백테스팅 분석결과 레포트 출력
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Macbook
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import type {
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BacktestAnalysis,
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BacktestResultRecord,
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BacktestSignal,
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} from './backendApi';
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import type { BacktestAnalysisReportModel } from '../components/backtest/BacktestAnalysisReportModal';
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import type { LiveExecutionItem } from './liveExecutionGroups';
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import { fmtListTimestamp, toUpbitMarket } from './backtestUiUtils';
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import { getKoreanName } from './marketNameCache';
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import { repairUtf8Mojibake } from './textEncoding';
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/** 실시간 매매 탭 — KPI만 있는 경우 최소 분석 객체 */
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export function buildAnalysisFromLive(
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item: LiveExecutionItem,
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initialCapital = 10_000_000,
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): BacktestAnalysis {
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const finalEquity = initialCapital * (1 + item.totalReturnPct);
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const winCount = Math.round(item.tradeCount * item.winRatePct);
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return {
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initialCapital,
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finalEquity,
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totalReturnPct: item.totalReturnPct,
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totalProfitLoss: finalEquity - initialCapital,
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grossProfit: 0,
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grossLoss: 0,
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avgReturnPct: item.tradeCount > 0 ? item.totalReturnPct / item.tradeCount : 0,
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profitLossRatio: item.profitFactor,
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numberOfPositions: item.tradeCount,
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numberOfWinning: winCount,
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numberOfLosing: Math.max(0, item.tradeCount - winCount),
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numberOfBreakEven: 0,
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winRate: item.winRatePct,
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maxDrawdownPct: item.mddPct,
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maxRunupPct: 0,
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sharpeRatio: item.sharpeRatio,
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sortinoRatio: 0,
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calmarRatio: 0,
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valueAtRisk95: 0,
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expectedShortfall: 0,
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buyAndHoldReturnPct: 0,
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vsBuyAndHold: 0,
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};
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}
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export function buildBacktestReportModel(
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record: BacktestResultRecord,
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analysis: BacktestAnalysis,
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signals: BacktestSignal[],
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strategyNamesById: Record<number, string> = {},
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): BacktestAnalysisReportModel {
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const market = toUpbitMarket(record.symbol);
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const freshName = record.strategyId != null
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? strategyNamesById[record.strategyId]
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: undefined;
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const strategyName = repairUtf8Mojibake(
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freshName || record.strategyName || '전략 없음',
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);
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return {
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analysis,
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signals,
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strategyName,
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symbol: record.symbol,
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symbolKo: repairUtf8Mojibake(getKoreanName(market)),
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timeframe: record.timeframe,
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barCount: record.barCount || 300,
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createdAt: record.createdAt ? fmtListTimestamp(record.createdAt) : undefined,
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reportKind: 'backtest',
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};
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}
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export function buildLiveReportModel(
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item: LiveExecutionItem,
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signals: BacktestSignal[],
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timeframe: string,
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initialCapital = 10_000_000,
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): BacktestAnalysisReportModel {
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const market = toUpbitMarket(item.symbol);
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return {
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analysis: buildAnalysisFromLive(item, initialCapital),
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signals,
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strategyName: repairUtf8Mojibake(item.strategyLabel),
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symbol: item.symbol,
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symbolKo: getKoreanName(market),
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timeframe,
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barCount: 300,
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createdAt: item.createdAt ? fmtListTimestamp(item.createdAt) : undefined,
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reportKind: 'live',
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};
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}
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@@ -0,0 +1,137 @@
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/**
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* 레포트 HTML을 별도 iframe 문서로 열어 인쇄·PDF 저장 (메인 앱 visibility 인쇄 버그 회피)
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*/
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/** App.css 전체 로드 전에도 PDF 다페이지·하단 잘림 방지 */
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const CRITICAL_PRINT_CSS = `
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@media print {
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html, body {
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height: auto !important;
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overflow: visible !important;
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margin: 0 !important;
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padding: 0 !important;
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}
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.btd-report-print-doc,
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.btd-report-print-area,
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.brd-dashboard,
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.brd-dashboard--report {
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overflow: visible !important;
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max-height: none !important;
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min-height: 0 !important;
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height: auto !important;
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font-family: 'Apple SD Gothic Neo', 'Malgun Gothic', 'Noto Sans KR', sans-serif !important;
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}
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.brd-dashboard {
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break-inside: auto !important;
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page-break-inside: auto !important;
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}
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.brd-row,
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.brd-row--2col,
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.brd-row--3col,
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.brd-card,
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.brd-card--full {
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break-inside: auto !important;
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page-break-inside: auto !important;
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overflow: visible !important;
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}
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.brd-kpi-grid {
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break-inside: auto !important;
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page-break-inside: auto !important;
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}
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.brd-kpi-card,
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.brd-dash-header {
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break-inside: avoid !important;
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page-break-inside: avoid !important;
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}
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.brd-sig-scroll {
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max-height: none !important;
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overflow: visible !important;
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height: auto !important;
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}
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.brd-expand-btn {
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display: none !important;
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}
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.btd-report-print-footer {
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break-inside: avoid !important;
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page-break-inside: avoid !important;
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}
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}
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@page {
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size: A4 portrait;
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margin: 10mm;
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}
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`;
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const FONT_LINKS = `
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<link rel="preconnect" href="https://fonts.googleapis.com">
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<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
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<link href="https://fonts.googleapis.com/css2?family=Noto+Sans+KR:wght@400;500;700&display=swap" rel="stylesheet">
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`;
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function escapeHtml(s: string): string {
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return s
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.replace(/&/g, '&')
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.replace(/</g, '<')
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.replace(/>/g, '>')
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.replace(/"/g, '"');
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}
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function collectDocumentStyles(): string {
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const links = Array.from(document.querySelectorAll<HTMLLinkElement>('link[rel="stylesheet"]'))
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.filter(l => l.href && !l.href.includes('fonts.googleapis.com'))
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.map(l => `<link rel="stylesheet" href="${l.href}">`);
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const inline = Array.from(document.querySelectorAll('style'))
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.map(s => s.outerHTML);
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return [...links, ...inline].join('\n');
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}
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export function printReportDocument(contentHtml: string, documentTitle: string): void {
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const iframe = document.createElement('iframe');
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iframe.setAttribute('title', 'print');
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iframe.style.cssText = 'position:fixed;width:0;height:0;border:0;left:-9999px;top:0;';
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document.body.appendChild(iframe);
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const win = iframe.contentWindow;
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const doc = win?.document;
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if (!doc) {
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iframe.remove();
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return;
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}
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doc.open();
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doc.write(`<!DOCTYPE html>
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<html lang="ko">
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<head>
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<meta charset="UTF-8" />
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<meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
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<title>${escapeHtml(documentTitle)}</title>
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${FONT_LINKS}
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${collectDocumentStyles()}
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<style>${CRITICAL_PRINT_CSS}</style>
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</head>
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<body class="btd-report-print-doc"></body>
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</html>`);
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doc.close();
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if (doc.body) {
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doc.body.insertAdjacentHTML('beforeend', contentHtml);
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}
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let printed = false;
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const runPrint = () => {
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if (printed) return;
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printed = true;
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try {
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win?.focus();
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win?.print();
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} finally {
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window.setTimeout(() => iframe.remove(), 2000);
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}
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};
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iframe.addEventListener('load', () => {
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window.setTimeout(runPrint, 500);
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}, { once: true });
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window.setTimeout(runPrint, 900);
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}
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@@ -0,0 +1,91 @@
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/**
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* 잘못된 인코딩으로 깨진 한글 문자열 복구 (레포트·전략명 등)
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* — UTF-8 바이트가 Latin-1 으로 해석된 경우(3ë ¶ → 3분, 1시간 → 1시간)
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*/
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/** Latin-1 바이트 → UTF-8 재해석 */
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function repairFromLatin1Bytes(text: string): string | null {
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try {
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const bytes = Uint8Array.from(text, c => c.charCodeAt(0) & 0xff);
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const repaired = new TextDecoder('utf-8', { fatal: false }).decode(bytes);
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if (!repaired || repaired.includes('\uFFFD')) return null;
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if (/[\uAC00-\uD7A3]/.test(repaired)) return repaired;
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} catch {
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/* ignore */
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}
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return null;
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}
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/** DB·레거시에서 자주 보이는 깨진 패턴 */
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function repairKnownMojibakePatterns(text: string): string {
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let out = text;
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const rules: [RegExp, string][] = [
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[/CC\s+l(?=\s*[0-9])/gi, 'CCI'],
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[/1시간/gi, '1시간'],
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[/시간/gi, '시간'],
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[/([0-9]+)\s*ë\s*¶/gi, '$1분'],
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[/ë\s*¶/gi, '분'],
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[/ì‹œ/gi, '시'],
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[/ê°„/gi, '간'],
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[/é/g, 'é'],
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[/Ã /g, ' '],
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];
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for (const [re, rep] of rules) {
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out = out.replace(re, rep);
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}
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return out;
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}
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function hasHangul(text: string): boolean {
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return /[\uAC00-\uD7A3]/.test(text);
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}
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function hasMojibakeMarkers(text: string): boolean {
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return /[ìíîïðñòóôõö÷øùúûüÿàáâãäåæçèêë]/.test(text)
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|| /ë\s*¶/.test(text)
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|| /시/.test(text)
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|| /ê°„/.test(text)
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|| /Ã.|Â./.test(text);
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}
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function looksLikeBrokenKorean(text: string): boolean {
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if (!text) return false;
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if (hasHangul(text) && hasMojibakeMarkers(text)) return true;
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if (hasMojibakeMarkers(text) && !hasHangul(text)) return true;
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return false;
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}
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function normalizeReportText(text: string): string {
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return text
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.replace(/,{2,}/g, ', ')
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.replace(/\s*,\s*,+/g, ', ')
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.replace(/,\s*,/g, ', ')
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.replace(/\s{2,}/g, ' ')
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.trim();
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}
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/**
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* 깨진 한글·시간봉 표기 복구. 이미 정상 UTF-8 이면 그대로 반환.
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*/
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export function repairUtf8Mojibake(text: string): string {
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if (!text) return text;
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let result = text;
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if (hasMojibakeMarkers(result)) {
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result = repairKnownMojibakePatterns(result);
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}
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if (looksLikeBrokenKorean(text)) {
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const fromBytes = repairFromLatin1Bytes(text);
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if (fromBytes && hasHangul(fromBytes) && !looksLikeBrokenKorean(fromBytes)) {
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result = fromBytes;
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}
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}
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if (hasMojibakeMarkers(result)) {
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result = repairKnownMojibakePatterns(result);
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}
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return normalizeReportText(result);
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}
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@@ -0,0 +1,41 @@
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import type { TradeHistoryRow } from './backtestEquity';
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export type TradeHistorySortKey = 'time' | 'side' | 'price' | 'pnlPct';
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export type TradeHistorySortDir = 'asc' | 'desc';
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export function sortTradeHistoryRows(
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rows: readonly TradeHistoryRow[],
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key: TradeHistorySortKey,
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dir: TradeHistorySortDir,
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): TradeHistoryRow[] {
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const mul = dir === 'asc' ? 1 : -1;
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return [...rows].sort((a, b) => {
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let cmp = 0;
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switch (key) {
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case 'time':
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cmp = a.time - b.time;
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break;
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case 'side':
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cmp = a.side.localeCompare(b.side);
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break;
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case 'price':
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cmp = a.price - b.price;
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break;
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case 'pnlPct':
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cmp = compareNullableNumber(a.pnlPct, b.pnlPct);
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break;
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default:
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cmp = 0;
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}
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if (cmp !== 0) return cmp * mul;
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return a.id - b.id;
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});
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}
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/** 손익 없음(매수)은 항상 목록 끝 */
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function compareNullableNumber(a: number | undefined, b: number | undefined): number {
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if (a == null && b == null) return 0;
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if (a == null) return 1;
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if (b == null) return -1;
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return a - b;
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}
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