백테스팅 적용

frontend/src/utils/liveExecutionGroups.ts

@@ -0,0 +1,89 @@
+import type { PaperSummaryDto, PaperTradeDto } from './backendApi';
+import { computePaperMetrics } from './paperMetrics';
+
+export interface LiveExecutionItem {
+  id: string;
+  symbol: string;
+  strategyLabel: string;
+  sourceLabel: string;
+  trades: PaperTradeDto[];
+  createdAt: string;
+  totalReturnPct: number;
+  winRatePct: number;
+  tradeCount: number;
+  mddPct: number;
+  sharpeRatio: number;
+  profitFactor: number;
+}
+
+function dayKey(iso: string | null | undefined): string {
+  if (!iso) return 'unknown';
+  return iso.slice(0, 10);
+}
+
+function sourceLabel(source: string): string {
+  if (source === 'STRATEGY') return '자동';
+  return '수동';
+}
+
+/** 가상투자·모의투자 체결 이력을 실행 단위 목록으로 그룹 */
+export function buildLiveExecutionItems(
+  trades: PaperTradeDto[],
+  summary: PaperSummaryDto | null,
+  strategyNames: Record<number, string> = {},
+): LiveExecutionItem[] {
+  if (!trades.length) return [];
+
+  const groups = new Map<string, PaperTradeDto[]>();
+  for (const t of trades) {
+    const key = `${t.symbol}|${t.strategyId ?? 0}|${dayKey(t.createdAt)}|${t.source}`;
+    const list = groups.get(key) ?? [];
+    list.push(t);
+    groups.set(key, list);
+  }
+
+  const initial = summary?.initialCapital ?? 10_000_000;
+
+  return [...groups.entries()]
+    .map(([key, groupTrades]) => {
+      const sorted = [...groupTrades].sort((a, b) =>
+        (a.createdAt ?? '').localeCompare(b.createdAt ?? ''),
+      );
+      const first = sorted[0];
+      const last = sorted[sorted.length - 1];
+      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',
+        sourceLabel: sourceLabel(first.source),
+        trades: sorted,
+        createdAt: last.createdAt ?? first.createdAt ?? new Date().toISOString(),
+        totalReturnPct,
+        winRatePct: metrics.winRatePct / 100,
+        tradeCount: sorted.length,
+        mddPct: metrics.mddPct / 100,
+        sharpeRatio: metrics.sharpeRatio,
+        profitFactor: metrics.profitFactor,
+      };
+    })
+    .sort((a, b) => b.createdAt.localeCompare(a.createdAt));
+}
+
+export function paperTradesToSignals(trades: PaperTradeDto[]) {
+  return trades
+    .filter(t => t.createdAt)
+    .map(t => ({
+      time: Math.floor(new Date(t.createdAt!).getTime() / 1000),
+      type: t.side as 'BUY' | 'SELL',
+      price: t.price,
+      barIndex: 0,
+    }));
+}