[BE] SISC1-56 [FEAT] 백테스팅 실행 api 구현

backend/src/main/java/org/sejongisc/backend/backtest/dto/BacktestRequest.java

@@ -35,6 +35,10 @@ public class BacktestRequest {
   @Schema(description = "백테스트 실행 요청 JSON")
   private BacktestRunRequest strategy;
 
+  @Schema(description = "기본 청산 기간")
+  private int defaultExitDays;
+
+
   // 백테스트 리스트 삭제
   @Schema(description = "삭제할 백테스트 실행 리스트")
   private List<Long> backtestRunIds;

backend/src/main/java/org/sejongisc/backend/backtest/dto/BacktestResponse.java

@@ -1,17 +1,12 @@
 package org.sejongisc.backend.backtest.dto;
 
-import jakarta.persistence.*;
 import lombok.AllArgsConstructor;
 import lombok.Builder;
 import lombok.Getter;
 import lombok.NoArgsConstructor;
-import org.hibernate.annotations.JdbcTypeCode;
-import org.hibernate.type.SqlTypes;
 import org.sejongisc.backend.backtest.entity.BacktestRun;
-import org.sejongisc.backend.backtest.entity.BacktestRunMetrics;
 import org.sejongisc.backend.backtest.entity.BacktestStatus;
 import org.sejongisc.backend.template.entity.Template;
-import org.sejongisc.backend.user.entity.User;
 
 import java.time.LocalDate;
 
@@ -21,13 +16,6 @@
 @AllArgsConstructor
 @NoArgsConstructor
 public class BacktestResponse {
-  private Long id;
-  private Template template;
-  private String title;
-  private BacktestStatus status;
-  private String paramsJson;
-  private LocalDate startDate;
-  private LocalDate endDate;
-
-  private BacktestRunMetrics backtestRunMetrics;
+  private BacktestRun backtestRun;
+  private BacktestRunMetricsResponse backtestRunMetricsResponse;
 }

backend/src/main/java/org/sejongisc/backend/backtest/dto/BacktestRunMetricsResponse.java

@@ -0,0 +1,35 @@
+package org.sejongisc.backend.backtest.dto;
+
+
+import lombok.AllArgsConstructor;
+import lombok.Builder;
+import lombok.Getter;
+import lombok.NoArgsConstructor;
+import org.sejongisc.backend.backtest.entity.BacktestRunMetrics;
+
+import java.math.BigDecimal;
+
+
+@Getter
+@NoArgsConstructor
+@AllArgsConstructor
+@Builder
+public class BacktestRunMetricsResponse {
+  private Long id;
+  private BigDecimal totalReturn;       // 총 수익률
+  private BigDecimal maxDrawdown;       // 최대 낙폭
+  private BigDecimal sharpeRatio;       // 샤프 지수
+  private BigDecimal avgHoldDays;       // 평균 보유 기간
+  private int tradesCount;              // 총 거래 횟수
+
+  public static BacktestRunMetricsResponse fromEntity(BacktestRunMetrics backtestRunMetrics) {
+    return BacktestRunMetricsResponse.builder()
+        .id(backtestRunMetrics.getId())
+        .totalReturn(backtestRunMetrics.getTotalReturn())
+        .maxDrawdown(backtestRunMetrics.getMaxDrawdown())
+        .sharpeRatio(backtestRunMetrics.getSharpeRatio())
+        .avgHoldDays(backtestRunMetrics.getAvgHoldDays())
+        .tradesCount(backtestRunMetrics.getTradesCount())
+        .build();
+  }
+}

backend/src/main/java/org/sejongisc/backend/backtest/dto/StrategyOperand.java

@@ -4,6 +4,7 @@
 import lombok.AllArgsConstructor;
 import lombok.Getter;
 import lombok.NoArgsConstructor;
+import lombok.Setter;
 
 import java.math.BigDecimal;
 import java.util.Map;
@@ -14,7 +15,7 @@
  */
 @Getter
 @NoArgsConstructor
-@AllArgsConstructor
+@Setter
 public class StrategyOperand {
 
     @Schema(description = "항의 타입: \"indicator\", \"price\", \"const\"")
@@ -34,4 +35,6 @@ public class StrategyOperand {
 
     @Schema(description = "지표의 파라미터 맵 (예: {\"length\": 20})")
     private Map<String, Object> params;
+
+    //private String transform;     // 거래량 관련 필드, 추후 적용 고려
 }

backend/src/main/java/org/sejongisc/backend/backtest/dto/TradeLog.java

@@ -0,0 +1,19 @@
+package org.sejongisc.backend.backtest.dto;
+
+import java.math.BigDecimal;
+import java.time.LocalDateTime;
+
+public class TradeLog {
+  public enum Type { BUY, SELL }
+  public final Type type;
+  public final LocalDateTime time;
+  public final BigDecimal price;
+  public final BigDecimal shares;
+
+  public TradeLog(Type type, LocalDateTime time, BigDecimal price, BigDecimal shares) {
+    this.type = type;
+    this.time = time;
+    this.price = price;
+    this.shares = shares;
+  }
+}

backend/src/main/java/org/sejongisc/backend/backtest/entity/BacktestRunMetrics.java

@@ -27,7 +27,7 @@ public class BacktestRunMetrics {
   private BigDecimal totalReturn;       // 총 수익률
 
   @Column(nullable = false, precision = 12, scale = 6)
-  private BigDecimal maxDrawdown;       // 최대 낙폭
+  private BigDecimal maxDrawdown;       // 최대 낙폭, 퍼센티지로 계산됨
 
   @Column(nullable = false, precision = 12, scale = 6)
   private BigDecimal sharpeRatio;       // 샤프 지수

backend/src/main/java/org/sejongisc/backend/backtest/repository/BacktestRunRepository.java

@@ -7,6 +7,7 @@
 import org.springframework.stereotype.Repository;
 
 import java.util.List;
+import java.util.Optional;
 import java.util.UUID;
 
 @Repository
@@ -16,4 +17,10 @@ public interface BacktestRunRepository extends JpaRepository<BacktestRun, Long>
          "WHERE t.templateId = :templateTemplateId " +
          "ORDER BY br.startedAt DESC")
   List<BacktestRun> findByTemplate_TemplateIdWithTemplate(@Param("templateTemplateId") UUID templateTemplateId);
+
+  @Query("SELECT br FROM BacktestRun br " +
+         "LEFT JOIN FETCH br.template t " +     // template은 없을 수 있기에 left join
+         "JOIN FETCH br.user u " +
+         "WHERE br.id = :backtestRunId ")
+  Optional<BacktestRun> findByIdWithMember(@Param("backtestRunId") Long backtestRunId);
 }

backend/src/main/java/org/sejongisc/backend/backtest/service/BacktestService.java

@@ -6,6 +6,7 @@
 import lombok.extern.slf4j.Slf4j;
 import org.sejongisc.backend.backtest.dto.BacktestRequest;
 import org.sejongisc.backend.backtest.dto.BacktestResponse;
+import org.sejongisc.backend.backtest.dto.BacktestRunMetricsResponse;
 import org.sejongisc.backend.backtest.entity.BacktestRun;
 import org.sejongisc.backend.backtest.entity.BacktestRunMetrics;
 import org.sejongisc.backend.backtest.entity.BacktestStatus;
@@ -15,12 +16,11 @@
 import org.sejongisc.backend.common.exception.ErrorCode;
 import org.sejongisc.backend.template.entity.Template;
 import org.sejongisc.backend.template.repository.TemplateRepository;
+import org.sejongisc.backend.user.dao.UserRepository;
 import org.sejongisc.backend.user.entity.User;
-import org.springframework.http.HttpStatus;
 import org.springframework.stereotype.Service;
 import org.springframework.transaction.annotation.Transactional;
 
-import java.time.LocalDateTime;
 import java.util.List;
 import java.util.UUID;
 
@@ -33,36 +33,31 @@ public class BacktestService {
   private final TemplateRepository templateRepository;
   private final BacktestingEngine backtestingEngine;
   private final ObjectMapper objectMapper;
-  private final EntityManager em;
+  private final UserRepository userRepository;
 
   public BacktestResponse getBacktestStatus(Long backtestRunId, UUID userId) {
-    // TODO : 백테스트 상태 조회 로직 구현 (진행 중, 완료, 실패 등)
+    log.info("백테스팅 실행 상태 조회를 시작합니다.");
     BacktestRun backtestRun = findBacktestRunByIdAndVerifyUser(backtestRunId, userId);
     return BacktestResponse.builder()
-        .id(backtestRun.getId())
-        .paramsJson(backtestRun.getParamsJson())
-        .title(backtestRun.getTitle())
-        .status(backtestRun.getStatus())
-        .startDate(backtestRun.getStartDate())
-        .endDate(backtestRun.getEndDate())
-        .template(backtestRun.getTemplate())
+        .backtestRun(backtestRun)
         .build();
   }
   @Transactional
   public BacktestResponse getBackTestDetails(Long backtestRunId, UUID userId) {
-    BacktestRunMetrics backtestRunMetrics = backtestRunMetricsRepository.findByBacktestRunId(backtestRunId)
-        .orElse(null);
     BacktestRun backtestRun = findBacktestRunByIdAndVerifyUser(backtestRunId, userId);
 
+    if (backtestRun.getStatus() != BacktestStatus.COMPLETED) {
+      return BacktestResponse.builder()
+          .backtestRun(backtestRun)
+          .build();
+    }
+
+    BacktestRunMetrics backtestRunMetrics = backtestRunMetricsRepository.findByBacktestRunId(backtestRunId)
+        .orElseThrow(() -> new CustomException(ErrorCode.BACKTEST_METRICS_NOT_FOUND));
+
     return BacktestResponse.builder()
-        .id(backtestRun.getId())
-        .paramsJson(backtestRun.getParamsJson())
-        .title(backtestRun.getTitle())
-        .status(backtestRun.getStatus())
-        .startDate(backtestRun.getStartDate())
-        .endDate(backtestRun.getEndDate())
-        .template(backtestRun.getTemplate())
-        .backtestRunMetrics(backtestRunMetrics)
+        .backtestRun(backtestRun)
+        .backtestRunMetricsResponse(BacktestRunMetricsResponse.fromEntity(backtestRunMetrics))
         .build();
   }
 
@@ -81,11 +76,11 @@ public void addBacktestTemplate(BacktestRequest request) {
   }
 
   public BacktestResponse runBacktest(BacktestRequest request) {
-    User userRef = em.getReference(User.class, request.getUserId());
-
-    Template templateRef = null;
+    User user = userRepository.findById(request.getUserId())
+        .orElseThrow(() -> new CustomException(ErrorCode.USER_NOT_FOUND));
+    Template template = null;
     if (request.getTemplateId() != null)
-      templateRef =  em.getReference(Template.class, request.getTemplateId());
+      template = findTemplateByIdAndVerifyUser(request.getTemplateId(), request.getUserId());
 
     String paramsJson;
     try {
@@ -97,8 +92,8 @@ public BacktestResponse runBacktest(BacktestRequest request) {
 
     // BacktestRun 엔티티를 "PENDING" 상태로 생성
     BacktestRun backtestRun = BacktestRun.builder()
-        .user(userRef)
-        .template(templateRef)
+        .user(user)
+        .template(template)
         .title(request.getTitle())
         .paramsJson(paramsJson)
         .startDate(request.getStartDate())
@@ -114,13 +109,7 @@ public BacktestResponse runBacktest(BacktestRequest request) {
 
     // 사용자에게 실행 중 응답 반환
     return BacktestResponse.builder()
-        .id(savedRun.getId())
-        .paramsJson(savedRun.getParamsJson())
-        .title(savedRun.getTitle())
-        .status(savedRun.getStatus())
-        .startDate(savedRun.getStartDate())
-        .endDate(savedRun.getEndDate())
-        .template(templateRef)
+        .backtestRun(savedRun)
         .build();
   }
 
@@ -159,7 +148,7 @@ private Template findTemplateByIdAndVerifyUser(UUID templateId, UUID userId) {
   }
 
   private BacktestRun findBacktestRunByIdAndVerifyUser(Long backtestRunId, UUID userId) {
-    BacktestRun backtestRun = backtestRunRepository.findById(backtestRunId)
+    BacktestRun backtestRun = backtestRunRepository.findByIdWithMember(backtestRunId)
         .orElseThrow(() -> new CustomException(ErrorCode.BACKTEST_NOT_FOUND));
 
     if (!backtestRun.getUser().getUserId().equals(userId)) {