전략평가 화면 전략 일괄평가 기능

frontend/src/utils/strategyBulkEvaluation.ts

@@ -0,0 +1,78 @@
+import type { OHLCVBar } from '../types';
+import type { StrategyDto } from './backendApi';
+import { fetchLiveConditionScanSignals } from './backendApi';
+import { buildEvalParamsFromStrategy } from './strategyEvaluationParams';
+import { buildStrategyEvaluationToolbarSummary } from './strategyEvaluationReport';
+
+export interface StrategyBulkEvalResult {
+  fullBuyReturnPct: number;
+  splitBuyReturnPct: number;
+}
+
+export interface StrategyBulkEvalContext {
+  market: string;
+  timeframe: string;
+  windowEndTimeSec: number | null;
+  evaluationBarCount: number;
+  barsFingerprint: string;
+}
+
+export function buildStrategyBulkEvalScanKey(ctx: StrategyBulkEvalContext): string {
+  const windowKey = ctx.windowEndTimeSec ?? 'latest';
+  return `${ctx.market}|${ctx.timeframe}|${windowKey}|${ctx.evaluationBarCount}|${ctx.barsFingerprint}`;
+}
+
+export function buildBarsFingerprint(bars: OHLCVBar[]): string {
+  if (bars.length === 0) return '0';
+  const first = bars[0];
+  const last = bars[bars.length - 1];
+  return `${bars.length}:${first.time}:${last.time}`;
+}
+
+export const strategyBulkEvalKeys = {
+  all: ['strategyBulkEval'] as const,
+  returns: (scanKey: string, strategyId: number) =>
+    [...strategyBulkEvalKeys.all, scanKey, strategyId] as const,
+};
+
+export async function evaluateStrategyBulkReturns(opts: {
+  strategy: StrategyDto;
+  market: string;
+  timeframe: string;
+  bars: OHLCVBar[];
+  evaluationBarCount: number;
+  initialCapital: number;
+  getParams: (type: string) => Record<string, number | string | boolean>;
+}): Promise<StrategyBulkEvalResult> {
+  const strategyId = opts.strategy.id;
+  if (!strategyId || opts.bars.length < 10) {
+    throw new Error('평가 데이터 부족');
+  }
+
+  const indicatorParams = buildEvalParamsFromStrategy(opts.strategy, opts.getParams);
+  const signals = await fetchLiveConditionScanSignals(
+    opts.market,
+    strategyId,
+    opts.bars.map(b => ({
+      time: b.time,
+      open: b.open,
+      high: b.high,
+      low: b.low,
+      close: b.close,
+      volume: b.volume,
+    })),
+    opts.timeframe,
+    indicatorParams,
+    opts.evaluationBarCount,
+  );
+
+  const summary = buildStrategyEvaluationToolbarSummary(signals, {
+    initialCapital: opts.initialCapital,
+    symbol: opts.market.replace(/^KRW-/, ''),
+  });
+
+  return {
+    fullBuyReturnPct: summary.fullBuyReturnPct,
+    splitBuyReturnPct: summary.splitBuyReturnPct,
+  };
+}