166 lines
6.0 KiB
TypeScript
166 lines
6.0 KiB
TypeScript
import React, { memo, useMemo } from 'react';
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import type { EquityPoint, TradeMarker } from '../../utils/backtestEquity';
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interface Props {
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curve: EquityPoint[];
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markers: TradeMarker[];
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}
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function fmtDate(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')}-${String(d.getDate()).padStart(2, '0')}`;
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}
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function fmtMonth(ts: number): string {
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const d = new Date(ts * 1000);
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const months = ['Jan', 'Feb', 'Mar', 'Apr', 'May', 'Jun', 'Jul', 'Aug', 'Sep', 'Oct', 'Nov', 'Dec'];
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return `${months[d.getMonth()]} ${d.getFullYear()}`;
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}
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interface LineSegment {
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d: string;
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up: boolean;
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}
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const BacktestAssetChart: React.FC<Props> = memo(({ curve, markers }) => {
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const W = 800;
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const H = 280;
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const pad = { t: 22, r: 14, b: 26, l: 48 };
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const innerW = W - pad.l - pad.r;
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const innerH = H - pad.t - pad.b;
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const chart = useMemo(() => {
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if (curve.length < 2) {
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const y = pad.t + innerH * 0.5;
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return {
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areaPath: `M${pad.l},${y} L${pad.l + innerW},${y} L${pad.l + innerW},${pad.t + innerH} L${pad.l},${pad.t + innerH} Z`,
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segments: [] as LineSegment[],
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yTicks: [0, 1],
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xLabels: [] as { x: number; label: string }[],
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markerPts: [] as Array<{ x: number; y: number; m: TradeMarker }>,
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toY: (_e: number) => y,
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};
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}
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const times = curve.map(p => p.time);
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const equities = curve.map(p => p.equity);
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const tMin = Math.min(...times);
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const tMax = Math.max(...times);
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const eMin = Math.min(...equities) * 0.985;
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const eMax = Math.max(...equities) * 1.015;
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const tRange = tMax - tMin || 1;
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const eRange = eMax - eMin || 1;
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const toX = (t: number) => pad.l + ((t - tMin) / tRange) * innerW;
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const toY = (e: number) => pad.t + innerH - ((e - eMin) / eRange) * innerH;
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const linePath = curve.map((p, i) => `${i === 0 ? 'M' : 'L'}${toX(p.time).toFixed(1)},${toY(p.equity).toFixed(1)}`).join(' ');
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const areaPath = `${linePath} L${toX(curve[curve.length - 1].time).toFixed(1)},${pad.t + innerH} L${toX(curve[0].time).toFixed(1)},${pad.t + innerH} Z`;
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const segments: LineSegment[] = [];
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for (let i = 1; i < curve.length; i++) {
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segments.push({
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d: `M${toX(curve[i - 1].time).toFixed(1)},${toY(curve[i - 1].equity).toFixed(1)} L${toX(curve[i].time).toFixed(1)},${toY(curve[i].equity).toFixed(1)}`,
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up: curve[i].equity >= curve[i - 1].equity,
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});
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}
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const yTicks = [0, 0.25, 0.5, 0.75, 1].map(r => eMin + eRange * r);
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const xLabels: { x: number; label: string }[] = [];
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const step = Math.max(1, Math.floor(curve.length / 5));
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for (let i = 0; i < curve.length; i += step) {
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xLabels.push({ x: toX(curve[i].time), label: i === 0 ? fmtMonth(curve[i].time) : fmtDate(curve[i].time) });
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}
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const last = curve[curve.length - 1];
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if (!xLabels.some(l => l.label === fmtDate(last.time))) {
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xLabels.push({ x: toX(last.time), label: fmtDate(last.time) });
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}
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const markerPts = markers.map(m => ({ x: toX(m.time), y: toY(m.equity), m }));
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return { areaPath, segments, yTicks, xLabels, markerPts, toY };
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}, [curve, markers, innerH, innerW, pad.l, pad.t]);
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const fmtY = (v: number) => {
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if (v >= 1_000_000) return `${(v / 1_000_000).toFixed(1)}M`;
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if (v >= 10_000) return `${Math.round(v / 10_000)}만`;
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return Math.round(v).toLocaleString();
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};
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return (
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<div className="btd-chart-wrap">
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<svg className="btd-chart-svg" viewBox={`0 0 ${W} ${H}`} preserveAspectRatio="none">
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<defs>
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<linearGradient id="btd-area-grad-up" x1="0" y1="0" x2="0" y2="1">
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<stop offset="0%" stopColor="rgba(34,197,94,0.28)" />
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<stop offset="100%" stopColor="rgba(34,197,94,0.02)" />
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</linearGradient>
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</defs>
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{[0.25, 0.5, 0.75].map(r => {
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const y = pad.t + innerH * (1 - r);
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return <line key={r} x1={pad.l} y1={y} x2={W - pad.r} y2={y} className="btd-chart-grid" />;
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})}
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<text x={pad.l - 8} y={pad.t - 6} textAnchor="start" className="btd-chart-label" fontSize="8">자본금</text>
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{chart.yTicks.map(v => (
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<text
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key={v}
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x={pad.l - 4}
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y={chart.toY(v)}
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textAnchor="end"
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dominantBaseline="middle"
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className="btd-chart-label"
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fontSize="8.5"
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>
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{fmtY(v)}
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</text>
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))}
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<path d={chart.areaPath} fill="url(#btd-area-grad-up)" />
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{chart.segments.map((seg, i) => (
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<path
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key={i}
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d={seg.d}
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fill="none"
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className={seg.up ? 'btd-chart-line-up' : 'btd-chart-line-down'}
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strokeWidth="2"
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strokeLinecap="round"
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strokeLinejoin="round"
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/>
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))}
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{chart.markerPts.map(({ x, y, m }, i) => (
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<g key={`${m.time}-${m.type}-${i}`}>
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{m.type === 'buy' ? (
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<>
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<polygon points={`${x},${y - 9} ${x - 4},${y - 2} ${x + 4},${y - 2}`} fill="#22c55e" />
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<text x={x} y={y - 12} textAnchor="middle" fill="#22c55e" fontSize="7.5" fontWeight="700">
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{fmtDate(m.time).slice(5)}
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</text>
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</>
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) : (
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<>
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<polygon points={`${x},${y + 9} ${x - 4},${y + 2} ${x + 4},${y + 2}`} fill="#ef4444" />
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<text x={x} y={y + 20} textAnchor="middle" fill={m.pnlPct != null && m.pnlPct >= 0 ? '#22c55e' : '#ef4444'} fontSize="7.5" fontWeight="700">
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{m.pnlPct != null ? `${m.pnlPct >= 0 ? '+' : ''}${(m.pnlPct * 100).toFixed(1)}%` : '매도'}
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</text>
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</>
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)}
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</g>
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))}
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{chart.xLabels.map((l, i) => (
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<text key={i} x={l.x} y={H - 5} textAnchor="middle" className="btd-chart-label" fontSize="8">
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{l.label}
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</text>
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))}
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</svg>
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</div>
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);
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});
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BacktestAssetChart.displayName = 'BacktestAssetChart';
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export default BacktestAssetChart;
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