@backtest-kit/ui 5.0.0 → 5.1.0

package/README.md

@@ -67,25 +67,127 @@ setLogger({
 
 ## 📐 Dashboard Revenue Math
 
-The **Revenue** metrics on the dashboard are calculated in **dollar terms**, assuming a fixed position size of **$100 per DCA entry**.
+The **Revenue** metrics on the dashboard are calculated in **dollar terms** by summing the `pnlCost` field from all closed signals within each time window.
 
 ### Dollar PnL formula
 
 ```
-dollar_pnl = pnlPercentage × totalEntries
+revenue[window] = Σ signal.pnl.pnlCost   (for all closed signals in that window)
 ```
 
-| `totalEntries` | Effective position | Dollar PnL (example: +5%) |
-|:--------------:|-------------------:|-------------------------:|
-| 1 | $100 | +$5.00 |
-| 2 | $200 | +$10.00 |
-| 3 | $300 | +$15.00 |
+`pnlCost` is computed by the backend (`toProfitLossDto`) as:
 
-- **`pnlPercentage`** — percentage PnL as stored in the signal (e.g. `5` = 5 %). It does **not** change with DCA averaging.
-- **`totalEntries`** — number of DCA buy entries that were executed for the signal (`IPublicSignalRow.totalEntries`). A regular (non-DCA) signal has `totalEntries = 1`, so the formula degrades to the plain percentage.
-- **Fallback** — if `totalEntries` is `0` or absent (legacy data), the raw `pnlPercentage` is used as-is.
+```
+pnlCost = (pnlPercentage / 100) × pnlEntries
+```
+
+| Field | Source | Description |
+|-------|--------|-------------|
+| `pnl.pnlCost` | `IStorageSignalRow` | Absolute P&L in USD — the only value summed for revenue |
+| `pnl.pnlPercentage` | `IStorageSignalRow` | Percentage P&L (accounts for DCA-weighted entry price, slippage, and fees) |
+| `pnl.pnlEntries` | `IStorageSignalRow` | Total invested capital in USD — sum of all entry costs (`Σ entry.cost`) |
+
+**Example** (1 DCA entry at $100, position closed +5%):
+
+| DCA entries | `pnlEntries` | `pnlPercentage` | `pnlCost` |
+|:-----------:|-------------:|----------------:|----------:|
+| 1 | $100 | 5 % | +$5.00 |
+| 2 | $200 | 5 % | +$10.00 |
+| 3 | $300 | 5 % | +$15.00 |
+
+### Time windows
+
+The anchor point depends on execution mode:
+
+- **Backtest mode** — latest `updatedAt` across all closed signals (time windows are relative to the end of the run)
+- **Live mode** — `Date.now()` (wall-clock time)
+
+| Window | Range |
+|--------|-------|
+| Today | `>= startOf(anchorDay)` |
+| Yesterday | `[anchorDay − 1d, anchorDay)` |
+| 7 days | `>= anchorDay − 7d` |
+| 31 days | `>= anchorDay − 31d` |
+
+Revenue and signal count are tracked separately for each window and aggregated across all symbols on the Dashboard.
+
+## 📐 Position PNL Math
+
+### Effective entry price (DCA-weighted)
+
+When multiple DCA entries exist, the effective open price is a **cost-weighted harmonic mean**:
+
+```
+effectivePrice = Σcost / Σ(cost / price)
+```
+
+This is the correct formula for fixed-dollar entries (not simple average), because buying $100 worth at different prices gives different coin quantities.
+
+### Partial closes (PP/PL)
+
+Each partial stores a `costBasisAtClose` snapshot — the running dollar cost-basis **before** that partial fired. This avoids replaying the full entry history on every call.
+
+**Cost-basis replay:**
+
+```
+for each partial[i]:
+    closedDollar      += (percent[i] / 100) × costBasisAtClose[i]
+    remainingCostBasis = costBasisAtClose[i] × (1 - percent[i] / 100)
+
+# DCA entries added AFTER the last partial are appended:
+remainingCostBasis += Σ entry.cost for entries[lastEntryCount..]
+
+totalClosedPercent = closedDollar / totalInvested × 100
+```
+
+**Effective price through partials** is computed iteratively so that a partial sell does not change the entry price of the remaining coins:
+
+```
+# partial[0]:
+  effPrice = costBasisAtClose[0] / Σ(cost/price for entries[0..cnt[0]])
+
+# partial[j]:
+  remainingCB = prev.costBasisAtClose × (1 - prev.percent / 100)
+  oldCoins    = remainingCB / effPrice        ← coins still held
+  newCoins    = Σ(cost/price for DCA entries between j-1 and j)
+  effPrice    = (remainingCB + newCost) / (oldCoins + newCoins)
+```
+
+### toProfitLossDto — weighted PNL with slippage & fees
+
+**Without partials:**
+
+```
+priceOpenSlip  = effectivePrice × (1 ± slippage)
+priceCloseSlip = priceClose     × (1 ∓ slippage)
+
+pnlPercentage = (priceCloseSlip - priceOpenSlip) / priceOpenSlip × 100
+fee           = CC_PERCENT_FEE × (1 + priceCloseSlip / priceOpenSlip)
+pnlPercentage -= fee
+```
+
+**With partials — dollar-weighted sum:**
+
+```
+weight[i] = (percent[i] / 100 × costBasisAtClose[i]) / totalInvested
+
+totalWeightedPnl = Σ weight[i] × pnl[i]           # each partial at its own effectivePrice
+                 + remainingWeight × pnlRemaining   # rest closed at final priceClose
+
+fee = CC_PERCENT_FEE                                              # open (once)
+    + Σ CC_PERCENT_FEE × weight[i] × (closeSlip[i] / openSlip[i])  # per partial
+    + CC_PERCENT_FEE × remainingWeight × (closeSlip / openSlip)     # final close
+
+pnlPercentage = totalWeightedPnl - fee
+pnlCost       = pnlPercentage / 100 × totalInvested
+```
 
-This scaling is applied to all time-window revenue fields: *today*, *yesterday*, *7 days*, and *31 days*.
+| Field | Description |
+|-------|-------------|
+| `totalInvested` | `Σ entry.cost` (or `CC_POSITION_ENTRY_COST` if no `_entry`) |
+| `weight[i]` | Real dollar share of each partial relative to `totalInvested` |
+| `effectivePrice` at partial `i` | Computed via iterative `costBasisAtClose` replay up to `partials[i]` |
+| `priceOpen` in result | `getEffectivePriceOpen(signal)` — DCA-weighted harmonic mean across all entries |
 
 ## 🖥️ Dashboard Views
 

package/build/index.cjs

@@ -906,22 +906,6 @@ class SymbolMetaService {
     }
 }
 
-const PRICE_TIMEOUT = 120000;
-const CREATE_KEY_FN = (symbol, strategyName, exchangeName, frameName, backtest) => {
-    const parts = [symbol, strategyName, exchangeName];
-    if (frameName)
-        parts.push(frameName);
-    parts.push(backtest ? "backtest" : "live");
-    return parts.join(":");
-};
-const GET_SUBJECT_FN = functoolsKit.memoize(([symbol, strategyName, exchangeName, frameName, backtest]) => CREATE_KEY_FN(symbol, strategyName, exchangeName, frameName, backtest), () => new functoolsKit.BehaviorSubject());
-const GET_PRICE_FN = async (symbol, strategyName, exchangeName, frameName, backtest) => {
-    const priceSubject = GET_SUBJECT_FN(symbol, strategyName, exchangeName, frameName, backtest);
-    if (priceSubject.data) {
-        return priceSubject.data;
-    }
-    return await functoolsKit.waitForNext(priceSubject, (data) => !!data, PRICE_TIMEOUT);
-};
 class PriceConnectionService {
     constructor() {
         this.loggerService = inject(TYPES.loggerService);
@@ -933,19 +917,8 @@ class PriceConnectionService {
                 frameName,
                 backtest,
             });
-            const currentPrice = await GET_PRICE_FN(symbol, strategyName, exchangeName, frameName, backtest);
-            if (typeof currentPrice === "symbol") {
-                throw new Error(`Price for ${CREATE_KEY_FN(symbol, strategyName, exchangeName, frameName, backtest)} not received within timeout`);
-            }
-            return currentPrice;
+            return await backtestKit.lib.priceMetaService.getCurrentPrice(symbol, { strategyName, exchangeName, frameName }, backtest);
         };
-        this.init = functoolsKit.singleshot(async () => {
-            this.loggerService.log("priceConnectionService init");
-            backtestKit.listenSignal((event) => {
-                const priceSubject = GET_SUBJECT_FN(event.symbol, event.strategyName, event.exchangeName, event.frameName, event.backtest);
-                event.currentPrice && priceSubject.next(event.currentPrice);
-            });
-        });
     }
 }
 

package/build/index.mjs

@@ -1,12 +1,12 @@
 import http from 'http';
-import { isObject, singleshot, pickDocuments, str, memoize, BehaviorSubject, waitForNext, errorData, getErrorMessage } from 'functools-kit';
+import { isObject, singleshot, pickDocuments, str, memoize, errorData, getErrorMessage } from 'functools-kit';
 import micro from 'micro';
 import Router from 'router';
 import finalhandler from 'finalhandler';
 import serveHandler from 'serve-handler';
 import os from 'os';
 import { createActivator } from 'di-kit';
-import { Exchange, Notification, Storage, Log, Live, listenSignal } from 'backtest-kit';
+import { Exchange, Notification, Storage, Log, Live, lib } from 'backtest-kit';
 import fs, { readdir, readFile } from 'fs/promises';
 import path, { join, dirname } from 'path';
 import { createRequire } from 'module';
@@ -903,22 +903,6 @@ class SymbolMetaService {
     }
 }
 
-const PRICE_TIMEOUT = 120000;
-const CREATE_KEY_FN = (symbol, strategyName, exchangeName, frameName, backtest) => {
-    const parts = [symbol, strategyName, exchangeName];
-    if (frameName)
-        parts.push(frameName);
-    parts.push(backtest ? "backtest" : "live");
-    return parts.join(":");
-};
-const GET_SUBJECT_FN = memoize(([symbol, strategyName, exchangeName, frameName, backtest]) => CREATE_KEY_FN(symbol, strategyName, exchangeName, frameName, backtest), () => new BehaviorSubject());
-const GET_PRICE_FN = async (symbol, strategyName, exchangeName, frameName, backtest) => {
-    const priceSubject = GET_SUBJECT_FN(symbol, strategyName, exchangeName, frameName, backtest);
-    if (priceSubject.data) {
-        return priceSubject.data;
-    }
-    return await waitForNext(priceSubject, (data) => !!data, PRICE_TIMEOUT);
-};
 class PriceConnectionService {
     constructor() {
         this.loggerService = inject(TYPES.loggerService);
@@ -930,19 +914,8 @@ class PriceConnectionService {
                 frameName,
                 backtest,
             });
-            const currentPrice = await GET_PRICE_FN(symbol, strategyName, exchangeName, frameName, backtest);
-            if (typeof currentPrice === "symbol") {
-                throw new Error(`Price for ${CREATE_KEY_FN(symbol, strategyName, exchangeName, frameName, backtest)} not received within timeout`);
-            }
-            return currentPrice;
+            return await lib.priceMetaService.getCurrentPrice(symbol, { strategyName, exchangeName, frameName }, backtest);
         };
-        this.init = singleshot(async () => {
-            this.loggerService.log("priceConnectionService init");
-            listenSignal((event) => {
-                const priceSubject = GET_SUBJECT_FN(event.symbol, event.strategyName, event.exchangeName, event.frameName, event.backtest);
-                event.currentPrice && priceSubject.next(event.currentPrice);
-            });
-        });
     }
 }
 

package/build/modules/frontend/build/assets/{Background-hRKtQSrv.js → Background-BmAP0u-v.js}

@@ -1 +1 @@
-import{f as n,az as o}from"./index-3gnGrSPi.js";const d=()=>n(o,{children:"\n                body {\n                    background-color: #ddd !important;\n                }\n            "});export{d as B};
+import{f as n,az as o}from"./index-B6tX14ok.js";const d=()=>n(o,{children:"\n                body {\n                    background-color: #ddd !important;\n                }\n            "});export{d as B};

package/build/modules/frontend/build/assets/{IconPhoto-DQlKNGdb.js → IconPhoto-CTW1vRuU.js}

@@ -1 +1 @@
-import{f as e,i as t,B as r,J as s}from"./index-3gnGrSPi.js";const a=({className:a,symbol:i,style:o,sx:n})=>e(s,{children:async()=>{try{const s=(await t.symbolGlobalService.getSymbolMap())[i],l=null==s?void 0:s.icon,c=(null==s?void 0:s.color)||"#ccc";return e(r,{className:a,sx:{position:"relative",width:24,height:24,borderRadius:"50%",display:"flex",alignItems:"center",justifyContent:"center",background:l?"transparent":c,...n},style:o,children:l?e("img",{loading:"lazy",crossOrigin:"anonymous",src:l,alt:i,style:{width:"100%",height:"100%",borderRadius:"50%",objectFit:"contain"},onError:e=>{const t=e.target,r=t.parentElement;r&&(r.style.background=c,t.style.display="none")}}):e(r,{sx:{width:"60%",height:"60%",borderRadius:"50%",backgroundColor:"rgba(255, 255, 255, 0.2)"}})})}catch(s){return e(r,{className:a,sx:{position:"relative",width:24,height:24,borderRadius:"50%",display:"flex",alignItems:"center",justifyContent:"center",background:"#ccc",...n},style:o,children:e(r,{sx:{width:"60%",height:"60%",borderRadius:"50%",backgroundColor:"rgba(255, 255, 255, 0.2)"}})})}}});export{a as I};
+import{f as e,i as t,B as r,J as s}from"./index-B6tX14ok.js";const a=({className:a,symbol:i,style:o,sx:n})=>e(s,{children:async()=>{try{const s=(await t.symbolGlobalService.getSymbolMap())[i],l=null==s?void 0:s.icon,c=(null==s?void 0:s.color)||"#ccc";return e(r,{className:a,sx:{position:"relative",width:24,height:24,borderRadius:"50%",display:"flex",alignItems:"center",justifyContent:"center",background:l?"transparent":c,...n},style:o,children:l?e("img",{loading:"lazy",crossOrigin:"anonymous",src:l,alt:i,style:{width:"100%",height:"100%",borderRadius:"50%",objectFit:"contain"},onError:e=>{const t=e.target,r=t.parentElement;r&&(r.style.background=c,t.style.display="none")}}):e(r,{sx:{width:"60%",height:"60%",borderRadius:"50%",backgroundColor:"rgba(255, 255, 255, 0.2)"}})})}catch(s){return e(r,{className:a,sx:{position:"relative",width:24,height:24,borderRadius:"50%",display:"flex",alignItems:"center",justifyContent:"center",background:"#ccc",...n},style:o,children:e(r,{sx:{width:"60%",height:"60%",borderRadius:"50%",backgroundColor:"rgba(255, 255, 255, 0.2)"}})})}}});export{a as I};

package/build/modules/frontend/build/assets/{KeyboardArrowLeft-wYBUTbRV.js → KeyboardArrowLeft-D-bGIipj.js}

@@ -1 +1 @@
-import{c as o,f as r}from"./index-3gnGrSPi.js";const a=o(r("path",{d:"M15.41 16.59 10.83 12l4.58-4.59L14 6l-6 6 6 6 1.41-1.41z"}),"KeyboardArrowLeft");export{a as K};
+import{c as o,f as r}from"./index-B6tX14ok.js";const a=o(r("path",{d:"M15.41 16.59 10.83 12l4.58-4.59L14 6l-6 6 6 6 1.41-1.41z"}),"KeyboardArrowLeft");export{a as K};

package/build/modules/frontend/build/assets/{Refresh-_yMWRw_x.js → Refresh-Dx7WNRNQ.js}

@@ -1 +1 @@
-import{aA as e,aB as t,r as a,aC as s,f as i,aD as n,aE as o,aF as r,aG as d,aH as m,aI as u,aJ as p,aK as x,c}from"./index-3gnGrSPi.js";const h=e(),l=["className","component","disableGutters","fixed","maxWidth","classes"],b=m(),f=h("div",{name:"MuiContainer",slot:"Root",overridesResolver:(e,t)=>{const{ownerState:a}=e;return[t.root,t[`maxWidth${o(String(a.maxWidth))}`],a.fixed&&t.fixed,a.disableGutters&&t.disableGutters]}}),g=e=>r({props:e,name:"MuiContainer",defaultTheme:b});const W=function(e={}){const{createStyledComponent:r=f,useThemeProps:m=g,componentName:p="MuiContainer"}=e,x=r(({theme:e,ownerState:a})=>t({width:"100%",marginLeft:"auto",boxSizing:"border-box",marginRight:"auto",display:"block"},!a.disableGutters&&{paddingLeft:e.spacing(2),paddingRight:e.spacing(2),[e.breakpoints.up("sm")]:{paddingLeft:e.spacing(3),paddingRight:e.spacing(3)}}),({theme:e,ownerState:t})=>t.fixed&&Object.keys(e.breakpoints.values).reduce((t,a)=>{const s=a,i=e.breakpoints.values[s];return 0!==i&&(t[e.breakpoints.up(s)]={maxWidth:`${i}${e.breakpoints.unit}`}),t},{}),({theme:e,ownerState:a})=>t({},"xs"===a.maxWidth&&{[e.breakpoints.up("xs")]:{maxWidth:Math.max(e.breakpoints.values.xs,444)}},a.maxWidth&&"xs"!==a.maxWidth&&{[e.breakpoints.up(a.maxWidth)]:{maxWidth:`${e.breakpoints.values[a.maxWidth]}${e.breakpoints.unit}`}}));return a.forwardRef(function(e,a){const r=m(e),{className:c,component:h="div",disableGutters:b=!1,fixed:f=!1,maxWidth:g="lg"}=r,W=s(r,l),k=t({},r,{component:h,disableGutters:b,fixed:f,maxWidth:g}),S=((e,t)=>{const{classes:a,fixed:s,disableGutters:i,maxWidth:n}=e,r={root:["root",n&&`maxWidth${o(String(n))}`,s&&"fixed",i&&"disableGutters"]};return d(r,e=>u(t,e),a)})(k,p);return i(x,t({as:h,ownerState:k,className:n(S.root,c),ref:a},W))})}({createStyledComponent:x("div",{name:"MuiContainer",slot:"Root",overridesResolver:(e,t)=>{const{ownerState:a}=e;return[t.root,t[`maxWidth${o(String(a.maxWidth))}`],a.fixed&&t.fixed,a.disableGutters&&t.disableGutters]}}),useThemeProps:e=>p({props:e,name:"MuiContainer"})}),k=c(i("path",{d:"M17.65 6.35C16.2 4.9 14.21 4 12 4c-4.42 0-7.99 3.58-7.99 8s3.57 8 7.99 8c3.73 0 6.84-2.55 7.73-6h-2.08c-.82 2.33-3.04 4-5.65 4-3.31 0-6-2.69-6-6s2.69-6 6-6c1.66 0 3.14.69 4.22 1.78L13 11h7V4l-2.35 2.35z"}),"Refresh");export{W as C,k as R};
+import{aA as e,aB as t,r as a,aC as s,f as i,aD as n,aE as o,aF as r,aG as d,aH as m,aI as u,aJ as p,aK as x,c}from"./index-B6tX14ok.js";const h=e(),l=["className","component","disableGutters","fixed","maxWidth","classes"],b=m(),f=h("div",{name:"MuiContainer",slot:"Root",overridesResolver:(e,t)=>{const{ownerState:a}=e;return[t.root,t[`maxWidth${o(String(a.maxWidth))}`],a.fixed&&t.fixed,a.disableGutters&&t.disableGutters]}}),g=e=>r({props:e,name:"MuiContainer",defaultTheme:b});const W=function(e={}){const{createStyledComponent:r=f,useThemeProps:m=g,componentName:p="MuiContainer"}=e,x=r(({theme:e,ownerState:a})=>t({width:"100%",marginLeft:"auto",boxSizing:"border-box",marginRight:"auto",display:"block"},!a.disableGutters&&{paddingLeft:e.spacing(2),paddingRight:e.spacing(2),[e.breakpoints.up("sm")]:{paddingLeft:e.spacing(3),paddingRight:e.spacing(3)}}),({theme:e,ownerState:t})=>t.fixed&&Object.keys(e.breakpoints.values).reduce((t,a)=>{const s=a,i=e.breakpoints.values[s];return 0!==i&&(t[e.breakpoints.up(s)]={maxWidth:`${i}${e.breakpoints.unit}`}),t},{}),({theme:e,ownerState:a})=>t({},"xs"===a.maxWidth&&{[e.breakpoints.up("xs")]:{maxWidth:Math.max(e.breakpoints.values.xs,444)}},a.maxWidth&&"xs"!==a.maxWidth&&{[e.breakpoints.up(a.maxWidth)]:{maxWidth:`${e.breakpoints.values[a.maxWidth]}${e.breakpoints.unit}`}}));return a.forwardRef(function(e,a){const r=m(e),{className:c,component:h="div",disableGutters:b=!1,fixed:f=!1,maxWidth:g="lg"}=r,W=s(r,l),k=t({},r,{component:h,disableGutters:b,fixed:f,maxWidth:g}),S=((e,t)=>{const{classes:a,fixed:s,disableGutters:i,maxWidth:n}=e,r={root:["root",n&&`maxWidth${o(String(n))}`,s&&"fixed",i&&"disableGutters"]};return d(r,e=>u(t,e),a)})(k,p);return i(x,t({as:h,ownerState:k,className:n(S.root,c),ref:a},W))})}({createStyledComponent:x("div",{name:"MuiContainer",slot:"Root",overridesResolver:(e,t)=>{const{ownerState:a}=e;return[t.root,t[`maxWidth${o(String(a.maxWidth))}`],a.fixed&&t.fixed,a.disableGutters&&t.disableGutters]}}),useThemeProps:e=>p({props:e,name:"MuiContainer"})}),k=c(i("path",{d:"M17.65 6.35C16.2 4.9 14.21 4 12 4c-4.42 0-7.99 3.58-7.99 8s3.57 8 7.99 8c3.73 0 6.84-2.55 7.73-6h-2.08c-.82 2.33-3.04 4-5.65 4-3.31 0-6-2.69-6-6s2.69-6 6-6c1.66 0 3.14.69 4.22 1.78L13 11h7V4l-2.35 2.35z"}),"Refresh");export{W as C,k as R};