분석레포트 화면 추가

frontend/src/utils/analysisReportContext.ts

@@ -0,0 +1,144 @@
+import type {
+  BacktestAnalysis,
+  BacktestResultRecord,
+  BacktestSignal,
+  PaperTradeDto,
+} from './backendApi';
+import type { LiveExecutionItem } from './liveExecutionGroups';
+import type { EquityPoint, TradeHistoryRow } from './backtestEquity';
+import { buildEquityFromSignals } from './backtestEquity';
+import { paperTradesToSignals } from './liveExecutionGroups';
+import { repairUtf8Mojibake } from './textEncoding';
+
+export type AnalysisSourceTab = 'backtest' | 'live';
+
+export interface AnalysisReportContext {
+  sourceTab: AnalysisSourceTab;
+  strategyName: string;
+  symbol: string;
+  timeframe: string;
+  barCount: number;
+  createdAt?: string;
+  analysis: BacktestAnalysis | null;
+  signals: BacktestSignal[];
+  trades: TradeHistoryRow[];
+  equityCurve: EquityPoint[];
+  paperTrades: PaperTradeDto[];
+  backtestRecord?: BacktestResultRecord;
+  liveItem?: LiveExecutionItem;
+  compareBacktest?: BacktestResultRecord | null;
+}
+
+function parseBacktestRecord(r: BacktestResultRecord) {
+  let analysis: BacktestAnalysis | null = null;
+  let signals: BacktestSignal[] = [];
+  try {
+    if (r.analysisJson) analysis = JSON.parse(r.analysisJson);
+    if (r.signalsJson) signals = JSON.parse(r.signalsJson);
+  } catch { /* ignore */ }
+  const cap = analysis?.initialCapital ?? 10_000_000;
+  const eq = buildEquityFromSignals(signals, cap, r.symbol);
+  return {
+    analysis,
+    signals,
+    trades: eq.trades,
+    equityCurve: eq.curve,
+  };
+}
+
+export function buildContextFromBacktest(
+  r: BacktestResultRecord,
+  compare?: BacktestResultRecord | null,
+): AnalysisReportContext {
+  const parsed = parseBacktestRecord(r);
+  return {
+    sourceTab: 'backtest',
+    strategyName: repairUtf8Mojibake(r.strategyName || '전략 없음'),
+    symbol: r.symbol,
+    timeframe: r.timeframe,
+    barCount: r.barCount || 300,
+    createdAt: r.createdAt,
+    analysis: parsed.analysis,
+    signals: parsed.signals,
+    trades: parsed.trades,
+    equityCurve: parsed.equityCurve,
+    paperTrades: [],
+    backtestRecord: r,
+    compareBacktest: compare ?? null,
+  };
+}
+
+export function buildContextFromLive(item: LiveExecutionItem): AnalysisReportContext {
+  const signals = paperTradesToSignals(item.trades);
+  const cap = 10_000_000;
+  const eq = buildEquityFromSignals(signals, cap, item.symbol);
+  const finalEquity = cap * (1 + item.totalReturnPct);
+  const analysis: BacktestAnalysis = {
+    initialCapital: cap,
+    finalEquity,
+    totalReturnPct: item.totalReturnPct,
+    totalProfitLoss: finalEquity - cap,
+    grossProfit: 0,
+    grossLoss: 0,
+    avgReturnPct: item.tradeCount > 0 ? item.totalReturnPct / item.tradeCount : 0,
+    profitLossRatio: item.profitFactor,
+    numberOfPositions: item.tradeCount,
+    numberOfWinning: Math.round(item.tradeCount * item.winRatePct),
+    numberOfLosing: Math.max(0, item.tradeCount - Math.round(item.tradeCount * item.winRatePct)),
+    numberOfBreakEven: 0,
+    winRate: item.winRatePct,
+    maxDrawdownPct: item.mddPct,
+    maxRunupPct: 0,
+    sharpeRatio: item.sharpeRatio,
+    sortinoRatio: 0,
+    calmarRatio: 0,
+    valueAtRisk95: 0,
+    expectedShortfall: 0,
+    buyAndHoldReturnPct: 0,
+    vsBuyAndHold: 0,
+  };
+  return {
+    sourceTab: 'live',
+    strategyName: repairUtf8Mojibake(item.strategyLabel),
+    symbol: item.symbol,
+    timeframe: '1h',
+    barCount: 300,
+    createdAt: item.createdAt,
+    analysis,
+    signals,
+    trades: eq.trades,
+    equityCurve: eq.curve,
+    paperTrades: item.trades,
+    liveItem: item,
+    compareBacktest: null,
+  };
+}
+
+/** 월별 수익률 히트맵 셀 (0~1 비율) */
+export function buildMonthlyHeatmap(
+  trades: TradeHistoryRow[],
+  initialCapital: number,
+): { year: number; month: number; returnPct: number }[] {
+  const byKey = new Map<string, number>();
+  for (const t of trades) {
+    if (t.pnlPct == null) continue;
+    const d = new Date(t.time * 1000);
+    const key = `${d.getFullYear()}-${d.getMonth()}`;
+    byKey.set(key, (byKey.get(key) ?? 0) + t.pnlPct);
+  }
+  const out: { year: number; month: number; returnPct: number }[] = [];
+  for (const [key, v] of byKey) {
+    const [y, m] = key.split('-').map(Number);
+    out.push({ year: y, month: m, returnPct: v });
+  }
+  return out.sort((a, b) => a.year - b.year || a.month - b.month);
+}
+
+export function drawdownSeries(curve: EquityPoint[]): { time: number; ddPct: number }[] {
+  let peak = curve[0]?.equity ?? 0;
+  return curve.map(p => {
+    if (p.equity > peak) peak = p.equity;
+    const dd = peak > 0 ? (p.equity - peak) / peak : 0;
+    return { time: p.time, ddPct: dd };
+  });
+}