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Merge pull request #96 from SynergyX-AI-Pattern/feat/#93_backtest_ranking
Feat/#93 backtest ranking
2 parents e8f0a04 + 7e66a07 commit 10e5837

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‎src/main/java/com/synergyx/trading/apiPayload/code/status/SuccessStatus.java‎

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@@ -33,6 +33,7 @@ public enum SuccessStatus implements BaseCode {
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// 백테스팅
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SUCCESS_BACKTEST_EXECUTE(HttpStatus.OK, "BACKTEST200", "백테스트가 실행되었습니다."),
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SUCCESS_RANKING(HttpStatus.OK, "RANK200", "백테스팅 랭킹 조회 성공"),
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// 종목 상세
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SUCCESS_CHART_DATA(HttpStatus.OK, "CANDLE200", "차트 데이터 조회 성공."),

‎src/main/java/com/synergyx/trading/controller/BacktestController.java‎

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import com.synergyx.trading.dto.backtest.BacktestRequestDTO;
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import com.synergyx.trading.dto.backtest.BacktestResponseDTO;
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import com.synergyx.trading.service.backtestService.BacktestService;
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import com.synergyx.trading.service.backtestService.ranking.BacktestRankingService;
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import io.swagger.v3.oas.annotations.Operation;
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import io.swagger.v3.oas.annotations.Parameter;
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import io.swagger.v3.oas.annotations.tags.Tag;
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import lombok.RequiredArgsConstructor;
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import org.springframework.data.domain.Page;
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import org.springframework.http.ResponseEntity;
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import org.springframework.web.bind.annotation.*;
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import java.util.List;
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@RestController
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@RequiredArgsConstructor
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private final UserContext userContext;
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private final BacktestService backtestService;
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private final BacktestRankingService backtestRankingService;
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// 백테스트 실행
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@Operation(summary = "백테스팅 실행", description = "백테스팅을 실행합니다.")
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SuccessStatus.SUCCESS_CHART_DATA.getMessage()
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));
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}
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// 백테스팅 랭킹 조회
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@Operation(summary = "백테스팅 랭킹 조회", description = "최대 수익률을 기준으로 백테스팅 랭킹을 조회합니다. (조건: 점 3개 이상의 패턴으로 실행된 백테스팅)")
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@GetMapping("/rankings")
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public ResponseEntity<?> getRankings(
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@RequestParam(required = false, defaultValue = "100") int limit) {
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List<?> rankings = backtestRankingService.getRanking(limit);
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return ResponseEntity.ok(ApiResponse.onSuccess(
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rankings,
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SuccessStatus.SUCCESS_RANKING.getCode(),
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SuccessStatus.SUCCESS_RANKING.getMessage()
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));
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}
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}

‎src/main/java/com/synergyx/trading/dto/backtest/BacktestRankingDTO.java‎

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package com.synergyx.trading.dto.backtest;
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import lombok.*;
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import java.time.LocalDate;
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// 백테스팅 랭킹 조회
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@Getter
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@Setter
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@Builder
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@NoArgsConstructor
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@AllArgsConstructor
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public class BacktestRankingDTO implements Rankable {
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private Integer rank; // 랭킹 순위
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private Long userId; // 사용자 아이디
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private String username; // 사용자 이름
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private String image; // 사용자 이미지
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private Double winRate; // 승률
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private Double averageReturn; // 평균 수익률
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private Double maxReturn; // 최대 수익률
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private LocalDate maxReturnDate; // 최대 수익률 발생일
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private Long backtestId; // 백테스팅 아이디
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public BacktestRankingDTO(Long userId, String username, String image, Double winRate, Double averageReturn, Double maxReturn, LocalDate maxReturnDate, Long backtestId) {
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this.userId = userId;
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this.username = username;
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this.image = image;
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this.winRate = winRate;
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this.averageReturn = averageReturn;
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this.maxReturn = maxReturn;
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this.maxReturnDate = maxReturnDate;
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this.backtestId = backtestId;
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}
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}

‎src/main/java/com/synergyx/trading/dto/backtest/Rankable.java‎

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package com.synergyx.trading.dto.backtest;
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// 백테스팅 랭킹에 쓰이는 순위 부여용 인터페이스
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public interface Rankable {
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void setRank(Integer rank);
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}

‎src/main/java/com/synergyx/trading/repository/BacktestRankingRepository.java‎

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package com.synergyx.trading.repository;
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import com.synergyx.trading.dto.backtest.BacktestRankingDTO;
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import com.synergyx.trading.model.Backtest;
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import org.springframework.data.jpa.repository.JpaRepository;
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import org.springframework.data.jpa.repository.Query;
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import org.springframework.data.repository.query.Param;
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import org.springframework.stereotype.Repository;
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import org.springframework.data.domain.Pageable;
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import java.time.LocalDate;
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import java.util.List;
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@Repository
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public interface BacktestRankingRepository extends JpaRepository<Backtest, Long> {
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// 최대 수익률 월간 랭킹 조회
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@Query("""
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SELECT new com.synergyx.trading.dto.backtest.BacktestRankingDTO(
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b.user.id,
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b.user.username,
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b.user.image,
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b.winRate,
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b.averageReturn,
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b.maxReturn,
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b.maxReturnDate,
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b.id
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)
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FROM Backtest b
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WHERE b.executedAt BETWEEN :startOfMonth AND :endOfMonth
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AND b.user.username <> '탈퇴회원'
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AND b.maxReturn = (
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SELECT MAX(b2.maxReturn)
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FROM Backtest b2
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WHERE b2.user.id = b.user.id
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AND b2.executedAt BETWEEN :startOfMonth AND :endOfMonth
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)
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ORDER BY b.maxReturn DESC, b.winRate DESC
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""")
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List<BacktestRankingDTO> findMonthlyUserMaxReturnRankings(
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@Param("startOfMonth") LocalDate startOfMonth,
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@Param("endOfMonth") LocalDate endOfMonth,
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Pageable pageable
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);
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}

‎src/main/java/com/synergyx/trading/service/backtestService/ranking/BacktestRankingService.java‎

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package com.synergyx.trading.service.backtestService.ranking;
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import com.synergyx.trading.apiPayload.code.status.ErrorStatus;
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import com.synergyx.trading.apiPayload.exception.GeneralException;
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import com.synergyx.trading.dto.backtest.BacktestRankingDTO;
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import com.synergyx.trading.dto.backtest.Rankable;
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import com.synergyx.trading.model.Backtest;
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import com.synergyx.trading.repository.BacktestRankingRepository;
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import com.synergyx.trading.repository.BacktestRepository;
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import lombok.RequiredArgsConstructor;
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import org.springframework.data.domain.PageRequest;
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import org.springframework.stereotype.Service;
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import java.time.LocalDate;
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import java.util.List;
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import java.util.Map;
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import java.util.concurrent.atomic.AtomicInteger;
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import java.util.function.Function;
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import java.util.stream.Collectors;
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@Service
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@RequiredArgsConstructor
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public class BacktestRankingService {
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private final BacktestRepository backtestRepository;
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private final BacktestRankingRepository backtestRankingRepository;
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// 랭킹 순위 부여용 메서드
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private <T extends Rankable> void assignRanks(List<T> results) {
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AtomicInteger rank = new AtomicInteger(1);
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results.forEach(r -> r.setRank(rank.getAndIncrement()));
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}
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// 랭킹 조회 (최대 수익률, 월간 기준)
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public List<BacktestRankingDTO> getRanking(int limit) {
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// 월간 기간 계산 (1일 ~ 31일)
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LocalDate now = LocalDate.now();
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LocalDate startOfMonth = now.withDayOfMonth(1);
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LocalDate endOfMonth = now.withDayOfMonth(now.lengthOfMonth());
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// Repository 호출
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List<BacktestRankingDTO> rankings = backtestRankingRepository.findMonthlyUserMaxReturnRankings(startOfMonth, endOfMonth, PageRequest.of(0, limit));
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// 백테스트 ID 목록 추출
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List<Long> backtestIds = rankings.stream()
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.map(BacktestRankingDTO::getBacktestId)
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.toList();
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// 일괄 조회
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Map<Long, Backtest> backtestMap = backtestRepository.findAllById(backtestIds)
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.stream()
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.collect(Collectors.toMap(Backtest::getId, Function.identity()));
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// 점 개수 3개 이상 조건 필터링
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rankings = rankings.stream()
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.filter(r -> {
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Backtest backtest = backtestMap.get(r.getBacktestId());
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if (backtest == null) {
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throw new GeneralException(ErrorStatus.BACKTEST_NOT_FOUND);
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}
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return backtest.getPattern().getPoints().size() >= 3;
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})
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.toList();
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// 순위 부여
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assignRanks(rankings);
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return rankings;
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}
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}

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