#41 feat: 백테스팅 로직 완성

src/main/java/com/stockport/server/application/controller/backtest/BacktestController.java

@@ -0,0 +1,26 @@
+package com.stockport.server.application.controller.backtest;
+
+import com.stockport.server.application.controller.backtest.dto.request.BacktestRequest;
+import com.stockport.server.application.controller.backtest.dto.response.BacktestResponse;
+import com.stockport.server.application.service.backtest.BacktestService;
+import io.swagger.v3.oas.annotations.tags.Tag;
+import lombok.RequiredArgsConstructor;
+import org.springframework.web.bind.annotation.RequestMapping;
+import org.springframework.web.bind.annotation.RestController;
+import org.springframework.http.ResponseEntity;
+import org.springframework.web.bind.annotation.PostMapping;
+import org.springframework.web.bind.annotation.RequestBody;
+
+@Tag(name = "Backtest", description = "백테스팅 API")
+@RestController
+@RequiredArgsConstructor
+@RequestMapping("/api/backtest")
+public class BacktestController {
+    private final BacktestService backtestService;
+
+    @PostMapping
+    public ResponseEntity<BacktestResponse> runBacktest(@RequestBody BacktestRequest request) {
+        backtestService.validateRequest(request);
+        return ResponseEntity.ok(backtestService.runBacktest(request));
+    }
+}

src/main/java/com/stockport/server/application/controller/backtest/dto/request/AssetRequest.java

@@ -0,0 +1,12 @@
+package com.stockport.server.application.controller.backtest.dto.request;
+
+
+import lombok.Getter;
+import lombok.Setter;
+
+@Getter
+@Setter
+public class AssetRequest {
+    private String stockCd;
+    private int weight;
+}

src/main/java/com/stockport/server/application/controller/backtest/dto/request/BacktestRequest.java

@@ -0,0 +1,18 @@
+package com.stockport.server.application.controller.backtest.dto.request;
+
+import lombok.Getter;
+import lombok.Setter;
+
+import java.time.LocalDate;
+import java.util.List;
+
+@Getter
+@Setter
+public class BacktestRequest {
+
+    private LocalDate startDate;
+    private LocalDate endDate;
+    private Long initialCapital;
+    private RebalanceCycle rebalanceCycle;
+    private List<AssetRequest> assets;
+}

src/main/java/com/stockport/server/application/controller/backtest/dto/request/RebalanceCycle.java

@@ -0,0 +1,5 @@
+package com.stockport.server.application.controller.backtest.dto.request;
+
+public enum RebalanceCycle {
+    MONTHLY, QUARTERLY, YEARLY
+}

src/main/java/com/stockport/server/application/controller/backtest/dto/response/BacktestResponse.java

@@ -0,0 +1,19 @@
+package com.stockport.server.application.controller.backtest.dto.response;
+
+import lombok.Builder;
+import lombok.Getter;
+import lombok.Setter;
+
+import java.util.List;
+
+@Getter
+@Setter
+@Builder
+public class BacktestResponse {
+    private SummaryReport kospiSummary;
+    private SummaryReport kosdaqSummary;
+    private SummaryReport portfolioSummary;
+    private List<PortfolioValue> monthlyDrawdowns;
+    private List<PortfolioValue> monthlyAssets;
+    private List<PortfolioValue> monthlyReturns;
+}

src/main/java/com/stockport/server/application/controller/backtest/dto/response/MonthlyAsset.java

@@ -0,0 +1,14 @@
+package com.stockport.server.application.controller.backtest.dto.response;
+
+import lombok.Getter;
+import lombok.Setter;
+
+import java.math.BigDecimal;
+import java.time.LocalDate;
+
+@Getter
+@Setter
+public class MonthlyAsset {
+    private LocalDate date;
+    private BigDecimal portfolioValue;
+}

src/main/java/com/stockport/server/application/controller/backtest/dto/response/MonthlyDrawdown.java

@@ -0,0 +1,14 @@
+package com.stockport.server.application.controller.backtest.dto.response;
+
+import lombok.Getter;
+import lombok.Setter;
+
+import java.math.BigDecimal;
+import java.time.LocalDate;
+
+@Getter
+@Setter
+public class MonthlyDrawdown {
+    private LocalDate date;
+    private BigDecimal drawdown;
+}

src/main/java/com/stockport/server/application/controller/backtest/dto/response/PortfolioValue.java

@@ -0,0 +1,23 @@
+package com.stockport.server.application.controller.backtest.dto.response;
+
+import lombok.Builder;
+import lombok.Getter;
+import lombok.Setter;
+
+import java.math.BigDecimal;
+import java.time.LocalDate;
+
+@Getter
+@Setter
+@Builder
+public class PortfolioValue {
+    private LocalDate date;
+    private BigDecimal value;
+
+    public static PortfolioValue create(LocalDate date, BigDecimal returnRate) {
+        return PortfolioValue.builder()
+                .date(date)
+                .value(returnRate)
+                .build();
+    }
+}

src/main/java/com/stockport/server/application/controller/backtest/dto/response/SummaryReport.java

@@ -0,0 +1,23 @@
+package com.stockport.server.application.controller.backtest.dto.response;
+
+import lombok.Builder;
+import lombok.Getter;
+import lombok.Setter;
+
+import java.math.BigDecimal;
+
+@Getter
+@Setter
+@Builder
+public class SummaryReport {
+
+    private String portfolioName;
+    private BigDecimal initialCapital;
+    private BigDecimal finalCapital;
+
+    private BigDecimal cagr;
+    private BigDecimal maxDrawdown;
+    private BigDecimal volatility;
+    private BigDecimal sharpeRatio;
+    private BigDecimal sortinoRatio;
+}

src/main/java/com/stockport/server/application/controller/stock/StockUpdateController.java

@@ -54,4 +54,14 @@ public ApiResponse<String> updatePeriodicStockData(
         stockService.updatePeriodicStockData(startDate, endDate);
         return ApiResponse.onSuccess("주가 데이터 업데이트 성공");
     }
+
+    @GetMapping("/update/stock-data")
+    @Operation(
+            summary = "주식 데이터 강제 업데이트",
+            description = "주식 데이터를 강제 업데이트합니다."
+    )
+    public ApiResponse<String> updateErrorStockData(@RequestParam String stockCd) {
+        stockService.forceUpdateStockData(stockCd);
+        return ApiResponse.onSuccess("오류 주가 데이터 재업데이트 성공");
+    }
 }

src/main/java/com/stockport/server/application/scheduler/indexData/IndexDataScheduler.java

@@ -13,13 +13,13 @@
 public class IndexDataScheduler {
     private final IndexDataService indexDataService;
 
-    @Scheduled(cron = "0 0/5 9-18 * * MON-FRI", zone = "Asia/Seoul") // todo: 공휴일/휴장일 스케쥴러 처리 필요.
+    @Scheduled(cron = "0 0/5 9-17 * * MON-FRI", zone = "Asia/Seoul") // todo: 공휴일/휴장일 스케쥴러 처리 필요.
     public void updateKospi() {
         indexDataService.updateCurrentIndexData(MarketType.KOSPI);
         log.info("[Scheduler] 코스피 데이터 업데이트 완료");
     }
 
-    @Scheduled(cron = "0 0/5 9-18 * * MON-FRI", zone = "Asia/Seoul") // todo: 공휴일/휴장일 스케쥴러 처리 필요.
+    @Scheduled(cron = "0 0/5 9-17 * * MON-FRI", zone = "Asia/Seoul") // todo: 공휴일/휴장일 스케쥴러 처리 필요.
     public void updateKosdaq() {
         indexDataService.updateCurrentIndexData(MarketType.KOSPI);
         log.info("[Scheduler] 코스닥 데이터 업데이트 완료");

src/main/java/com/stockport/server/application/scheduler/stock/StockScheduler.java

@@ -18,7 +18,7 @@ public void saveDailyStockData() {
         log.info("[Scheduler] 일별 주가 데이터 업데이트 완료");
     }
 
-    @Scheduled(cron = "0 0/5 9-18 * * MON-FRI", zone = "Asia/Seoul") // todo: 공휴일/휴장일 스케쥴러 처리 필요.
+    @Scheduled(cron = "0 0/5 9-17 * * MON-FRI", zone = "Asia/Seoul") // todo: 공휴일/휴장일 스케쥴러 처리 필요.
     public void updateStockData() {
         stockService.updateCurrentStockData();
         log.info("[Scheduler] 주가 데이터 업데이트 완료");

src/main/java/com/stockport/server/application/service/backtest/BacktestService.java

@@ -0,0 +1,9 @@
+package com.stockport.server.application.service.backtest;
+
+import com.stockport.server.application.controller.backtest.dto.request.BacktestRequest;
+import com.stockport.server.application.controller.backtest.dto.response.BacktestResponse;
+
+public interface BacktestService {
+    BacktestResponse runBacktest(BacktestRequest request);
+    void validateRequest(BacktestRequest request);
+}