aidev
63 lines
1.8 KiB
Java
63 lines
1.8 KiB
Java
package com.goldenchart.dto;
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import lombok.*;
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import java.util.List;
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/**
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* 백테스팅 결과 응답 DTO.
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*
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* <pre>
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* {
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* "signals": [
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* { "time": 1700000000, "type": "BUY", "price": 42000 },
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* { "time": 1700200000, "type": "SELL", "price": 45000 }
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* ],
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* "stats": { "totalTrades": 8, "winRate": 0.625, ... }
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* }
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* </pre>
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*/
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@Data @Builder @NoArgsConstructor @AllArgsConstructor
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public class BacktestResponse {
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private List<Signal> signals;
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private Stats stats;
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/** Ta4j AnalysisCriterion 전체 결과 */
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private BacktestAnalysisDto analysis;
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/** DB 저장 후 부여된 결과 ID */
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private Long resultId;
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@Data @Builder @NoArgsConstructor @AllArgsConstructor
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public static class Signal {
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/** Unix timestamp (초) */
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private long time;
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/** BUY | SELL */
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private String type;
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/** 해당 봉 종가 */
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private double price;
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/** 진입/청산 인덱스 (0-based) */
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private int barIndex;
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}
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@Data @Builder @NoArgsConstructor @AllArgsConstructor
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public static class Stats {
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private int totalSignals;
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private int buySignals;
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private int sellSignals;
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/** 거래 쌍(매수→매도) 수 */
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private int totalTrades;
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/** 수익 거래 수 */
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private int winTrades;
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/** 승률 0~1 */
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private double winRate;
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/** 총 수익률 (소수, e.g. 0.15 = +15%) */
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private double totalReturn;
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/** 최대 낙폭 (소수, 음수, e.g. -0.12 = -12%) */
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private double maxDrawdown;
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/** 평균 수익률 per trade */
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private double avgReturn;
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/** 최종 자산 (초기 자본 × 복리 수익) */
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private double finalEquity;
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}
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}
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