백테스팅 분석결과 레포트 출력

2026-06-03 12:14:08 +09:00
parent c228f18c25
commit ee7b1a6123
11 changed files with 1207 additions and 15 deletions
@@ -0,0 +1,89 @@
+import type {
+  BacktestAnalysis,
+  BacktestResultRecord,
+  BacktestSignal,
+} from './backendApi';
+import type { BacktestAnalysisReportModel } from '../components/backtest/BacktestAnalysisReportModal';
+import type { LiveExecutionItem } from './liveExecutionGroups';
+import { fmtListTimestamp, toUpbitMarket } from './backtestUiUtils';
+import { getKoreanName } from './marketNameCache';
+import { repairUtf8Mojibake } from './textEncoding';
+
+/** 실시간 매매 탭 — KPI만 있는 경우 최소 분석 객체 */
+export function buildAnalysisFromLive(
+  item: LiveExecutionItem,
+  initialCapital = 10_000_000,
+): BacktestAnalysis {
+  const finalEquity = initialCapital * (1 + item.totalReturnPct);
+  const winCount = Math.round(item.tradeCount * item.winRatePct);
+  return {
+    initialCapital,
+    finalEquity,
+    totalReturnPct: item.totalReturnPct,
+    totalProfitLoss: finalEquity - initialCapital,
+    grossProfit: 0,
+    grossLoss: 0,
+    avgReturnPct: item.tradeCount > 0 ? item.totalReturnPct / item.tradeCount : 0,
+    profitLossRatio: item.profitFactor,
+    numberOfPositions: item.tradeCount,
+    numberOfWinning: winCount,
+    numberOfLosing: Math.max(0, item.tradeCount - winCount),
+    numberOfBreakEven: 0,
+    winRate: item.winRatePct,
+    maxDrawdownPct: item.mddPct,
+    maxRunupPct: 0,
+    sharpeRatio: item.sharpeRatio,
+    sortinoRatio: 0,
+    calmarRatio: 0,
+    valueAtRisk95: 0,
+    expectedShortfall: 0,
+    buyAndHoldReturnPct: 0,
+    vsBuyAndHold: 0,
+  };
+}
+
+export function buildBacktestReportModel(
+  record: BacktestResultRecord,
+  analysis: BacktestAnalysis,
+  signals: BacktestSignal[],
+  strategyNamesById: Record<number, string> = {},
+): BacktestAnalysisReportModel {
+  const market = toUpbitMarket(record.symbol);
+  const freshName = record.strategyId != null
+    ? strategyNamesById[record.strategyId]
+    : undefined;
+  const strategyName = repairUtf8Mojibake(
+    freshName || record.strategyName || '전략 없음',
+  );
+  return {
+    analysis,
+    signals,
+    strategyName,
+    symbol: record.symbol,
+    symbolKo: repairUtf8Mojibake(getKoreanName(market)),
+    timeframe: record.timeframe,
+    barCount: record.barCount || 300,
+    createdAt: record.createdAt ? fmtListTimestamp(record.createdAt) : undefined,
+    reportKind: 'backtest',
+  };
+}
+
+export function buildLiveReportModel(
+  item: LiveExecutionItem,
+  signals: BacktestSignal[],
+  timeframe: string,
+  initialCapital = 10_000_000,
+): BacktestAnalysisReportModel {
+  const market = toUpbitMarket(item.symbol);
+  return {
+    analysis: buildAnalysisFromLive(item, initialCapital),
+    signals,
+    strategyName: repairUtf8Mojibake(item.strategyLabel),
+    symbol: item.symbol,
+    symbolKo: getKoreanName(market),
+    timeframe,
+    barCount: 300,
+    createdAt: item.createdAt ? fmtListTimestamp(item.createdAt) : undefined,
+    reportKind: 'live',
+  };
+}