feat: add backtest pages and API endpoints
- Backtest list/create page with strategy-specific params - Backtest result page with metrics, holdings, transactions - Polling for async backtest status Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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frontend/src/app/backtest/[id]/page.tsx
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428
frontend/src/app/backtest/[id]/page.tsx
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'use client';
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import { useEffect, useState, useCallback } from 'react';
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import { useRouter, useParams } from 'next/navigation';
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import Sidebar from '@/components/layout/Sidebar';
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import Header from '@/components/layout/Header';
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import { api } from '@/lib/api';
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interface User {
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id: number;
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username: string;
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}
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interface BacktestMetrics {
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total_return: number;
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cagr: number;
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mdd: number;
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sharpe_ratio: number;
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volatility: number;
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benchmark_return: number;
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excess_return: number;
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}
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interface BacktestDetail {
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id: number;
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strategy_type: string;
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strategy_params: Record<string, unknown>;
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start_date: string;
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end_date: string;
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rebalance_period: string;
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initial_capital: number;
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commission_rate: number;
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slippage_rate: number;
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benchmark: string;
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status: string;
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created_at: string;
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completed_at: string | null;
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error_message: string | null;
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result: BacktestMetrics | null;
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}
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interface EquityCurvePoint {
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date: string;
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portfolio_value: number;
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benchmark_value: number;
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drawdown: number;
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}
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interface HoldingItem {
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ticker: string;
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name: string;
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weight: number;
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shares: number;
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price: number;
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}
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interface RebalanceHoldings {
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rebalance_date: string;
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holdings: HoldingItem[];
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}
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interface TransactionItem {
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id: number;
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date: string;
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ticker: string;
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action: string;
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shares: number;
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price: number;
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commission: number;
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}
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const strategyLabels: Record<string, string> = {
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multi_factor: '멀티 팩터',
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quality: '슈퍼 퀄리티',
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value_momentum: '밸류 모멘텀',
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};
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const periodLabels: Record<string, string> = {
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monthly: '월별',
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quarterly: '분기별',
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semi_annual: '반기별',
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annual: '연별',
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};
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export default function BacktestDetailPage() {
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const router = useRouter();
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const params = useParams();
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const backtestId = params.id as string;
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const [user, setUser] = useState<User | null>(null);
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const [loading, setLoading] = useState(true);
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const [backtest, setBacktest] = useState<BacktestDetail | null>(null);
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const [equityCurve, setEquityCurve] = useState<EquityCurvePoint[]>([]);
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const [holdings, setHoldings] = useState<RebalanceHoldings[]>([]);
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const [transactions, setTransactions] = useState<TransactionItem[]>([]);
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const [activeTab, setActiveTab] = useState<'holdings' | 'transactions'>('holdings');
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const [selectedRebalance, setSelectedRebalance] = useState<string | null>(null);
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const fetchBacktest = useCallback(async () => {
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try {
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const data = await api.get<BacktestDetail>(`/api/backtest/${backtestId}`);
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setBacktest(data);
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if (data.status === 'completed') {
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const [curveData, holdingsData, txData] = await Promise.all([
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api.get<EquityCurvePoint[]>(`/api/backtest/${backtestId}/equity-curve`),
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api.get<RebalanceHoldings[]>(`/api/backtest/${backtestId}/holdings`),
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api.get<TransactionItem[]>(`/api/backtest/${backtestId}/transactions`),
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]);
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setEquityCurve(curveData);
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setHoldings(holdingsData);
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setTransactions(txData);
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if (holdingsData.length > 0) {
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setSelectedRebalance(holdingsData[holdingsData.length - 1].rebalance_date);
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}
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}
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} catch (err) {
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console.error('Failed to fetch backtest:', err);
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}
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}, [backtestId]);
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useEffect(() => {
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const init = async () => {
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try {
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const userData = await api.getCurrentUser() as User;
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setUser(userData);
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await fetchBacktest();
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} catch {
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router.push('/login');
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} finally {
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setLoading(false);
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}
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};
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init();
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}, [router, fetchBacktest]);
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// Poll for status if pending/running
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useEffect(() => {
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if (!backtest) return;
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if (backtest.status === 'pending' || backtest.status === 'running') {
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const interval = setInterval(() => {
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fetchBacktest();
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}, 3000);
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return () => clearInterval(interval);
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}
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}, [backtest, fetchBacktest]);
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const formatNumber = (value: number | null | undefined, decimals: number = 2) => {
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if (value === null || value === undefined) return '-';
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return value.toFixed(decimals);
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};
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const formatCurrency = (value: number) => {
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return new Intl.NumberFormat('ko-KR').format(value);
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};
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const getStatusBadge = (status: string) => {
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const styles: Record<string, string> = {
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pending: 'bg-yellow-100 text-yellow-800',
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running: 'bg-blue-100 text-blue-800',
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completed: 'bg-green-100 text-green-800',
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failed: 'bg-red-100 text-red-800',
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};
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const labels: Record<string, string> = {
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pending: '대기중',
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running: '실행중',
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completed: '완료',
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failed: '실패',
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};
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return (
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<span className={`px-2 py-1 rounded text-xs ${styles[status] || 'bg-gray-100'}`}>
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{labels[status] || status}
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</span>
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);
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};
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if (loading) {
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return (
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<div className="min-h-screen flex items-center justify-center">
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<div className="text-gray-500">Loading...</div>
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</div>
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);
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}
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if (!backtest) {
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return (
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<div className="min-h-screen flex items-center justify-center">
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<div className="text-gray-500">Backtest not found</div>
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</div>
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);
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}
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const selectedHoldings = holdings.find((h) => h.rebalance_date === selectedRebalance);
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return (
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<div className="flex min-h-screen">
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<Sidebar />
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<div className="flex-1">
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<Header username={user?.username} />
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<main className="p-6">
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{/* Header */}
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<div className="flex justify-between items-center mb-6">
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<div>
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<h1 className="text-2xl font-bold text-gray-800">
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{strategyLabels[backtest.strategy_type] || backtest.strategy_type} 백테스트
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</h1>
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<p className="text-sm text-gray-500">
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{backtest.start_date} ~ {backtest.end_date} | {periodLabels[backtest.rebalance_period]}
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</p>
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</div>
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<div className="flex items-center gap-4">
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{getStatusBadge(backtest.status)}
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</div>
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</div>
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{/* Status Messages */}
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{backtest.status === 'pending' && (
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<div className="bg-yellow-50 border border-yellow-200 text-yellow-800 px-4 py-3 rounded mb-6">
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백테스트가 대기 중입니다...
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</div>
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)}
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{backtest.status === 'running' && (
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<div className="bg-blue-50 border border-blue-200 text-blue-800 px-4 py-3 rounded mb-6">
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백테스트가 실행 중입니다... 잠시만 기다려주세요.
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</div>
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)}
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{backtest.status === 'failed' && (
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<div className="bg-red-50 border border-red-200 text-red-800 px-4 py-3 rounded mb-6">
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백테스트 실패: {backtest.error_message}
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</div>
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)}
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{/* Results (only show when completed) */}
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{backtest.status === 'completed' && backtest.result && (
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<>
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{/* Metrics Cards */}
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<div className="grid grid-cols-2 md:grid-cols-4 lg:grid-cols-7 gap-4 mb-6">
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<div className="bg-white rounded-lg shadow p-4">
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<div className="text-sm text-gray-500">총 수익률</div>
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<div className={`text-xl font-bold ${backtest.result.total_return >= 0 ? 'text-green-600' : 'text-red-600'}`}>
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{formatNumber(backtest.result.total_return)}%
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</div>
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</div>
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<div className="bg-white rounded-lg shadow p-4">
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<div className="text-sm text-gray-500">CAGR</div>
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<div className={`text-xl font-bold ${backtest.result.cagr >= 0 ? 'text-green-600' : 'text-red-600'}`}>
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{formatNumber(backtest.result.cagr)}%
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</div>
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</div>
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<div className="bg-white rounded-lg shadow p-4">
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<div className="text-sm text-gray-500">MDD</div>
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<div className="text-xl font-bold text-red-600">
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{formatNumber(backtest.result.mdd)}%
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</div>
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</div>
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<div className="bg-white rounded-lg shadow p-4">
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<div className="text-sm text-gray-500">샤프 비율</div>
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<div className="text-xl font-bold text-gray-800">
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{formatNumber(backtest.result.sharpe_ratio)}
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</div>
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</div>
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<div className="bg-white rounded-lg shadow p-4">
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<div className="text-sm text-gray-500">변동성</div>
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<div className="text-xl font-bold text-gray-800">
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{formatNumber(backtest.result.volatility)}%
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</div>
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</div>
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<div className="bg-white rounded-lg shadow p-4">
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<div className="text-sm text-gray-500">벤치마크</div>
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<div className={`text-xl font-bold ${backtest.result.benchmark_return >= 0 ? 'text-green-600' : 'text-red-600'}`}>
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{formatNumber(backtest.result.benchmark_return)}%
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</div>
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</div>
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<div className="bg-white rounded-lg shadow p-4">
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<div className="text-sm text-gray-500">초과 수익</div>
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<div className={`text-xl font-bold ${backtest.result.excess_return >= 0 ? 'text-green-600' : 'text-red-600'}`}>
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{formatNumber(backtest.result.excess_return)}%
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</div>
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</div>
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</div>
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{/* Equity Curve */}
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<div className="bg-white rounded-lg shadow p-6 mb-6">
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<h2 className="text-lg font-semibold mb-4">자산 추이</h2>
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<div className="h-64 flex items-center justify-center text-gray-400">
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{equityCurve.length > 0 ? (
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<div className="w-full">
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<div className="flex justify-between text-sm text-gray-500 mb-2">
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<span>시작: {formatCurrency(equityCurve[0]?.portfolio_value || 0)}원</span>
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<span>종료: {formatCurrency(equityCurve[equityCurve.length - 1]?.portfolio_value || 0)}원</span>
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</div>
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<div className="text-center text-gray-400">
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(차트 라이브러리 연동 필요 - {equityCurve.length}개 데이터 포인트)
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</div>
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</div>
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) : (
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'데이터 없음'
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)}
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</div>
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</div>
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{/* Tabs */}
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<div className="bg-white rounded-lg shadow">
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<div className="border-b">
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<nav className="flex">
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<button
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onClick={() => setActiveTab('holdings')}
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className={`px-6 py-3 text-sm font-medium ${
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activeTab === 'holdings'
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? 'border-b-2 border-blue-600 text-blue-600'
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: 'text-gray-500 hover:text-gray-700'
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}`}
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>
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리밸런싱 이력
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</button>
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<button
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onClick={() => setActiveTab('transactions')}
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className={`px-6 py-3 text-sm font-medium ${
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activeTab === 'transactions'
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? 'border-b-2 border-blue-600 text-blue-600'
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: 'text-gray-500 hover:text-gray-700'
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}`}
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>
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거래 내역
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</button>
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</nav>
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</div>
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{/* Holdings Tab */}
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{activeTab === 'holdings' && (
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<div className="p-4">
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<div className="mb-4">
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<label htmlFor="rebalance-date" className="block text-sm font-medium text-gray-700 mb-1">
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리밸런싱 날짜
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</label>
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<select
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id="rebalance-date"
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value={selectedRebalance || ''}
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onChange={(e) => setSelectedRebalance(e.target.value)}
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className="px-3 py-2 border rounded"
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>
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{holdings.map((h) => (
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<option key={h.rebalance_date} value={h.rebalance_date}>
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{h.rebalance_date}
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</option>
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))}
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</select>
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</div>
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{selectedHoldings && (
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<table className="w-full">
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<thead className="bg-gray-50">
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<tr>
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<th scope="col" className="px-4 py-3 text-left text-sm font-medium text-gray-600">종목</th>
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<th scope="col" className="px-4 py-3 text-right text-sm font-medium text-gray-600">비중</th>
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<th scope="col" className="px-4 py-3 text-right text-sm font-medium text-gray-600">수량</th>
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<th scope="col" className="px-4 py-3 text-right text-sm font-medium text-gray-600">가격</th>
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</tr>
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</thead>
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<tbody className="divide-y">
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{selectedHoldings.holdings.map((h) => (
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<tr key={h.ticker} className="hover:bg-gray-50">
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<td className="px-4 py-3">
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<div className="font-medium">{h.ticker}</div>
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<div className="text-xs text-gray-500">{h.name}</div>
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</td>
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<td className="px-4 py-3 text-sm text-right">{formatNumber(h.weight)}%</td>
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<td className="px-4 py-3 text-sm text-right">{formatCurrency(h.shares)}</td>
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<td className="px-4 py-3 text-sm text-right">{formatCurrency(h.price)}</td>
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</tr>
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))}
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</tbody>
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</table>
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)}
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</div>
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)}
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{/* Transactions Tab */}
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{activeTab === 'transactions' && (
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<div className="overflow-x-auto">
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<table className="w-full">
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<thead className="bg-gray-50">
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<tr>
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<th scope="col" className="px-4 py-3 text-left text-sm font-medium text-gray-600">날짜</th>
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<th scope="col" className="px-4 py-3 text-left text-sm font-medium text-gray-600">종목</th>
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<th scope="col" className="px-4 py-3 text-center text-sm font-medium text-gray-600">구분</th>
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<th scope="col" className="px-4 py-3 text-right text-sm font-medium text-gray-600">수량</th>
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<th scope="col" className="px-4 py-3 text-right text-sm font-medium text-gray-600">가격</th>
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<th scope="col" className="px-4 py-3 text-right text-sm font-medium text-gray-600">수수료</th>
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</tr>
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</thead>
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<tbody className="divide-y">
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{transactions.map((t) => (
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<tr key={t.id} className="hover:bg-gray-50">
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<td className="px-4 py-3 text-sm">{t.date}</td>
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<td className="px-4 py-3 text-sm font-medium">{t.ticker}</td>
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<td className="px-4 py-3 text-center">
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<span className={`px-2 py-1 rounded text-xs ${
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t.action === 'buy' ? 'bg-green-100 text-green-800' : 'bg-red-100 text-red-800'
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}`}>
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{t.action === 'buy' ? '매수' : '매도'}
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</span>
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</td>
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<td className="px-4 py-3 text-sm text-right">{formatCurrency(t.shares)}</td>
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<td className="px-4 py-3 text-sm text-right">{formatCurrency(t.price)}</td>
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<td className="px-4 py-3 text-sm text-right">{formatCurrency(t.commission)}</td>
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</tr>
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))}
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{transactions.length === 0 && (
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<tr>
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<td colSpan={6} className="px-4 py-8 text-center text-gray-500">
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거래 내역이 없습니다.
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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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)}
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</div>
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</>
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)}
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</main>
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</div>
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</div>
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);
|
||||
}
|
||||
502
frontend/src/app/backtest/page.tsx
Normal file
502
frontend/src/app/backtest/page.tsx
Normal file
@ -0,0 +1,502 @@
|
||||
'use client';
|
||||
|
||||
import { useEffect, useState } from 'react';
|
||||
import { useRouter } from 'next/navigation';
|
||||
import Link from 'next/link';
|
||||
import Sidebar from '@/components/layout/Sidebar';
|
||||
import Header from '@/components/layout/Header';
|
||||
import { api } from '@/lib/api';
|
||||
|
||||
interface User {
|
||||
id: number;
|
||||
username: string;
|
||||
}
|
||||
|
||||
interface BacktestListItem {
|
||||
id: number;
|
||||
strategy_type: string;
|
||||
start_date: string;
|
||||
end_date: string;
|
||||
rebalance_period: string;
|
||||
status: string;
|
||||
created_at: string;
|
||||
total_return: number | null;
|
||||
cagr: number | null;
|
||||
mdd: number | null;
|
||||
}
|
||||
|
||||
const strategyOptions = [
|
||||
{ value: 'multi_factor', label: '멀티 팩터' },
|
||||
{ value: 'quality', label: '슈퍼 퀄리티' },
|
||||
{ value: 'value_momentum', label: '밸류 모멘텀' },
|
||||
];
|
||||
|
||||
const periodOptions = [
|
||||
{ value: 'monthly', label: '월별' },
|
||||
{ value: 'quarterly', label: '분기별' },
|
||||
{ value: 'semi_annual', label: '반기별' },
|
||||
{ value: 'annual', label: '연별' },
|
||||
];
|
||||
|
||||
export default function BacktestPage() {
|
||||
const router = useRouter();
|
||||
const [user, setUser] = useState<User | null>(null);
|
||||
const [loading, setLoading] = useState(true);
|
||||
const [submitting, setSubmitting] = useState(false);
|
||||
const [backtests, setBacktests] = useState<BacktestListItem[]>([]);
|
||||
const [error, setError] = useState<string | null>(null);
|
||||
|
||||
// Form state
|
||||
const [strategyType, setStrategyType] = useState('multi_factor');
|
||||
const [startDate, setStartDate] = useState('2020-01-01');
|
||||
const [endDate, setEndDate] = useState('2024-12-31');
|
||||
const [rebalancePeriod, setRebalancePeriod] = useState('quarterly');
|
||||
const [initialCapital, setInitialCapital] = useState(100000000);
|
||||
const [topN, setTopN] = useState(30);
|
||||
const [showAdvanced, setShowAdvanced] = useState(false);
|
||||
const [commissionRate, setCommissionRate] = useState(0.00015);
|
||||
const [slippageRate, setSlippageRate] = useState(0.001);
|
||||
|
||||
// Strategy-specific params
|
||||
const [valueWeight, setValueWeight] = useState(0.33);
|
||||
const [qualityWeight, setQualityWeight] = useState(0.33);
|
||||
const [momentumWeight, setMomentumWeight] = useState(0.34);
|
||||
const [minFscore, setMinFscore] = useState(7);
|
||||
const [vmValueWeight, setVmValueWeight] = useState(0.5);
|
||||
const [vmMomentumWeight, setVmMomentumWeight] = useState(0.5);
|
||||
|
||||
useEffect(() => {
|
||||
const init = async () => {
|
||||
try {
|
||||
const userData = await api.getCurrentUser() as User;
|
||||
setUser(userData);
|
||||
await fetchBacktests();
|
||||
} catch {
|
||||
router.push('/login');
|
||||
} finally {
|
||||
setLoading(false);
|
||||
}
|
||||
};
|
||||
init();
|
||||
}, [router]);
|
||||
|
||||
const fetchBacktests = async () => {
|
||||
try {
|
||||
const data = await api.get<BacktestListItem[]>('/api/backtest');
|
||||
setBacktests(data);
|
||||
} catch (err) {
|
||||
console.error('Failed to fetch backtests:', err);
|
||||
}
|
||||
};
|
||||
|
||||
const handleSubmit = async (e: React.FormEvent) => {
|
||||
e.preventDefault();
|
||||
setSubmitting(true);
|
||||
setError(null);
|
||||
|
||||
try {
|
||||
let strategyParams = {};
|
||||
if (strategyType === 'multi_factor') {
|
||||
strategyParams = {
|
||||
weights: {
|
||||
value: valueWeight,
|
||||
quality: qualityWeight,
|
||||
momentum: momentumWeight,
|
||||
low_vol: 0,
|
||||
},
|
||||
};
|
||||
} else if (strategyType === 'quality') {
|
||||
strategyParams = { min_fscore: minFscore };
|
||||
} else if (strategyType === 'value_momentum') {
|
||||
strategyParams = {
|
||||
value_weight: vmValueWeight,
|
||||
momentum_weight: vmMomentumWeight,
|
||||
};
|
||||
}
|
||||
|
||||
const response = await api.post<{ id: number }>('/api/backtest', {
|
||||
strategy_type: strategyType,
|
||||
strategy_params: strategyParams,
|
||||
start_date: startDate,
|
||||
end_date: endDate,
|
||||
rebalance_period: rebalancePeriod,
|
||||
initial_capital: initialCapital,
|
||||
commission_rate: commissionRate,
|
||||
slippage_rate: slippageRate,
|
||||
top_n: topN,
|
||||
});
|
||||
|
||||
router.push(`/backtest/${response.id}`);
|
||||
} catch (err) {
|
||||
setError(err instanceof Error ? err.message : 'Failed to create backtest');
|
||||
} finally {
|
||||
setSubmitting(false);
|
||||
}
|
||||
};
|
||||
|
||||
const getStatusBadge = (status: string) => {
|
||||
const styles: Record<string, string> = {
|
||||
pending: 'bg-yellow-100 text-yellow-800',
|
||||
running: 'bg-blue-100 text-blue-800',
|
||||
completed: 'bg-green-100 text-green-800',
|
||||
failed: 'bg-red-100 text-red-800',
|
||||
};
|
||||
const labels: Record<string, string> = {
|
||||
pending: '대기중',
|
||||
running: '실행중',
|
||||
completed: '완료',
|
||||
failed: '실패',
|
||||
};
|
||||
return (
|
||||
<span className={`px-2 py-1 rounded text-xs ${styles[status] || 'bg-gray-100'}`}>
|
||||
{labels[status] || status}
|
||||
</span>
|
||||
);
|
||||
};
|
||||
|
||||
const formatNumber = (value: number | null, decimals: number = 2) => {
|
||||
if (value === null) return '-';
|
||||
return value.toFixed(decimals);
|
||||
};
|
||||
|
||||
const formatCurrency = (value: number) => {
|
||||
return new Intl.NumberFormat('ko-KR').format(value);
|
||||
};
|
||||
|
||||
if (loading) {
|
||||
return (
|
||||
<div className="min-h-screen flex items-center justify-center">
|
||||
<div className="text-gray-500">Loading...</div>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
||||
return (
|
||||
<div className="flex min-h-screen">
|
||||
<Sidebar />
|
||||
<div className="flex-1">
|
||||
<Header username={user?.username} />
|
||||
<main className="p-6">
|
||||
<h1 className="text-2xl font-bold text-gray-800 mb-6">백테스트</h1>
|
||||
|
||||
{error && (
|
||||
<div className="bg-red-100 border border-red-400 text-red-700 px-4 py-3 rounded mb-4">
|
||||
{error}
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* New Backtest Form */}
|
||||
<div className="bg-white rounded-lg shadow p-6 mb-6">
|
||||
<h2 className="text-lg font-semibold mb-4">새 백테스트</h2>
|
||||
<form onSubmit={handleSubmit}>
|
||||
<div className="grid grid-cols-1 md:grid-cols-3 gap-4 mb-4">
|
||||
<div>
|
||||
<label htmlFor="strategy" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
전략
|
||||
</label>
|
||||
<select
|
||||
id="strategy"
|
||||
value={strategyType}
|
||||
onChange={(e) => setStrategyType(e.target.value)}
|
||||
className="w-full px-3 py-2 border rounded"
|
||||
>
|
||||
{strategyOptions.map((opt) => (
|
||||
<option key={opt.value} value={opt.value}>
|
||||
{opt.label}
|
||||
</option>
|
||||
))}
|
||||
</select>
|
||||
</div>
|
||||
<div>
|
||||
<label htmlFor="start-date" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
시작일
|
||||
</label>
|
||||
<input
|
||||
id="start-date"
|
||||
type="date"
|
||||
value={startDate}
|
||||
onChange={(e) => setStartDate(e.target.value)}
|
||||
className="w-full px-3 py-2 border rounded"
|
||||
/>
|
||||
</div>
|
||||
<div>
|
||||
<label htmlFor="end-date" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
종료일
|
||||
</label>
|
||||
<input
|
||||
id="end-date"
|
||||
type="date"
|
||||
value={endDate}
|
||||
onChange={(e) => setEndDate(e.target.value)}
|
||||
className="w-full px-3 py-2 border rounded"
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div className="grid grid-cols-1 md:grid-cols-3 gap-4 mb-4">
|
||||
<div>
|
||||
<label htmlFor="period" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
리밸런싱 주기
|
||||
</label>
|
||||
<select
|
||||
id="period"
|
||||
value={rebalancePeriod}
|
||||
onChange={(e) => setRebalancePeriod(e.target.value)}
|
||||
className="w-full px-3 py-2 border rounded"
|
||||
>
|
||||
{periodOptions.map((opt) => (
|
||||
<option key={opt.value} value={opt.value}>
|
||||
{opt.label}
|
||||
</option>
|
||||
))}
|
||||
</select>
|
||||
</div>
|
||||
<div>
|
||||
<label htmlFor="capital" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
초기 자본금
|
||||
</label>
|
||||
<input
|
||||
id="capital"
|
||||
type="number"
|
||||
value={initialCapital}
|
||||
onChange={(e) => setInitialCapital(parseInt(e.target.value))}
|
||||
className="w-full px-3 py-2 border rounded"
|
||||
/>
|
||||
</div>
|
||||
<div>
|
||||
<label htmlFor="top-n" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
종목 수
|
||||
</label>
|
||||
<input
|
||||
id="top-n"
|
||||
type="number"
|
||||
min="1"
|
||||
max="100"
|
||||
value={topN}
|
||||
onChange={(e) => setTopN(parseInt(e.target.value))}
|
||||
className="w-full px-3 py-2 border rounded"
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Strategy-specific params */}
|
||||
{strategyType === 'multi_factor' && (
|
||||
<div className="grid grid-cols-1 md:grid-cols-3 gap-4 mb-4">
|
||||
<div>
|
||||
<label htmlFor="value-weight" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
밸류 가중치
|
||||
</label>
|
||||
<input
|
||||
id="value-weight"
|
||||
type="number"
|
||||
step="0.01"
|
||||
min="0"
|
||||
max="1"
|
||||
value={valueWeight}
|
||||
onChange={(e) => setValueWeight(parseFloat(e.target.value))}
|
||||
className="w-full px-3 py-2 border rounded"
|
||||
/>
|
||||
</div>
|
||||
<div>
|
||||
<label htmlFor="quality-weight" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
퀄리티 가중치
|
||||
</label>
|
||||
<input
|
||||
id="quality-weight"
|
||||
type="number"
|
||||
step="0.01"
|
||||
min="0"
|
||||
max="1"
|
||||
value={qualityWeight}
|
||||
onChange={(e) => setQualityWeight(parseFloat(e.target.value))}
|
||||
className="w-full px-3 py-2 border rounded"
|
||||
/>
|
||||
</div>
|
||||
<div>
|
||||
<label htmlFor="momentum-weight" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
모멘텀 가중치
|
||||
</label>
|
||||
<input
|
||||
id="momentum-weight"
|
||||
type="number"
|
||||
step="0.01"
|
||||
min="0"
|
||||
max="1"
|
||||
value={momentumWeight}
|
||||
onChange={(e) => setMomentumWeight(parseFloat(e.target.value))}
|
||||
className="w-full px-3 py-2 border rounded"
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{strategyType === 'quality' && (
|
||||
<div className="mb-4">
|
||||
<label htmlFor="min-fscore" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
최소 F-Score
|
||||
</label>
|
||||
<input
|
||||
id="min-fscore"
|
||||
type="number"
|
||||
min="0"
|
||||
max="9"
|
||||
value={minFscore}
|
||||
onChange={(e) => setMinFscore(parseInt(e.target.value))}
|
||||
className="w-32 px-3 py-2 border rounded"
|
||||
/>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{strategyType === 'value_momentum' && (
|
||||
<div className="grid grid-cols-1 md:grid-cols-2 gap-4 mb-4">
|
||||
<div>
|
||||
<label htmlFor="vm-value" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
밸류 가중치
|
||||
</label>
|
||||
<input
|
||||
id="vm-value"
|
||||
type="number"
|
||||
step="0.1"
|
||||
min="0"
|
||||
max="1"
|
||||
value={vmValueWeight}
|
||||
onChange={(e) => setVmValueWeight(parseFloat(e.target.value))}
|
||||
className="w-full px-3 py-2 border rounded"
|
||||
/>
|
||||
</div>
|
||||
<div>
|
||||
<label htmlFor="vm-momentum" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
모멘텀 가중치
|
||||
</label>
|
||||
<input
|
||||
id="vm-momentum"
|
||||
type="number"
|
||||
step="0.1"
|
||||
min="0"
|
||||
max="1"
|
||||
value={vmMomentumWeight}
|
||||
onChange={(e) => setVmMomentumWeight(parseFloat(e.target.value))}
|
||||
className="w-full px-3 py-2 border rounded"
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* Advanced options */}
|
||||
<div className="mb-4">
|
||||
<button
|
||||
type="button"
|
||||
onClick={() => setShowAdvanced(!showAdvanced)}
|
||||
className="text-sm text-blue-600 hover:underline"
|
||||
>
|
||||
{showAdvanced ? '고급 옵션 숨기기' : '고급 옵션 보기'}
|
||||
</button>
|
||||
</div>
|
||||
|
||||
{showAdvanced && (
|
||||
<div className="grid grid-cols-1 md:grid-cols-2 gap-4 mb-4">
|
||||
<div>
|
||||
<label htmlFor="commission" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
수수료율
|
||||
</label>
|
||||
<input
|
||||
id="commission"
|
||||
type="number"
|
||||
step="0.00001"
|
||||
value={commissionRate}
|
||||
onChange={(e) => setCommissionRate(parseFloat(e.target.value))}
|
||||
className="w-full px-3 py-2 border rounded"
|
||||
/>
|
||||
</div>
|
||||
<div>
|
||||
<label htmlFor="slippage" className="block text-sm font-medium text-gray-700 mb-1">
|
||||
슬리피지율
|
||||
</label>
|
||||
<input
|
||||
id="slippage"
|
||||
type="number"
|
||||
step="0.0001"
|
||||
value={slippageRate}
|
||||
onChange={(e) => setSlippageRate(parseFloat(e.target.value))}
|
||||
className="w-full px-3 py-2 border rounded"
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
)}
|
||||
|
||||
<button
|
||||
type="submit"
|
||||
disabled={submitting}
|
||||
className="px-6 py-2 bg-blue-600 text-white rounded hover:bg-blue-700 disabled:bg-blue-400"
|
||||
>
|
||||
{submitting ? '실행 중...' : '백테스트 실행'}
|
||||
</button>
|
||||
</form>
|
||||
</div>
|
||||
|
||||
{/* Backtest List */}
|
||||
<div className="bg-white rounded-lg shadow">
|
||||
<div className="p-4 border-b">
|
||||
<h2 className="text-lg font-semibold">백테스트 목록</h2>
|
||||
</div>
|
||||
<div className="overflow-x-auto">
|
||||
<table className="w-full">
|
||||
<thead className="bg-gray-50">
|
||||
<tr>
|
||||
<th scope="col" className="px-4 py-3 text-left text-sm font-medium text-gray-600">전략</th>
|
||||
<th scope="col" className="px-4 py-3 text-left text-sm font-medium text-gray-600">기간</th>
|
||||
<th scope="col" className="px-4 py-3 text-left text-sm font-medium text-gray-600">주기</th>
|
||||
<th scope="col" className="px-4 py-3 text-right text-sm font-medium text-gray-600">수익률</th>
|
||||
<th scope="col" className="px-4 py-3 text-right text-sm font-medium text-gray-600">CAGR</th>
|
||||
<th scope="col" className="px-4 py-3 text-right text-sm font-medium text-gray-600">MDD</th>
|
||||
<th scope="col" className="px-4 py-3 text-center text-sm font-medium text-gray-600">상태</th>
|
||||
<th scope="col" className="px-4 py-3 text-left text-sm font-medium text-gray-600">생성일</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody className="divide-y">
|
||||
{backtests.map((bt) => (
|
||||
<tr key={bt.id} className="hover:bg-gray-50">
|
||||
<td className="px-4 py-3">
|
||||
<Link href={`/backtest/${bt.id}`} className="text-blue-600 hover:underline">
|
||||
{strategyOptions.find((s) => s.value === bt.strategy_type)?.label || bt.strategy_type}
|
||||
</Link>
|
||||
</td>
|
||||
<td className="px-4 py-3 text-sm">
|
||||
{bt.start_date} ~ {bt.end_date}
|
||||
</td>
|
||||
<td className="px-4 py-3 text-sm">
|
||||
{periodOptions.find((p) => p.value === bt.rebalance_period)?.label || bt.rebalance_period}
|
||||
</td>
|
||||
<td className={`px-4 py-3 text-sm text-right ${(bt.total_return ?? 0) >= 0 ? 'text-green-600' : 'text-red-600'}`}>
|
||||
{bt.total_return !== null ? `${formatNumber(bt.total_return)}%` : '-'}
|
||||
</td>
|
||||
<td className={`px-4 py-3 text-sm text-right ${(bt.cagr ?? 0) >= 0 ? 'text-green-600' : 'text-red-600'}`}>
|
||||
{bt.cagr !== null ? `${formatNumber(bt.cagr)}%` : '-'}
|
||||
</td>
|
||||
<td className="px-4 py-3 text-sm text-right text-red-600">
|
||||
{bt.mdd !== null ? `${formatNumber(bt.mdd)}%` : '-'}
|
||||
</td>
|
||||
<td className="px-4 py-3 text-center">
|
||||
{getStatusBadge(bt.status)}
|
||||
</td>
|
||||
<td className="px-4 py-3 text-sm text-gray-500">
|
||||
{new Date(bt.created_at).toLocaleDateString('ko-KR')}
|
||||
</td>
|
||||
</tr>
|
||||
))}
|
||||
{backtests.length === 0 && (
|
||||
<tr>
|
||||
<td colSpan={8} className="px-4 py-8 text-center text-gray-500">
|
||||
아직 백테스트가 없습니다.
|
||||
</td>
|
||||
</tr>
|
||||
)}
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
</div>
|
||||
</main>
|
||||
</div>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
Loading…
x
Reference in New Issue
Block a user