Macbook
121 lines
5.2 KiB
Java
121 lines
5.2 KiB
Java
package com.goldenchart.service;
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import com.goldenchart.dto.PaperDailySnapshotDto;
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import com.goldenchart.entity.GcPaperAccount;
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import com.goldenchart.entity.GcPaperDailySnapshot;
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import com.goldenchart.entity.GcPaperPosition;
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import com.goldenchart.repository.GcPaperAccountRepository;
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import com.goldenchart.repository.GcPaperDailySnapshotRepository;
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import com.goldenchart.repository.GcPaperPositionRepository;
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import com.goldenchart.storage.Ta4jStorage;
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import lombok.RequiredArgsConstructor;
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import lombok.extern.slf4j.Slf4j;
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import org.springframework.stereotype.Service;
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import org.springframework.transaction.annotation.Transactional;
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import org.ta4j.core.Bar;
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import org.ta4j.core.BarSeries;
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import java.math.BigDecimal;
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import java.math.RoundingMode;
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import java.time.LocalDate;
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import java.time.ZoneId;
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import java.util.HashMap;
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import java.util.List;
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import java.util.Map;
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@Service
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@RequiredArgsConstructor
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@Slf4j
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@Transactional
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public class PaperSnapshotService {
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private static final ZoneId KST = ZoneId.of("Asia/Seoul");
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private final GcPaperDailySnapshotRepository snapshotRepo;
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private final GcPaperAccountRepository accountRepo;
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private final GcPaperPositionRepository positionRepo;
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private final Ta4jStorage ta4jStorage;
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@Transactional(readOnly = true)
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public List<PaperDailySnapshotDto> list(Long accountId, LocalDate from, LocalDate to) {
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LocalDate f = from != null ? from : LocalDate.now(KST).minusDays(90);
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LocalDate t = to != null ? to : LocalDate.now(KST);
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return snapshotRepo.findByAccountIdAndSnapshotDateBetweenOrderBySnapshotDateAsc(accountId, f, t)
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.stream().map(this::toDto).toList();
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}
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public void captureEodForAllAccounts() {
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LocalDate today = LocalDate.now(KST);
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for (GcPaperAccount account : accountRepo.findAll()) {
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try {
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captureEod(account, today);
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} catch (Exception e) {
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log.warn("[PaperSnapshot] account {} failed: {}", account.getId(), e.getMessage());
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}
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}
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}
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public void captureEod(GcPaperAccount account, LocalDate date) {
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List<GcPaperPosition> positions = positionRepo.findByAccountIdOrderBySymbolAsc(account.getId());
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Map<String, Double> marks = new HashMap<>();
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double stockEval = 0;
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for (GcPaperPosition p : positions) {
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double qty = p.getQuantity().doubleValue();
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if (qty <= 0) continue;
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double mark = resolveMark(p.getSymbol(), p.getAvgPrice().doubleValue());
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marks.put(p.getSymbol(), mark);
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stockEval += mark * qty;
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}
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double cash = account.getCashBalance().doubleValue();
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double total = cash + stockEval;
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double initial = account.getInitialCapitalSnapshot() != null
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? account.getInitialCapitalSnapshot().doubleValue() : cash;
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double cumRet = initial > 0 ? (total - initial) / initial * 100 : 0;
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GcPaperDailySnapshot prev = snapshotRepo
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.findByAccountIdAndSnapshotDate(account.getId(), date.minusDays(1))
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.orElse(null);
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double prevTotal = prev != null ? prev.getTotalAsset().doubleValue() : initial;
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double dailyPnl = total - prevTotal;
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double dailyRet = prevTotal > 0 ? dailyPnl / prevTotal * 100 : 0;
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GcPaperDailySnapshot snap = snapshotRepo.findByAccountIdAndSnapshotDate(account.getId(), date)
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.orElse(GcPaperDailySnapshot.builder()
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.accountId(account.getId())
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.snapshotDate(date)
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.build());
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snap.setCashBalance(BigDecimal.valueOf(cash).setScale(2, RoundingMode.HALF_UP));
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snap.setStockEvalAmount(BigDecimal.valueOf(stockEval).setScale(2, RoundingMode.HALF_UP));
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snap.setTotalAsset(BigDecimal.valueOf(total).setScale(2, RoundingMode.HALF_UP));
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snap.setDailyPnl(BigDecimal.valueOf(dailyPnl).setScale(2, RoundingMode.HALF_UP));
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snap.setDailyReturnPct(BigDecimal.valueOf(dailyRet).setScale(4, RoundingMode.HALF_UP));
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snap.setCumulativeReturnPct(BigDecimal.valueOf(cumRet).setScale(4, RoundingMode.HALF_UP));
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snapshotRepo.save(snap);
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}
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private double resolveMark(String symbol, double fallback) {
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try {
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if (!ta4jStorage.exists(symbol, "1m")) return fallback;
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BarSeries series = ta4jStorage.getOrCreate(symbol, "1m");
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if (!series.isEmpty()) {
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Bar last = series.getLastBar();
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return last.getClosePrice().doubleValue();
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}
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} catch (Exception ignored) {
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}
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return fallback;
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}
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private PaperDailySnapshotDto toDto(GcPaperDailySnapshot s) {
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return PaperDailySnapshotDto.builder()
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.snapshotDate(s.getSnapshotDate().toString())
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.cashBalance(s.getCashBalance().doubleValue())
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.stockEvalAmount(s.getStockEvalAmount().doubleValue())
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.totalAsset(s.getTotalAsset().doubleValue())
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.dailyPnl(s.getDailyPnl().doubleValue())
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.dailyReturnPct(s.getDailyReturnPct().doubleValue())
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.cumulativeReturnPct(s.getCumulativeReturnPct().doubleValue())
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.build();
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}
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}
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