전략평가 매매시그널 표시안되는 문제 수정

This commit is contained in:
Macbook
2026-06-13 00:00:39 +09:00
parent 2c0570c95e
commit 24128e6a0a
7 changed files with 55 additions and 90 deletions
@@ -424,6 +424,7 @@ export default function StrategyEvaluationPage({ theme = 'dark' }: Props) {
onSelectedBarIndexChange={setSelectedBarIndex} onSelectedBarIndexChange={setSelectedBarIndex}
onBarsLoaded={setBars} onBarsLoaded={setBars}
paramsRevision={paramsRevision} paramsRevision={paramsRevision}
appliedIndicatorParams={appliedIndicatorParams}
getParamsOverride={getEvalParams} getParamsOverride={getEvalParams}
getVisualConfigOverride={getVisualConfig} getVisualConfigOverride={getVisualConfig}
evalLoading={evalLoading} evalLoading={evalLoading}
@@ -18,8 +18,8 @@ import { loadBacktestSettings, runBacktest } from '../../utils/backendApi';
import { import {
BACKTEST_DISPLAY_BAR_COUNT, BACKTEST_DISPLAY_BAR_COUNT,
fetchBacktestCandleBundle, fetchBacktestCandleBundle,
resolveEvaluationFromLoadedBars,
} from '../../utils/backtestWarmup'; } from '../../utils/backtestWarmup';
import type { EvalIndicatorParams } from '../../utils/strategyEvaluationParams';
import { DISPLAY_COUNT } from '../../hooks/useUpbitData'; import { DISPLAY_COUNT } from '../../hooks/useUpbitData';
import { buildVirtualTradingChartIndicators } from '../../utils/strategyToChartIndicators'; import { buildVirtualTradingChartIndicators } from '../../utils/strategyToChartIndicators';
import { buildEvalParamsFromStrategy } from '../../utils/strategyEvaluationParams'; import { buildEvalParamsFromStrategy } from '../../utils/strategyEvaluationParams';
@@ -49,6 +49,8 @@ interface Props {
onSelectedBarIndexChange: (index: number) => void; onSelectedBarIndexChange: (index: number) => void;
onBarsLoaded?: (bars: OHLCVBar[]) => void; onBarsLoaded?: (bars: OHLCVBar[]) => void;
paramsRevision?: number; paramsRevision?: number;
/** 사용자가 저장한 지표 파라미터 — null 이면 백테스트도 서버 DB 설정 사용 (live-conditions 와 동일) */
appliedIndicatorParams?: EvalIndicatorParams | null;
getParamsOverride?: ( getParamsOverride?: (
type: string, type: string,
defaults?: Record<string, number | string | boolean>, defaults?: Record<string, number | string | boolean>,
@@ -94,6 +96,7 @@ const StrategyEvaluationChart: React.FC<Props> = ({
onSelectedBarIndexChange, onSelectedBarIndexChange,
onBarsLoaded, onBarsLoaded,
paramsRevision = 0, paramsRevision = 0,
appliedIndicatorParams = null,
getParamsOverride, getParamsOverride,
getVisualConfigOverride, getVisualConfigOverride,
evalLoading = false, evalLoading = false,
@@ -115,6 +118,7 @@ const StrategyEvaluationChart: React.FC<Props> = ({
const marketBtnRef = useRef<HTMLButtonElement>(null); const marketBtnRef = useRef<HTMLButtonElement>(null);
const managerRef = useRef<ChartManager | null>(null); const managerRef = useRef<ChartManager | null>(null);
const backtestGenRef = useRef(0); const backtestGenRef = useRef(0);
const evaluationBarCountRef = useRef(BACKTEST_DISPLAY_BAR_COUNT);
const signalsRef = useRef(signals); const signalsRef = useRef(signals);
signalsRef.current = signals; signalsRef.current = signals;
const chartType: ChartType = 'candlestick'; const chartType: ChartType = 'candlestick';
@@ -135,9 +139,14 @@ const StrategyEvaluationChart: React.FC<Props> = ({
return { candle: flex.candle, aux: flex.aux }; return { candle: flex.candle, aux: flex.aux };
}, [auxPaneCount]); }, [auxPaneCount]);
/** 저장된 오버라이드가 있을 때만 백테스트에 전달 — 미설정 시 live-conditions 와 같이 서버 DB 사용 */
const indicatorParams = useMemo( const indicatorParams = useMemo(
() => (strategy ? buildEvalParamsFromStrategy(strategy, getParams) : {}), () => (
[strategy, getParams], strategy && appliedIndicatorParams
? buildEvalParamsFromStrategy(strategy, getParams)
: undefined
),
[strategy, getParams, appliedIndicatorParams],
); );
const resolveInitialDisplayCount = useCallback( const resolveInitialDisplayCount = useCallback(
@@ -180,13 +189,6 @@ const StrategyEvaluationChart: React.FC<Props> = ({
setBacktestError(null); setBacktestError(null);
try { try {
const btSettings = await loadBacktestSettings(); const btSettings = await loadBacktestSettings();
const { evaluationBarCount } = resolveEvaluationFromLoadedBars(
barData.length,
strategy.buyCondition,
strategy.sellCondition,
indicatorParams,
);
const evalCount = Math.min(BACKTEST_DISPLAY_BAR_COUNT, evaluationBarCount);
const res = await runBacktest({ const res = await runBacktest({
strategyId: strategy.id, strategyId: strategy.id,
bars: barData.map(b => ({ bars: barData.map(b => ({
@@ -200,9 +202,13 @@ const StrategyEvaluationChart: React.FC<Props> = ({
timeframe, timeframe,
symbol: market, symbol: market,
strategyName: strategy.name, strategyName: strategy.name,
settings: btSettings, settings: {
...btSettings,
// 전략 평가 차트 — 조건 충족 시작 봉마다 매수/매도 마커 (포지션 락 무시)
positionMode: 'SIGNAL_ONLY',
},
indicatorParams, indicatorParams,
evaluationBarCount: evalCount, evaluationBarCount: evaluationBarCountRef.current,
}); });
if (gen !== backtestGenRef.current) return; if (gen !== backtestGenRef.current) return;
if (!res) { if (!res) {
@@ -267,8 +273,9 @@ const StrategyEvaluationChart: React.FC<Props> = ({
sellDsl: strategy?.sellCondition, sellDsl: strategy?.sellCondition,
indicatorParams, indicatorParams,
}) })
.then(({ bars: data }) => { .then(({ bars: data, evaluationBarCount: evalCount }) => {
if (cancelled) return; if (cancelled) return;
evaluationBarCountRef.current = evalCount;
setBars(data); setBars(data);
onBarsLoaded?.(data); onBarsLoaded?.(data);
if (data.length > 0) { if (data.length > 0) {
@@ -284,7 +291,7 @@ const StrategyEvaluationChart: React.FC<Props> = ({
if (!cancelled) setLoading(false); if (!cancelled) setLoading(false);
}); });
return () => { cancelled = true; }; return () => { cancelled = true; };
}, [market, timeframe, strategy?.id, strategy?.buyCondition, strategy?.sellCondition, indicatorParams, onBarsLoaded, onSelectedBarIndexChange]); }, [market, timeframe, strategy?.id, paramsRevision, onBarsLoaded, onSelectedBarIndexChange]);
const scrollToBar = useCallback((barIdx: number) => { const scrollToBar = useCallback((barIdx: number) => {
const mgr = chartMgr; const mgr = chartMgr;
@@ -25,16 +25,6 @@ interface Props {
className?: string; className?: string;
} }
const InterpretIcon = () => (
<svg viewBox="0 0 24 24" width="16" height="16" aria-hidden className="seval-interpret-icon">
<circle cx="12" cy="12" r="9" fill="none" stroke="currentColor" strokeWidth="1.75" />
<path
fill="currentColor"
d="M11.25 10.5h1.5V17h-1.5V10.5zm0-3.25h1.5V9h-1.5V6.25z"
/>
</svg>
);
interface SideCardProps { interface SideCardProps {
side: 'buy' | 'sell'; side: 'buy' | 'sell';
metrics: ConditionMetric[]; metrics: ConditionMetric[];
@@ -53,9 +43,10 @@ const SideCard: React.FC<SideCardProps> = ({
barTimeSec, barTimeSec,
}) => { }) => {
const [interpretOpen, setInterpretOpen] = useState(false); const [interpretOpen, setInterpretOpen] = useState(false);
const sideLabel = side === 'buy' ? '매수' : '매도';
const title = side === 'buy' ? '매수 조건' : '매도 조건'; const title = side === 'buy' ? '매수 조건' : '매도 조건';
const overallLabel = const overallLabel =
overallMet === true ? '전체 충족' : overallMet === false ? '전체 미충족' : null; overallMet === true ? '충족' : overallMet === false ? '미충족' : null;
const contextMap = useMemo(() => buildConditionContextMap(strategy), [strategy]); const contextMap = useMemo(() => buildConditionContextMap(strategy), [strategy]);
const interpretation = useMemo( const interpretation = useMemo(
@@ -75,7 +66,7 @@ const SideCard: React.FC<SideCardProps> = ({
> >
<header className="seval-side-card-head"> <header className="seval-side-card-head">
<div className="seval-side-card-head-main"> <div className="seval-side-card-head-main">
<span className={`seval-side-card-badge seval-side-card-badge--${side}`}>{title}</span> <span className={`seval-side-card-badge seval-side-card-badge--${side}`}>{sideLabel}</span>
{overallLabel && ( {overallLabel && (
<span <span
className={`seval-side-overall seval-side-overall--${overallMet ? 'met' : 'unmet'}`} className={`seval-side-overall seval-side-overall--${overallMet ? 'met' : 'unmet'}`}
@@ -87,13 +78,13 @@ const SideCard: React.FC<SideCardProps> = ({
</div> </div>
<button <button
type="button" type="button"
className="seval-interpret-btn" className="seval-analyze-btn"
title="전략 판별 해석 — 조건별 충족/미충족 이유" title="조건별 충족/미충족 분석"
aria-label={`${title} 전략 판별 해석`} aria-label={`${title} 분석보기`}
disabled={metrics.length === 0} disabled={metrics.length === 0}
onClick={() => setInterpretOpen(true)} onClick={() => setInterpretOpen(true)}
> >
<InterpretIcon />
</button> </button>
</header> </header>
<div className="seval-side-card-body"> <div className="seval-side-card-body">
+3 -44
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@@ -9,6 +9,7 @@ import { timeframeToCandleType } from '../utils/chartCandleType';
import { getCandleStart, TF_SECONDS } from '../utils/upbitApi'; import { getCandleStart, TF_SECONDS } from '../utils/upbitApi';
import { DISPLAY_COUNT, WARMUP_COUNT, OBV_DEEP_HISTORY } from './useUpbitData'; import { DISPLAY_COUNT, WARMUP_COUNT, OBV_DEEP_HISTORY } from './useUpbitData';
import type { WsStatus } from './useUpbitData'; import type { WsStatus } from './useUpbitData';
import { fetchBacktestHistoryCandles } from '../utils/backtestWarmup';
import { API_BASE } from '../utils/backendApi'; import { API_BASE } from '../utils/backendApi';
/** 백엔드 BarBuilder 는 틱마다 1m 만 STOMP 발행 — 차트 분봉은 클라이언트에서 집계 */ /** 백엔드 BarBuilder 는 틱마다 1m 만 STOMP 발행 — 차트 분봉은 클라이언트에서 집계 */
@@ -63,58 +64,16 @@ interface Return {
error: string | null; error: string | null;
} }
async function fetchInitialBars(market: string, candleType: string, count: number): Promise<OHLCVBar[]> {
const params = new URLSearchParams({
market,
type: candleType,
count: String(count),
});
const res = await fetch(`${API_BASE}/candles/history?${params}`);
if (!res.ok) throw new Error(`history ${res.status}`);
const data = (await res.json()) as StompCandlePayload[];
return data.map(b => ({
time: b.time,
open: b.open,
high: b.high,
low: b.low,
close: b.close,
volume: b.volume,
}));
}
async function fetchInitialBarsWithRetry(
market: string,
candleType: string,
count: number,
attempts = 3,
): Promise<OHLCVBar[]> {
let lastErr: Error | null = null;
for (let i = 0; i < attempts; i++) {
try {
return await fetchInitialBars(market, candleType, count);
} catch (e) {
lastErr = e as Error;
if (i < attempts - 1) {
await new Promise(r => setTimeout(r, 400 * (i + 1)));
}
}
}
throw lastErr ?? new Error('history fetch failed');
}
/** /**
* 백엔드 /api/candles/history 에서만 초기 캔들을 로드한다. * 백엔드 /api/candles/history — 200봉 초과 시 페이지네이션 (워밍업·OBV 누적용)
* Upbit REST 직접 호출을 하지 않음 — 백엔드가 데이터를 아직 쌓지 못한 경우
* 빈 배열을 반환하고, 호출부에서 STOMP bootstrap 경로로 처리한다.
*/ */
async function loadInitialBars( async function loadInitialBars(
market: string, market: string,
timeframe: Timeframe, timeframe: Timeframe,
count: number, count: number,
): Promise<OHLCVBar[]> { ): Promise<OHLCVBar[]> {
const candleType = timeframeToCandleType(timeframe);
try { try {
return await fetchInitialBarsWithRetry(market, candleType, count); return await fetchBacktestHistoryCandles(market, timeframe, count);
} catch { } catch {
return []; return [];
} }
+15 -14
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@@ -472,9 +472,11 @@
.seval-side-card-head-main { .seval-side-card-head-main {
display: flex; display: flex;
flex-direction: column; flex-direction: row;
gap: 4px; align-items: center;
gap: 8px;
min-width: 0; min-width: 0;
flex: 1;
} }
.seval-side-card-badge { .seval-side-card-badge {
@@ -1138,38 +1140,37 @@
cursor: not-allowed; cursor: not-allowed;
} }
/* ── 전략 판별 해석 버튼 · 팝업 ─────────────────────────────────────────── */ /* ── 조건 분석보기 버튼 · 팝업 ─────────────────────────────────────────── */
.seval-interpret-btn { .seval-analyze-btn {
flex-shrink: 0; flex-shrink: 0;
display: inline-flex; display: inline-flex;
align-items: center; align-items: center;
justify-content: center; justify-content: center;
width: 28px; height: 26px;
height: 28px; padding: 0 10px;
padding: 0; border-radius: 6px;
border-radius: 8px;
border: 1px solid color-mix(in srgb, var(--se-border) 85%, transparent); border: 1px solid color-mix(in srgb, var(--se-border) 85%, transparent);
background: color-mix(in srgb, var(--se-input-bg, #121826) 92%, transparent); background: color-mix(in srgb, var(--se-input-bg, #121826) 92%, transparent);
color: var(--se-text-muted); color: var(--se-text-muted);
font-size: 0.68rem;
font-weight: 700;
letter-spacing: 0.02em;
white-space: nowrap;
cursor: pointer; cursor: pointer;
transition: color 0.15s, border-color 0.15s, background 0.15s; transition: color 0.15s, border-color 0.15s, background 0.15s;
} }
.seval-interpret-btn:hover:not(:disabled) { .seval-analyze-btn:hover:not(:disabled) {
color: var(--se-accent, #3f7ef5); color: var(--se-accent, #3f7ef5);
border-color: color-mix(in srgb, var(--se-accent, #3f7ef5) 45%, transparent); border-color: color-mix(in srgb, var(--se-accent, #3f7ef5) 45%, transparent);
background: color-mix(in srgb, var(--se-accent, #3f7ef5) 10%, transparent); background: color-mix(in srgb, var(--se-accent, #3f7ef5) 10%, transparent);
} }
.seval-interpret-btn:disabled { .seval-analyze-btn:disabled {
opacity: 0.35; opacity: 0.35;
cursor: not-allowed; cursor: not-allowed;
} }
.seval-interpret-icon {
display: block;
}
.seval-interpret-overlay { .seval-interpret-overlay {
z-index: 10999; z-index: 10999;
} }
+5
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@@ -531,6 +531,11 @@ export class ChartManager {
if (this._auxIndicatorOnlyLayout) { if (this._auxIndicatorOnlyLayout) {
this.syncChartOverlayVisibility(); this.syncChartOverlayVisibility();
} }
// setData 시 마커 플러그인만 dispose 되고 backtestMarkers 배열은 유지됨 — 재적용
if (this.backtestMarkers.length > 0 || this.liveStrategyMarkers.length > 0) {
this._reapplyAllPatternMarkers();
}
} }
/** /**
+3 -2
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@@ -139,10 +139,11 @@ export async function fetchBacktestHistoryCandles(
const raw = (await res.json()) as OHLCVBar[]; const raw = (await res.json()) as OHLCVBar[];
if (raw.length === 0) break; if (raw.length === 0) break;
const before = byTime.size;
for (const b of raw) byTime.set(b.time, b); for (const b of raw) byTime.set(b.time, b);
remaining -= raw.length; if (byTime.size === before) break;
if (raw.length < batch) break; remaining -= raw.length;
const oldest = raw[0]?.time; const oldest = raw[0]?.time;
if (!oldest || oldest <= 0) break; if (!oldest || oldest <= 0) break;