This commit is contained in:
Macbook
2026-06-12 23:52:08 +09:00
parent 4a6be82c15
commit 2c0570c95e
10 changed files with 733 additions and 47 deletions
@@ -457,6 +457,8 @@ export default function StrategyEvaluationPage({ theme = 'dark' }: Props) {
<div className="seval-signal-body">
<StrategyEvaluationSignalPanel
snapshot={snapshot}
strategy={selectedStrategy}
barTimeSec={selectedBarTimeSec}
barSignalHighlight={barSignalHighlight}
hasStrategy={selectedStrategyId != null}
className="seval-signal-panel"
@@ -3,7 +3,6 @@ import ReactDOM from 'react-dom';
import TradingChart from '../TradingChart';
import { MarketSearchPanel } from '../MarketSearchPanel';
import type { ChartType, IndicatorConfig, OHLCVBar, Theme, Timeframe } from '../../types';
import { loadAnalysisCandles } from '../../utils/analysisChartData';
import type { ChartManager } from '../../utils/ChartManager';
import { useIndicatorSettings } from '../../hooks/useIndicatorSettings';
import { useAppSettings } from '../../hooks/useAppSettings';
@@ -16,9 +15,14 @@ import { DEFAULT_DISPLAY_TIMEZONE } from '../../utils/timezone';
import { getKoreanName } from '../../utils/marketNameCache';
import type { BacktestSignal, StrategyDto } from '../../utils/backendApi';
import { loadBacktestSettings, runBacktest } from '../../utils/backendApi';
import {
BACKTEST_DISPLAY_BAR_COUNT,
fetchBacktestCandleBundle,
resolveEvaluationFromLoadedBars,
} from '../../utils/backtestWarmup';
import { DISPLAY_COUNT } from '../../hooks/useUpbitData';
import { buildVirtualTradingChartIndicators } from '../../utils/strategyToChartIndicators';
import { buildEvalParamsFromStrategy } from '../../utils/strategyEvaluationParams';
import { resolveEvaluationFromLoadedBars } from '../../utils/backtestWarmup';
import { repairUtf8Mojibake } from '../../utils/textEncoding';
import StrategyEvaluationBarSelector, {
resolveBarIndexAtChartClick,
@@ -136,6 +140,21 @@ const StrategyEvaluationChart: React.FC<Props> = ({
[strategy, getParams],
);
const resolveInitialDisplayCount = useCallback(
(plotWidth: number) => {
const approx = Math.floor(plotWidth / 6);
return Math.min(DISPLAY_COUNT, Math.max(80, approx), bars.length || DISPLAY_COUNT);
},
[bars.length],
);
const fitChartViewport = useCallback(() => {
const mgr = managerRef.current;
if (!mgr?.hasMainSeries() || bars.length < 2) return;
const count = Math.min(DISPLAY_COUNT, bars.length);
mgr.setInitialVisibleRange(count);
}, [bars.length]);
const applyMarkers = useCallback((attempt = 0) => {
const mgr = managerRef.current;
if (!mgr?.hasMainSeries()) {
@@ -167,6 +186,7 @@ const StrategyEvaluationChart: React.FC<Props> = ({
strategy.sellCondition,
indicatorParams,
);
const evalCount = Math.min(BACKTEST_DISPLAY_BAR_COUNT, evaluationBarCount);
const res = await runBacktest({
strategyId: strategy.id,
bars: barData.map(b => ({
@@ -182,7 +202,7 @@ const StrategyEvaluationChart: React.FC<Props> = ({
strategyName: strategy.name,
settings: btSettings,
indicatorParams,
evaluationBarCount,
evaluationBarCount: evalCount,
});
if (gen !== backtestGenRef.current) return;
if (!res) {
@@ -239,9 +259,15 @@ const StrategyEvaluationChart: React.FC<Props> = ({
managerRef.current?.clearBacktestMarkers();
setLoading(true);
setError(null);
const toTimeSec = Math.floor(Date.now() / 1000);
void loadAnalysisCandles(market, timeframe, toTimeSec, 300)
.then(data => {
void fetchBacktestCandleBundle({
market,
timeframe,
displayCount: BACKTEST_DISPLAY_BAR_COUNT,
buyDsl: strategy?.buyCondition,
sellDsl: strategy?.sellCondition,
indicatorParams,
})
.then(({ bars: data }) => {
if (cancelled) return;
setBars(data);
onBarsLoaded?.(data);
@@ -258,7 +284,7 @@ const StrategyEvaluationChart: React.FC<Props> = ({
if (!cancelled) setLoading(false);
});
return () => { cancelled = true; };
}, [market, timeframe, strategy?.id, onBarsLoaded, onSelectedBarIndexChange]);
}, [market, timeframe, strategy?.id, strategy?.buyCondition, strategy?.sellCondition, indicatorParams, onBarsLoaded, onSelectedBarIndexChange]);
const scrollToBar = useCallback((barIdx: number) => {
const mgr = chartMgr;
@@ -275,7 +301,8 @@ const StrategyEvaluationChart: React.FC<Props> = ({
mgr.setPaneAreaRatio(paneAreaRatio.candle, paneAreaRatio.aux);
}
applyMarkers();
}, [paneAreaRatio, applyMarkers]);
fitChartViewport();
}, [paneAreaRatio, applyMarkers, fitChartViewport]);
const onCandlesReady = useCallback(() => {
const mgr = managerRef.current;
@@ -284,7 +311,8 @@ const StrategyEvaluationChart: React.FC<Props> = ({
mgr.setPaneAreaRatio(paneAreaRatio.candle, paneAreaRatio.aux);
}
applyMarkers();
}, [paneAreaRatio, applyMarkers]);
fitChartViewport();
}, [paneAreaRatio, applyMarkers, fitChartViewport]);
const stepBar = useCallback((delta: number) => {
if (bars.length === 0) return;
@@ -482,6 +510,7 @@ const StrategyEvaluationChart: React.FC<Props> = ({
showHoverToolbar={false}
showChartRightToolbar={false}
showCandlePaneControls={false}
resolveInitialDisplayCount={resolveInitialDisplayCount}
/>
{chartMgr && (
<StrategyEvaluationBarSelector
@@ -0,0 +1,92 @@
import React, { useMemo } from 'react';
import DraggableModalFrame from '../DraggableModalFrame';
import type { SideInterpretation } from '../../utils/strategyEvaluationInterpret';
import { formatBarTimeLabel } from '../../utils/strategyEvaluationInterpret';
interface Props {
side: 'buy' | 'sell';
interpretation: SideInterpretation;
barTimeSec?: number | null;
strategyName?: string;
onClose: () => void;
}
const StrategyEvaluationInterpretModal: React.FC<Props> = ({
side,
interpretation,
barTimeSec,
strategyName,
onClose,
}) => {
const title = side === 'buy' ? '매수 조건 해석' : '매도 조건 해석';
const barLabel = formatBarTimeLabel(barTimeSec);
const overallClass = interpretation.overallMet === true
? 'seval-interpret-overall--met'
: interpretation.overallMet === false
? 'seval-interpret-overall--unmet'
: 'seval-interpret-overall--unknown';
const intro = useMemo(() => {
const parts = [`${barLabel} 시점`, strategyName ? `${strategyName}` : null].filter(Boolean);
return parts.join(' · ');
}, [barLabel, strategyName]);
return (
<DraggableModalFrame
onClose={onClose}
title={title}
titleKo="Strategy Evaluation"
badge={side === 'buy' ? 'BUY' : 'SELL'}
width={520}
overlayClassName="seval-interpret-overlay"
dialogClassName="seval-interpret-modal app-popup-shell"
bodyClassName="seval-interpret-body app-popup-body"
zIndex={11000}
>
<div className="seval-interpret-content">
<p className="seval-interpret-intro">{intro}</p>
<div className={`seval-interpret-overall ${overallClass}`}>
<span className="seval-interpret-overall-badge">
{interpretation.overallMet === true
? '전체 충족'
: interpretation.overallMet === false
? '전체 미충족'
: '전체 평가 불명'}
</span>
<p className="seval-interpret-overall-text">{interpretation.overallSummary}</p>
</div>
{interpretation.conditions.length === 0 ? (
<p className="seval-interpret-empty"> .</p>
) : (
<ul className="seval-interpret-list">
{interpretation.conditions.map(item => (
<li
key={item.id}
className={`seval-interpret-item seval-interpret-item--${item.status}`}
>
<div className="seval-interpret-item-head">
<span className={`seval-interpret-status seval-interpret-status--${item.status}`}>
{item.statusLabel}
</span>
<span className="seval-interpret-item-title" title={item.summary}>
{item.summary || item.label}
</span>
</div>
<p className="seval-interpret-reason">{item.reason}</p>
</li>
))}
</ul>
)}
<footer className="seval-interpret-footnote">
Ta4j Rule , AND/OR/NOT / .
</footer>
</div>
</DraggableModalFrame>
);
};
export default StrategyEvaluationInterpretModal;
@@ -1,14 +1,22 @@
import React, { useMemo } from 'react';
import React, { useMemo, useState } from 'react';
import type { StrategyDto } from '../../utils/backendApi';
import type { VirtualIndicatorSnapshot } from '../../hooks/useVirtualIndicatorSnapshots';
import {
buildConditionMetrics,
type ConditionMetric,
} from '../../utils/virtualSignalMetrics';
import {
buildConditionContextMap,
buildSideInterpretation,
} from '../../utils/strategyEvaluationInterpret';
import StrategyEvaluationMatchVisual from './StrategyEvaluationMatchVisual';
import StrategyEvaluationInterpretModal from './StrategyEvaluationInterpretModal';
import type { BarSignalHighlight } from '../../utils/strategyEvaluationBarSignals';
interface Props {
snapshot: VirtualIndicatorSnapshot | undefined;
strategy?: StrategyDto | null;
barTimeSec?: number | null;
/** 선택 봉에 백테스트 매수/매도 시그널 존재 여부 */
barSignalHighlight?: BarSignalHighlight;
loading?: boolean;
@@ -17,49 +25,99 @@ interface Props {
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 {
side: 'buy' | 'sell';
metrics: ConditionMetric[];
overallMet?: boolean | null;
signalActive?: boolean;
strategy?: StrategyDto | null;
barTimeSec?: number | null;
}
const SideCard: React.FC<SideCardProps> = ({ side, metrics, overallMet, signalActive = false }) => {
const SideCard: React.FC<SideCardProps> = ({
side,
metrics,
overallMet,
signalActive = false,
strategy,
barTimeSec,
}) => {
const [interpretOpen, setInterpretOpen] = useState(false);
const title = side === 'buy' ? '매수 조건' : '매도 조건';
const overallLabel =
overallMet === true ? '전체 충족' : overallMet === false ? '전체 미충족' : null;
const contextMap = useMemo(() => buildConditionContextMap(strategy), [strategy]);
const interpretation = useMemo(
() => buildSideInterpretation(side, metrics, overallMet, contextMap),
[side, metrics, overallMet, contextMap],
);
return (
<section
className={[
'seval-side-card',
`seval-side-card--${side}`,
signalActive ? 'seval-side-card--signal-active' : '',
].filter(Boolean).join(' ')}
aria-label={`${title} 지표 일치율${signalActive ? ' · 백테스트 시그널 발생 봉' : ''}`}
>
<header className="seval-side-card-head">
<div className="seval-side-card-head-main">
<span className={`seval-side-card-badge seval-side-card-badge--${side}`}>{title}</span>
{overallLabel && (
<span
className={`seval-side-overall seval-side-overall--${overallMet ? 'met' : 'unmet'}`}
title="DSL 전체 Rule 충족 여부 (AND/OR 반영)"
>
{overallLabel}
</span>
)}
<>
<section
className={[
'seval-side-card',
`seval-side-card--${side}`,
signalActive ? 'seval-side-card--signal-active' : '',
].filter(Boolean).join(' ')}
aria-label={`${title} 지표 일치율${signalActive ? ' · 백테스트 시그널 발생 봉' : ''}`}
>
<header className="seval-side-card-head">
<div className="seval-side-card-head-main">
<span className={`seval-side-card-badge seval-side-card-badge--${side}`}>{title}</span>
{overallLabel && (
<span
className={`seval-side-overall seval-side-overall--${overallMet ? 'met' : 'unmet'}`}
title="DSL 전체 Rule 충족 여부 (AND/OR 반영)"
>
{overallLabel}
</span>
)}
</div>
<button
type="button"
className="seval-interpret-btn"
title="전략 판별 해석 — 조건별 충족/미충족 이유"
aria-label={`${title} 전략 판별 해석`}
disabled={metrics.length === 0}
onClick={() => setInterpretOpen(true)}
>
<InterpretIcon />
</button>
</header>
<div className="seval-side-card-body">
<StrategyEvaluationMatchVisual metrics={metrics} overallMet={overallMet} />
</div>
</header>
<div className="seval-side-card-body">
<StrategyEvaluationMatchVisual metrics={metrics} overallMet={overallMet} />
</div>
</section>
</section>
{interpretOpen && (
<StrategyEvaluationInterpretModal
side={side}
interpretation={interpretation}
barTimeSec={barTimeSec}
strategyName={strategy?.name}
onClose={() => setInterpretOpen(false)}
/>
)}
</>
);
};
const StrategyEvaluationSignalPanel: React.FC<Props> = ({
snapshot,
strategy,
barTimeSec,
barSignalHighlight,
loading = false,
loadingMessage,
@@ -92,12 +150,16 @@ const StrategyEvaluationSignalPanel: React.FC<Props> = ({
metrics={sellMetrics}
overallMet={snapshot?.overallExitMet}
signalActive={barSignalHighlight?.sell ?? false}
strategy={strategy}
barTimeSec={barTimeSec}
/>
<SideCard
side="buy"
metrics={buyMetrics}
overallMet={snapshot?.overallEntryMet}
signalActive={barSignalHighlight?.buy ?? false}
strategy={strategy}
barTimeSec={barTimeSec}
/>
</div>
);