백테스팅 워밍업데이터 적용

frontend/src/utils/backendApi.ts

@@ -1317,6 +1317,8 @@ export interface BacktestRequest {
   symbol?:          string;
   strategyName?:    string;
   deviceId?:        string;
+  /** bars 마지막 N봉만 시그널 평가 (앞쪽은 지표 워밍업) */
+  evaluationBarCount?: number;
 }
 
 /** 백테스팅 실행 */

frontend/src/utils/backtestUiUtils.ts

@@ -1,6 +1,7 @@
 import type { ChartType, Timeframe } from '../types';
 import type { BacktestResultRecord } from './backendApi';
 import { formatUpbitKrwPrice } from './safeFormat';
+import { INDICATOR_WARMUP } from './upbitApi';
 
 export function toUpbitMarket(symbol: string): string {
   return symbol.startsWith('KRW-') ? symbol : `KRW-${symbol}`;
@@ -40,6 +41,21 @@ export function resolveBacktestRecordExecTimeframe(record: BacktestResultRecord)
   return '1m';
 }
 
+/** 백테스트 결과 차트 로드 봉 수 — 평가 구간 + 지표 워밍업 (차트 SMA와 백테스트 엔진 정렬) */
+export function resolveBacktestChartBarCount(record: BacktestResultRecord): number {
+  const evalCount = record.barCount > 0 ? record.barCount : 200;
+  let warmup = INDICATOR_WARMUP;
+  if (record.executionSnapshotJson) {
+    try {
+      const snap = JSON.parse(record.executionSnapshotJson) as { warmupBarCount?: number };
+      if (typeof snap.warmupBarCount === 'number' && snap.warmupBarCount > 0) {
+        warmup = snap.warmupBarCount;
+      }
+    } catch { /* ignore */ }
+  }
+  return evalCount + warmup;
+}
+
 const CHART_TYPE_KO: Record<ChartType, string> = {
   candlestick: '캔들스틱',
   bar: '바',

frontend/src/utils/backtestWarmup.ts

@@ -0,0 +1,212 @@
+/**
+ * 백테스팅 워밍업 — 차트(표시 200 + 워밍업)와 동일하게 지표 수렴 후 평가 구간만 시그널 생성
+ */
+import type { OHLCVBar, Timeframe } from '../types';
+import { API_BASE } from './backendApi';
+import { timeframeToCandleType } from './chartCandleType';
+import { toHistoryApiIso } from './analysisChartData';
+import { INDICATOR_WARMUP } from './upbitApi';
+
+/** 차트 초기 표시·백테스트 평가 구간 기본 봉 수 (워밍업 제외) */
+export const BACKTEST_DISPLAY_BAR_COUNT = 200;
+
+const HISTORY_PAGE_SIZE = 200;
+const MAX_BACKTEST_FETCH = 800;
+
+const MA_FIELD_RE = /^MA(\d+)$/;
+const EMA_FIELD_RE = /^EMA(\d+)$/;
+
+function collectPeriodFromField(field: unknown, out: Set<number>): void {
+  if (typeof field !== 'string') return;
+  const ma = MA_FIELD_RE.exec(field);
+  if (ma) {
+    out.add(parseInt(ma[1], 10));
+    return;
+  }
+  const ema = EMA_FIELD_RE.exec(field);
+  if (ema) out.add(parseInt(ema[1], 10));
+}
+
+/** 전략 DSL 트리에서 MA/EMA 기간 추출 */
+function walkStrategyDsl(node: unknown, out: Set<number>): void {
+  if (!node || typeof node !== 'object') return;
+  const n = node as Record<string, unknown>;
+
+  const cond = n.condition;
+  if (cond && typeof cond === 'object') {
+    const c = cond as Record<string, unknown>;
+    collectPeriodFromField(c.leftField, out);
+    collectPeriodFromField(c.rightField, out);
+    const p = Number(c.period ?? c.leftPeriod ?? c.rightPeriod);
+    if (Number.isFinite(p) && p > 0) out.add(Math.floor(p));
+  }
+
+  for (const ch of (n.children as unknown[]) ?? []) walkStrategyDsl(ch, out);
+}
+
+function maxFromIndicatorParams(
+  params: Record<string, Record<string, unknown>> | undefined,
+): number {
+  if (!params) return 0;
+  let max = 0;
+
+  const sma = params.SMA ?? params.sma;
+  if (sma) {
+    for (let i = 1; i <= 11; i++) {
+      const v = Number(sma[`period${i}`]);
+      if (Number.isFinite(v) && v > 0) max = Math.max(max, Math.floor(v));
+    }
+  }
+
+  const ichimoku = params.IchimokuCloud ?? params.ICHIMOKU;
+  if (ichimoku) {
+    for (const key of ['basePeriods', 'laggingSpan2Periods', 'conversionPeriods', 'displacement']) {
+      const v = Number(ichimoku[key]);
+      if (Number.isFinite(v) && v > 0) max = Math.max(max, Math.floor(v));
+    }
+  }
+
+  const macd = params.MACD ?? params.macd;
+  if (macd) {
+    for (const key of ['fastLength', 'slowLength', 'signalLength']) {
+      const v = Number(macd[key]);
+      if (Number.isFinite(v) && v > 0) max = Math.max(max, Math.floor(v));
+    }
+    const slow = Number(macd.slowLength ?? 26);
+    const sig = Number(macd.signalLength ?? 9);
+    if (Number.isFinite(slow) && Number.isFinite(sig)) {
+      max = Math.max(max, Math.floor(slow + sig));
+    }
+  }
+
+  for (const key of ['RSI', 'CCI', 'ADX', 'Stochastic']) {
+    const block = params[key];
+    if (!block) continue;
+    const len = Number(block.length ?? block.period);
+    if (Number.isFinite(len) && len > 0) max = Math.max(max, Math.floor(len));
+  }
+
+  return max;
+}
+
+/**
+ * 전략·지표 설정 기준 워밍업 봉 수.
+ * 차트 INDICATOR_WARMUP(100)과 동일한 안전 마진을 포함한다.
+ */
+export function computeBacktestWarmupBars(
+  buyDsl?: unknown,
+  sellDsl?: unknown,
+  indicatorParams?: Record<string, Record<string, unknown>>,
+): number {
+  const periods = new Set<number>();
+  walkStrategyDsl(buyDsl, periods);
+  walkStrategyDsl(sellDsl, periods);
+  let maxPeriod = periods.size > 0 ? Math.max(...periods) : 0;
+  maxPeriod = Math.max(maxPeriod, maxFromIndicatorParams(indicatorParams));
+  // Ta4j SMA unstable + cross 1봉 여유
+  const strategyNeed = maxPeriod > 0 ? maxPeriod + 5 : 0;
+  return Math.max(INDICATOR_WARMUP, strategyNeed);
+}
+
+/** 백엔드 history API — count>200 페이지네이션 */
+export async function fetchBacktestHistoryCandles(
+  market: string,
+  timeframe: Timeframe,
+  totalCount: number,
+  toTimeSec?: number,
+): Promise<OHLCVBar[]> {
+  const type = timeframeToCandleType(timeframe);
+  const want = Math.min(Math.max(totalCount, 1), MAX_BACKTEST_FETCH);
+  let remaining = want;
+  let toIso: string | undefined = toTimeSec && toTimeSec > 0
+    ? toHistoryApiIso(toTimeSec)
+    : undefined;
+
+  const byTime = new Map<number, OHLCVBar>();
+
+  while (remaining > 0) {
+    const batch = Math.min(remaining, HISTORY_PAGE_SIZE);
+    const params = new URLSearchParams({
+      market,
+      type,
+      count: String(batch),
+    });
+    if (toIso) params.set('to', toIso);
+
+    const res = await fetch(`${API_BASE}/candles/history?${params.toString()}`);
+    if (!res.ok) throw new Error(`캔들 로딩 실패 (${res.status})`);
+
+    const raw = (await res.json()) as OHLCVBar[];
+    if (raw.length === 0) break;
+
+    for (const b of raw) byTime.set(b.time, b);
+    remaining -= raw.length;
+
+    if (raw.length < batch) break;
+
+    const oldest = raw[0]?.time;
+    if (!oldest || oldest <= 0) break;
+    toIso = toHistoryApiIso(oldest);
+
+    if (remaining > 0) {
+      await new Promise(r => setTimeout(r, 110));
+    }
+  }
+
+  const sorted = [...byTime.values()].sort((a, b) => a.time - b.time);
+  if (sorted.length <= want) return sorted;
+  return sorted.slice(sorted.length - want);
+}
+
+export interface BacktestCandleBundle {
+  bars: OHLCVBar[];
+  evaluationBarCount: number;
+  warmupBarCount: number;
+}
+
+/**
+ * 표시 구간(displayCount) + 워밍업을 포함한 캔들 묶음.
+ * 백엔드 evaluationBarCount 로 마지막 displayCount 봉만 시그널 평가.
+ */
+export async function fetchBacktestCandleBundle(opts: {
+  market: string;
+  timeframe: Timeframe;
+  displayCount?: number;
+  buyDsl?: unknown;
+  sellDsl?: unknown;
+  indicatorParams?: Record<string, Record<string, unknown>>;
+  toTimeSec?: number;
+}): Promise<BacktestCandleBundle> {
+  const displayCount = opts.displayCount ?? BACKTEST_DISPLAY_BAR_COUNT;
+  const warmupBarCount = computeBacktestWarmupBars(
+    opts.buyDsl,
+    opts.sellDsl,
+    opts.indicatorParams,
+  );
+  const total = displayCount + warmupBarCount;
+  const bars = await fetchBacktestHistoryCandles(
+    opts.market,
+    opts.timeframe,
+    total,
+    opts.toTimeSec,
+  );
+  const evaluationBarCount = Math.min(displayCount, bars.length);
+  return { bars, evaluationBarCount, warmupBarCount };
+}
+
+/** 이미 로드된 캔들(차트 rawBars)에 대한 평가·워밍업 구간 계산 */
+export function resolveEvaluationFromLoadedBars(
+  barCount: number,
+  buyDsl?: unknown,
+  sellDsl?: unknown,
+  indicatorParams?: Record<string, Record<string, unknown>>,
+): { evaluationBarCount: number; warmupBarCount: number } {
+  const warmupBarCount = computeBacktestWarmupBars(buyDsl, sellDsl, indicatorParams);
+  if (barCount <= warmupBarCount) {
+    return { evaluationBarCount: Math.max(1, barCount), warmupBarCount: 0 };
+  }
+  return {
+    evaluationBarCount: barCount - warmupBarCount,
+    warmupBarCount,
+  };
+}