[feat] #80 Multi-Timeframe 서비스 레이어 및 HTF 캔들/조합/추세 전략 추가#86
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fray-cloud merged 25 commits intodevfrom Apr 2, 2026
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- Prisma: Flow, Backtest, BacktestTrace 모델 추가 - Kafka: FLOW_BACKTEST_REQUESTED/COMPLETED 토픽 + 이벤트 - Types: FlowDefinition, NodeTypeRegistry, Zod-free 검증 스키마 - FlowCompiler: Kahn's algorithm DAG 검증, 위상 정렬, 캔들별 실행 - Nodes: CandleStream, RSI, Threshold, MarketOrder (4개 초기 구현) - Tests: 33개 전체 통과 (컴파일러 검증 14 + 노드 19) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Phase 2: API Server CQRS - Flow CRUD + Toggle + Backtest 요청 9개 REST 엔드포인트 - FlowsKafkaProducer/Consumer — backtest 이벤트 Kafka 연동 - WebSocket backtest:completed 실시간 이벤트 Phase 3: React Flow UI - @xyflow/react 기반 노드 빌더 (드래그&드롭, 포트 타입 검증) - 4종 커스텀 노드 (data/indicator/condition/order) 색상별 구분 - NodePalette, NodeInspector, FlowToolbar, TimelineSlider - Zustand flow store + React Query hooks - /flows 목록 + /flows/[id] 빌더 페이지 Phase 4: Backtest Engine + Timeline Debugger - BacktestService — Kafka consumer, 캔들 페치, flow 실행, trace 저장 - 노드 Glow 효과 (녹색=fired, 빨간색=blocked) - WebSocket 백테스트 완료 리스너 + 자동 trace 로딩 Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
…ariables All flow builder components now use theme-aware CSS variables (bg-card, border-border, text-foreground, text-muted-foreground) instead of hardcoded hex colors (#0f1117, #1a1a24, zinc-*). This fixes light mode rendering. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
…ility Trace state now shows CheckCircle2/XCircle icons alongside green/red glow effects, so color-blind users can distinguish fired vs blocked. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
…vigation All interactive elements in flow builder now show focus rings for keyboard navigation (WCAG AA compliance). Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
All flow builder components now use useTranslations('flows')
instead of hardcoded Korean strings. Added 26 new translation
keys to ko.json and en.json.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
…pace
t('loading', { ns: 'common' }) is not valid next-intl syntax.
Use useTranslations('common') separately. Also add onNodeDoubleClick
handler to prevent unhandled events.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
useFlowStore(backtestStatus) was called after early return, violating React hooks rules. Moved all hooks before conditional return to ensure consistent call order. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Failed backtests store { error: "..." } in summary, not the full
BacktestSummary. Guard winRate/realizedPnl access with null check.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- indicator-macd.node: MACD (macd/signal/histogram 출력) - indicator-bollinger.node: Bollinger Bands (upper/middle/lower 출력) - indicator-ema.node: EMA 지수 이동평균 - condition-crossover.node: 크로스오버 감지 (state 기반, above/below 방향) - condition-and-or.node: AND/OR 로직 조합 노드 - order-alert.node: 알림 전용 터미널 노드 - NODE_REGISTRY에 모든 신규 노드 등록 - determineFired 함수 수정: 다중 출력 인디케이터(MACD, Bollinger) 지원 - FlowsService: 활성 Flow 실시간 평가 루프 (StrategiesService 패턴 적용) - 30초 폴링으로 활성 Flow 동기화 - 캔들 인터벌 기반 평가 주기 자동 설정 - FlowOrderAction → DB Order 생성 → Kafka TRADING_ORDER_REQUESTED 발행 - RiskService 연동 (stopLoss, dailyMaxLoss, maxPositionSize) - 연속 동일 side 주문 중복 방지 - FlowsModule 생성 및 AppModule 등록 - nodes.test.ts: 신규 노드 38개 테스트 케이스 추가 (총 52개 통과) Co-Authored-By: Paperclip <noreply@paperclip.ing>
Replace horizontal-scroll table on mobile (<md) with a card-based layout. Each card shows symbol, direction (buy/sell), qty, price, and status. Two tabs split orders into Open (pending/placed) and Completed. Desktop table (≥md) is unchanged. Adds openOrders / closedOrders translation keys to en.json and ko.json. Co-Authored-By: Paperclip <noreply@paperclip.ing>
Add VaR/CVaR, dynamic drawdown limits, ATR-based volatility sizing, Kelly Criterion position sizing, tail risk monitoring, and cross-symbol correlation matrix to RiskService. - Extend RiskConfig and RiskCheckResult with new fields - Add checkDrawdownLimit: pause strategy after X% drawdown from peak - Add checkVarAndCVar: historical simulation VaR/CVaR checks - Add applyAtrSizing: scale down position size when ATR > baseline - Add applyKellySizing: win-rate-based half-Kelly position sizing - Add getCorrelationMatrix: Pearson correlation across symbols - Propagate adjustedQuantity through AutoTradeSaga RiskCheckStep - 30 unit tests covering all new risk checks (all passing) Co-Authored-By: Paperclip <noreply@paperclip.ing>
Add card view to the Portfolio assets section showing coin, current price, holdings, valuation, and P&L with % color-coded. Toggle between card/table view with LayoutGrid/LayoutList buttons. Card view is the default. Co-Authored-By: Paperclip <noreply@paperclip.ing>
BacktestingModule was imported in app.module.ts but the source files were never committed, causing TS2307 build errors in CI. Co-Authored-By: Paperclip <noreply@paperclip.ing>
Migration 20260401000000_add_candle_table created the table but the model definition was never added to schema.prisma. Adds Candle model with all fields matching the migration, fixing TS2339 errors in backtesting/data.service.ts. Co-Authored-By: Paperclip <noreply@paperclip.ing>
… onboarding, risk dialog - Add CSS @Keyframes flash-up/flash-down animations to globals.css - Refactor TickerTable to use TickerRow component with per-row price flash animation on WebSocket updates; add onRowClick prop - Wire QuickOrderPanel into Markets page — clicking a ticker row opens the slide-in order panel - Add OnboardingWizard to root layout so new users see the 5-step wizard on first login - Add real-trading risk confirmation dialog (Dialog component) to QuickOrderPanel and OrderForm when switching from paper to real mode - Add i18n keys (en/ko) for the confirmation dialog Closes PRO-38 P1 items Co-Authored-By: Paperclip <noreply@paperclip.ing>
…feed RT, tooltip + terminology - Strategy card: add live status badge (대기/신호감지/주문실행/리스크차단/오류) and realized PnL using new useStrategyRuntime hook (polls last log + performance API at 30s/60s) - Notification feed: pipe WebSocket notification:received events to feed store so the bell panel populates in real time (previously only toasts were shown) - Tooltip component: new /ui/tooltip.tsx — CSS-only hover tooltip, no new deps - Terminology: en.json updated with plain-language labels (Signal-only, Auto-execute, Simulation, Live Trading) + tooltip copy; strategy card now renders these via i18n with cursor-help tooltips on mode/tradingMode badges Co-Authored-By: Paperclip <noreply@paperclip.ing>
… rules - Add GitHub Issue/Milestone sync rules per board direction (PRO-56) - Clarify that feature PRs must be opened by developers, not team leads - Document Paperclip Approval flow for dev → main release PRs Co-Authored-By: Paperclip <noreply@paperclip.ing>
…ion-feed, and .gitignore update (PRO-69) These files were present on disk but never tracked — discovered during feat/#53 branch cleanup. - apps/worker-service: add combination, multi-timeframe, and trend-regime indicator strategies with tests - packages/database/prisma/migrations/20260401000000_add_candle_table: add migration for Candle table (pairs with existing schema.prisma Candle model fix) - apps/web: add notification-feed component and use-notification-feed-store (referenced in feat(web) P2 sprint commit but not staged) - .gitignore: broaden tmp/ rule from tmp/test-results/ to tmp/ to suppress screenshot artifacts Co-Authored-By: Paperclip <noreply@paperclip.ing>
…gister combination/trend-regime strategies (PRO-72) - strategy.interface.ts: add CandleOHLCV and MultiTimeframeData types - ITradingStrategy.evaluate(): add optional candles? and multiTimeframe? params - strategies.service.ts: register CombinationStrategy and TrendRegimeStrategy in strategyMap Co-Authored-By: Paperclip <noreply@paperclip.ing>
…eStrategy + HTF candle fetch (PRO-73) - Register MultiTimeframeStrategy in strategyMap - Add getCandleOHLCV() to fetch full OHLCV data (needed for volume/ATR) - evaluateStrategy fetches htf1/htf2 close prices and primary OHLCV for multi-timeframe type - HTF intervals configurable via strategy.config.htf1Interval/htf2Interval (defaults: 4h/1d) - Redis caching reused for HTF candles using existing CANDLE_CACHE_TTL (4h→1800s, 1d→3600s) - DB migration (add_candle_table) already present in feat/#48 Co-Authored-By: Paperclip <noreply@paperclip.ing>
…mbiguity - Add vi.mock for next-intl useTranslations (missing context error) - Add vi.mock for useStrategyRuntime with correct StrategyRuntime shape (realizedPnl: null) - Add vi.mock for @/components/icons to avoid icon rendering issues - Fix 'displays exchange/symbol' assertion to use getAllByText (multiple matches) All 49 web unit tests now pass. Co-Authored-By: Paperclip <noreply@paperclip.ing>
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…l UI/type files All conflicts involved frontend flow builder files and shared types where dev has newer, more complete versions. feat/#73's core Multi-TF backend work (MultiTimeframeStrategyService, HTF candle fetch) has no conflicts. Co-Authored-By: Paperclip <noreply@paperclip.ing>
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변경 사항
MultiTimeframeStrategyService등록 및 HTF 캔들 fetch 로직 구현 (PRO-73)CandleOHLCV/MultiTimeframeData타입 정의CombinationStrategy,TrendRegimeStrategy등록 (PRO-72)strategy-card테스트 픽스 — 누락 mock 및 getByText 모호성 해결관련 이슈
Closes #80
테스트 방법
cd apps/worker-service && pnpm test실행 후 MultiTimeframe 관련 테스트 통과 확인참고
Co-Authored-By: Paperclip noreply@paperclip.ing