166 lines
5.9 KiB
TypeScript
166 lines
5.9 KiB
TypeScript
/**
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* BacktestResultDashboard — 첨부 이미지 스타일 백테스팅 결과 대시보드
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*/
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import React, { useMemo } from 'react';
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import type { BacktestAnalysis, BacktestSignal } from '../../utils/backendApi';
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import { buildEquityFromSignals, type TradeHistoryRow } from '../../utils/backtestEquity';
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import BacktestAssetChart from './BacktestAssetChart';
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export interface BacktestResultDashboardProps {
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analysis: BacktestAnalysis | 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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}
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const pct = (v: number, dec = 1) =>
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isFinite(v) && v !== 0 ? `${v >= 0 ? '+' : ''}${(v * 100).toFixed(dec)}%` : '0.0%';
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const pctAbs = (v: number, dec = 0) =>
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isFinite(v) ? `${(v * 100).toFixed(dec)}%` : '–';
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const num = (v: number, dec = 2) =>
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isFinite(v) ? v.toFixed(dec) : '–';
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function fmtDateTime(ts: number): string {
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const d = new Date(ts * 1000);
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return `${d.getFullYear()}-${String(d.getMonth() + 1).padStart(2, '0')}-${String(d.getDate()).padStart(2, '0')} ${String(d.getHours()).padStart(2, '0')}:${String(d.getMinutes()).padStart(2, '0')}`;
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}
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function SectionTitle({ title, sub }: { title: string; sub?: string }) {
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return (
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<div className="btd-section-head">
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<span className="btd-section-bar" />
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<div>
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<h2 className="btd-section-title">{title}</h2>
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{sub && <p className="btd-section-sub">{sub}</p>}
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</div>
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</div>
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);
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}
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export function BacktestResultDashboard({
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analysis,
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signals,
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strategyName: _strategyName,
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symbol,
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timeframe: _timeframe,
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barCount: _barCount,
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createdAt: _createdAt,
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}: BacktestResultDashboardProps) {
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const a = analysis;
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const { curve, markers, trades } = useMemo(() => {
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if (!a) return { curve: [], markers: [], trades: [] };
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return buildEquityFromSignals(signals, a.initialCapital, symbol.startsWith('KRW-') ? symbol : `KRW-${symbol.replace(/^KRW-/, '')}`);
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}, [a, signals, symbol]);
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if (!a) {
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return (
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<div className="btd-empty">
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<span>📊</span>
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<p>결과 데이터가 없습니다.</p>
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</div>
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);
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}
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const profitFactor = a.profitLossRatio > 0 ? a.profitLossRatio : (
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a.grossLoss !== 0 ? Math.abs(a.grossProfit / a.grossLoss) : 0
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);
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return (
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<div className="btd-dashboard">
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<div className="btd-section btd-section--kpi">
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<SectionTitle title="핵심 성과 지표" sub="Core KPIs" />
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<div className="btd-kpi-grid">
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<div className="btd-kpi-card">
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<div className="btd-kpi-label">총 수익률 (ROI)</div>
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<div className={`btd-kpi-value ${a.totalReturnPct >= 0 ? 'up' : 'down'}`}>
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{pct(a.totalReturnPct)}
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</div>
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<p className="btd-kpi-desc">초기 자본 대비 최종 수익</p>
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</div>
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<div className="btd-kpi-card">
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<div className="btd-kpi-label">최대 낙폭 (MDD)</div>
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<div className={`btd-kpi-value ${a.maxDrawdownPct <= 0 ? 'down' : ''}`}>
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{pct(a.maxDrawdownPct)}
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</div>
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<p className="btd-kpi-desc">기간 중 최대 손실폭</p>
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</div>
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<div className="btd-kpi-card btd-kpi-card--sharpe">
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<div className="btd-kpi-label">샤프 비율 (Sharpe Ratio)</div>
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<div className="btd-kpi-row">
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<span className={`btd-kpi-value ${a.sharpeRatio >= 1 ? 'up' : a.sharpeRatio >= 0 ? 'neutral' : 'down'}`}>{num(a.sharpeRatio)}</span>
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<span className="btd-kpi-icon" aria-hidden>⚖</span>
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</div>
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<p className="btd-kpi-desc">위험 대비 초과 수익</p>
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</div>
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<div className="btd-kpi-card btd-kpi-card--dual">
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<div className="btd-kpi-label">승률 및 Profit Factor</div>
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<div className="btd-kpi-dual">
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<div className="btd-kpi-value up">{pctAbs(a.winRate)}</div>
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<div className="btd-kpi-divider" />
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<div className="btd-kpi-value gold">{num(profitFactor)}</div>
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</div>
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</div>
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</div>
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</div>
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<div className="btd-section btd-section--chart">
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<SectionTitle title="자산 곡선 및 차트 시각화" sub="Asset Curve" />
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<div className="btd-chart-card">
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<BacktestAssetChart curve={curve} markers={markers} />
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</div>
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</div>
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<div className="btd-section btd-section--table">
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<SectionTitle title="상세 거래 내역" sub="Trade History Table" />
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<div className="btd-table-card">
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<div className="btd-table-scroll">
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<table className="btd-table">
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<thead>
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<tr>
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<th>거래 일시</th>
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<th>종목</th>
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<th>유형</th>
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<th>체결가</th>
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<th>수량</th>
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<th>손익 (%)</th>
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</tr>
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</thead>
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<tbody>
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{trades.length === 0 ? (
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<tr>
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<td colSpan={6} className="btd-table-empty">거래 내역이 없습니다.</td>
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</tr>
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) : trades.map((t: TradeHistoryRow) => (
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<tr key={t.id}>
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<td className="btd-td-time">{fmtDateTime(t.time)}</td>
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<td>{t.symbol.startsWith('KRW-') ? t.symbol : `KRW-${t.symbol}`}</td>
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<td className={t.side === 'buy' ? 'buy' : 'sell'}>
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{t.side === 'buy' ? '매수' : '매도'}
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</td>
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<td>{Math.round(t.price).toLocaleString()}</td>
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<td>{t.quantity.toFixed(4)}</td>
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<td className={t.pnlPct != null ? (t.pnlPct >= 0 ? 'up' : 'down') : ''}>
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{t.pnlPct != null ? pct(t.pnlPct) : '–'}
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</td>
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</tr>
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))}
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</tbody>
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</table>
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</div>
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</div>
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</div>
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</div>
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);
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}
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export default BacktestResultDashboard;
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