전략평가 화면 수익률 요약표시

frontend/src/utils/backtestWarmup.ts

@@ -195,6 +195,56 @@ export async function fetchBacktestCandleBundle(opts: {
   return { bars, evaluationBarCount, warmupBarCount };
 }
 
+/** 로드된 캔들에서 실제 Rule 평가 구간(마지막 evaluationBarCount 봉) */
+export function resolveEvaluationBarSlice(
+  bars: OHLCVBar[],
+  evaluationBarCount: number,
+): { evalBars: OHLCVBar[]; firstEvalIndex: number } {
+  const count = Math.min(Math.max(evaluationBarCount, 1), bars.length);
+  const firstEvalIndex = Math.max(0, bars.length - count);
+  return { evalBars: bars.slice(firstEvalIndex), firstEvalIndex };
+}
+
+/**
+ * 이전 200봉 평가 구간 — 현재 평가 창 직전 봉을 새 창의 종료 시점(to)으로 사용.
+ * 워밍업은 fetchBacktestCandleBundle 이 별도로 앞쪽에 추가 요청한다.
+ */
+export function computePreviousWindowEndTime(
+  bars: OHLCVBar[],
+  evaluationBarCount: number,
+  barSec: number,
+): number | null {
+  if (bars.length === 0) return null;
+  const { firstEvalIndex } = resolveEvaluationBarSlice(bars, evaluationBarCount);
+  if (firstEvalIndex > 0) {
+    return bars[firstEvalIndex - 1].time;
+  }
+  return bars[0].time - Math.max(barSec, 1);
+}
+
+/**
+ * 이후 200봉 평가 구간 — 현재 창에서 evaluationBarCount 만큼 앞으로 이동.
+ * 'latest' = 최신 데이터 창으로 복귀, null = 이미 최신(이동 불가).
+ */
+export function computeNextWindowEndTime(
+  bars: OHLCVBar[],
+  evaluationBarCount: number,
+  latestBarTimeSec: number | null,
+  barSec: number,
+): 'latest' | number | null {
+  if (bars.length === 0) return null;
+  const lastBarTime = bars[bars.length - 1].time;
+  const tolerance = Math.max(barSec / 2, 1);
+  if (latestBarTimeSec != null && lastBarTime >= latestBarTimeSec - tolerance) {
+    return null;
+  }
+  const nextEndTime = lastBarTime + evaluationBarCount * Math.max(barSec, 1);
+  if (latestBarTimeSec != null && nextEndTime >= latestBarTimeSec - tolerance) {
+    return 'latest';
+  }
+  return nextEndTime;
+}
+
 /** 이미 로드된 캔들(차트 rawBars)에 대한 평가·워밍업 구간 계산 */
 export function resolveEvaluationFromLoadedBars(
   barCount: number,

frontend/src/utils/strategyEvaluationReport.ts

@@ -285,6 +285,60 @@ const ALLOCATION_LABELS: Record<BuyAllocationMode, string> = {
   split: '분할매수 (1차 40% · 2차 30% · 3차 잔여 전액)',
 };
 
+export interface StrategyEvaluationToolbarSummary {
+  buyCount: number;
+  sellCount: number;
+  /** 일괄매수 수익률 (소수) */
+  fullBuyReturnPct: number;
+  /** 분할매수 수익률 (소수) */
+  splitBuyReturnPct: number;
+}
+
+export function padEvaluationSignalCount(n: number): string {
+  return String(Math.max(0, Math.floor(n))).padStart(2, '0');
+}
+
+export function formatEvaluationReturnPct(v: number): string {
+  if (!Number.isFinite(v) || v === 0) return '0.00%';
+  return `${v >= 0 ? '+' : ''}${(v * 100).toFixed(2)}%`;
+}
+
+/** 차트 상단 툴바 — 필터·일괄/분할매수 시뮬레이션 기준 요약 */
+export function buildStrategyEvaluationToolbarSummary(
+  signals: BacktestSignal[],
+  opts?: {
+    initialCapital?: number;
+    symbol?: string;
+  },
+): StrategyEvaluationToolbarSummary {
+  const filtered = filterSignalsForEvaluationReport(signals);
+  let buyCount = 0;
+  let sellCount = 0;
+  for (const s of filtered) {
+    if (BUY_TYPES.has(s.type)) buyCount += 1;
+    else if (SELL_TYPES.has(s.type)) sellCount += 1;
+  }
+
+  const empty = { buyCount: 0, sellCount: 0, fullBuyReturnPct: 0, splitBuyReturnPct: 0 };
+  if (filtered.length === 0) return empty;
+
+  const capital = opts?.initialCapital ?? 10_000_000;
+  const symbol = opts?.symbol ?? '';
+  const stillHolding = isStillHolding(filtered);
+
+  const fullSim = simulateEvaluationPortfolio(filtered, capital, symbol, 'full');
+  const splitSim = simulateEvaluationPortfolio(filtered, capital, symbol, 'split');
+  const fullAnalysis = buildAnalysisFromSimulation(fullSim, capital, 0, stillHolding);
+  const splitAnalysis = buildAnalysisFromSimulation(splitSim, capital, 0, stillHolding);
+
+  return {
+    buyCount,
+    sellCount,
+    fullBuyReturnPct: fullAnalysis.totalReturnPct,
+    splitBuyReturnPct: splitAnalysis.totalReturnPct,
+  };
+}
+
 /** 전략평가 화면 — 필터·시뮬레이션 기반 분석 레포트 모델 */
 export function buildStrategyEvaluationReportModel(opts: {
   signals: BacktestSignal[];