추세선 전략추가

2026-06-25 02:45:39 +09:00
parent ee8cd50781
commit f9447ea52f
31 changed files with 1793 additions and 49 deletions
@@ -0,0 +1,154 @@
+/**
+ * 전략평가 차트 — 선택 봉 기준 N봉 추세선 Drawing 생성
+ */
+import type { Drawing } from '../types';
+import type { OHLCVBar } from '../types';
+import type { BacktestSettingsDto, StrategyDto } from './backendApi';
+import type { ConditionDSL, LogicNode } from './strategyTypes';
+import { trendLineConfigFromSettings, trendLineSegmentAt, trendLineKindForCross, isTrendLinePriceScaleField } from './trendLineGeometry';
+import { calculateIndicator } from './indicatorRegistry';
+import { DSL_TO_REGISTRY } from './strategyToChartIndicators';
+
+function walkTrendLineConditions(
+  node: LogicNode | null | undefined,
+  side: 'buy' | 'sell',
+  out: Array<{ side: 'buy' | 'sell'; cond: ConditionDSL }>,
+): void {
+  if (!node) return;
+  if (node.type === 'TIMEFRAME') {
+    node.children?.forEach(c => walkTrendLineConditions(c, side, out));
+    return;
+  }
+  if (node.type === 'NOT') {
+    const child = node.children?.[0];
+    if (child) walkTrendLineConditions(child, side, out);
+    return;
+  }
+  if (node.type === 'AND' || node.type === 'OR') {
+    node.children?.forEach(c => walkTrendLineConditions(c, side, out));
+    return;
+  }
+  if ((!node.type || node.type === 'CONDITION') && node.condition) {
+    const ct = node.condition.conditionType;
+    if (ct === 'TREND_LINE_CROSS_UP' || ct === 'TREND_LINE_CROSS_DOWN') {
+      out.push({ side, cond: node.condition });
+    }
+  }
+}
+
+function registryType(dslType: string): string {
+  return DSL_TO_REGISTRY[dslType] ?? dslType;
+}
+
+function isPriceScaleField(field?: string): boolean {
+  if (!field) return true;
+  const f = field.toUpperCase();
+  return f.includes('CLOSE') || f.includes('PRICE') || f.includes('HIGH') || f.includes('LOW')
+    || f.includes('OPEN') || f.includes('MA') || f.includes('EMA')
+    || f.includes('UPPER') || f.includes('MIDDLE') || f.includes('LOWER')
+    || f.includes('BAND') || f.includes('DC_');
+}
+
+async function resolveSourceValues(
+  bars: OHLCVBar[],
+  cond: ConditionDSL,
+  getParams: (type: string) => Record<string, number | string | boolean>,
+): Promise<number[] | null> {
+  const lf = (cond.leftField ?? 'CLOSE_PRICE').toUpperCase();
+  if (lf === 'CLOSE_PRICE' || lf === 'CURRENT') {
+    return bars.map(b => b.close);
+  }
+  if (lf === 'HIGH_PRICE') return bars.map(b => b.high);
+  if (lf === 'LOW_PRICE') return bars.map(b => b.low);
+  if (lf === 'OPEN_PRICE') return bars.map(b => b.open);
+
+  const regType = registryType(cond.indicatorType);
+  try {
+    const params = { ...getParams(regType), ...(cond.params ?? {}) };
+    const { plots } = await calculateIndicator(regType, bars, params);
+    const plotKeys = Object.keys(plots);
+    if (plotKeys.length === 0) return null;
+
+    let plotKey = plotKeys[0]!;
+    if (lf.includes('K') && plots.plot0) plotKey = 'plot0';
+    else if (lf.includes('SIGNAL') && plots.plot1) plotKey = 'plot1';
+    else if (lf.includes('MACD') && plots.plot0) plotKey = 'plot0';
+    else if (lf.includes('UPPER') && plots.plot2) plotKey = 'plot2';
+    else if (lf.includes('LOWER') && plots.plot0) plotKey = 'plot0';
+    else if (lf.includes('MIDDLE') && plots.plot1) plotKey = 'plot1';
+
+    const plot = plots[plotKey as keyof typeof plots];
+    if (!plot || !Array.isArray(plot)) return null;
+    const byTime = new Map(plot.map((p: { time: number; value: number }) => [p.time, p.value]));
+    return bars.map(b => {
+      const v = byTime.get(b.time);
+      return v != null && Number.isFinite(v) ? v : NaN;
+    });
+  } catch {
+    return bars.map(b => b.close);
+  }
+}
+
+/** 선택 봉(barIndex) 기준 추세선만 반환 — 시그널 전체 순회하지 않음 */
+export async function buildSignalTrendLineDrawings(opts: {
+  bars: OHLCVBar[];
+  /** 캔들 선택봉 인덱스 */
+  barIndex: number;
+  strategy: StrategyDto | null;
+  settings?: BacktestSettingsDto | null;
+  getParams: (type: string) => Record<string, number | string | boolean>;
+}): Promise<Drawing[]> {
+  const { bars, barIndex, strategy, settings, getParams } = opts;
+  if (!strategy || bars.length === 0 || barIndex < 0 || barIndex >= bars.length) return [];
+
+  const conditions: Array<{ side: 'buy' | 'sell'; cond: ConditionDSL }> = [];
+  walkTrendLineConditions(strategy.buyCondition as LogicNode | null, 'buy', conditions);
+  walkTrendLineConditions(strategy.sellCondition as LogicNode | null, 'sell', conditions);
+  if (conditions.length === 0) return [];
+
+  const priceConds = conditions.filter(c => isPriceScaleField(c.cond.leftField));
+  if (priceConds.length === 0) return [];
+
+  const config = trendLineConfigFromSettings(settings);
+  const barTimes = bars.map(b => b.time);
+  const drawings: Drawing[] = [];
+
+  const sourceCache = new Map<string, number[]>();
+  for (const { cond } of priceConds) {
+    const key = `${cond.indicatorType}:${cond.leftField}:${JSON.stringify(cond.params ?? {})}`;
+    if (!sourceCache.has(key)) {
+      const values = await resolveSourceValues(bars, cond, getParams);
+      if (values) sourceCache.set(key, values);
+    }
+  }
+
+  for (const { side, cond } of priceConds) {
+    const cacheKey = `${cond.indicatorType}:${cond.leftField}:${JSON.stringify(cond.params ?? {})}`;
+    const sourceValues = sourceCache.get(cacheKey);
+    if (!sourceValues) continue;
+
+    const lookback = Math.max(2, cond.lookbackPeriod ?? config.defaultLookback);
+    const kind = trendLineKindForCross(cond.conditionType, side);
+    const priceScale = isTrendLinePriceScaleField(cond.leftField);
+    const seg = trendLineSegmentAt(
+      barTimes, sourceValues, bars, barIndex, lookback, config, kind, priceScale,
+    );
+    if (!seg) continue;
+
+    const id = `tl-${barIndex}-${side}-${cond.conditionType}-${lookback}-${config.mode}`;
+    drawings.push({
+      id,
+      type: 'trendline',
+      points: [
+        { time: seg.startTimeSec, price: seg.startPrice },
+        { time: seg.endTimeSec, price: seg.endPrice },
+      ],
+      color: side === 'buy' ? '#26a69a' : '#ef5350',
+      lineWidth: 2,
+      style: 'dashed',
+      visible: true,
+    });
+  }
+
+  return drawings;
+}