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N봉 기울기 판단로직 수정

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Macbook
2026-06-16 09:12:24 +09:00
parent 518b69cdc6
commit f85c0bef20
10 changed files with 642 additions and 367 deletions
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frontend/src/components/StrategyPage.tsx
+7 -179
View File
@@ -12,9 +12,7 @@ import {
loadStrategies, saveStrategy, deleteStrategy,
type StrategyDto as ApiStrategyDto,
} from '../utils/backendApi';
import { getIndicatorDef, getHLineLabel } from '../utils/indicatorRegistry';
import {
getStrategyTemplates,
import { getStrategyTemplates,
simpleTemplateToNode,
type StrategyTemplateDef,
} from '../utils/strategyPresets';
@@ -29,6 +27,11 @@ import {
buildEmaFieldOptions,
buildMaFieldOptions,
} from '../utils/maDslField';
import {
buildDef,
DEF_DEFAULTS,
type DefType,
} from '../utils/strategyEditorShared';
// ─── 타입 ─────────────────────────────────────────────────────────────────────
type LogicNodeType = 'AND' | 'OR' | 'NOT' | 'CONDITION' | 'TIMEFRAME';
@@ -81,185 +84,10 @@ const genId = () => `n_${++_cnt}_${Date.now()}`;
const loadStratsLocal = (): StrategyDto[] => [];
const saveStratsLocal = (_s: StrategyDto[]) => { /* DB only */ };
// ─── 기본 파라미터 (IndicatorSettings 미사용 → 하드코딩 기본값) ─────────────
// ─── 기본 파라미터 — strategyEditorShared.buildDef 사용 ─────────────────────
/** 지표별 hline 임계값 (과열선/중앙선/침체선) */
interface HLThresh { over?: number; mid?: number; under?: number; }
/** 하드코딩 기본값 — activeIndicators가 없을 때 폴백 */
const DEF_DEFAULTS = {
rsiPeriod: 9,
macdFast: 12, macdSlow: 26, macdSignal: 9,
cciPeriod: 13,
stochK: 12, stochD: 5,
adxPeriod: 14,
trixPeriod: 12, trixSignal: 9,
dmiPeriod: 14,
obvPeriod: 9, obvSignal: 9,
bbPeriod: 20, bbStdDev: 2,
ichTenkan: 9, ichKijun: 26, ichSenkouB: 52,
newPsy: 10, psyPeriod: 12, investPsy: 10,
williamsR: 14,
bwiPeriod: 20,
vrPeriod: 10,
volOscShort: 5, volOscLong: 10,
dispUltra: 5, dispShort: 10, dispMid: 20, dispLong: 60,
maLines: [5, 10, 20, 60, 120] as number[],
/** 지표별 hline 임계값 (과열선/중앙선/침체선) */
hlThresh: {
RSI: { over: 70, mid: 50, under: 30 },
STOCHASTIC: { over: 80, mid: 50, under: 20 },
CCI: { over: 100, mid: 0, under: -100 },
WILLIAMS_R: { over: -20, mid: -50, under: -80 },
BWI: { over: 80, mid: 50, under: 20 },
VR: { over: 200, mid: 100, under: 50 },
PSYCHOLOGICAL: { over: 75, mid: 50, under: 25 },
NEW_PSYCHOLOGICAL: { over: 50, mid: 0, under: -50 },
INVEST_PSYCHOLOGICAL: { over: 75, mid: 50, under: 25 },
MACD: { mid: 0 },
ADX: { over: 40, mid: 25, under: 20 },
DMI: { over: 30, mid: 20, under: 10 },
TRIX: { mid: 0 },
VOLUME_OSC: { mid: 0 },
} as Record<string, HLThresh>,
};
type DefType = typeof DEF_DEFAULTS;
/**
* activeIndicators에서 파라미터를 추출해 DEF를 구성.
* 레지스트리 type명 / params 키는 indicatorRegistry.ts 의 defaultParams 기준.
*/
function buildDef(activeIndicators: IndicatorConfig[]): DefType {
// 레지스트리 type명으로 조회
const p = (registryType: string) =>
activeIndicators.find(i => i.type === registryType)?.params ?? {};
const num = (params: Record<string, number | string | boolean>, key: string, fallback: number) =>
typeof params[key] === 'number' ? (params[key] as number) : fallback;
// ── 각 지표별 실제 레지스트리 type명 + params 키 ──────────────────────────
// RSI → type:'RSI', params.length
const rsi = p('RSI');
// MACD → type:'MACD', params.fastLength / slowLength / signalLength
const macd = p('MACD');
// CCI → type:'CCI', params.length
const cci = p('CCI');
// Stochastic → type:'Stochastic', params.kLength / dSmoothing
const stoch = p('Stochastic');
// ADX → type:'ADX', params.adxSmoothing / diLength
const adx = p('ADX');
// TRIX → type:'TRIX', params.length / signalLength
const trix = p('TRIX');
// DMI → type:'DMI', params.diLength / adxSmoothing
const dmi = p('DMI');
// BollingerBands→ type:'BollingerBands', params.length / mult
const bb = p('BollingerBands');
// IchimokuCloud → type:'IchimokuCloud', params.conversionPeriods / basePeriods / laggingSpan2Periods
const ich = p('IchimokuCloud');
// Williams %R → type:'WilliamsPercentRange', params.length
const wr = p('WilliamsPercentRange');
const vo = p('VolumeOscillator');
const vrInd = p('VR');
const disp = p('Disparity');
const psy = p('Psychological');
const nPsy = p('NewPsychological');
const iPsy = p('InvestPsychological');
const obvP = p('OBV');
// SMA (MA lines)→ type:'SMA', params keys depend on smaConfig
const sma = p('SMA');
// MA 기간 배열: SMA 설정에서 period1~period11 추출 (smaConfig 구조)
let maLines = DEF_DEFAULTS.maLines;
const smaPeriods = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11]
.map(i => sma[`period${i}`])
.filter(v => typeof v === 'number' && (v as number) > 0) as number[];
if (smaPeriods.length >= 2) maLines = smaPeriods;
// ── hline 임계값 추출 ───────────────────────────────────────────────────────
// DSL 지표타입 → 레지스트리 type명 매핑
const DSL_TO_REGISTRY: Record<string, string> = {
RSI: 'RSI',
STOCHASTIC: 'Stochastic',
CCI: 'CCI',
WILLIAMS_R: 'WilliamsPercentRange',
MACD: 'MACD',
DMI: 'DMI',
ADX: 'ADX',
TRIX: 'TRIX',
VOLUME_OSC: 'VolumeOscillator',
VR: 'VR',
DISPARITY: 'Disparity',
PSYCHOLOGICAL: 'Psychological',
NEW_PSYCHOLOGICAL: 'NewPsychological',
INVEST_PSYCHOLOGICAL: 'InvestPsychological',
OBV: 'OBV',
BOLLINGER: 'BollingerBands',
};
const extractThresh = (dslType: string): HLThresh => {
const regType = DSL_TO_REGISTRY[dslType];
if (!regType) return DEF_DEFAULTS.hlThresh[dslType] ?? {};
const config = activeIndicators.find(i => i.type === regType);
const defHl = getIndicatorDef(regType)?.hlines ?? [];
const hlines = config?.hlines ?? defHl;
if (hlines.length === 0) return DEF_DEFAULTS.hlThresh[dslType] ?? {};
const prices = hlines.map(h => h.price);
const find = (lbl: string) => hlines.find(h =>
(h.label ?? getHLineLabel(h.price, prices)) === lbl
);
const result: HLThresh = {};
const ov = find('과열선'); if (ov) result.over = ov.price;
const md = find('중앙선') ?? find('기준선'); if (md) result.mid = md.price;
const un = find('침체선'); if (un) result.under = un.price;
// 값이 하나도 없으면 기본값 사용
if (result.over === undefined && result.mid === undefined && result.under === undefined)
return DEF_DEFAULTS.hlThresh[dslType] ?? {};
return {
...DEF_DEFAULTS.hlThresh[dslType],
...result,
};
};
const hlThresh: Record<string, HLThresh> = {};
for (const dslType of Object.keys(DEF_DEFAULTS.hlThresh)) {
hlThresh[dslType] = extractThresh(dslType);
}
return {
rsiPeriod: num(rsi, 'length', DEF_DEFAULTS.rsiPeriod),
macdFast: num(macd, 'fastLength', DEF_DEFAULTS.macdFast),
macdSlow: num(macd, 'slowLength', DEF_DEFAULTS.macdSlow),
macdSignal: num(macd, 'signalLength', DEF_DEFAULTS.macdSignal),
cciPeriod: num(cci, 'length', DEF_DEFAULTS.cciPeriod),
stochK: num(stoch, 'kLength', DEF_DEFAULTS.stochK),
stochD: num(stoch, 'dSmoothing', DEF_DEFAULTS.stochD),
adxPeriod: num(adx, 'adxSmoothing', DEF_DEFAULTS.adxPeriod),
trixPeriod: num(trix, 'length', DEF_DEFAULTS.trixPeriod),
trixSignal: num(trix, 'signalLength', DEF_DEFAULTS.trixSignal),
dmiPeriod: num(dmi, 'diLength', num(dmi, 'length', DEF_DEFAULTS.dmiPeriod)),
obvPeriod: num(obvP, 'maLength', DEF_DEFAULTS.obvPeriod),
obvSignal: num(obvP, 'maLength', DEF_DEFAULTS.obvSignal),
bbPeriod: num(bb, 'length', DEF_DEFAULTS.bbPeriod),
bbStdDev: num(bb, 'mult', DEF_DEFAULTS.bbStdDev),
ichTenkan: num(ich, 'conversionPeriods', DEF_DEFAULTS.ichTenkan),
ichKijun: num(ich, 'basePeriods', DEF_DEFAULTS.ichKijun),
ichSenkouB: num(ich, 'laggingSpan2Periods', DEF_DEFAULTS.ichSenkouB),
psyPeriod: num(psy, 'length', DEF_DEFAULTS.psyPeriod),
newPsy: num(nPsy, 'length', DEF_DEFAULTS.newPsy),
investPsy: num(iPsy, 'length', DEF_DEFAULTS.investPsy),
williamsR: num(wr, 'length', DEF_DEFAULTS.williamsR),
bwiPeriod: DEF_DEFAULTS.bwiPeriod, // BWI는 레지스트리 미등록
vrPeriod: num(vrInd, 'length', DEF_DEFAULTS.vrPeriod),
volOscShort: num(vo, 'shortLength', DEF_DEFAULTS.volOscShort),
volOscLong: num(vo, 'longLength', DEF_DEFAULTS.volOscLong),
dispUltra: num(disp, 'ultraLength', DEF_DEFAULTS.dispUltra),
dispShort: num(disp, 'shortLength', DEF_DEFAULTS.dispShort),
dispMid: num(disp, 'midLength', DEF_DEFAULTS.dispMid),
dispLong: num(disp, 'longLength', DEF_DEFAULTS.dispLong),
maLines,
hlThresh,
};
}
/**
* hline 임계값을 K_ 접두어 DSL 필드값으로 변환.
* 예: 70 → "K_70", -100 → "K_-100"
frontend/src/components/TopMenuBarNavGroups.tsx
+37 -1
View File
@@ -36,6 +36,11 @@ export const TopMenuBarNavGroups = memo(function TopMenuBarNavGroups({
}: Props) {
const [openGroupId, setOpenGroupId] = useState<string | null>(null);
const navRef = useRef<HTMLElement>(null);
const closeTimerRef = useRef<ReturnType<typeof setTimeout> | null>(null);
const hoverCapableRef = useRef(
typeof window !== 'undefined'
&& window.matchMedia('(hover: hover) and (pointer: fine)').matches,
);
const itemByPage = useMemo(() => {
const map = new Map<MenuPage, MenuItemDef>();
@@ -54,6 +59,28 @@ export const TopMenuBarNavGroups = memo(function TopMenuBarNavGroups({
const closeDropdown = useCallback(() => setOpenGroupId(null), []);
const cancelScheduledClose = useCallback(() => {
if (closeTimerRef.current) {
clearTimeout(closeTimerRef.current);
closeTimerRef.current = null;
}
}, []);
const openGroup = useCallback((groupId: string) => {
cancelScheduledClose();
setOpenGroupId(groupId);
}, [cancelScheduledClose]);
const scheduleClose = useCallback(() => {
cancelScheduledClose();
closeTimerRef.current = setTimeout(() => {
closeTimerRef.current = null;
setOpenGroupId(null);
}, 120);
}, [cancelScheduledClose]);
useEffect(() => () => cancelScheduledClose(), [cancelScheduledClose]);
useEffect(() => {
if (!openGroupId) return;
const onDoc = (e: MouseEvent) => {
@@ -96,13 +123,22 @@ export const TopMenuBarNavGroups = memo(function TopMenuBarNavGroups({
return (
<React.Fragment key={group.id}>
{index > 0 && <span className="tmb-divider tmb-divider--nav" aria-hidden="true" />}
<div className={`tmb-nav-group${isOpen ? ' tmb-nav-group--open' : ''}`}>
<div
className={`tmb-nav-group${isOpen ? ' tmb-nav-group--open' : ''}`}
onMouseEnter={() => {
if (hoverCapableRef.current) openGroup(group.id);
}}
onMouseLeave={() => {
if (hoverCapableRef.current) scheduleClose();
}}
>
<button
type="button"
className={`tmb-nav-btn tmb-nav-group-btn${isActive ? ' tmb-nav-btn--active' : ''}${isOpen ? ' tmb-nav-group-btn--open' : ''}`}
aria-expanded={isOpen}
aria-haspopup="menu"
onPointerDown={e => {
if (hoverCapableRef.current) return;
e.preventDefault();
e.stopPropagation();
setOpenGroupId(prev => (prev === group.id ? null : group.id));