백테스팅 적용
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import type { OHLCVBar, Timeframe } from '../types';
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import { API_BASE } from './backendApi';
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import { timeframeToCandleType } from './chartCandleType';
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import { fetchUpbitCandlesBeforeCached } from './requestCache';
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import { normalizeEpochSec } from './backtestUiUtils';
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/** 백엔드·업비트 history API용 ISO (Z 접미사 없음 — 서버에서 추가) */
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export function toHistoryApiIso(epochSec: number): string {
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return new Date(epochSec * 1000).toISOString().replace(/\.\d{3}Z$/, '');
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}
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/** 백테스팅·실매매 분석용 과거 캔들 로드 */
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export async function loadAnalysisCandles(
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market: string,
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timeframe: Timeframe,
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toTimeSec: number,
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count: number,
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): Promise<OHLCVBar[]> {
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const type = timeframeToCandleType(timeframe);
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const toSec = normalizeEpochSec(toTimeSec);
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const to = toHistoryApiIso(toSec);
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const safeCount = Math.max(50, Math.min(count, 500));
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const params = new URLSearchParams({
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market,
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type,
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to,
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count: String(safeCount),
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});
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let data: OHLCVBar[] = [];
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try {
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const res = await fetch(`${API_BASE}/candles/history?${params.toString()}`);
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if (res.ok) {
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const raw: Array<Record<string, number>> = await res.json();
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data = raw.map(d => ({
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time: d.time,
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open: d.open,
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high: d.high,
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low: d.low,
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close: d.close,
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volume: d.volume,
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}));
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}
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} catch { /* backend fallback below */ }
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if (data.length === 0) {
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try {
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data = await fetchUpbitCandlesBeforeCached(market, timeframe, safeCount, to);
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} catch { /* ignore */ }
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}
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return data.sort((a, b) => a.time - b.time);
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}
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@@ -0,0 +1,56 @@
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import type { Timeframe } from '../types';
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export function normalizeChartTimeframe(raw: string | undefined): Timeframe {
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const t = (raw ?? '1h').trim();
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const lower = t.toLowerCase();
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if (lower === '1d') return '1D';
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if (lower === '1w') return '1W';
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if (lower === '1m' && t === '1M') return '1M';
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if (['1m', '3m', '5m', '10m', '15m', '30m', '1h', '4h'].includes(lower)) return lower as Timeframe;
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if (t === '1D' || t === '1W' || t === '1M') return t as Timeframe;
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return '1h';
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}
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/** Unix epoch → 초 단위 정규화 (유효하지 않으면 0) */
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export function normalizeEpochSecOptional(t: number | undefined | null): number {
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if (t == null || !Number.isFinite(t) || t <= 0) return 0;
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return t > 1e12 ? Math.floor(t / 1000) : Math.floor(t);
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}
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/** Unix epoch → 초 단위 정규화 (유효하지 않으면 현재 시각) */
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export function normalizeEpochSec(t: number | undefined | null): number {
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const v = normalizeEpochSecOptional(t);
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return v > 0 ? v : Math.floor(Date.now() / 1000);
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}
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export function fmtListTimestamp(iso: string): string {
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const d = new Date(iso);
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if (Number.isNaN(d.getTime())) return iso;
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return `${d.getFullYear()}-${String(d.getMonth() + 1).padStart(2, '0')}-${String(d.getDate()).padStart(2, '0')} ${String(d.getHours()).padStart(2, '0')}:${String(d.getMinutes()).padStart(2, '0')}`;
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}
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export function fmtShortTimestamp(iso: string): string {
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const d = new Date(iso);
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if (Number.isNaN(d.getTime())) return iso;
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const yy = String(d.getFullYear()).slice(2);
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return `${yy}.${String(d.getMonth() + 1).padStart(2, '0')}.${String(d.getDate()).padStart(2, '0')} ${String(d.getHours()).padStart(2, '0')}:${String(d.getMinutes()).padStart(2, '0')}`;
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}
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export const pct = (v: number, dec = 1) =>
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isFinite(v) && v !== 0 ? `${v >= 0 ? '+' : ''}${(v * 100).toFixed(dec)}%` : '0.0%';
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export const pctAbs = (v: number, dec = 0) =>
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isFinite(v) ? `${(v * 100).toFixed(dec)}%` : '0%';
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export const krw = (v: number) =>
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isFinite(v) ? `${v >= 0 ? '+' : ''}₩${Math.round(v).toLocaleString()}` : '–';
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const TF_SEC: Record<string, number> = {
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'1m': 60, '3m': 180, '5m': 300, '10m': 600, '15m': 900, '30m': 1800,
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'1h': 3600, '4h': 14400, '1D': 86400, '1W': 604800, '1M': 2592000,
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};
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export function timeframeBarSeconds(tf: string): number {
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const n = normalizeChartTimeframe(tf);
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return TF_SEC[n] ?? 3600;
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}
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@@ -0,0 +1,89 @@
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import type { PaperSummaryDto, PaperTradeDto } from './backendApi';
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import { computePaperMetrics } from './paperMetrics';
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export interface LiveExecutionItem {
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id: string;
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symbol: string;
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strategyLabel: string;
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sourceLabel: string;
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trades: PaperTradeDto[];
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createdAt: string;
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totalReturnPct: number;
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winRatePct: number;
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tradeCount: number;
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mddPct: number;
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sharpeRatio: number;
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profitFactor: number;
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}
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function dayKey(iso: string | null | undefined): string {
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if (!iso) return 'unknown';
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return iso.slice(0, 10);
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}
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function sourceLabel(source: string): string {
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if (source === 'STRATEGY') return '자동';
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return '수동';
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}
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/** 가상투자·모의투자 체결 이력을 실행 단위 목록으로 그룹 */
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export function buildLiveExecutionItems(
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trades: PaperTradeDto[],
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summary: PaperSummaryDto | null,
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strategyNames: Record<number, string> = {},
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): LiveExecutionItem[] {
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if (!trades.length) return [];
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const groups = new Map<string, PaperTradeDto[]>();
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for (const t of trades) {
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const key = `${t.symbol}|${t.strategyId ?? 0}|${dayKey(t.createdAt)}|${t.source}`;
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const list = groups.get(key) ?? [];
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list.push(t);
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groups.set(key, list);
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}
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const initial = summary?.initialCapital ?? 10_000_000;
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return [...groups.entries()]
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.map(([key, groupTrades]) => {
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const sorted = [...groupTrades].sort((a, b) =>
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(a.createdAt ?? '').localeCompare(b.createdAt ?? ''),
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);
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const first = sorted[0];
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const last = sorted[sorted.length - 1];
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const metrics = computePaperMetrics(sorted, summary);
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const buyVol = sorted.filter(t => t.side === 'BUY').reduce((s, t) => s + t.netAmount, 0);
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const sellVol = sorted.filter(t => t.side === 'SELL').reduce((s, t) => s + t.netAmount, 0);
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const pnl = sellVol - buyVol;
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const totalReturnPct = initial > 0 ? pnl / initial : 0;
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return {
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id: key,
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symbol: first.symbol,
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strategyLabel: first.strategyId != null
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? (strategyNames[first.strategyId] ?? `전략 #${first.strategyId}`)
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: '수동 매매',
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sourceLabel: sourceLabel(first.source),
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trades: sorted,
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createdAt: last.createdAt ?? first.createdAt ?? new Date().toISOString(),
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totalReturnPct,
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winRatePct: metrics.winRatePct / 100,
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tradeCount: sorted.length,
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mddPct: metrics.mddPct / 100,
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sharpeRatio: metrics.sharpeRatio,
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profitFactor: metrics.profitFactor,
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};
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})
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.sort((a, b) => b.createdAt.localeCompare(a.createdAt));
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}
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export function paperTradesToSignals(trades: PaperTradeDto[]) {
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return trades
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.filter(t => t.createdAt)
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.map(t => ({
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time: Math.floor(new Date(t.createdAt!).getTime() / 1000),
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type: t.side as 'BUY' | 'SELL',
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price: t.price,
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barIndex: 0,
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}));
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}
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