Macbook
118 lines
3.9 KiB
TypeScript
118 lines
3.9 KiB
TypeScript
import type {
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BacktestAnalysis,
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BacktestResultRecord,
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BacktestSignal,
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BacktestStats,
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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 { buildAnalysisFromPaperTrades } from './paperMetrics';
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import { fmtListTimestamp, resolveBacktestRecordExecTimeframe, 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 — 체결 이력 기반 분석 */
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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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return buildAnalysisFromPaperTrades(item.trades, initialCapital);
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}
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function buildAnalysisFromStats(s: BacktestStats): BacktestAnalysis {
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return {
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initialCapital: 10_000_000,
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finalEquity: s.finalEquity ?? 0,
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totalReturnPct: s.totalReturn ?? 0,
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totalProfitLoss: (s.finalEquity ?? 0) - 10_000_000,
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grossProfit: 0,
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grossLoss: 0,
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avgReturnPct: s.avgReturn ?? 0,
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profitLossRatio: 0,
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numberOfPositions: s.totalTrades ?? 0,
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numberOfWinning: s.winTrades ?? 0,
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numberOfLosing: (s.totalTrades ?? 0) - (s.winTrades ?? 0),
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numberOfBreakEven: 0,
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winRate: s.winRate ?? 0,
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maxDrawdownPct: s.maxDrawdown ?? 0,
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maxRunupPct: 0,
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sharpeRatio: 0,
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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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/** 실시간 차트에서 실행한 백테스트 → 투자분석 상세 레포트 모델 */
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export function buildChartBacktestReportModel(opts: {
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analysis: BacktestAnalysis | null;
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stats: BacktestStats | null;
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signals: BacktestSignal[];
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strategyName: string;
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symbol: string;
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timeframe: string;
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barCount: number;
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createdAt?: string;
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}): BacktestAnalysisReportModel | null {
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const analysis = opts.analysis ?? (opts.stats ? buildAnalysisFromStats(opts.stats) : null);
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if (!analysis) return null;
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const market = toUpbitMarket(opts.symbol);
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return {
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analysis,
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signals: opts.signals,
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strategyName: repairUtf8Mojibake(opts.strategyName || '전략'),
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symbol: opts.symbol,
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symbolKo: repairUtf8Mojibake(getKoreanName(market)),
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timeframe: opts.timeframe,
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barCount: opts.barCount || 300,
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createdAt: opts.createdAt,
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reportKind: 'backtest',
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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 strategyName = repairUtf8Mojibake(
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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: resolveBacktestRecordExecTimeframe(record),
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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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initialCapital = 10_000_000,
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): BacktestAnalysisReportModel {
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const market = toUpbitMarket(item.symbol);
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const timeframe = item.timeframe !== 'unknown' ? item.timeframe : '—';
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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: item.trades.length,
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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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