분석레포트 로직 수정

frontend/src/utils/paperMetrics.ts

@@ -1,4 +1,4 @@
-import type { PaperSummaryDto, PaperTradeDto } from './backendApi';
+import type { PaperSummaryDto, PaperTradeDto, BacktestAnalysis } from './backendApi';
 
 export interface PaperPerformanceMetrics {
   mddPct: number;
@@ -126,3 +126,43 @@ export function computePaperMetrics(
     profitFactor: Math.min(profitFactor, 99),
   };
 }
+
+/** 실시간 매매 체결 이력 → 백테스트 분석 DTO (ledger·라운드트립 기준) */
+export function buildAnalysisFromPaperTrades(
+  trades: PaperTradeDto[],
+  initialCapital = 10_000_000,
+): BacktestAnalysis {
+  const sorted = [...trades].sort((a, b) =>
+    (a.createdAt ?? '').localeCompare(b.createdAt ?? ''),
+  );
+  const metrics = computePaperMetrics(sorted, { initialCapital } as PaperSummaryDto);
+  const curve = buildEquityCurve(sorted, initialCapital);
+  const finalEquity = curve.length > 0 ? curve[curve.length - 1] : initialCapital;
+  const { wins, total, grossProfit, grossLoss } = roundTripStats(sorted);
+  const profitLossRatio = grossLoss > 0 ? grossProfit / grossLoss : grossProfit > 0 ? 99 : 0;
+
+  return {
+    initialCapital,
+    finalEquity,
+    totalReturnPct: initialCapital > 0 ? (finalEquity - initialCapital) / initialCapital : 0,
+    totalProfitLoss: finalEquity - initialCapital,
+    grossProfit,
+    grossLoss,
+    avgReturnPct: total > 0 ? (finalEquity - initialCapital) / initialCapital / total : 0,
+    profitLossRatio: Math.min(profitLossRatio, 99),
+    numberOfPositions: total,
+    numberOfWinning: wins,
+    numberOfLosing: Math.max(0, total - wins),
+    numberOfBreakEven: 0,
+    winRate: total > 0 ? wins / total : 0,
+    maxDrawdownPct: metrics.mddPct / 100,
+    maxRunupPct: 0,
+    sharpeRatio: metrics.sharpeRatio,
+    sortinoRatio: 0,
+    calmarRatio: 0,
+    valueAtRisk95: 0,
+    expectedShortfall: 0,
+    buyAndHoldReturnPct: 0,
+    vsBuyAndHold: 0,
+  };
+}