QuantEngineByItz/src/dotnet/QuantEngine.Core/Domain/ProfitLockCalculator.cs

using System;

namespace QuantEngine.Core.Domain
{
    public class ProfitLockResult
    {
        public string RatchetStage { get; set; } = "NORMAL";
        public double? AutoTrailingStop { get; set; }
        public string TpLadderAction { get; set; } = "적용 안함";
        public bool ApexSuperActive { get; set; }
    }

    public static class ProfitLockCalculator
    {
        public static string ClassifyProfitLockStage(double profitPct)
        {
            if (profitPct >= 60) return "APEX_SUPER";
            if (profitPct >= 40) return "APEX_TRAILING";
            if (profitPct >= 30) return "PROFIT_LOCK_30";
            if (profitPct >= 20) return "PROFIT_LOCK_20";
            if (profitPct >= 10) return "PROFIT_LOCK_10";
            if (profitPct >= 0) return "BREAKEVEN_RATCHET";
            return "NORMAL";
        }

        public static ProfitLockResult ComputeTrailingStop(
            double profitPct,
            double highestClose,
            double atr20,
            double? ratchetStop,
            double averageCost)
        {
            string stage = ClassifyProfitLockStage(profitPct);
            double baseStop = ratchetStop ?? averageCost;
            double? trailingStop = null;
            string tpAction = "적용 안함";

            if (stage == "APEX_SUPER")
            {
                double raw = highestClose - 1.2 * atr20;
                trailingStop = KrxTickNormalizer.NormalizeTick(Math.Max(baseStop, raw));
                tpAction = "강제 10% 익절 권고";
            }
            else if (stage == "APEX_TRAILING")
            {
                double raw = highestClose - 1.5 * atr20;
                trailingStop = KrxTickNormalizer.NormalizeTick(Math.Max(baseStop, raw));
                tpAction = "부분익절 검토";
            }
            else if (stage == "PROFIT_LOCK_30" || stage == "PROFIT_LOCK_20")
            {
                double raw = highestClose - 2.0 * atr20;
                trailingStop = KrxTickNormalizer.NormalizeTick(Math.Max(baseStop, raw));
                tpAction = "래칫 유지";
            }

            return new ProfitLockResult
            {
                RatchetStage = stage,
                AutoTrailingStop = trailingStop,
                TpLadderAction = tpAction,
                ApexSuperActive = stage == "APEX_SUPER"
            };
        }
    }
}