전략평가 메뉴 추가

2026-06-12 14:39:17 +09:00
parent cb1bde2563
commit ae9266bd28
23 changed files with 1977 additions and 19 deletions
@@ -61,7 +61,7 @@ export const SIGNAL_SNAPSHOT_VISIBLE_BARS = SIGNAL_SNAPSHOT_CONTEXT_BARS * 2 + 1
 /** CCI·RSI 등 보조지표 계산용 선행 워밍업 봉 (표시 범위와 별도) */
 const SIGNAL_SNAPSHOT_WARMUP_BARS = 50;

-function findNearestBarIndex(bars: OHLCVBar[], candleTimeSec: number): number {
+export function findNearestBarIndex(bars: OHLCVBar[], candleTimeSec: number): number {
  if (bars.length === 0) return -1;
  let bestIdx = 0;
  let bestDist = Math.abs(bars[0].time - candleTimeSec);
@@ -26,6 +26,7 @@ export const APP_NAVIGATION_PATHS: AppNavigationPathEntry[] = [
  P('메뉴-추세검색', 'trend', '추세', '검색'),
  P('메뉴-검증게시판', 'verification', 'QA', '이슈', '검증'),
  P('메뉴-전략편집기', 'strategy-editor', '전략', '편집'),
+  P('메뉴-전략 평가', 'strategy-evaluation', '전략평가', '조건일치', '일치율'),
  P('메뉴-백테스팅', 'backtest', '백테스트', '히스토리'),
  P('메뉴-분석레포트', 'analysis-report', '레포트', '분석', '투자분석'),
  P('메뉴-설정', 'settings', '환경설정'),
@@ -1460,17 +1460,40 @@ export interface LiveConditionStatusDto {
  matchRate: number;
  rows: LiveConditionRowDto[];
  updatedAt: number;
+  barTimeSec?: number | null;
+  evalBarIndex?: number | null;
+  overallEntryMet?: boolean | null;
+  overallExitMet?: boolean | null;
 }

-/** 백엔드 Ta4j 조건 평가 — 3초 주기 폴링용 (종목별, 캐시 없음) */
+/** 백엔드 Ta4j 조건 평가 — 실시간 또는 barTimeSec 지정 봉 */
 export async function fetchLiveConditionStatus(
  market: string,
  strategyId: number,
+  barTimeSec?: number | null,
+  indicatorParams?: Record<string, Record<string, unknown>> | null,
 ): Promise<LiveConditionStatusDto | null> {
+  if (indicatorParams && Object.keys(indicatorParams).length > 0) {
+    return request<LiveConditionStatusDto>('/strategy/live-conditions/evaluate', {
+      method: 'POST',
+      cache: 'no-store',
+      body: JSON.stringify({
+        market,
+        strategyId,
+        barTimeSec: barTimeSec != null && Number.isFinite(barTimeSec)
+          ? Math.floor(barTimeSec)
+          : null,
+        indicatorParams,
+      }),
+    });
+  }
  const params = new URLSearchParams({
    market,
    strategyId: String(strategyId),
  });
+  if (barTimeSec != null && Number.isFinite(barTimeSec)) {
+    params.set('barTimeSec', String(Math.floor(barTimeSec)));
+  }
  return request<LiveConditionStatusDto>(`/strategy/live-conditions?${params}`, {
    cache: 'no-store',
  });
@@ -12,7 +12,7 @@ export type SettingsCategoryId =
  | 'trading' | 'paper' | 'virtual' | 'live' | 'trend-search' | 'alert' | 'network' | 'admin';

 export const TOP_MENU_IDS: TopMenuId[] = [
-  'dashboard', 'chart', 'paper', 'virtual', 'trend-search', 'strategy-editor', 'backtest', 'analysis-report', 'notifications', 'settings', 'verification-board',
+  'dashboard', 'chart', 'paper', 'virtual', 'trend-search', 'strategy-editor', 'strategy-evaluation', 'backtest', 'analysis-report', 'notifications', 'settings', 'verification-board',
 ];

 export const SETTINGS_MENU_IDS: SettingsCategoryId[] = [
@@ -21,7 +21,7 @@ export const SETTINGS_MENU_IDS: SettingsCategoryId[] = [
 ];

 export const ALL_MENU_IDS = [
-  'dashboard', 'chart', 'paper', 'virtual', 'trend-search', 'verification-board', 'strategy', 'strategy-editor', 'backtest', 'analysis-report', 'notifications', 'settings',
+  'dashboard', 'chart', 'paper', 'virtual', 'trend-search', 'verification-board', 'strategy', 'strategy-editor', 'strategy-evaluation', 'backtest', 'analysis-report', 'notifications', 'settings',
  ...SETTINGS_MENU_IDS.map(id => `settings_${id}` as const),
 ] as const;

@@ -36,6 +36,7 @@ export const MENU_LABELS: Record<string, string> = {
  'verification-board': '검증게시판',
  strategy: '투자전략',
  'strategy-editor': '전략편집기',
+  'strategy-evaluation': '전략 평가',
  backtest: '백테스팅',
  'analysis-report': '분석레포트',
  notifications: '알림목록',
@@ -80,6 +81,10 @@ export function canAccessMenu(
    if (permissions['strategy-editor'] === true) return true;
    return permissions.strategy === true;
  }
+  if (menuId === 'strategy-evaluation') {
+    if (permissions['strategy-evaluation'] === true) return true;
+    return permissions.backtest === true || permissions['strategy-editor'] === true;
+  }
  return permissions[menuId] === true;
 }

@@ -0,0 +1,62 @@
+/** live-conditions 행 ↔ 전략 DSL 행 병합 (useVirtualIndicatorSnapshots 와 동일) */
+import type { LiveConditionRowDto } from './backendApi';
+import { formatIndicatorDisplayLabel } from './indicatorRegistry';
+import { normalizeConditionRow } from './virtualSignalMetrics';
+import type { VirtualConditionRow } from './virtualStrategyConditions';
+
+function rowFallbackKey(row: Pick<VirtualConditionRow, 'side' | 'timeframe' | 'indicatorType' | 'conditionType' | 'targetValue' | 'plotKey'>): string {
+  return `${row.side}:${row.timeframe}:${row.indicatorType}:${row.conditionType}:${row.targetValue ?? ''}:${row.plotKey}`;
+}
+
+function liveFallbackKey(r: LiveConditionRowDto): string {
+  const plotKey = r.plotKey ?? r.indicatorType;
+  return `${r.side}:${r.timeframe}:${r.indicatorType}:${r.conditionType}:${r.targetValue ?? ''}:${plotKey}`;
+}
+
+function liveRowToVirtual(r: LiveConditionRowDto): VirtualConditionRow & { currentValue: number | null } {
+  const plotKey = r.plotKey ?? r.indicatorType;
+  return normalizeConditionRow({
+    id: r.id,
+    indicatorType: r.indicatorType,
+    displayName: formatIndicatorDisplayLabel(r.indicatorType),
+    conditionType: r.conditionType,
+    conditionLabel: r.conditionLabel,
+    targetValue: r.targetValue,
+    timeframe: r.timeframe,
+    side: r.side,
+    plotKey,
+    satisfied: r.satisfied,
+    thresholdLabel: r.thresholdLabel,
+    currentValue: r.currentValue,
+  });
+}
+
+export function mergeRows(
+  base: VirtualConditionRow[],
+  live: LiveConditionRowDto[],
+): Array<VirtualConditionRow & { currentValue: number | null }> {
+  const liveById = new Map<string, LiveConditionRowDto>();
+  const liveByKey = new Map<string, LiveConditionRowDto>();
+  for (const r of live) {
+    liveById.set(r.id, r);
+    liveByKey.set(liveFallbackKey(r), r);
+  }
+
+  if (base.length === 0) {
+    return live.map(liveRowToVirtual);
+  }
+
+  return base.map(row => {
+    const liveRow = liveById.get(row.id) ?? liveByKey.get(rowFallbackKey(row));
+    if (!liveRow) {
+      return normalizeConditionRow({ ...row, currentValue: null, satisfied: null });
+    }
+    return normalizeConditionRow({
+      ...row,
+      satisfied: liveRow.satisfied,
+      thresholdLabel: liveRow.thresholdLabel,
+      currentValue: liveRow.currentValue,
+      targetValue: liveRow.targetValue ?? row.targetValue,
+    });
+  });
+}
@@ -0,0 +1,37 @@
+/**
+ * 전략 평가 — 전략에 포함된 지표 파라미터 맵
+ */
+import type { StrategyDto } from './backendApi';
+import { collectStrategyRegistryTypes } from './strategyToChartIndicators';
+
+export type EvalIndicatorParams = Record<string, Record<string, number | string | boolean>>;
+
+export function buildEvalParamsFromStrategy(
+  strategy: StrategyDto | null | undefined,
+  getParams: (type: string) => Record<string, number | string | boolean>,
+): EvalIndicatorParams {
+  const types = collectStrategyRegistryTypes(strategy);
+  const out: EvalIndicatorParams = {};
+  for (const type of types) {
+    out[type] = { ...getParams(type) };
+  }
+  return out;
+}
+
+export function mergeEvalGetParams(
+  baseGetParams: (type: string, defaults?: Record<string, number | string | boolean>) => Record<string, number | string | boolean>,
+  applied: EvalIndicatorParams | null | undefined,
+) {
+  return (type: string, defaults?: Record<string, number | string | boolean>) => {
+    const base = baseGetParams(type, defaults);
+    const override = applied?.[type];
+    return override ? { ...base, ...override } : base;
+  };
+}
+
+export function hasEvalParamsDiff(
+  draft: EvalIndicatorParams,
+  applied: EvalIndicatorParams | null | undefined,
+): boolean {
+  return JSON.stringify(draft) !== JSON.stringify(applied ?? {});
+}
@@ -0,0 +1,66 @@
+/**
+ * 전략 평가 — 특정 봉 시점 조건 일치율 스냅샷
+ */
+import {
+  fetchLiveConditionStatus,
+  type StrategyDto,
+} from './backendApi';
+import { pinStrategyEvaluationTimeframes } from './strategyTimeframePin';
+import { hydrateStrategyDto, normalizeMarketCode } from './strategyHydrate';
+import { extractVirtualConditions } from './virtualStrategyConditions';
+import { coerceFiniteNumber } from './safeFormat';
+import { normalizeConditionRow } from './virtualSignalMetrics';
+import type { VirtualIndicatorSnapshot } from '../hooks/useVirtualIndicatorSnapshots';
+import { mergeRows } from './strategyEvaluationMerge';
+
+export async function fetchEvaluationSnapshotAtBar(
+  market: string,
+  strategyId: number,
+  strategy: StrategyDto | undefined,
+  barTimeSec: number | null,
+  indicatorParams?: Record<string, Record<string, unknown>> | null,
+): Promise<VirtualIndicatorSnapshot | null> {
+  const normalizedMarket = normalizeMarketCode(market);
+  const hydrated = strategy ? hydrateStrategyDto(strategy) : undefined;
+  const baseRows = hydrated ? extractVirtualConditions(hydrated) : [];
+
+  try {
+    await pinStrategyEvaluationTimeframes(normalizedMarket, strategyId);
+  } catch {
+    /* pin 실패해도 평가 시도 */
+  }
+
+  let status = null;
+  try {
+    status = await fetchLiveConditionStatus(
+      normalizedMarket,
+      strategyId,
+      barTimeSec,
+      indicatorParams,
+    );
+  } catch {
+    status = null;
+  }
+
+  if (!status) {
+    if (baseRows.length === 0) return null;
+    return {
+      market: normalizedMarket,
+      strategyId,
+      timeframe: [...new Set(baseRows.map(r => r.timeframe))].join(', '),
+      rows: baseRows.map(r => normalizeConditionRow({ ...r, currentValue: null, satisfied: null })),
+      updatedAt: Date.now(),
+      matchRate: 0,
+    };
+  }
+
+  const rows = mergeRows(baseRows, status.rows ?? []);
+  return {
+    market: normalizedMarket,
+    strategyId,
+    timeframe: status.timeframe || [...new Set(baseRows.map(r => r.timeframe))].join(', '),
+    rows,
+    updatedAt: status.updatedAt || Date.now(),
+    matchRate: coerceFiniteNumber(status.matchRate) ?? 0,
+  };
+}
@@ -169,6 +169,13 @@ function collectIndicatorRefs(strategy: StrategyDto, side?: 'BUY' | 'SELL'): Ind
  return out;
 }

+/** 전략 DSL에 포함된 보조지표 registry type 목록 (중복 제거) */
+export function collectStrategyRegistryTypes(strategy: StrategyDto | null | undefined): string[] {
+  if (!strategy) return [];
+  const refs = collectIndicatorRefs(strategy);
+  return [...new Set(refs.map(r => r.registryType))];
+}
+
 function applyTargetHlines(
  hlines: HLineDef[],
  target: number | null | undefined,
@@ -15,6 +15,7 @@ export const TRADING_MENU_PAGES = new Set([
  'notifications',
  'strategy',
  'strategy-editor',
+  'strategy-evaluation',
  'backtest',
 ]);