goldenChart/backend/src/main/java/com/goldenchart/service/OhlcvBarSeriesSupport.java

package com.goldenchart.service;

import com.fasterxml.jackson.databind.JsonNode;
import com.goldenchart.dto.OhlcvBar;
import lombok.extern.slf4j.Slf4j;
import org.ta4j.core.Bar;
import org.ta4j.core.BarSeries;
import org.ta4j.core.BaseBarSeriesBuilder;
import org.ta4j.core.bars.TimeBarBuilderFactory;

import java.time.Duration;
import java.time.Instant;
import java.util.ArrayList;
import java.util.LinkedHashMap;
import java.util.LinkedHashSet;
import java.util.List;
import java.util.Map;
import java.util.Set;

/**
 * 차트·백테스트 공통 — OHLCV → Ta4j BarSeries 및 멀티 TF overrides.
 */
@Slf4j
final class OhlcvBarSeriesSupport {

    private OhlcvBarSeriesSupport() {}

    static BarSeries buildSeries(List<OhlcvBar> bars, String timeframe) {
        BarSeries series = new BaseBarSeriesBuilder()
                .withNumFactory(org.ta4j.core.num.DoubleNumFactory.getInstance())
                .build();
        TimeBarBuilderFactory factory = new TimeBarBuilderFactory();
        Duration period = timeframeToDuration(timeframe);
        for (OhlcvBar b : bars) {
            Instant endInst = Instant.ofEpochSecond(b.getTime()).plus(period);
            factory.createBarBuilder(series)
                    .timePeriod(period).endTime(endInst)
                    .openPrice(b.getOpen()).highPrice(b.getHigh())
                    .lowPrice(b.getLow()).closePrice(b.getClose())
                    .volume(b.getVolume()).add();
        }
        return series;
    }

    static Map<String, BarSeries> buildSeriesOverrides(BarSeries primarySeries, String primaryTf,
                                                         JsonNode buyDsl, JsonNode sellDsl) {
        Set<String> requiredTfs = new LinkedHashSet<>();
        collectTimeframesFromDsl(buyDsl, requiredTfs);
        collectTimeframesFromDsl(sellDsl, requiredTfs);
        requiredTfs.remove(primaryTf);

        Map<String, BarSeries> overrides = new LinkedHashMap<>();
        overrides.put(primaryTf, primarySeries);

        for (String tf : requiredTfs) {
            Duration targetDur = timeframeToDuration(tf);
            Duration primaryDur = timeframeToDuration(primaryTf);
            if (targetDur.compareTo(primaryDur) <= 0) continue;

            BarSeries aggregated = aggregateSeries(primarySeries, primaryDur, targetDur, tf);
            if (aggregated.getBarCount() > 0) {
                overrides.put(tf, aggregated);
            }
        }
        return overrides;
    }

    static int resolveBarIndex(BarSeries series, Long barTimeSec) {
        if (barTimeSec == null) return series.getEndIndex();
        int bestIdx = series.getEndIndex();
        long bestDist = Long.MAX_VALUE;
        for (int i = series.getBeginIndex(); i <= series.getEndIndex(); i++) {
            long openSec = barOpenEpochSec(series, i);
            long dist = Math.abs(openSec - barTimeSec);
            if (dist < bestDist) {
                bestDist = dist;
                bestIdx = i;
            }
        }
        return bestIdx;
    }

    static long barOpenEpochSec(BarSeries series, int index) {
        var bar = series.getBar(index);
        return bar.getEndTime().getEpochSecond() - bar.getTimePeriod().getSeconds();
    }

    static String normalizeTf(String tf) {
        if (tf == null) return "1m";
        return switch (tf.toLowerCase()) {
            case "1", "1m"   -> "1m";
            case "3", "3m"   -> "3m";
            case "5", "5m"   -> "5m";
            case "10", "10m" -> "10m";
            case "15", "15m" -> "15m";
            case "30", "30m" -> "30m";
            case "60", "1h"  -> "1h";
            case "240", "4h" -> "4h";
            case "1d", "d"   -> "1d";
            case "1w", "w"   -> "1w";
            default          -> tf;
        };
    }

    private static Duration timeframeToDuration(String tf) {
        if (tf == null) return Duration.ofMinutes(1);
        return switch (normalizeTf(tf)) {
            case "1m"  -> Duration.ofMinutes(1);
            case "3m"  -> Duration.ofMinutes(3);
            case "5m"  -> Duration.ofMinutes(5);
            case "10m" -> Duration.ofMinutes(10);
            case "15m" -> Duration.ofMinutes(15);
            case "30m" -> Duration.ofMinutes(30);
            case "1h"  -> Duration.ofHours(1);
            case "4h"  -> Duration.ofHours(4);
            case "1d"  -> Duration.ofDays(1);
            case "1w"  -> Duration.ofDays(7);
            default    -> Duration.ofMinutes(1);
        };
    }

    private static void collectTimeframesFromDsl(JsonNode node, Set<String> result) {
        if (node == null || node.isNull()) return;
        String type = node.path("type").asText("");
        if ("TIMEFRAME".equals(type)) {
            JsonNode types = node.path("candleTypes");
            if (types.isArray()) {
                for (JsonNode t : types) {
                    String ct = t.asText("");
                    if (!ct.isBlank()) result.add(normalizeTf(ct));
                }
            }
            String ct = node.path("candleType").asText("");
            if (!ct.isBlank()) result.add(normalizeTf(ct));
        }
        JsonNode children = node.path("children");
        if (children.isArray()) {
            for (JsonNode child : children) collectTimeframesFromDsl(child, result);
        }
        JsonNode child = node.path("child");
        if (!child.isMissingNode() && !child.isNull()) collectTimeframesFromDsl(child, result);
        JsonNode cond = node.path("condition");
        if (!cond.isMissingNode() && !cond.isNull()) {
            String leftCt = cond.path("leftCandleType").asText("");
            String rightCt = cond.path("rightCandleType").asText("");
            if (!leftCt.isBlank()) result.add(normalizeTf(leftCt));
            if (!rightCt.isBlank()) result.add(normalizeTf(rightCt));
        }
    }

    private static BarSeries aggregateSeries(BarSeries primary, Duration primaryDur,
                                               Duration targetDur, String targetTf) {
        long primarySecs = primaryDur.getSeconds();
        long targetSecs = targetDur.getSeconds();

        BarSeries result = new BaseBarSeriesBuilder()
                .withNumFactory(org.ta4j.core.num.DoubleNumFactory.getInstance())
                .build();
        TimeBarBuilderFactory factory = new TimeBarBuilderFactory();

        Map<Long, List<Bar>> grouped = new LinkedHashMap<>();
        for (int i = primary.getBeginIndex(); i <= primary.getEndIndex(); i++) {
            Bar bar = primary.getBar(i);
            long barStartSec = bar.getEndTime().getEpochSecond() - primarySecs;
            long bucketStart = (barStartSec / targetSecs) * targetSecs;
            grouped.computeIfAbsent(bucketStart, k -> new ArrayList<>()).add(bar);
        }

        for (Map.Entry<Long, List<Bar>> entry : grouped.entrySet()) {
            List<Bar> bars = entry.getValue();
            if (bars.isEmpty()) continue;

            Instant bucketEnd = Instant.ofEpochSecond(entry.getKey()).plus(targetDur);
            double open = bars.get(0).getOpenPrice().doubleValue();
            double high = bars.stream().mapToDouble(b -> b.getHighPrice().doubleValue()).max().orElse(open);
            double low = bars.stream().mapToDouble(b -> b.getLowPrice().doubleValue()).min().orElse(open);
            double close = bars.get(bars.size() - 1).getClosePrice().doubleValue();
            double volume = bars.stream().mapToDouble(b -> b.getVolume().doubleValue()).sum();

            try {
                factory.createBarBuilder(result)
                        .timePeriod(targetDur).endTime(bucketEnd)
                        .openPrice(open).highPrice(high).lowPrice(low)
                        .closePrice(close).volume(volume).add();
            } catch (Exception e) {
                log.debug("[OhlcvBarSeries] aggregate fail tf={} bucket={}: {}", targetTf, entry.getKey(), e.getMessage());
            }
        }
        return result;
    }
}