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