전략편집기 평가탭 전략평가후 수익률 표시
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@@ -5,7 +5,7 @@ import React, { useState, useCallback, useEffect, useMemo, useRef } from 'react'
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import { ReactFlowProvider } from '@xyflow/react';
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import DraggableModalFrame from './DraggableModalFrame';
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import type { Theme } from '../types/index';
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import { hasRegisteredUser, loadStrategies, loadStrategy, saveStrategy, deleteStrategy, runBacktest, loadBacktestSettings, loadIndicatorSettings, type StrategyDto as ApiStrategyDto } from '../utils/backendApi';
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import { hasRegisteredUser, loadStrategies, loadStrategy, saveStrategy, deleteStrategy, runBacktest, loadBacktestSettings, loadIndicatorSettings, type BacktestSignal, type StrategyDto as ApiStrategyDto } from '../utils/backendApi';
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import { resolveStrategyPrimaryTimeframe } from '../utils/strategyToChartIndicators';
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import { fetchBacktestCandleBundle } from '../utils/backtestWarmup';
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import { syncStrategyTimeframesFromLayoutIfNeeded } from '../utils/strategyTimeframeSync';
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@@ -168,7 +168,7 @@ import StrategyDescriptionModal from './strategyEditor/StrategyDescriptionModal'
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import ReactDOM from 'react-dom';
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import { MarketSearchPanel } from './MarketSearchPanel';
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import { getKoreanName } from '../utils/marketNameCache';
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import type { Timeframe } from '../types';
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import type { Timeframe, OHLCVBar } from '../types';
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import {
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BACKTEST_STRATEGY_TIMEFRAME,
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buildQuickRunTimeframeSelectOptions,
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@@ -178,6 +178,14 @@ import {
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} from '../utils/backtestRunTimeframe';
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import '../styles/strategyEditor.css';
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import '../styles/strategyEditorTheme.css';
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import '../styles/strategyEvaluation.css';
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import { BACKTEST_DISPLAY_BAR_COUNT, resolveEvaluationBarSlice } from '../utils/backtestWarmup';
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import {
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buildStrategyEvaluationToolbarSummary,
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formatEvaluationReturnPct,
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} from '../utils/strategyEvaluationReport';
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import { resolveEvaluationCommissionRate } from '../utils/strategyEvaluationSignals';
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import type { StrategyEvaluationWindowMeta } from './strategyEvaluation/StrategyEvaluationChart';
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type SignalTab = 'buy' | 'sell' | 'eval';
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type BuySellTab = 'buy' | 'sell';
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@@ -359,6 +367,20 @@ export default function StrategyEditorPage({
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const [qbMarketQ, setQbMarketQ] = useState('');
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const qbMarketBtnRef = useRef<HTMLButtonElement>(null);
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// ── 평가 탭 — 수익률 요약 ─────────────────────────────────────────────────
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const [evalBacktestSignals, setEvalBacktestSignals] = useState<BacktestSignal[]>([]);
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const [evalBars, setEvalBars] = useState<OHLCVBar[]>([]);
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const [evalWindowMeta, setEvalWindowMeta] = useState<StrategyEvaluationWindowMeta>({
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evaluationBarCount: BACKTEST_DISPLAY_BAR_COUNT,
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warmupBarCount: 0,
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isAtLatestWindow: true,
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windowEndTimeSec: null,
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});
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const [evalSignalScanRunning, setEvalSignalScanRunning] = useState(false);
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const [evalMarket, setEvalMarket] = useState('KRW-BTC');
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const [evalInitialCapital, setEvalInitialCapital] = useState(10_000_000);
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const [evalCommissionRate, setEvalCommissionRate] = useState(0.0015);
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const [leftWidth, setLeftWidth] = useState(() => readStoredSize('se-left-width', LEFT_PANEL_DEFAULT));
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const [rightWidth, setRightWidth] = useState(() => readRightPanelWidth());
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const [rightOpen, setRightOpen] = useState(() => readStoredBool('se-right-open', true));
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@@ -1690,6 +1712,54 @@ export default function StrategyEditorPage({
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[qbStrategyTimeframe],
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);
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useEffect(() => {
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void loadBacktestSettings().then(s => {
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if (s?.initialCapital) setEvalInitialCapital(s.initialCapital);
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setEvalCommissionRate(resolveEvaluationCommissionRate(s));
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});
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}, []);
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useEffect(() => {
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if (signalTab !== 'eval') {
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setEvalBacktestSignals([]);
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setEvalBars([]);
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setEvalSignalScanRunning(false);
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}
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}, [signalTab]);
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const evalAnalysisSummary = useMemo(() => {
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if (signalTab !== 'eval' || evalBacktestSignals.length === 0) return null;
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const { evalBars: slice } = resolveEvaluationBarSlice(evalBars, evalWindowMeta.evaluationBarCount);
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const lastEvalBar = slice[slice.length - 1];
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return buildStrategyEvaluationToolbarSummary(evalBacktestSignals, {
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initialCapital: evalInitialCapital,
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symbol: evalMarket.replace(/^KRW-/, ''),
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commissionRate: evalCommissionRate,
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lastBarClose: lastEvalBar?.close,
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lastBarTimeSec: lastEvalBar?.time,
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});
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}, [
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signalTab,
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evalBacktestSignals,
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evalBars,
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evalWindowMeta.evaluationBarCount,
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evalInitialCapital,
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evalMarket,
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evalCommissionRate,
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]);
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const handleEvalSignalsChange = useCallback((signals: BacktestSignal[]) => {
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setEvalBacktestSignals(signals);
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}, []);
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const handleEvalBarsLoaded = useCallback((bars: OHLCVBar[]) => {
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setEvalBars(bars);
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}, []);
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const handleEvalWindowMetaChange = useCallback((meta: StrategyEvaluationWindowMeta) => {
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setEvalWindowMeta(meta);
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}, []);
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const operators = [
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{ type: 'operator' as const, value: 'AND', label: 'AND', color: 'logic-and' },
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{ type: 'operator' as const, value: 'OR', label: 'OR', color: 'logic-or' },
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@@ -1982,6 +2052,36 @@ export default function StrategyEditorPage({
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평가
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</button>
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</div>
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{signalTab === 'eval' && (
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evalSignalScanRunning ? (
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<span className="se-eval-return-summary seval-header-analysis-busy">시그널 계산 중…</span>
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) : evalAnalysisSummary ? (
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<span
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className="se-eval-return-summary seval-analysis-summary"
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title="일괄매수(최초 전액) · 분할매수(40/30/잔여) · 전략평가와 동일 기준"
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>
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<span className={`seval-analysis-item seval-analysis-return${
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evalAnalysisSummary.fullBuyReturnPct > 0
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? ' seval-analysis-return--pos'
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: evalAnalysisSummary.fullBuyReturnPct < 0
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? ' seval-analysis-return--neg'
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: ''
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}`}>
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일괄:<strong>{formatEvaluationReturnPct(evalAnalysisSummary.fullBuyReturnPct)}</strong>
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</span>
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<span className="seval-analysis-sep" aria-hidden>·</span>
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<span className={`seval-analysis-item seval-analysis-return${
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evalAnalysisSummary.splitBuyReturnPct > 0
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? ' seval-analysis-return--pos'
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: evalAnalysisSummary.splitBuyReturnPct < 0
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? ' seval-analysis-return--neg'
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: ''
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}`}>
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분할:<strong>{formatEvaluationReturnPct(evalAnalysisSummary.splitBuyReturnPct)}</strong>
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</span>
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</span>
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) : null
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)}
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{stratName && <span className="se-editing-name">{stratName}</span>}
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{signalTab !== 'eval' && hasMultipleStartSections(currentEditorState) && (
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<StartCombineOpControl
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@@ -2044,6 +2144,11 @@ export default function StrategyEditorPage({
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stratDesc={stratDesc}
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buyEditorState={buyEditorState}
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sellEditorState={sellEditorState}
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onSignalsChange={handleEvalSignalsChange}
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onBarsLoaded={handleEvalBarsLoaded}
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onEvalWindowMetaChange={handleEvalWindowMetaChange}
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onBacktestRunningChange={setEvalSignalScanRunning}
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onMarketChange={setEvalMarket}
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/>
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) : editorMode === 'graph' ? (
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<>
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