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record.exit(index, price, series.numFactory().numOf(1));
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positionOpenCache.put(cacheKey, false);
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} else if ("BUY".equals(signal) || "SELL".equals(signal)) {
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// 포지션 상태와 불일치 (이미 매수 중인데 또 BUY 등) → 신호 무시
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signal = "NONE";
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}
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return signal;
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} catch (Exception e) {
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log.warn("[Evaluator] 전략 판정 오류 key={} idx={}: {}", cacheKey, index, e.getMessage());
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strategyCache.remove(cacheKey);
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triggerRulesCache.remove(cacheKey);
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tradingRecordCache.remove(cacheKey);
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}
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return "NONE";
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}
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private Strategy buildStrategy(String market, String candleType, long strategyId,
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String deviceId, Long userId) {
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private TriggerRules buildTriggerRules(String market, String candleType, long strategyId,
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String deviceId, Long userId) {
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Optional<GcStrategy> strategyOpt = strategyRepo.findById(strategyId);
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if (strategyOpt.isEmpty()) return null;
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@@ -292,7 +295,6 @@ public class LiveStrategyEvaluator {
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if (!ta4jStorage.exists(market, candleType)) return null;
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BarSeries series = ta4jStorage.getOrCreate(market, candleType);
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// 사용자·장치별 지표 파라미터 우선 로드 (없으면 빈 맵 → adapter 기본값 사용)
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Map<String, Map<String, Object>> indicatorParams =
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indicatorSettingsService.getAll(userId, deviceId);
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@@ -302,29 +304,18 @@ public class LiveStrategyEvaluator {
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strategyId, market, barCount);
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return null;
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}
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log.debug("[Evaluator] Strategy 빌드: strategyId={} market={} barCount={}", strategyId, market, barCount);
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try {
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Rule entryRule = buildRule(strategy.getBuyConditionJson(), series, indicatorParams, market);
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Rule exitRule = buildRule(strategy.getSellConditionJson(), series, indicatorParams, market);
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BaseStrategy builtStrategy = new BaseStrategy(entryRule, exitRule);
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return builtStrategy;
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Rule entryRule = triggerBranchEvaluator.buildTriggerRule(
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strategy.getBuyConditionJson(), market, strategyId, "buy",
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candleType, indicatorParams, ta4jStorage);
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Rule exitRule = triggerBranchEvaluator.buildTriggerRule(
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strategy.getSellConditionJson(), market, strategyId, "sell",
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candleType, indicatorParams, ta4jStorage);
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return new TriggerRules(entryRule, exitRule);
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} catch (Exception e) {
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log.error("[Evaluator] Strategy 빌드 실패 strategyId={}: {}", strategyId, e.getMessage());
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log.error("[Evaluator] Trigger Rule 빌드 실패 strategyId={}: {}", strategyId, e.getMessage());
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return null;
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}
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}
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private Rule buildRule(String conditionJson, BarSeries series,
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Map<String, Map<String, Object>> params,
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String market) {
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if (conditionJson == null || conditionJson.isBlank()) return new BooleanRule(false);
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try {
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JsonNode node = objectMapper.readTree(conditionJson);
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return adapter.toRule(node, series, params, market, ta4jStorage);
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} catch (Exception e) {
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log.warn("[Evaluator] 조건 JSON 파싱 실패: {}", e.getMessage());
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return new BooleanRule(false);
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}
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}
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}
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