분석레포트 로직 수정

frontend/src/utils/backtestReportModel.ts

@@ -6,41 +6,17 @@ import type {
 } from './backendApi';
 import type { BacktestAnalysisReportModel } from '../components/backtest/BacktestAnalysisReportModal';
 import type { LiveExecutionItem } from './liveExecutionGroups';
+import { buildAnalysisFromPaperTrades } from './paperMetrics';
 import { fmtListTimestamp, toUpbitMarket } from './backtestUiUtils';
 import { getKoreanName } from './marketNameCache';
 import { repairUtf8Mojibake } from './textEncoding';
 
-/** 실시간 매매 탭 — KPI만 있는 경우 최소 분석 객체 */
+/** 실시간 매매 탭 — 체결 이력 기반 분석 */
 export function buildAnalysisFromLive(
   item: LiveExecutionItem,
   initialCapital = 10_000_000,
 ): BacktestAnalysis {
-  const finalEquity = initialCapital * (1 + item.totalReturnPct);
-  const winCount = Math.round(item.tradeCount * item.winRatePct);
-  return {
-    initialCapital,
-    finalEquity,
-    totalReturnPct: item.totalReturnPct,
-    totalProfitLoss: finalEquity - initialCapital,
-    grossProfit: 0,
-    grossLoss: 0,
-    avgReturnPct: item.tradeCount > 0 ? item.totalReturnPct / item.tradeCount : 0,
-    profitLossRatio: item.profitFactor,
-    numberOfPositions: item.tradeCount,
-    numberOfWinning: winCount,
-    numberOfLosing: Math.max(0, item.tradeCount - winCount),
-    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 buildAnalysisFromPaperTrades(item.trades, initialCapital);
 }
 
 function buildAnalysisFromStats(s: BacktestStats): BacktestAnalysis {
@@ -101,14 +77,11 @@ export function buildBacktestReportModel(
   record: BacktestResultRecord,
   analysis: BacktestAnalysis,
   signals: BacktestSignal[],
-  strategyNamesById: Record<number, string> = {},
+  _strategyNamesById: Record<number, string> = {},
 ): BacktestAnalysisReportModel {
   const market = toUpbitMarket(record.symbol);
-  const freshName = record.strategyId != null
-    ? strategyNamesById[record.strategyId]
-    : undefined;
   const strategyName = repairUtf8Mojibake(
-    freshName || record.strategyName || '전략 없음',
+    record.strategyName || '전략 없음',
   );
   return {
     analysis,
@@ -126,10 +99,10 @@ export function buildBacktestReportModel(
 export function buildLiveReportModel(
   item: LiveExecutionItem,
   signals: BacktestSignal[],
-  timeframe: string,
   initialCapital = 10_000_000,
 ): BacktestAnalysisReportModel {
   const market = toUpbitMarket(item.symbol);
+  const timeframe = item.timeframe !== 'unknown' ? item.timeframe : '—';
   return {
     analysis: buildAnalysisFromLive(item, initialCapital),
     signals,
@@ -137,7 +110,7 @@ export function buildLiveReportModel(
     symbol: item.symbol,
     symbolKo: getKoreanName(market),
     timeframe,
-    barCount: 300,
+    barCount: item.trades.length,
     createdAt: item.createdAt ? fmtListTimestamp(item.createdAt) : undefined,
     reportKind: 'live',
   };