Merge pull request #17 from pagh2322/feat/11

Feat/11
pagh2322 · May 1, 2024 · af77446 · af77446
2 parents 461a08a + 1709d91
commit af77446
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Showing 99 changed files with 3,485 additions and 1,037 deletions.
diff --git a/build.gradle b/build.gradle
@@ -101,7 +101,7 @@ jacocoTestCoverageVerification {
                 minimum = 0.75
             }
 
-            excludes = ['*.*Controller', '*.*Repository', '*.advice.*', '*.dto.*', '*.config.*', '*.domain.*', '*.support.*', '*.AuthService']
+            excludes = ['*.*Repository', '*.dto.*', '*.global.*', '*.auth.*']
         }
     }
 }
diff --git a/src/main/java/org/mockInvestment/auth/api/AuthApi.java b/src/main/java/org/mockInvestment/auth/api/AuthApi.java
@@ -15,4 +15,5 @@ public class AuthApi {
     public ResponseEntity<AuthInfo> oauthLoginInfo(@Login AuthInfo authInfo) {
         return ResponseEntity.ok(authInfo);
     }
+
 }
diff --git a/src/main/java/org/mockInvestment/auth/application/AuthService.java b/src/main/java/org/mockInvestment/auth/application/AuthService.java
@@ -14,8 +14,6 @@
 import org.springframework.stereotype.Service;
 import org.springframework.transaction.annotation.Transactional;
 
-import java.util.Optional;
-
 @Service
 @Transactional
 @RequiredArgsConstructor
@@ -40,17 +38,15 @@ public OAuth2User loadUser(OAuth2UserRequest userRequest) throws OAuth2Authentic
     }
 
     private Member getOrCreateMember(OAuth2UserAttributes oAuth2UserAttributes) {
-        Member member = memberRepository.findByUsername(oAuth2UserAttributes.getUsername())
+        return memberRepository.findByUsername(oAuth2UserAttributes.getUsername())
                 .orElseGet(() -> {
                     Member newMember = Member.builder()
                             .role("ROLE_USER")
+                            .email(oAuth2UserAttributes.getEmail())
                             .username(oAuth2UserAttributes.getUsername())
                             .build();
                     return memberRepository.save(newMember);
                 });
-        member.updateEMail(oAuth2UserAttributes.getEmail());
-        member.updateName(oAuth2UserAttributes.getName());
-        return member;
     }
 
 }
diff --git a/src/main/java/org/mockInvestment/auth/dto/AuthInfo.java b/src/main/java/org/mockInvestment/auth/dto/AuthInfo.java
@@ -10,28 +10,24 @@ public class AuthInfo {
 
     private final String role;
 
-    private final String name;
 
     private final String username;
 
-    public AuthInfo(Long id, String role, String name, String username) {
+    public AuthInfo(Long id, String role, String username) {
         this.id = id;
         this.role = role;
-        this.name = name;
         this.username = username;
     }
 
     public AuthInfo(Member member) {
         id = member.getId();
         role = member.getRole();
-        name = member.getName();
         username = member.getUsername();
     }
 
     public AuthInfo() {
         id = null;
         role = null;
-        name = null;
         username = null;
     }
 

diff --git a/src/main/java/org/mockInvestment/auth/dto/CustomOAuth2User.java b/src/main/java/org/mockInvestment/auth/dto/CustomOAuth2User.java
@@ -37,6 +37,6 @@ public String getAuthority() {
 
     @Override
     public String getName() {
-        return authInfo.getName();
+        return authInfo.getUsername();
     }
 }
diff --git a/src/main/java/org/mockInvestment/backTest/api/BackTestApi.java b/src/main/java/org/mockInvestment/backTest/api/BackTestApi.java
@@ -0,0 +1,50 @@
+package org.mockInvestment.backTest.api;
+
+import lombok.RequiredArgsConstructor;
+import org.mockInvestment.backTest.application.BackTestCrossStrategyService;
+import org.mockInvestment.backTest.application.BackTestRSIStrategyService;
+import org.mockInvestment.backTest.dto.request.CrossStrategyRequest;
+import org.mockInvestment.backTest.dto.request.RSIStrategyRequest;
+import org.mockInvestment.backTest.dto.response.BackTestResultResponse;
+import org.springframework.http.ResponseEntity;
+import org.springframework.web.bind.annotation.*;
+
+import java.time.LocalDate;
+
+@RestController
+@RequiredArgsConstructor
+@RequestMapping("/back_test")
+public class BackTestApi {
+
+    private final BackTestRSIStrategyService backTestRSIStrategyService;
+
+    private final BackTestCrossStrategyService backTestCrossStrategyService;
+
+
+    @GetMapping("/rsi")
+    public ResponseEntity<BackTestResultResponse> backTestUsingRSIStrategy(
+            @RequestParam("code") String stockCode,
+            @RequestParam("start") LocalDate startDate,
+            @RequestParam("end") LocalDate endDate,
+            @RequestParam("buyRSI") double buyRSI,
+            @RequestParam("sellRSI") double sellRSI,
+            @RequestParam("amount") double amount
+    ) {
+        RSIStrategyRequest request = new RSIStrategyRequest(stockCode, startDate, endDate, buyRSI, sellRSI, amount);
+        BackTestResultResponse response = backTestRSIStrategyService.runTest(request);
+        return ResponseEntity.ok(response);
+    }
+
+    @GetMapping("/cross")
+    public ResponseEntity<BackTestResultResponse> backTestUsingCrossStrategy(
+            @RequestParam("code") String stockCode,
+            @RequestParam("start") LocalDate startDate,
+            @RequestParam("end") LocalDate endDate,
+            @RequestParam("amount") double amount
+    ) {
+        CrossStrategyRequest request = new CrossStrategyRequest(true, true, stockCode, startDate, endDate, amount);
+        BackTestResultResponse response = backTestCrossStrategyService.runTest(request);
+        return ResponseEntity.ok(response);
+    }
+
+}
diff --git a/src/main/java/org/mockInvestment/backTest/application/BackTestCrossStrategyService.java b/src/main/java/org/mockInvestment/backTest/application/BackTestCrossStrategyService.java
@@ -0,0 +1,82 @@
+package org.mockInvestment.backTest.application;
+
+import lombok.RequiredArgsConstructor;
+import org.mockInvestment.backTest.dto.request.CrossStrategyRequest;
+import org.mockInvestment.backTest.dto.response.BackTestResultResponse;
+import org.mockInvestment.backTest.dto.response.BackTestTradeHistory;
+import org.mockInvestment.stockPrice.application.StockPriceCandleFindService;
+import org.mockInvestment.stockPrice.domain.StockPriceCandle;
+import org.mockInvestment.stockPrice.repository.StockPriceCandleRepository;
+import org.mockInvestment.stockPrice.util.PeriodExtractor;
+import org.mockInvestment.stockTicker.domain.StockTicker;
+import org.mockInvestment.stockTicker.exception.StockTickerNotFoundException;
+import org.mockInvestment.stockTicker.repository.StockTickerRepository;
+import org.springframework.data.domain.PageRequest;
+import org.springframework.stereotype.Service;
+import org.springframework.transaction.annotation.Transactional;
+
+import java.time.LocalDate;
+import java.util.ArrayList;
+import java.util.List;
+
+@Service
+@RequiredArgsConstructor
+@Transactional(readOnly = true)
+public class BackTestCrossStrategyService {
+
+    private final StockTickerRepository stockTickerRepository;
+
+    private final StockPriceCandleRepository stockPriceCandleRepository;
+
+    private final StockPriceCandleFindService stockPriceCandleFindService;
+
+
+    public BackTestResultResponse runTest(CrossStrategyRequest request) {
+        StockTicker stockTicker = stockTickerRepository.findByCode(request.stockCode())
+                .orElseThrow(StockTickerNotFoundException::new);
+        List<BackTestTradeHistory> histories = new ArrayList<>();
+        LocalDate startDate = request.startDate();
+        while (startDate.isBefore(request.endDate())) {
+            PeriodExtractor periodExtractor = new PeriodExtractor(startDate, "6m");
+            List<StockPriceCandle> stockPriceCandles = stockPriceCandleFindService.findStockPriceCandles(stockTicker, periodExtractor);
+
+            double currentPrice = stockPriceCandles.get(stockPriceCandles.size() - 1).getClose();
+
+            if (histories.isEmpty()) {
+                histories.add(BackTestTradeHistory.of(true, currentPrice, request.amount(), null, startDate));
+                startDate = getNextMarketDate(startDate);
+                continue;
+            }
+
+            double[] macd = TechnicalIndicatorCalculator.calculateMACD(stockPriceCandles);
+            double[] signalLine = TechnicalIndicatorCalculator.calculateSignalLine(macd);
+
+            BackTestTradeHistory lastOrder = histories.get(histories.size() - 1);
+            double amount = calcAmount(lastOrder.amount(), lastOrder.price(), currentPrice);
+
+            double currentMACD = macd[macd.length - 2];
+            double currentSignalLine = signalLine[signalLine.length - 2];
+            double previousMACD = macd[macd.length - 3];
+            double previousSignalLine = signalLine[signalLine.length - 3];
+
+            if (currentMACD > currentSignalLine && previousMACD < previousSignalLine) {
+                if (!lastOrder.buy())
+                    histories.add(BackTestTradeHistory.of(true, currentPrice, amount, "Golden", startDate));
+            } else if (currentMACD < currentSignalLine && previousMACD > previousSignalLine) {
+                if (lastOrder.buy())
+                    histories.add(BackTestTradeHistory.of(false, currentPrice, amount, "Dead", startDate));
+            }
+            startDate = getNextMarketDate(startDate);
+        }
+        return new BackTestResultResponse(histories);
+    }
+
+    private double calcAmount(double previousAmount, double previousPrice, double currentPrice) {
+        return previousAmount * (currentPrice / previousPrice);
+    }
+
+    private LocalDate getNextMarketDate(LocalDate previousDate) {
+        List<LocalDate> dates = stockPriceCandleRepository.findCandidateDates(previousDate, PageRequest.of(0, 2));
+        return dates.get(1);
+    }
+}
diff --git a/src/main/java/org/mockInvestment/backTest/application/BackTestRSIStrategyService.java b/src/main/java/org/mockInvestment/backTest/application/BackTestRSIStrategyService.java
@@ -0,0 +1,75 @@
+package org.mockInvestment.backTest.application;
+
+import lombok.RequiredArgsConstructor;
+import org.mockInvestment.backTest.dto.request.RSIStrategyRequest;
+import org.mockInvestment.backTest.dto.response.BackTestResultResponse;
+import org.mockInvestment.backTest.dto.response.BackTestTradeHistory;
+import org.mockInvestment.stockPrice.application.StockPriceCandleFindService;
+import org.mockInvestment.stockPrice.domain.StockPriceCandle;
+import org.mockInvestment.stockPrice.repository.StockPriceCandleRepository;
+import org.mockInvestment.stockPrice.util.PeriodExtractor;
+import org.mockInvestment.stockTicker.domain.StockTicker;
+import org.mockInvestment.stockTicker.exception.StockTickerNotFoundException;
+import org.mockInvestment.stockTicker.repository.StockTickerRepository;
+import org.springframework.data.domain.PageRequest;
+import org.springframework.stereotype.Service;
+import org.springframework.transaction.annotation.Transactional;
+
+import java.time.LocalDate;
+import java.util.ArrayList;
+import java.util.List;
+
+@Service
+@RequiredArgsConstructor
+@Transactional(readOnly = true)
+public class BackTestRSIStrategyService {
+
+    private final StockTickerRepository stockTickerRepository;
+
+    private final StockPriceCandleRepository stockPriceCandleRepository;
+
+    private final StockPriceCandleFindService stockPriceCandleFindService;
+
+
+    public BackTestResultResponse runTest(RSIStrategyRequest request) {
+        StockTicker stockTicker = stockTickerRepository.findByCode(request.stockCode())
+                .orElseThrow(StockTickerNotFoundException::new);
+        List<BackTestTradeHistory> histories = new ArrayList<>();
+        LocalDate startDate = request.startDate();
+        while (startDate.isBefore(request.endDate())) {
+            PeriodExtractor periodExtractor = new PeriodExtractor(startDate, "6m");
+            List<StockPriceCandle> stockPriceCandles = stockPriceCandleFindService.findStockPriceCandles(stockTicker, periodExtractor);
+            double rsi = TechnicalIndicatorCalculator.calculateRSI(stockPriceCandles);
+            double currentPrice = stockPriceCandles.get(stockPriceCandles.size() - 1).getClose();
+
+            if (histories.isEmpty()) {
+                histories.add(BackTestTradeHistory.of(true, currentPrice, request.amount(), rsi, startDate));
+                startDate = getNextMarketDate(startDate);
+                continue;
+            }
+
+            BackTestTradeHistory lastOrder = histories.get(histories.size() - 1);
+            double amount = calcAmount(lastOrder.amount(), lastOrder.price(), currentPrice);
+            if (rsi >= request.sellRSI()) {  // should sell
+                if (lastOrder.buy())
+                    histories.add(BackTestTradeHistory.of(false, currentPrice, amount, rsi, startDate));
+            }
+            else if (rsi <= request.buyRSI()) {  // should buy
+                if (!lastOrder.buy())
+                    histories.add(BackTestTradeHistory.of(true, currentPrice, amount, rsi, startDate));
+            }
+            startDate = getNextMarketDate(startDate);
+        }
+        return new BackTestResultResponse(histories);
+    }
+
+    private double calcAmount(double previousAmount, double previousPrice, double currentPrice) {
+        return previousAmount * (currentPrice / previousPrice);
+    }
+
+    private LocalDate getNextMarketDate(LocalDate previousDate) {
+        List<LocalDate> dates = stockPriceCandleRepository.findCandidateDates(previousDate, PageRequest.of(0, 2));
+        return dates.get(1);
+    }
+
+}