PineSript/Simulator/Services/CandleReader.cs

using Microsoft.Data.Sqlite;

namespace Simulator.Services
{
    /// <summary>
    /// Saver SQLite DB에서 1분봉을 읽어 요청한 granularity로 집계합니다.
    ///
    /// DB 경로 구조: {RootPath}/{Exchange}/{ProductType}/{Symbol}/{Year}.db
    /// </summary>
    public class CandleReader : IDisposable
    {
        private readonly string _rootPath;
        private readonly Dictionary<string, SqliteConnection> _connections = new();

        public CandleReader(string rootPath)
        {
            _rootPath = Path.GetFullPath(rootPath);
        }

        // ════════════════════════════════════════════════════════════════
        // 공개 메서드
        // ════════════════════════════════════════════════════════════════

        /// <summary>
        /// 가상 시각 기준으로 최근 <paramref name="limit"/>개 봉을 반환합니다.
        /// 마지막 봉(candles[^1])은 현재 진행 중인 봉(미완성)입니다.
        /// </summary>
        public List<SimCandle> GetCandles(
            string exchange, string productType, string symbol,
            string granularity, DateTimeOffset virtualNow, int limit)
        {
            int intervalMinutes = ParseGranularityMinutes(granularity);

            // 현재 진행 중인 봉의 시작 시각
            var currentBarOpen = FloorToInterval(virtualNow, intervalMinutes);

            // limit개 봉의 시작 시각
            var fetchFrom = currentBarOpen.AddMinutes(-(limit - 1) * intervalMinutes);
            var fetchTo   = virtualNow; // 현재 진행 봉은 virtualNow까지만 집계

            var raw = ReadRawCandles(exchange, productType, symbol, fetchFrom, fetchTo);

            return AggregateCandles(raw, fetchFrom, virtualNow, intervalMinutes, limit);
        }

        /// <summary>가상 시각 직전 1분봉의 종가를 현재 가격으로 반환합니다.</summary>
        public double GetCurrentPrice(
            string exchange, string productType, string symbol, DateTimeOffset virtualNow)
        {
            var raw = ReadRawCandles(exchange, productType, symbol,
                virtualNow.AddMinutes(-2), virtualNow.AddMinutes(1));

            return raw.Count > 0 ? raw[^1].c : 0;
        }

        // ════════════════════════════════════════════════════════════════
        // 집계
        // ════════════════════════════════════════════════════════════════

        private static List<SimCandle> AggregateCandles(
            List<RawCandle> raw,
            DateTimeOffset from, DateTimeOffset virtualNow,
            int intervalMinutes, int limit)
        {
            var result = new List<SimCandle>();

            for (int i = 0; i < limit; i++)
            {
                var periodStart = from.AddMinutes((long)i * intervalMinutes);
                var periodEnd   = periodStart.AddMinutes(intervalMinutes);

                // 현재 진행 봉은 virtualNow까지만
                var effectiveEnd = periodEnd > virtualNow ? virtualNow : periodEnd;

                long startMs = periodStart.ToUnixTimeMilliseconds();
                long endMs   = effectiveEnd.ToUnixTimeMilliseconds();

                var slice = raw
                    .Where(c => c.tsMs >= startMs && c.tsMs < endMs)
                    .ToList();

                if (slice.Count == 0) continue;

                result.Add(new SimCandle
                {
                    OpenTime = periodStart.ToUnixTimeMilliseconds(),
                    Open     = slice[0].o,
                    High     = slice.Max(c => c.h),
                    Low      = slice.Min(c => c.l),
                    Close    = slice[^1].c,
                    Volume   = slice.Sum(c => c.v),
                });
            }

            return result;
        }

        // ════════════════════════════════════════════════════════════════
        // SQLite 읽기
        // ════════════════════════════════════════════════════════════════

        private List<RawCandle> ReadRawCandles(
            string exchange, string productType, string symbol,
            DateTimeOffset from, DateTimeOffset to)
        {
            var result = new List<RawCandle>();
            long fromMs = from.ToUnixTimeMilliseconds();
            long toMs   = to.ToUnixTimeMilliseconds();

            for (int year = from.Year; year <= to.Year; year++)
            {
                var conn = GetConnection(exchange, productType, symbol, year);
                if (conn == null) continue;

                using var cmd = conn.CreateCommand();
                cmd.CommandText = @"
                    SELECT open_time, open, high, low, close, volume
                    FROM candles
                    WHERE open_time >= @from AND open_time < @to
                    ORDER BY open_time ASC";
                cmd.Parameters.AddWithValue("@from", fromMs);
                cmd.Parameters.AddWithValue("@to",   toMs);

                using var reader = cmd.ExecuteReader();
                while (reader.Read())
                {
                    result.Add(new RawCandle(
                        reader.GetInt64(0),
                        reader.GetDouble(1),
                        reader.GetDouble(2),
                        reader.GetDouble(3),
                        reader.GetDouble(4),
                        reader.GetDouble(5)
                    ));
                }
            }

            return result;
        }

        private SqliteConnection? GetConnection(
            string exchange, string productType, string symbol, int year)
        {
            string path = Path.Combine(_rootPath, exchange, productType, symbol, $"{year}.db");
            if (!File.Exists(path)) return null;

            if (_connections.TryGetValue(path, out var existing))
                return existing;

            var conn = new SqliteConnection($"Data Source={path};Mode=ReadOnly");
            conn.Open();
            _connections[path] = conn;
            return conn;
        }

        // ════════════════════════════════════════════════════════════════
        // 헬퍼
        // ════════════════════════════════════════════════════════════════

        private static DateTimeOffset FloorToInterval(DateTimeOffset time, int intervalMinutes)
        {
            long totalMinutes = (long)(time - DateTimeOffset.UnixEpoch).TotalMinutes;
            long floored      = (totalMinutes / intervalMinutes) * intervalMinutes;
            return DateTimeOffset.UnixEpoch.AddMinutes(floored);
        }

        public static int ParseGranularityMinutes(string granularity) => granularity.ToUpperInvariant() switch
        {
            "1M"          => 1,
            "3M"          => 3,
            "5M"          => 5,
            "15M"         => 15,
            "30M"         => 30,
            "1H"          => 60,
            "2H"          => 120,
            "4H"          => 240,
            "6H"          => 360,
            "12H"         => 720,
            "1D"          => 1440,
            "1W"          => 10080,
            _             => 30
        };

        public void Dispose()
        {
            foreach (var c in _connections.Values) c.Dispose();
            _connections.Clear();
        }
    }

    // ════════════════════════════════════════════════════════════════
    // 모델
    // ════════════════════════════════════════════════════════════════

    public record RawCandle(long tsMs, double o, double h, double l, double c, double v);

    public class SimCandle
    {
        public long   OpenTime { get; set; }
        public double Open     { get; set; }
        public double High     { get; set; }
        public double Low      { get; set; }
        public double Close    { get; set; }
        public double Volume   { get; set; }
    }
}