지표탭 추가 수정

2026-05-27 13:16:02 +09:00
parent c72b987ff7
commit f22abbdc19
14 changed files with 505 additions and 76 deletions
@@ -0,0 +1,176 @@
+package com.goldenchart.service;
+
+import com.fasterxml.jackson.databind.ObjectMapper;
+import com.goldenchart.storage.Ta4jStorage;
+import com.goldenchart.trading.pipeline.TradingPipelineProperties;
+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.*;
+
+/**
+ * START 분기별 트리거 분봉 평가 — OR/AND 분기 격리.
+ */
+class StrategyTriggerBranchEvaluatorTest {
+
+    private static final String MARKET = "KRW-BTC";
+    private static final long STRATEGY_ID = 42L;
+    private static final ObjectMapper MAPPER = new ObjectMapper();
+
+    private StrategyTriggerBranchEvaluator evaluator;
+    private StrategyBranchStateCache branchCache;
+    private Ta4jStorage storage;
+
+    @BeforeEach
+    void setUp() {
+        branchCache = new StrategyBranchStateCache();
+        evaluator = new StrategyTriggerBranchEvaluator(
+                new StrategyDslToTa4jAdapter(), MAPPER, branchCache);
+        TradingPipelineProperties props = new TradingPipelineProperties();
+        props.setEnabled(false);
+        storage = new Ta4jStorage(props);
+        seedStorage(MARKET, "1m", buildSyntheticSeries("1m", 260));
+        seedStorage(MARKET, "3m", buildSyntheticSeries("3m", 120));
+        seedStorage(MARKET, "5m", buildSyntheticSeries("5m", 80));
+    }
+
+    @Test
+    void orScope_1mTrigger_doesNotRequire5mBranch() throws Exception {
+        String json = """
+            {
+              "type": "OR",
+              "children": [
+                { "type": "TIMEFRAME", "candleType": "1m", "children": [{
+                  "type": "CONDITION", "condition": {
+                    "indicatorType": "RSI", "conditionType": "GT",
+                    "leftField": "RSI_VALUE", "rightField": "K_0", "period": 14
+                  }
+                }]},
+                { "type": "TIMEFRAME", "candleType": "5m", "children": [{
+                  "type": "CONDITION", "condition": {
+                    "indicatorType": "RSI", "conditionType": "LT",
+                    "leftField": "RSI_VALUE", "rightField": "K_0", "period": 14
+                  }
+                }]}
+              ]
+            }
+            """;
+
+        Rule rule1m = evaluator.buildTriggerRule(json, MARKET, STRATEGY_ID, "buy",
+                "1m", Map.of(), storage);
+        BarSeries s1m = storage.getOrCreate(MARKET, "1m");
+        int idx = s1m.getEndIndex();
+        assertDoesNotThrow(() -> rule1m.isSatisfied(idx, null));
+        assertNotNull(branchCache.get(MARKET, STRATEGY_ID, "buy", "1m"));
+        assertNull(branchCache.get(MARKET, STRATEGY_ID, "buy", "5m"),
+                "1m 트리거 시 5m 분기는 평가·캐시되지 않아야 함");
+    }
+
+    @Test
+    void andScope_requiresAllBranchCaches() throws Exception {
+        String json = """
+            {
+              "type": "AND",
+              "children": [
+                { "type": "TIMEFRAME", "candleType": "1m", "children": [{
+                  "type": "CONDITION", "condition": {
+                    "indicatorType": "RSI", "conditionType": "GT",
+                    "leftField": "RSI_VALUE", "rightField": "K_0", "period": 14
+                  }
+                }]},
+                { "type": "TIMEFRAME", "candleType": "3m", "children": [{
+                  "type": "CONDITION", "condition": {
+                    "indicatorType": "RSI", "conditionType": "GT",
+                    "leftField": "RSI_VALUE", "rightField": "K_0", "period": 14
+                  }
+                }]}
+              ]
+            }
+            """;
+
+        Rule rule1m = evaluator.buildTriggerRule(json, MARKET, STRATEGY_ID, "sell",
+                "1m", Map.of(), storage);
+        BarSeries s1m = storage.getOrCreate(MARKET, "1m");
+        int idx1m = s1m.getEndIndex();
+
+        rule1m.isSatisfied(idx1m, null);
+        assertNotNull(branchCache.get(MARKET, STRATEGY_ID, "sell", "1m"));
+        assertNull(branchCache.get(MARKET, STRATEGY_ID, "sell", "3m"));
+
+        branchCache.put(MARKET, STRATEGY_ID, "sell", "3m", true, 10);
+        assertTrue(rule1m.isSatisfied(idx1m, null));
+    }
+
+    @Test
+    void single3mScope_onlyTriggersOn3mBranch() throws Exception {
+        String json = """
+            {
+              "type": "TIMEFRAME",
+              "candleType": "3m",
+              "children": [{
+                "type": "CONDITION", "condition": {
+                  "indicatorType": "RSI", "conditionType": "GT",
+                  "leftField": "RSI_VALUE", "rightField": "K_0", "period": 14
+                }
+              }]
+            }
+            """;
+
+        var scope = evaluator.parseScope(json);
+        assertEquals("SINGLE", scope.combineOp());
+        assertEquals(1, scope.branches().size());
+        assertEquals("3m", scope.branches().get(0).candleType());
+
+        Rule on3m = evaluator.buildTriggerRule(json, MARKET, STRATEGY_ID, "buy",
+                "3m", Map.of(), storage);
+        BarSeries s3m = storage.getOrCreate(MARKET, "3m");
+        assertDoesNotThrow(() -> on3m.isSatisfied(s3m.getEndIndex(), null));
+
+        Rule on1m = evaluator.buildTriggerRule(json, MARKET, STRATEGY_ID, "buy",
+                "1m", Map.of(), storage);
+        assertFalse(on1m.isSatisfied(storage.getOrCreate(MARKET, "1m").getEndIndex(), null));
+    }
+
+    private static BarSeries buildSyntheticSeries(String timeframe, int barCount) {
+        Duration period = switch (timeframe) {
+            case "3m" -> Duration.ofMinutes(3);
+            case "5m" -> Duration.ofMinutes(5);
+            default -> Duration.ofMinutes(1);
+        };
+        BarSeries series = new BaseBarSeriesBuilder()
+                .withName("test-" + timeframe)
+                .withNumFactory(DoubleNumFactory.getInstance())
+                .withBarBuilderFactory(new TimeBarBuilderFactory())
+                .build();
+        TimeBarBuilderFactory factory = new TimeBarBuilderFactory();
+        Instant base = Instant.parse("2024-06-01T00:00:00Z");
+        for (int i = 0; i < barCount; i++) {
+            double wave = Math.sin(i * 0.07) * 8 + Math.cos(i * 0.02) * 4;
+            double close = 50_000_000 + i * 120 + wave * 1000;
+            Instant end = base.plus(period.multipliedBy(i + 1L));
+            factory.createBarBuilder(series)
+                    .timePeriod(period)
+                    .endTime(end)
+                    .openPrice(close - 500).highPrice(close + 800)
+                    .lowPrice(close - 800).closePrice(close)
+                    .volume(12.5 + i * 0.01)
+                    .add();
+        }
+        return series;
+    }
+
+    private void seedStorage(String market, String candleType, BarSeries source) {
+        for (int i = source.getBeginIndex(); i <= source.getEndIndex(); i++) {
+            storage.addBar(market, candleType, source.getBar(i));
+        }
+    }
+}