매매실행 방식 설정 추가

frontend/src/utils/backendApi.ts

@@ -1436,6 +1436,8 @@ export interface BacktestSettingsDto {
   positionMode?:        'LONG_ONLY' | 'SIGNAL_ONLY';
   /** MARK_TO_MARKET | REALIZED_ONLY — 투자분석 방식 */
   analysisMethod?:      'MARK_TO_MARKET' | 'REALIZED_ONLY';
+  /** SCAN_SIGNALS | BACKTEST_ENGINE — 매매 체결·시그널 생성 방식 */
+  tradeExecutionMode?:  'SCAN_SIGNALS' | 'BACKTEST_ENGINE';
 }
 
 export const DEFAULT_BACKTEST_SETTINGS: BacktestSettingsDto = {
@@ -1460,6 +1462,7 @@ export const DEFAULT_BACKTEST_SETTINGS: BacktestSettingsDto = {
   partialExitPct:      50,
   positionMode:        'LONG_ONLY',
   analysisMethod:      'MARK_TO_MARKET',
+  tradeExecutionMode:  'BACKTEST_ENGINE',
 };
 
 /** 백테스팅 설정 로드 */

frontend/src/utils/strategyEvaluationReport.ts

@@ -7,6 +7,7 @@ import type { EquityPoint, TradeHistoryRow } from './backtestEquity';
 import { repairUtf8Mojibake } from './textEncoding';
 import { getKoreanName } from './marketNameCache';
 import { toUpbitMarket } from './backtestUiUtils';
+import type { TradeExecutionMode } from './tradeExecutionMode';
 
 export type BuyAllocationMode = 'full' | 'split';
 
@@ -357,6 +358,7 @@ export function buildStrategyEvaluationReportModel(opts: {
   firstBarClose?: number;
   lastBarClose?: number;
   commissionRate?: number;
+  tradeExecutionMode?: TradeExecutionMode;
 }): BacktestAnalysisReportModel | null {
   const filtered = filterSignalsForEvaluationReport(opts.signals);
   const stillHolding = isStillHolding(filtered);
@@ -396,6 +398,8 @@ export function buildStrategyEvaluationReportModel(opts: {
     reportSignalFilterNote:
       '분석 기간 전체 캔들 기준으로, 최초 매수 이전 매도·최종 매도 이후 매수 시그널은 제외했습니다. '
       + '매도는 보유 물량 전량 매도로 가정합니다. '
-      + '체결가·청산 Rule은 백테스트 설정(슬리피지·손절/익절·진입/청산가)과 동일합니다.',
+      + (opts.tradeExecutionMode === 'SCAN_SIGNALS'
+        ? '체결가: 조건 스캔(봉 종가·DSL 충족).'
+        : '체결가: 백테스트 설정(슬리피지·손절/익절·진입/청산가) 반영.'),
   };
 }

frontend/src/utils/strategyEvaluationSignals.ts

@@ -1,11 +1,9 @@
 /**
- * 전략평가 — 차트·상단 요약·분석 레포트·일괄평가 공통 시그널 소스
- *
- * runBacktest(SIGNAL_ONLY) + 백테스트 설정(슬리피지·손절/익절·진입/청산가) 기준.
- * scan-signals(종가·이상적 체결)와 달리 실제 백테스트 엔진과 동일한 Rule·체결가를 사용한다.
+ * 전략평가·일괄평가 — 백테스트 설정의 매매 체결 방식에 따라 시그널 조회
  */
 import type { OHLCVBar } from '../types';
 import {
+  fetchLiveConditionScanSignals,
   loadBacktestSettings,
   runBacktest,
   type BacktestSettingsDto,
@@ -13,12 +11,14 @@ import {
   type StrategyDto,
 } from './backendApi';
 import { buildEvalParamsFromStrategy } from './strategyEvaluationParams';
+import { isScanSignalsExecutionMode, normalizeTradeExecutionMode } from './tradeExecutionMode';
 
 export interface StrategyEvaluationSignalsResult {
   signals: BacktestSignal[];
   initialCapital: number;
   settings: BacktestSettingsDto;
   commissionRate: number;
+  tradeExecutionMode: ReturnType<typeof normalizeTradeExecutionMode>;
 }
 
 export function resolveEvaluationCommissionRate(settings: BacktestSettingsDto): number {
@@ -26,6 +26,17 @@ export function resolveEvaluationCommissionRate(settings: BacktestSettingsDto):
   return settings.commissionRate ?? 0.0015;
 }
 
+function mapBarsForRequest(bars: OHLCVBar[]) {
+  return bars.map(b => ({
+    time: b.time,
+    open: b.open,
+    high: b.high,
+    low: b.low,
+    close: b.close,
+    volume: b.volume,
+  }));
+}
+
 export async function fetchStrategyEvaluationSignals(opts: {
   strategyId: number;
   strategy: StrategyDto;
@@ -37,19 +48,38 @@ export async function fetchStrategyEvaluationSignals(opts: {
   backtestSettings?: BacktestSettingsDto | null;
 }): Promise<StrategyEvaluationSignalsResult> {
   const btSettings = opts.backtestSettings ?? await loadBacktestSettings();
-  const settings: BacktestSettingsDto = { ...btSettings, positionMode: 'SIGNAL_ONLY' };
+  const tradeExecutionMode = normalizeTradeExecutionMode(btSettings.tradeExecutionMode);
   const indicatorParams = buildEvalParamsFromStrategy(opts.strategy, opts.getParams);
+  const initialCapital = btSettings.initialCapital ?? 10_000_000;
+  const commissionRate = resolveEvaluationCommissionRate(btSettings);
+
+  if (isScanSignalsExecutionMode(btSettings)) {
+    const signals = await fetchLiveConditionScanSignals(
+      opts.market,
+      opts.strategyId,
+      mapBarsForRequest(opts.bars),
+      opts.timeframe,
+      indicatorParams,
+      opts.evaluationBarCount,
+    );
+    return {
+      signals,
+      initialCapital,
+      settings: { ...btSettings, positionMode: 'SIGNAL_ONLY', tradeExecutionMode },
+      commissionRate,
+      tradeExecutionMode,
+    };
+  }
+
+  const settings: BacktestSettingsDto = {
+    ...btSettings,
+    positionMode: 'SIGNAL_ONLY',
+    tradeExecutionMode: 'BACKTEST_ENGINE',
+  };
 
   const res = await runBacktest({
     strategyId: opts.strategyId,
-    bars: opts.bars.map(b => ({
-      time: b.time,
-      open: b.open,
-      high: b.high,
-      low: b.low,
-      close: b.close,
-      volume: b.volume,
-    })),
+    bars: mapBarsForRequest(opts.bars),
     timeframe: opts.timeframe,
     symbol: opts.market,
     strategyName: opts.strategy.name,
@@ -62,11 +92,11 @@ export async function fetchStrategyEvaluationSignals(opts: {
     throw new Error('시그널 계산 실패');
   }
 
-  const initialCapital = btSettings.initialCapital ?? res.analysis?.initialCapital ?? 10_000_000;
   return {
     signals: res.signals,
-    initialCapital,
+    initialCapital: btSettings.initialCapital ?? res.analysis?.initialCapital ?? initialCapital,
     settings,
-    commissionRate: resolveEvaluationCommissionRate(settings),
+    commissionRate,
+    tradeExecutionMode: 'BACKTEST_ENGINE',
   };
 }

frontend/src/utils/tradeExecutionMode.ts

@@ -0,0 +1,38 @@
+import type { BacktestSettingsDto } from './backendApi';
+
+export type TradeExecutionMode = 'SCAN_SIGNALS' | 'BACKTEST_ENGINE';
+
+export const TRADE_EXECUTION_MODE_OPTIONS: {
+  value: TradeExecutionMode;
+  label: string;
+  desc: string;
+}[] = [
+  {
+    value: 'BACKTEST_ENGINE',
+    label: '백테스트 엔진 (슬리피지·리스크 반영)',
+    desc: '슬리피지, 손절/익절, 진입/청산가 기준. 실제 수익률 분석에 가깝습니다.',
+  },
+  {
+    value: 'SCAN_SIGNALS',
+    label: '조건 스캔 (봉 종가·DSL 충족)',
+    desc: '차트 마커·조건 패널과 동일. 봉 종가 기준 이상적 체결.',
+  },
+];
+
+export function normalizeTradeExecutionMode(
+  value?: string | null,
+): TradeExecutionMode {
+  return value === 'SCAN_SIGNALS' ? 'SCAN_SIGNALS' : 'BACKTEST_ENGINE';
+}
+
+export function isScanSignalsExecutionMode(
+  settings?: Pick<BacktestSettingsDto, 'tradeExecutionMode'> | null,
+): boolean {
+  return normalizeTradeExecutionMode(settings?.tradeExecutionMode) === 'SCAN_SIGNALS';
+}
+
+export function tradeExecutionModeLabel(mode?: string | null): string {
+  const normalized = normalizeTradeExecutionMode(mode);
+  return TRADE_EXECUTION_MODE_OPTIONS.find(o => o.value === normalized)?.label
+    ?? TRADE_EXECUTION_MODE_OPTIONS[0].label;
+}