분석레포트 로직 수정

frontend/src/utils/liveExecutionGroups.ts

@@ -1,16 +1,21 @@
 import type { PaperSummaryDto, PaperTradeDto } from './backendApi';
-import { computePaperMetrics } from './paperMetrics';
+import { buildAnalysisFromPaperTrades, computePaperMetrics } from './paperMetrics';
 
 export interface LiveExecutionItem {
   id: string;
   symbol: string;
   strategyLabel: string;
   sourceLabel: string;
+  /** 체결 시점 평가 시간봉 */
+  timeframe: string;
+  executionType?: string;
+  strategyId?: number | null;
   trades: PaperTradeDto[];
   createdAt: string;
   totalReturnPct: number;
   winRatePct: number;
   tradeCount: number;
+  roundTripCount: number;
   mddPct: number;
   sharpeRatio: number;
   profitFactor: number;
@@ -26,6 +31,27 @@ function sourceLabel(source: string): string {
   return '수동';
 }
 
+function resolveStrategyLabel(
+  t: PaperTradeDto,
+  strategyNames: Record<number, string>,
+): string {
+  if (t.strategyName) return t.strategyName;
+  if (t.strategyId != null) {
+    return strategyNames[t.strategyId] ?? `전략 #${t.strategyId}`;
+  }
+  return '수동 매매';
+}
+
+/** 자동매매: 종목·전략·시간봉·실행방식 기준 / 수동: 종목·일자 기준 */
+function groupKey(t: PaperTradeDto): string {
+  if (t.source === 'STRATEGY') {
+    const tf = t.candleType ?? 'unknown';
+    const exec = t.executionType ?? '';
+    return `${t.symbol}|${t.strategyId ?? 0}|${tf}|${exec}|STRATEGY`;
+  }
+  return `${t.symbol}|manual|${dayKey(t.createdAt)}|MANUAL`;
+}
+
 /** 가상투자·모의투자 체결 이력을 실행 단위 목록으로 그룹 */
 export function buildLiveExecutionItems(
   trades: PaperTradeDto[],
@@ -36,7 +62,7 @@ export function buildLiveExecutionItems(
 
   const groups = new Map<string, PaperTradeDto[]>();
   for (const t of trades) {
-    const key = `${t.symbol}|${t.strategyId ?? 0}|${dayKey(t.createdAt)}|${t.source}`;
+    const key = groupKey(t);
     const list = groups.get(key) ?? [];
     list.push(t);
     groups.set(key, list);
@@ -51,26 +77,25 @@ export function buildLiveExecutionItems(
       );
       const first = sorted[0];
       const last = sorted[sorted.length - 1];
+      const analysis = buildAnalysisFromPaperTrades(sorted, initial);
       const metrics = computePaperMetrics(sorted, summary);
-      const buyVol = sorted.filter(t => t.side === 'BUY').reduce((s, t) => s + t.netAmount, 0);
-      const sellVol = sorted.filter(t => t.side === 'SELL').reduce((s, t) => s + t.netAmount, 0);
-      const pnl = sellVol - buyVol;
-      const totalReturnPct = initial > 0 ? pnl / initial : 0;
 
       return {
         id: key,
         symbol: first.symbol,
-        strategyLabel: first.strategyId != null
-          ? (strategyNames[first.strategyId] ?? `전략 #${first.strategyId}`)
-          : '수동 매매',
+        strategyLabel: resolveStrategyLabel(first, strategyNames),
         sourceLabel: sourceLabel(first.source),
+        timeframe: first.candleType ?? 'unknown',
+        executionType: first.executionType ?? undefined,
+        strategyId: first.strategyId,
         trades: sorted,
         createdAt: last.createdAt ?? first.createdAt ?? new Date().toISOString(),
-        totalReturnPct,
-        winRatePct: metrics.winRatePct / 100,
+        totalReturnPct: analysis.totalReturnPct,
+        winRatePct: analysis.winRate,
         tradeCount: sorted.length,
-        mddPct: metrics.mddPct / 100,
-        sharpeRatio: metrics.sharpeRatio,
+        roundTripCount: analysis.numberOfPositions,
+        mddPct: analysis.maxDrawdownPct,
+        sharpeRatio: analysis.sharpeRatio,
         profitFactor: metrics.profitFactor,
       };
     })
@@ -84,6 +109,7 @@ export function paperTradesToSignals(trades: PaperTradeDto[]) {
       time: Math.floor(new Date(t.createdAt!).getTime() / 1000),
       type: t.side as 'BUY' | 'SELL',
       price: t.price,
+      quantity: t.quantity,
       barIndex: 0,
     }));
 }