20260125 #196 백테스팅 dto 예외처리 테스트 리팩토링

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

@@ -4,7 +4,6 @@
 import io.swagger.v3.oas.annotations.media.Schema;
 import lombok.Getter;
 import lombok.Setter;
-import org.sejongisc.backend.user.entity.User;
 
 import java.time.LocalDate;
 import java.util.List;

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

@@ -5,10 +5,6 @@
 import lombok.Getter;
 import lombok.NoArgsConstructor;
 import org.sejongisc.backend.backtest.entity.BacktestRun;
-import org.sejongisc.backend.backtest.entity.BacktestStatus;
-import org.sejongisc.backend.template.entity.Template;
-
-import java.time.LocalDate;
 import java.util.List;
 
 

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

@@ -1,37 +1,28 @@
 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
-  private String assetCurveJson;
-
+public record BacktestRunMetricsResponse(
+        Long id,
+        BigDecimal totalReturn,       // 총 수익률
+        BigDecimal maxDrawdown,       // 최대 낙폭
+        BigDecimal sharpeRatio,       // 샤프 지수
+        BigDecimal avgHoldDays,       // 평균 보유 기간
+        int tradesCount,              // 총 거래 횟수
+        String assetCurveJson
+) {
   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())
-        .assetCurveJson(backtestRunMetrics.getAssetCurveJson())
-        .build();
+    return new BacktestRunMetricsResponse(
+            backtestRunMetrics.getId(),
+            backtestRunMetrics.getTotalReturn(),
+            backtestRunMetrics.getMaxDrawdown(),
+            backtestRunMetrics.getSharpeRatio(),
+            backtestRunMetrics.getAvgHoldDays(),
+            backtestRunMetrics.getTradesCount(),
+            backtestRunMetrics.getAssetCurveJson()
+    );
   }
-}
+}

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

@@ -6,7 +6,6 @@
 import lombok.NoArgsConstructor;
 
 import java.math.BigDecimal;
-import java.time.LocalDate;
 import java.util.List;
 
 /**

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

@@ -1,28 +1,22 @@
 package org.sejongisc.backend.backtest.dto;
-
-import io.swagger.v3.oas.annotations.media.Schema;
-import lombok.AllArgsConstructor;
-import lombok.Getter;
-import lombok.NoArgsConstructor;
-
 /**
  * 전략 조건 한 줄 (Operand + Operator + Operand)
  * 예: [SMA(20)] [GT] [Close]
  */
-@Getter
-@NoArgsConstructor
-@AllArgsConstructor
-public class StrategyCondition {
 
-    @Schema(description = "좌향")
-    private StrategyOperand leftOperand;
+import io.swagger.v3.oas.annotations.media.Schema;
+
+public record StrategyCondition(
+
+        @Schema(description = "좌향 (Operand)")
+        StrategyOperand leftOperand,
 
-    @Schema(description = "연산자 (예: \"GT\", \"LT\", \"CROSSES_ABOVE\")")
-    private String operator;
+        @Schema(description = "연산자 (예: \"GT\", \"LT\", \"CROSSES_ABOVE\")")
+        String operator,
 
-    @Schema(description = "우향")
-    private StrategyOperand rightOperand;
+        @Schema(description = "우향 (Operand)")
+        StrategyOperand rightOperand,
 
-    @Schema(description = "\"무조건 행동\" 조건인지 여부 (true = 이 조건이 맞으면 다른 '일반' 조건 무시, false = 이 조건은 일반 조건)")
-    private boolean isAbsolute;
-}
+        @Schema(description = "\"무조건 행동\" 조건인지 여부 (true = OR 조건, false = AND 조건)")
+        boolean isAbsolute
+) {}

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

@@ -1,41 +1,40 @@
 package org.sejongisc.backend.backtest.dto;
 
 import io.swagger.v3.oas.annotations.media.Schema;
+import jakarta.validation.constraints.NotNull;
 import java.util.Map;
-import lombok.Getter;
-import lombok.Setter;
 
-@Getter
-@Setter
-public class StrategyOperand {
+public record StrategyOperand(
 
-    @Schema(description = "유형 (price: 가격데이터, const: 상수, indicator: 보조지표)", example = "indicator")
-    private String type; // 'price', 'const', 'indicator'
+        @Schema(description = "유형 (price: 가격데이터, const: 상수, indicator: 보조지표)", example = "indicator")
+        @NotNull(message = "피연산자 유형은 필수입니다.")
+        String type, // 'price', 'const', 'indicator'
 
-    @Schema(description = "지표 코드 (SMA, EMA, RSI, MACD, BB, STOCH, CCI, ATR, ADX)", example = "BB")
-    private String indicatorCode;
+        @Schema(description = "지표 코드 (SMA, EMA, RSI, MACD, BB, STOCH, CCI, ATR, ADX)", example = "BB")
+        String indicatorCode,
 
-    @Schema(description = "가격 기준 (Close, Open, High, Low, Volume)", example = "Close")
-    private String priceField;
+        @Schema(description = "가격 기준 (Close, Open, High, Low, Volume)", example = "Close")
+        String priceField,
 
-    @Schema(description = "상수 값 (type이 const일 때 사용)", example = "30")
-    private Double constantValue;
+        @Schema(description = "상수 값 (type이 const일 때 사용)", example = "30")
+        Double constantValue,
 
-    @Schema(description = """
+        @Schema(description = """
         지표별 결과값 선택 (다중 출력 지표용):
         - BB (볼린저밴드): upper, middle, lower
         - MACD: macd, signal, hist
         - STOCH (스토캐스틱): k, d
         - 나머지 단일 지표는 null 혹은 생략 가능
         """, example = "lower")
-    private String output;
+        String output,
 
-    @Schema(description = """
+        @Schema(description = """
         지표별 필수 파라미터 (Map 형식):
         - SMA, EMA, RSI, CCI, ATR, ADX: { "length": 14 }
         - MACD: { "fast": 12, "slow": 26, "signal": 9 }
         - BB (볼린저밴드): { "length": 20, "k": 2.0 }
         - STOCH (스토캐스틱): { "kLength": 14, "dLength": 3 }
         """, example = "{\"length\": 20, \"k\": 2.0}")
-    private Map<String, Object> params;
-}
+        @NotNull(message = "파라미터 맵은 필수입니다. (비어있더라도 {} 전달)")
+        Map<String, Object> params
+) {}

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

@@ -3,21 +3,12 @@
 import java.math.BigDecimal;
 import java.time.LocalDateTime;
 
-public class TradeLog {
-  public enum Type {
-    BUY,
-    SELL,
-    SELL_FORCED // 기본 청산 기간에 의한 강제 매도 구분용 추가
-  }
-  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;
-  }
-}
+/**
+ * 백테스팅 거래 기록 (불변 객체)
+ */
+public record TradeLog(
+        TradeType type,       // Enum 변경 적용
+        LocalDateTime time,
+        BigDecimal price,
+        BigDecimal shares
+) {}

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

@@ -0,0 +1,14 @@
+package org.sejongisc.backend.backtest.dto;
+
+import lombok.Getter;
+import lombok.RequiredArgsConstructor;
+
+@Getter
+@RequiredArgsConstructor
+public enum TradeType {
+    BUY("매수"),
+    SELL("매도"),
+    SELL_FORCED("기간 만료 강제 청산");
+
+    private final String description;
+}

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

@@ -5,6 +5,7 @@
 import lombok.extern.slf4j.Slf4j;
 import org.sejongisc.backend.backtest.dto.BacktestRunRequest;
 import org.sejongisc.backend.backtest.dto.TradeLog;
+import org.sejongisc.backend.backtest.dto.TradeType;
 import org.sejongisc.backend.backtest.entity.BacktestRun;
 import org.sejongisc.backend.backtest.entity.BacktestRunMetrics;
 import org.sejongisc.backend.backtest.entity.BacktestStatus;
@@ -30,6 +31,8 @@
 import java.util.List;
 import java.util.Map;
 
+import static org.sejongisc.backend.backtest.dto.TradeType.*;
+
 @Service
 @RequiredArgsConstructor
 @Slf4j
@@ -115,7 +118,7 @@ public void execute(BacktestRun backtestRun) {
                     // 거래 로그 기록
                     if (buyShares.compareTo(BigDecimal.ZERO) > 0) {
                         BigDecimal transactionCost = buyShares.multiply(currentClosePrice);
-                        tradeLogs.add(new TradeLog(TradeLog.Type.BUY, currentTime, currentClosePrice, buyShares));
+                        tradeLogs.add(new TradeLog(BUY, currentTime, currentClosePrice, buyShares));
                         shares = shares.add(buyShares);         // 매수 주식 수
                         cash = cash.subtract(transactionCost);  // 잔고에서 매수 대금 차감
                         tradesCount++;                          // 거래 횟수 증가
@@ -131,7 +134,7 @@ else if (shares.compareTo(BigDecimal.ZERO) > 0 && (shouldSell || shouldExitByDay
                     BigDecimal sharesToSell = shares.multiply(sellRatio).setScale(8, RoundingMode.DOWN);   // 매도 비중 적용
                     BigDecimal tradeValue = sharesToSell.multiply(currentClosePrice);
                     // 거래 로그 기록
-                    TradeLog.Type logType = shouldExitByDays ? TradeLog.Type.SELL_FORCED : TradeLog.Type.SELL;  // 강제 청산 여부에 따른 로그 타입 설정
+                    TradeType logType = shouldExitByDays ? SELL_FORCED : SELL;// 강제 청산 여부에 따른 로그 타입 설정
                     tradeLogs.add(new TradeLog(logType, currentTime, currentClosePrice, sharesToSell));
                     shares = shares.subtract(sharesToSell);     // 매도 주식 수 차감
                     cash = cash.add(tradeValue);                // 잔고에서 매도 대금 추가
@@ -227,10 +230,10 @@ private BigDecimal calculateAvgHoldDays(List<TradeLog> tradeLogs) {
 
         // 매수-매도 쌍을 찾아 보유 기간 계산
         for (TradeLog log : tradeLogs) {
-            if (log.type == TradeLog.Type.BUY) {
-                currentBuyTime = log.time;
-            } else if ((log.type == TradeLog.Type.SELL || log.type == TradeLog.Type.SELL_FORCED) && currentBuyTime != null) {
-                long days = java.time.temporal.ChronoUnit.DAYS.between(currentBuyTime.toLocalDate(), log.time.toLocalDate());
+            if (log.type() == BUY) {
+                currentBuyTime = log.time();
+            } else if ((log.type() == SELL || log.type() == SELL_FORCED) && currentBuyTime != null) {
+                long days = java.time.temporal.ChronoUnit.DAYS.between(currentBuyTime.toLocalDate(), log.time().toLocalDate());
                 holdDurations.add(days);
                 currentBuyTime = null;
             }