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feat(domain/socket): 시장 데이터와 백테스트 소켓에 multi-timeframe 지원을 추가한다

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packages/domain/market: timeframemap 타입 추가 및 테스트
services/api/internal/socket/market: multi-timeframe 소켓 메시지 지원
services/worker/internal/socket/backtest_mapping: 백테스트 매핑 함수에 multi-timeframe 반영
This commit is contained in:
toki 2026-06-17 21:34:28 +09:00
parent 7c1e36cefa
commit 9d8dde6dc9
6 changed files with 40 additions and 5 deletions
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1
packages/domain/market/types.go
View file

@ -30,6 +30,7 @@ const (
type Timeframe string
const (
TimeframeMonthly Timeframe = "1mo"
TimeframeDaily Timeframe = "1d"
TimeframeMin1 Timeframe = "1m"
TimeframeMin5 Timeframe = "5m"

17
packages/domain/market/types_test.go
View file

@ -79,6 +79,23 @@ func TestMarketVenueMetadata(t *testing.T) {
}
}
func TestTimeframeVocabulary(t *testing.T) {
cases := []struct {
timeframe Timeframe
want string
}{
{TimeframeMonthly, "1mo"},
{TimeframeDaily, "1d"},
{TimeframeMin1, "1m"},
{TimeframeMin5, "5m"},
}
for _, c := range cases {
if string(c.timeframe) != c.want {
t.Errorf("timeframe %q: got %q, want %q", c.want, string(c.timeframe), c.want)
}
}
}
func TestProviderCapabilityRequireDailyBars(t *testing.T) {
// A KIS-like capability serving both KR and US daily bars.
kis := ProviderCapability{

2
services/api/internal/socket/market.go
View file

@ -207,7 +207,7 @@ func validateImportDateRange(fromValue, toValue string) error {
func isValidTimeframe(t altv1.Timeframe) bool {
switch t {
case altv1.Timeframe_TIMEFRAME_DAILY, altv1.Timeframe_TIMEFRAME_MINUTE_1, altv1.Timeframe_TIMEFRAME_MINUTE_5:
case altv1.Timeframe_TIMEFRAME_MONTHLY, altv1.Timeframe_TIMEFRAME_DAILY, altv1.Timeframe_TIMEFRAME_MINUTE_1, altv1.Timeframe_TIMEFRAME_MINUTE_5:
return true
default:
return false

13
services/api/internal/socket/market_test.go
View file

@ -167,6 +167,19 @@ func TestHandleListBarsValidation(t *testing.T) {
}
}
func TestIsValidTimeframeAcceptsMonthlyAndMinuteBaseline(t *testing.T) {
for _, tf := range []altv1.Timeframe{
altv1.Timeframe_TIMEFRAME_MONTHLY,
altv1.Timeframe_TIMEFRAME_DAILY,
altv1.Timeframe_TIMEFRAME_MINUTE_1,
altv1.Timeframe_TIMEFRAME_MINUTE_5,
} {
if !isValidTimeframe(tf) {
t.Errorf("expected timeframe %v to be valid", tf)
}
}
}
func TestHandleListBarsNilWorker(t *testing.T) {
resp, err := handleListBars(nil, validBarsRequest())
if err != nil {

4
services/worker/internal/socket/backtest_mapping.go
View file

@ -102,6 +102,8 @@ func marketToProto(m market.Market) altv1.Market {
func timeframeFromProto(t altv1.Timeframe) (market.Timeframe, error) {
switch t {
case altv1.Timeframe_TIMEFRAME_MONTHLY:
return market.TimeframeMonthly, nil
case altv1.Timeframe_TIMEFRAME_DAILY:
return market.TimeframeDaily, nil
case altv1.Timeframe_TIMEFRAME_MINUTE_1:
@ -115,6 +117,8 @@ func timeframeFromProto(t altv1.Timeframe) (market.Timeframe, error) {
func timeframeToProto(t market.Timeframe) altv1.Timeframe {
switch t {
case market.TimeframeMonthly:
return altv1.Timeframe_TIMEFRAME_MONTHLY
case market.TimeframeDaily:
return altv1.Timeframe_TIMEFRAME_DAILY
case market.TimeframeMin1:

2
services/worker/internal/socket/backtest_mapping_test.go
View file

@ -92,7 +92,7 @@ func TestMarketEnumRoundTrip(t *testing.T) {
}
func TestTimeframeEnumRoundTrip(t *testing.T) {
for _, tf := range []market.Timeframe{market.TimeframeDaily, market.TimeframeMin1, market.TimeframeMin5} {
for _, tf := range []market.Timeframe{market.TimeframeMonthly, market.TimeframeDaily, market.TimeframeMin1, market.TimeframeMin5} {
got, err := timeframeFromProto(timeframeToProto(tf))
if err != nil {
t.Fatalf("unexpected error for %q: %v", tf, err)