Macbook
343 lines
10 KiB
TypeScript
343 lines
10 KiB
TypeScript
/**
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* 전략 DSL → 차트 IndicatorConfig[] 변환 (가상투자 차트 팝업)
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*/
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import type { StrategyDto } from './backendApi';
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import type { IndicatorConfig, Timeframe } from '../types';
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import type { LogicNode } from './strategyTypes';
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import {
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enrichIndicatorConfig,
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getIndicatorDef,
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getHLineLabel,
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mergePlotDefs,
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normalizeObvParams,
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type HLineDef,
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} from './indicatorRegistry';
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import { initializeIndicatorConfigForEditor } from './indicatorSettingsEditor';
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import { buildMainIndicatorConfig } from './indicatorMainConfig';
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import { normalizeSmaConfig, smaPeriodKey } from './smaConfig';
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import { normalizeIchimokuConfig } from './ichimokuConfig';
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import { extractVirtualConditions } from './virtualStrategyConditions';
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const DSL_TO_REGISTRY: Record<string, string> = {
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RSI: 'RSI',
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MACD: 'MACD',
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MA: 'SMA',
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EMA: 'EMA',
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BOLLINGER: 'BollingerBands',
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STOCHASTIC: 'Stochastic',
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WILLIAMS_R: 'WilliamsPercentRange',
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CCI: 'CCI',
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ADX: 'ADX',
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DMI: 'DMI',
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OBV: 'OBV',
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TRIX: 'TRIX',
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VOLUME_OSC: 'VolumeOscillator',
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VR: 'VR',
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DISPARITY: 'Disparity',
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PSYCHOLOGICAL: 'Psychological',
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NEW_PSYCHOLOGICAL: 'NewPsychological',
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INVEST_PSYCHOLOGICAL: 'InvestPsychological',
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BWI: 'BBBandWidth',
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DONCHIAN: 'DonchianChannels',
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NEW_HIGH: 'DonchianChannels',
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NEW_LOW: 'DonchianChannels',
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ICHIMOKU: 'IchimokuCloud',
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ATR: 'ATR',
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MFI: 'MFI',
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};
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interface IndicatorRef {
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dslType: string;
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registryType: string;
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period?: number;
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leftPeriod?: number;
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rightPeriod?: number;
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targetValue?: number | null;
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}
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type ParamRecord = Record<string, number | string | boolean>;
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type GetParams = (type: string, defaults?: ParamRecord) => ParamRecord;
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type GetVisual = (
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type: string,
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plots: import('./indicatorRegistry').PlotDef[],
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hlines: HLineDef[],
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) => {
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plots: import('./indicatorRegistry').PlotDef[];
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hlines: HLineDef[];
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cloudColors?: import('./ichimokuConfig').IchimokuCloudColors;
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};
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let _idSeq = 0;
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function newIndId(): string {
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_idSeq += 1;
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return `vstrat_${_idSeq}_${Date.now()}`;
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}
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export function candleTypeToTimeframe(candleType: string): Timeframe {
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const c = (candleType ?? '1m').trim().toLowerCase();
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if (c === '1d') return '1D';
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if (c === '1w') return '1W';
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if (c === '1h') return '1h';
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if (c === '4h') return '4h';
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if (['1m', '3m', '5m', '10m', '15m', '30m'].includes(c)) return c as Timeframe;
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return '1m';
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}
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export function resolveStrategyTimeframes(strategy: StrategyDto | undefined): Timeframe[] {
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if (!strategy) return ['1m'];
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const conditions = extractVirtualConditions(strategy);
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const set = new Set<Timeframe>();
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for (const row of conditions) {
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set.add(candleTypeToTimeframe(row.timeframe));
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}
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if (set.size === 0) set.add('1m');
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return [...set].sort((a, b) => {
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const order: Timeframe[] = ['1m', '3m', '5m', '10m', '15m', '30m', '1h', '4h', '1D', '1W', '1M'];
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return order.indexOf(a) - order.indexOf(b);
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});
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}
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export function resolveStrategyPrimaryTimeframe(strategy: StrategyDto | undefined): Timeframe {
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const tfs = resolveStrategyTimeframes(strategy);
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return tfs[0] ?? '1m';
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}
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function walkIndicatorRefs(
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node: LogicNode | null | undefined,
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out: IndicatorRef[],
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seen: Set<string>,
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): void {
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if (!node) return;
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if (node.type === 'TIMEFRAME') {
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node.children?.forEach(c => walkIndicatorRefs(c, out, seen));
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return;
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}
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if (node.type === 'CONDITION' && node.condition) {
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const c = node.condition;
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const dslType = c.indicatorType;
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const registryType = DSL_TO_REGISTRY[dslType] ?? dslType;
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const key = `${registryType}:${c.period ?? ''}:${c.leftPeriod ?? ''}:${c.rightPeriod ?? ''}:${c.targetValue ?? ''}`;
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if (seen.has(key)) return;
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seen.add(key);
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out.push({
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dslType,
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registryType,
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period: c.period,
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leftPeriod: c.leftPeriod,
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rightPeriod: c.rightPeriod,
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targetValue: c.targetValue ?? c.compareValue ?? null,
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});
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return;
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}
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node.children?.forEach(ch => walkIndicatorRefs(ch, out, seen));
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}
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function collectIndicatorRefs(strategy: StrategyDto): IndicatorRef[] {
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const out: IndicatorRef[] = [];
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const seen = new Set<string>();
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walkIndicatorRefs(strategy.buyCondition as LogicNode | null, out, seen);
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walkIndicatorRefs(strategy.sellCondition as LogicNode | null, out, seen);
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return out;
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}
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function applyTargetHlines(
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hlines: HLineDef[],
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target: number | null | undefined,
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): HLineDef[] {
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if (target == null || Number.isNaN(target)) return hlines;
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const next = hlines.map(h => ({ ...h }));
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const prices = next.map(h => h.price);
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const idx = next.findIndex(h => Math.abs(h.price - target) < 1e-6);
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if (idx >= 0) {
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next[idx] = { ...next[idx], visible: true, price: target };
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return next;
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}
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next.push({
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price: target,
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color: '#ffb300',
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label: getHLineLabel(target, [...prices, target]),
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visible: true,
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lineStyle: 'dashed',
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lineWidth: 1,
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});
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return next;
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}
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function buildOneIndicator(
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ref: IndicatorRef,
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getParams: GetParams,
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getVisual: GetVisual,
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): IndicatorConfig | null {
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const def = getIndicatorDef(ref.registryType);
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if (!def) return null;
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const params = getParams(ref.registryType, def.defaultParams as ParamRecord);
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const { plots, hlines, cloudColors } = getVisual(ref.registryType, def.plots, def.hlines ?? []);
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let cfg: IndicatorConfig = {
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id: newIndId(),
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type: def.type,
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params: { ...params },
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plots,
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hlines,
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...(cloudColors ? { cloudColors } : {}),
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};
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if (ref.registryType === 'SMA') {
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const mainSma = buildMainIndicatorConfig('SMA', [], getParams, getVisual as Parameters<typeof buildMainIndicatorConfig>[3]);
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const periods = [ref.period, ref.leftPeriod, ref.rightPeriod]
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.filter((p): p is number => typeof p === 'number' && p > 0);
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const p = { ...cfg.params };
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if (periods.length > 0) {
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periods.slice(0, 11).forEach((val, i) => {
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p[smaPeriodKey(i + 1)] = val;
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});
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}
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cfg = normalizeSmaConfig({
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...cfg,
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params: p,
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plots: mainSma?.plots ?? cfg.plots,
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plotVisibility: mainSma?.plotVisibility ?? cfg.plotVisibility,
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});
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} else if (ref.registryType === 'OBV') {
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const p = normalizeObvParams({ ...cfg.params });
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const signalLen = ref.rightPeriod ?? ref.period;
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if (signalLen != null && signalLen > 0) {
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p.maLength = signalLen;
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}
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cfg = {
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...cfg,
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params: p,
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plots: mergePlotDefs(cfg.plots, def.plots),
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};
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} else if (ref.period != null && ref.period > 0) {
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cfg = {
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...cfg,
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params: { ...cfg.params, length: ref.period },
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};
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}
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if (ref.registryType === 'IchimokuCloud') {
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cfg = normalizeIchimokuConfig(cfg);
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}
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if (ref.targetValue != null) {
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cfg = { ...cfg, hlines: applyTargetHlines(cfg.hlines ?? [], ref.targetValue) };
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}
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return initializeIndicatorConfigForEditor(
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cfg,
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getParams,
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(type, defaultPlots, defaultHlines) => getVisual(type, defaultPlots, defaultHlines ?? []),
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);
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}
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/** 전략에 포함된 보조지표를 차트용 IndicatorConfig 로 변환 (중복 type 제거) */
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export function buildStrategyChartIndicators(
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strategy: StrategyDto | undefined,
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getParams: GetParams,
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getVisual: GetVisual,
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): IndicatorConfig[] {
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if (!strategy) return [];
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const refs = collectIndicatorRefs(strategy);
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const byType = new Map<string, IndicatorRef>();
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for (const ref of refs) {
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const existing = byType.get(ref.registryType);
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if (!existing) {
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byType.set(ref.registryType, ref);
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continue;
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}
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byType.set(ref.registryType, {
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...existing,
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period: existing.period ?? ref.period,
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leftPeriod: existing.leftPeriod ?? ref.leftPeriod,
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rightPeriod: existing.rightPeriod ?? ref.rightPeriod,
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targetValue: existing.targetValue ?? ref.targetValue,
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});
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}
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const result: IndicatorConfig[] = [];
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for (const ref of byType.values()) {
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const cfg = buildOneIndicator(ref, getParams, getVisual);
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if (cfg) result.push(cfg);
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}
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return result;
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}
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const MA_OVERLAY_TYPES = new Set(['SMA', 'EMA']);
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/**
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* 캔들 영역 기본 오버레이 — 이동평균(SMA)·일목균형표·볼린저밴드
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* (전략에 없어도 표시, 우측 상단 토글로 표시/숨김)
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*/
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export function ensurePaperChartOverlays(
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indicators: IndicatorConfig[],
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getParams: GetParams,
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getVisual: GetVisual,
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): IndicatorConfig[] {
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const hasMa = indicators.some(i => MA_OVERLAY_TYPES.has(i.type));
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const hasIchimoku = indicators.some(i => i.type === 'IchimokuCloud');
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const hasBb = indicators.some(i => i.type === 'BollingerBands');
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const prepend: IndicatorConfig[] = [];
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if (!hasMa) {
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const sma = buildOneIndicator(
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{ dslType: 'MA', registryType: 'SMA' },
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getParams,
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getVisual,
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);
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if (sma) prepend.push(sma);
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}
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if (!hasIchimoku) {
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const ichimoku = buildOneIndicator(
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{ dslType: 'ICHIMOKU', registryType: 'IchimokuCloud' },
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getParams,
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getVisual,
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);
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if (ichimoku) prepend.push(ichimoku);
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}
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if (!hasBb) {
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const bb = buildOneIndicator(
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{ dslType: 'BOLLINGER', registryType: 'BollingerBands' },
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getParams,
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getVisual,
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);
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if (bb) prepend.push(bb);
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}
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if (prepend.length === 0) return indicators;
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return [...prepend, ...indicators];
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}
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/** 가상투자 차트 — 전략 지표 + 기본 일목균형표 */
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export function buildVirtualTradingChartIndicators(
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strategy: StrategyDto | undefined,
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getParams: GetParams,
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getVisual: GetVisual,
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): IndicatorConfig[] {
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const strategyIndicators = buildStrategyChartIndicators(strategy, getParams, getVisual);
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if (strategyIndicators.some(ind => ind.type === 'IchimokuCloud')) {
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return strategyIndicators;
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}
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const defaultIchimoku = buildOneIndicator(
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{ dslType: 'ICHIMOKU', registryType: 'IchimokuCloud' },
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getParams,
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getVisual,
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);
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if (!defaultIchimoku) return strategyIndicators;
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return [defaultIchimoku, ...strategyIndicators];
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}
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/** 가상매매 카드 인라인 차트 — 캔들 영역 확보(일목·다중 지표 pane 제외, 전략 지표 최대 1개) */
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export function buildVirtualTradingCardChartIndicators(
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strategy: StrategyDto | undefined,
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getParams: GetParams,
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getVisual: GetVisual,
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): IndicatorConfig[] {
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return buildStrategyChartIndicators(strategy, getParams, getVisual).slice(0, 1);
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}
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