253 lines
8.5 KiB
TypeScript
253 lines
8.5 KiB
TypeScript
import React, { useCallback, useEffect, useMemo, useRef, useState } from 'react';
|
|
import BacktestAnalysisChart from '../backtest/BacktestAnalysisChart';
|
|
import {
|
|
loadBacktestSettings,
|
|
loadStrategy,
|
|
runBacktest,
|
|
type BacktestSignal,
|
|
type StrategyDto,
|
|
} from '../../utils/backendApi';
|
|
import { loadAnalysisCandles } from '../../utils/analysisChartData';
|
|
import { normalizeChartTimeframe } from '../../utils/backtestUiUtils';
|
|
import { mergeWidgetTimeframeOptions } from '../../utils/chartWidgetTimeframes';
|
|
import { resolveStrategyPrimaryTimeframe } from '../../utils/strategyToChartIndicators';
|
|
import { resolveEvaluationFromLoadedBars } from '../../utils/backtestWarmup';
|
|
import type { OHLCVBar, Theme, Timeframe } from '../../types';
|
|
import { useIndicatorSettings } from '../../hooks/useIndicatorSettings';
|
|
import {
|
|
DEFAULT_PAPER_OVERLAY_VISIBILITY,
|
|
type PaperOverlayToggleKey,
|
|
type PaperOverlayVisibility,
|
|
} from '../../utils/paperChartOverlayVisibility';
|
|
|
|
const BAR_COUNT = 300;
|
|
const HISTORY_BACKTEST_DEBOUNCE_MS = 450;
|
|
|
|
interface Props {
|
|
market: string;
|
|
strategyId?: number | null;
|
|
theme?: Theme;
|
|
/** 위젯 임베드 시 하단 줌/패닝 툴바 숨김 */
|
|
showHoverToolbar?: boolean;
|
|
/** 위젯 — 종목 우측 시간봉 선택 */
|
|
enableTimeframePicker?: boolean;
|
|
}
|
|
|
|
/**
|
|
* 모의투자 차트 탭 — 전략 백테스트 시그널 + 캔들·보조지표 (백테스팅 분석 차트와 동일)
|
|
* 좌측(과거) 스크롤 시 추가 캔들·보조지표 로드 후 전체 구간 시그널 재계산.
|
|
*/
|
|
const PaperAnalysisChart: React.FC<Props> = ({
|
|
market,
|
|
strategyId,
|
|
theme = 'dark',
|
|
showHoverToolbar = true,
|
|
enableTimeframePicker = false,
|
|
}) => {
|
|
const { getParams } = useIndicatorSettings();
|
|
const [signals, setSignals] = useState<BacktestSignal[]>([]);
|
|
const [strategy, setStrategy] = useState<StrategyDto | undefined>();
|
|
const [timeframe, setTimeframe] = useState<Timeframe>('1h');
|
|
const [running, setRunning] = useState(false);
|
|
const [historyLoading, setHistoryLoading] = useState(false);
|
|
const [error, setError] = useState<string | null>(null);
|
|
/** 종목 변경해도 유지 — 투자관리 차트 탭 세션 전용 (DB·설정 저장 없음) */
|
|
const [overlayVisibility, setOverlayVisibility] = useState<PaperOverlayVisibility>(
|
|
() => ({ ...DEFAULT_PAPER_OVERLAY_VISIBILITY }),
|
|
);
|
|
const toTimeSec = useMemo(() => Math.floor(Date.now() / 1000), [market, strategyId]);
|
|
const backtestGenRef = useRef(0);
|
|
const historyDebounceRef = useRef<ReturnType<typeof setTimeout> | null>(null);
|
|
const strategyRef = useRef(strategy);
|
|
const strategyIdRef = useRef(strategyId);
|
|
const timeframeRef = useRef(timeframe);
|
|
strategyRef.current = strategy;
|
|
strategyIdRef.current = strategyId;
|
|
timeframeRef.current = timeframe;
|
|
|
|
const timeframeOptions = useMemo(
|
|
() => mergeWidgetTimeframeOptions(strategy),
|
|
[strategy],
|
|
);
|
|
|
|
useEffect(() => {
|
|
if (!strategyId) {
|
|
setStrategy(undefined);
|
|
setSignals([]);
|
|
setError('가상매매 투자대상에 종목 전략 또는 기본 전략이 설정되어 있지 않습니다.');
|
|
return;
|
|
}
|
|
let cancelled = false;
|
|
setError(null);
|
|
void loadStrategy(strategyId).then(s => {
|
|
if (!cancelled) setStrategy(s ?? undefined);
|
|
});
|
|
return () => { cancelled = true; };
|
|
}, [strategyId]);
|
|
|
|
useEffect(() => {
|
|
if (!strategy) return;
|
|
setTimeframe(normalizeChartTimeframe(resolveStrategyPrimaryTimeframe(strategy)));
|
|
}, [strategyId, strategy?.id]);
|
|
|
|
const runSignalsForBars = useCallback(async (
|
|
bars: OHLCVBar[],
|
|
tf: string,
|
|
strat: StrategyDto,
|
|
sid: number,
|
|
) => {
|
|
const sym = market.startsWith('KRW-') ? market : `KRW-${market}`;
|
|
if (bars.length < 10) {
|
|
setSignals([]);
|
|
setError('캔들 데이터가 부족합니다.');
|
|
return;
|
|
}
|
|
const gen = ++backtestGenRef.current;
|
|
setRunning(true);
|
|
setError(null);
|
|
try {
|
|
const btSettings = await loadBacktestSettings();
|
|
const indicatorParams = Object.fromEntries(
|
|
['RSI', 'MACD', 'CCI', 'SMA', 'EMA', 'IchimokuCloud', 'Stochastic', 'ADX', 'MFI', 'NewPsychological'].map(t => [
|
|
t,
|
|
getParams(t) as Record<string, unknown>,
|
|
]),
|
|
);
|
|
const { evaluationBarCount } = resolveEvaluationFromLoadedBars(
|
|
bars.length,
|
|
strat.buyCondition,
|
|
strat.sellCondition,
|
|
indicatorParams,
|
|
);
|
|
const res = await runBacktest({
|
|
strategyId: sid,
|
|
bars: bars.map(b => ({
|
|
time: b.time,
|
|
open: b.open,
|
|
high: b.high,
|
|
low: b.low,
|
|
close: b.close,
|
|
volume: b.volume,
|
|
})),
|
|
timeframe: tf,
|
|
symbol: sym,
|
|
strategyName: strat.name,
|
|
settings: btSettings,
|
|
indicatorParams,
|
|
evaluationBarCount,
|
|
});
|
|
if (gen !== backtestGenRef.current) return;
|
|
if (!res) {
|
|
setSignals([]);
|
|
setError('시그널 계산에 실패했습니다.');
|
|
return;
|
|
}
|
|
setSignals(res.signals);
|
|
} catch (e) {
|
|
if (gen !== backtestGenRef.current) return;
|
|
setSignals([]);
|
|
setError(e instanceof Error ? e.message : '차트 분석 실패');
|
|
} finally {
|
|
if (gen === backtestGenRef.current) setRunning(false);
|
|
}
|
|
}, [market, getParams]);
|
|
|
|
useEffect(() => {
|
|
if (!strategyId || !strategy) {
|
|
setSignals([]);
|
|
return;
|
|
}
|
|
let cancelled = false;
|
|
const tf = normalizeChartTimeframe(timeframe);
|
|
setError(null);
|
|
|
|
void (async () => {
|
|
try {
|
|
const sym = market.startsWith('KRW-') ? market : `KRW-${market}`;
|
|
const bars = await loadAnalysisCandles(sym, tf, toTimeSec, BAR_COUNT);
|
|
if (cancelled) return;
|
|
await runSignalsForBars(bars, tf, strategy, strategyId);
|
|
} catch (e) {
|
|
if (!cancelled) {
|
|
setSignals([]);
|
|
setError(e instanceof Error ? e.message : '차트 분석 실패');
|
|
setRunning(false);
|
|
}
|
|
}
|
|
})();
|
|
|
|
return () => {
|
|
cancelled = true;
|
|
++backtestGenRef.current;
|
|
};
|
|
}, [market, strategyId, strategy, timeframe, toTimeSec, runSignalsForBars]);
|
|
|
|
const handleToggleOverlay = useCallback((key: PaperOverlayToggleKey) => {
|
|
setOverlayVisibility(prev => ({ ...prev, [key]: !prev[key] }));
|
|
}, []);
|
|
|
|
const handleHistoryBarsLoaded = useCallback((bars: OHLCVBar[]) => {
|
|
const strat = strategyRef.current;
|
|
const sid = strategyIdRef.current;
|
|
if (!strat || !sid) return;
|
|
const tf = normalizeChartTimeframe(timeframeRef.current);
|
|
if (historyDebounceRef.current) clearTimeout(historyDebounceRef.current);
|
|
historyDebounceRef.current = setTimeout(() => {
|
|
historyDebounceRef.current = null;
|
|
void runSignalsForBars(bars, tf, strat, sid);
|
|
}, HISTORY_BACKTEST_DEBOUNCE_MS);
|
|
}, [runSignalsForBars]);
|
|
|
|
const handleTimeframeChange = useCallback((tf: Timeframe) => {
|
|
setTimeframe(tf);
|
|
}, []);
|
|
|
|
useEffect(() => () => {
|
|
if (historyDebounceRef.current) clearTimeout(historyDebounceRef.current);
|
|
}, []);
|
|
|
|
if (!strategyId) {
|
|
return (
|
|
<div className="ptd-analysis-chart ptd-analysis-chart--empty">
|
|
<p className="ptd-muted">
|
|
가상매매 투자대상 목록에서 종목별 전략 또는 기본 전략을 설정하면 차트에 매매 시그널이 표시됩니다.
|
|
</p>
|
|
</div>
|
|
);
|
|
}
|
|
|
|
const statusBusy = running || historyLoading;
|
|
const chartTimeframe = normalizeChartTimeframe(timeframe);
|
|
|
|
return (
|
|
<div className="ptd-analysis-chart ptd-analysis-chart--backtest">
|
|
{statusBusy && (
|
|
<div className="ptd-analysis-chart-status">
|
|
{historyLoading && !running ? '과거 캔들 로드 중…' : '전략 시그널 계산 중…'}
|
|
</div>
|
|
)}
|
|
{error && !statusBusy && (
|
|
<div className="ptd-analysis-chart-status ptd-analysis-chart-status--err">{error}</div>
|
|
)}
|
|
<BacktestAnalysisChart
|
|
symbol={market}
|
|
timeframe={chartTimeframe}
|
|
toTimeSec={toTimeSec}
|
|
barCount={BAR_COUNT}
|
|
signals={signals}
|
|
strategyId={strategyId}
|
|
theme={theme}
|
|
onHistoryBarsLoaded={handleHistoryBarsLoaded}
|
|
onHistoryLoadingChange={setHistoryLoading}
|
|
overlayVisibility={overlayVisibility}
|
|
onToggleOverlay={handleToggleOverlay}
|
|
showHoverToolbar={showHoverToolbar}
|
|
timeframeOptions={enableTimeframePicker ? timeframeOptions : undefined}
|
|
onTimeframeChange={enableTimeframePicker ? handleTimeframeChange : undefined}
|
|
/>
|
|
</div>
|
|
);
|
|
};
|
|
|
|
export default PaperAnalysisChart;
|