수익률 평기 기준 통일

frontend/src/components/StrategyEvaluationPage.tsx

@@ -14,7 +14,7 @@ import {
   loadStrategies,
   loadStrategy,
   loadBacktestSettings,
-  runBacktest,
+  type BacktestSettingsDto,
   type BacktestSignal,
   type StrategyDto,
 } from '../utils/backendApi';
@@ -55,6 +55,7 @@ import {
   formatEvaluationReturnPct,
   padEvaluationSignalCount,
 } from '../utils/strategyEvaluationReport';
+import { resolveEvaluationCommissionRate } from '../utils/strategyEvaluationSignals';
 import { BACKTEST_DISPLAY_BAR_COUNT, resolveEvaluationBarSlice } from '../utils/backtestWarmup';
 import type { StrategyEvaluationWindowMeta } from './strategyEvaluation/StrategyEvaluationChart';
 import StrategyEvaluationAiVerifyPanel from './strategyEvaluation/StrategyEvaluationAiVerifyPanel';
@@ -152,6 +153,7 @@ function StrategyEvaluationPageInner({ theme = 'dark' }: Props) {
   const [backtestSignals, setBacktestSignals] = useState<BacktestSignal[]>([]);
   const [signalScanRunning, setSignalScanRunning] = useState(false);
   const [initialCapital, setInitialCapital] = useState(10_000_000);
+  const [backtestSettings, setBacktestSettings] = useState<BacktestSettingsDto | null>(null);
   const [editorModalOpen, setEditorModalOpen] = useState(false);
   const [reportOpen, setReportOpen] = useState(false);
   const [reportModel, setReportModel] = useState<BacktestAnalysisReportModel | null>(null);
@@ -440,17 +442,24 @@ function StrategyEvaluationPageInner({ theme = 'dark' }: Props) {
 
   useEffect(() => {
     void loadBacktestSettings().then(s => {
+      setBacktestSettings(s);
       if (s?.initialCapital) setInitialCapital(s.initialCapital);
     });
   }, []);
 
+  const evaluationCommissionRate = useMemo(
+    () => (backtestSettings ? resolveEvaluationCommissionRate(backtestSettings) : 0.0015),
+    [backtestSettings],
+  );
+
   const analysisSummary = useMemo(() => {
     if (!selectedStrategy) return null;
     return buildStrategyEvaluationToolbarSummary(backtestSignals, {
       initialCapital,
       symbol: market.replace(/^KRW-/, ''),
+      commissionRate: evaluationCommissionRate,
     });
-  }, [selectedStrategy, backtestSignals, initialCapital, market]);
+  }, [selectedStrategy, backtestSignals, initialCapital, market, evaluationCommissionRate]);
 
   const bulkEval = useStrategyBulkEvaluation({
     strategies,
@@ -622,10 +631,14 @@ function StrategyEvaluationPageInner({ theme = 'dark' }: Props) {
     if (!selectedStrategyId || bars.length < 10) return null;
     const lastBarTime = bars[bars.length - 1]?.time ?? 0;
     const windowKey = evalWindowMeta.windowEndTimeSec ?? 'latest';
-    return `${selectedStrategyId}|${market}|${chartTimeframe}|${paramsRevision}|${bars.length}|${lastBarTime}|${windowKey}`;
-  }, [selectedStrategyId, market, chartTimeframe, paramsRevision, bars, evalWindowMeta.windowEndTimeSec]);
+    const lastSig = backtestSignals[backtestSignals.length - 1];
+    const sigKey = backtestSignals.length > 0
+      ? `${backtestSignals.length}:${lastSig?.time}:${lastSig?.price}`
+      : '0';
+    return `${selectedStrategyId}|${market}|${chartTimeframe}|${paramsRevision}|${bars.length}|${lastBarTime}|${windowKey}|${sigKey}`;
+  }, [selectedStrategyId, market, chartTimeframe, paramsRevision, bars, evalWindowMeta.windowEndTimeSec, backtestSignals]);
 
-  const reportDisabled = !selectedStrategyId || !selectedStrategy || bars.length < 10 || chartLoading;
+  const reportDisabled = !selectedStrategyId || !selectedStrategy || bars.length < 10 || chartLoading || signalScanRunning;
 
   const aiVerifyDisabled = reportDisabled
     || evalLoading
@@ -724,36 +737,10 @@ function StrategyEvaluationPageInner({ theme = 'dark' }: Props) {
     const gen = ++reportGenRef.current;
     setReportLoading(true);
     try {
-      const [btSettings] = await Promise.all([loadBacktestSettings()]);
-      const indicatorParams = buildEvalParamsFromStrategy(selectedStrategy, getEvalParams);
       const evaluationBarCount = evalWindowMeta.evaluationBarCount;
       const { evalBars } = resolveEvaluationBarSlice(bars, evaluationBarCount);
-      const res = await runBacktest({
-        strategyId: selectedStrategyId,
-        bars: bars.map(b => ({
-          time: b.time,
-          open: b.open,
-          high: b.high,
-          low: b.low,
-          close: b.close,
-          volume: b.volume,
-        })),
-        timeframe: chartTimeframe,
-        symbol: market,
-        strategyName: selectedStrategy.name,
-        settings: { ...btSettings, positionMode: 'SIGNAL_ONLY' },
-        indicatorParams,
-        evaluationBarCount,
-      });
-      if (gen !== reportGenRef.current) return;
-      if (!res) {
-        window.alert('분석 레포트 생성에 실패했습니다.');
-        return;
-      }
-
-      const initialCapital = btSettings.initialCapital ?? res.analysis?.initialCapital ?? 10_000_000;
       const model = buildStrategyEvaluationReportModel({
-        signals: res.signals,
+        signals: backtestSignals,
         initialCapital,
         strategyName: selectedStrategy.name ?? strategyLabel,
         symbol: market.replace(/^KRW-/, ''),
@@ -761,7 +748,9 @@ function StrategyEvaluationPageInner({ theme = 'dark' }: Props) {
         barCount: evaluationBarCount,
         firstBarClose: evalBars[0]?.close,
         lastBarClose: evalBars[evalBars.length - 1]?.close,
+        commissionRate: evaluationCommissionRate,
       });
+      if (gen !== reportGenRef.current) return;
       if (!model) {
         window.alert('분석 데이터를 생성할 수 없습니다.');
         return;
@@ -782,12 +771,14 @@ function StrategyEvaluationPageInner({ theme = 'dark' }: Props) {
     selectedStrategy,
     reportCacheKey,
     reportModel,
-    getEvalParams,
-    bars,
-    chartTimeframe,
-    market,
+    backtestSignals,
+    initialCapital,
     strategyLabel,
+    market,
+    chartTimeframe,
+    bars,
     evalWindowMeta.evaluationBarCount,
+    evaluationCommissionRate,
   ]);
 
   return (

frontend/src/components/strategyEvaluation/StrategyEvaluationChart.tsx

@@ -15,7 +15,7 @@ import { getIndicatorDef } from '../../utils/indicatorRegistry';
 import { DEFAULT_DISPLAY_TIMEZONE } from '../../utils/timezone';
 import { getKoreanName } from '../../utils/marketNameCache';
 import type { BacktestSignal, StrategyDto } from '../../utils/backendApi';
-import { fetchLiveConditionScanSignals } from '../../utils/backendApi';
+import { fetchStrategyEvaluationSignals } from '../../utils/strategyEvaluationSignals';
 import type { MarketInfo, TickerData } from '../../hooks/useMarketTicker';
 import {
   BACKTEST_DISPLAY_BAR_COUNT,
@@ -394,23 +394,17 @@ const StrategyEvaluationChart: React.FC<Props> = ({
     setBacktestRunning(true);
     setBacktestError(null);
     try {
-      const res = await fetchLiveConditionScanSignals(
+      const { signals: nextSignals } = await fetchStrategyEvaluationSignals({
+        strategyId: strategy.id,
+        strategy,
         market,
-        strategy.id,
-        barData.map(b => ({
-          time: b.time,
-          open: b.open,
-          high: b.high,
-          low: b.low,
-          close: b.close,
-          volume: b.volume,
-        })),
         timeframe,
-        indicatorParams,
-        evaluationBarCountRef.current,
-      );
+        bars: barData,
+        evaluationBarCount: evaluationBarCountRef.current,
+        getParams,
+      });
       if (gen !== backtestGenRef.current) return;
-      setSignals(res);
+      setSignals(nextSignals);
       applyMarkers();
     } catch (e) {
       if (gen !== backtestGenRef.current) return;
@@ -420,7 +414,7 @@ const StrategyEvaluationChart: React.FC<Props> = ({
     } finally {
       if (gen === backtestGenRef.current) setBacktestRunning(false);
     }
-  }, [strategy, market, timeframe, indicatorParams, applyMarkers]);
+  }, [strategy, market, timeframe, getParams, applyMarkers]);
 
   useEffect(() => {
     if (!strategy?.id || loading || bars.length < 10) {