aidev
134 lines
6.3 KiB
Java
134 lines
6.3 KiB
Java
package com.goldenchart.entity;
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import jakarta.persistence.*;
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import lombok.*;
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import java.math.BigDecimal;
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import java.time.LocalDateTime;
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/**
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* 백테스팅 설정 엔티티.
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* Ta4j 의 비용 모델·손절/익절/트레일링 스탑·진입가격·재진입 규칙 등을 저장.
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*/
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@Entity
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@Table(name = "gc_backtest_settings")
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@Getter @Setter @NoArgsConstructor @AllArgsConstructor @Builder
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public class GcBacktestSettings {
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@Id
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@GeneratedValue(strategy = GenerationType.IDENTITY)
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private Long id;
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@Column(name = "device_id", length = 100)
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private String deviceId;
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// ── 자본 설정 ──────────────────────────────────────────────────────────────
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@Column(name = "initial_capital", nullable = false, precision = 20, scale = 2)
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@Builder.Default
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private BigDecimal initialCapital = new BigDecimal("10000000.00");
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// ── 비용 모델 ──────────────────────────────────────────────────────────────
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/** LINEAR | ZERO */
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@Column(name = "commission_type", nullable = false, length = 20)
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@Builder.Default
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private String commissionType = "LINEAR";
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@Column(name = "commission_rate", nullable = false, precision = 8, scale = 5)
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@Builder.Default
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private BigDecimal commissionRate = new BigDecimal("0.00150");
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@Column(name = "slippage_rate", nullable = false, precision = 8, scale = 5)
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@Builder.Default
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private BigDecimal slippageRate = new BigDecimal("0.00050");
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// ── 진입/청산 가격 ─────────────────────────────────────────────────────────
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/** CLOSE | NEXT_OPEN */
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@Column(name = "entry_price_type", nullable = false, length = 20)
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@Builder.Default
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private String entryPriceType = "CLOSE";
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/** CLOSE | NEXT_OPEN */
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@Column(name = "exit_price_type", nullable = false, length = 20)
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@Builder.Default
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private String exitPriceType = "CLOSE";
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// ── 포지션 방향 ────────────────────────────────────────────────────────────
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/** LONG | SHORT | BOTH */
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@Column(name = "position_direction", nullable = false, length = 10)
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@Builder.Default
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private String positionDirection = "LONG";
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// ── 거래 규모 ──────────────────────────────────────────────────────────────
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/** CAPITAL_PCT | FIXED_AMOUNT */
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@Column(name = "trade_size_type", nullable = false, length = 20)
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@Builder.Default
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private String tradeSizeType = "CAPITAL_PCT";
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@Column(name = "trade_size_value", nullable = false, precision = 10, scale = 4)
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@Builder.Default
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private BigDecimal tradeSizeValue = new BigDecimal("100.0000");
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// ── 손절 ───────────────────────────────────────────────────────────────────
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@Column(name = "stop_loss_enabled", nullable = false)
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@Builder.Default
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private Boolean stopLossEnabled = false;
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@Column(name = "stop_loss_pct", nullable = false, precision = 6, scale = 3)
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@Builder.Default
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private BigDecimal stopLossPct = new BigDecimal("2.000");
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// ── 익절 ───────────────────────────────────────────────────────────────────
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@Column(name = "take_profit_enabled", nullable = false)
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@Builder.Default
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private Boolean takeProfitEnabled = false;
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@Column(name = "take_profit_pct", nullable = false, precision = 6, scale = 3)
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@Builder.Default
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private BigDecimal takeProfitPct = new BigDecimal("5.000");
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// ── 트레일링 스탑 ──────────────────────────────────────────────────────────
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@Column(name = "trailing_stop_enabled", nullable = false)
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@Builder.Default
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private Boolean trailingStopEnabled = false;
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@Column(name = "trailing_stop_pct", nullable = false, precision = 6, scale = 3)
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@Builder.Default
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private BigDecimal trailingStopPct = new BigDecimal("2.000");
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// ── 재진입 제어 ────────────────────────────────────────────────────────────
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@Column(name = "reentry_wait_bars", nullable = false)
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@Builder.Default
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private Integer reentryWaitBars = 0;
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@Column(name = "max_open_trades", nullable = false)
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@Builder.Default
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private Integer maxOpenTrades = 1;
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// ── 포지션 종속성 모드 ─────────────────────────────────────────────────────
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/** LONG_ONLY | SIGNAL_ONLY */
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@Column(name = "position_mode", nullable = false, length = 20)
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@Builder.Default
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private String positionMode = "LONG_ONLY";
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// ── 분할 청산 ──────────────────────────────────────────────────────────────
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@Column(name = "partial_exit_enabled", nullable = false)
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@Builder.Default
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private Boolean partialExitEnabled = false;
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@Column(name = "partial_exit_pct", nullable = false, precision = 6, scale = 3)
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@Builder.Default
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private BigDecimal partialExitPct = new BigDecimal("50.000");
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@Column(name = "created_at", nullable = false, updatable = false)
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private LocalDateTime createdAt;
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@Column(name = "updated_at")
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private LocalDateTime updatedAt;
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@PrePersist
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protected void onCreate() { createdAt = updatedAt = LocalDateTime.now(); }
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@PreUpdate
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protected void onUpdate() { updatedAt = LocalDateTime.now(); }
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}
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