@tradejs/app 1.0.8 → 1.0.10
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +7 -2
- package/bin/tradejs-app.mjs +146 -2
- package/next.config.mjs +0 -14
- package/package.json +35 -19
- package/src/app/actions/backtest.ts +54 -0
- package/src/app/actions/kline.ts +10 -5
- package/src/app/actions/scanner.ts +8 -3
- package/src/app/actions/strategies.ts +39 -0
- package/src/app/api/ai/route.ts +5 -4
- package/src/app/api/auth/[...nextauth]/route.ts +1 -1
- package/src/app/api/backtest/configs/route.ts +25 -0
- package/src/app/api/backtest/files/route.ts +5 -2
- package/src/app/api/backtest/order-log/[strategy]/[name]/route.ts +26 -2
- package/src/app/api/backtest/result/[strategy]/[name]/route.ts +27 -2
- package/src/app/api/backtest/runs/[jobId]/route.ts +124 -0
- package/src/app/api/backtest/runs/route.ts +45 -0
- package/src/app/api/backtest/test/[strategy]/[name]/route.ts +19 -2
- package/src/app/api/derivatives/summary/route.ts +8 -1
- package/src/app/api/kline/[provider]/[universe]/[symbol]/[interval]/route.ts +1 -0
- package/src/app/api/kline/{[provider]/[symbol]/[interval]/route.ts → handler.ts} +61 -39
- package/src/app/api/scanner/[provider]/[universe]/route.ts +1 -0
- package/src/app/api/scanner/[provider]/route.ts +30 -12
- package/src/app/api/scanner/route.ts +3 -3
- package/src/app/api/signal/[symbol]/[signalId]/route.ts +4 -7
- package/src/app/api/strategies/ai/[cardId]/route.ts +22 -0
- package/src/app/api/strategies/ai/route.ts +139 -0
- package/src/app/api/strategies/replay/[cardId]/route.ts +18 -0
- package/src/app/api/strategies/replay/route.ts +44 -0
- package/src/app/api/strategies/runtime/route.ts +831 -0
- package/src/app/api/user/runtime-deployments/[deploymentId]/route.ts +25 -0
- package/src/app/api/user/runtime-deployments/route.ts +94 -0
- package/src/app/api/user/runtime-strategy-configs/route.ts +241 -0
- package/src/app/api/user/settings/route.ts +18 -1
- package/src/app/api/user/trading-accounts/[accountId]/route.ts +35 -0
- package/src/app/api/user/trading-accounts/route.ts +134 -0
- package/src/app/components/Backtest/CompareList/index.tsx +1 -1
- package/src/app/components/Backtest/ResultsPageClient.tsx +376 -0
- package/src/app/components/Backtest/TestCard/ActionsMenu/index.tsx +123 -0
- package/src/app/components/Backtest/TestCard/Chart/index.tsx +1 -1
- package/src/app/components/Backtest/TestCard/CompareButton/index.tsx +1 -1
- package/src/app/components/Backtest/TestCard/ConfigDrawer/index.tsx +28 -12
- package/src/app/components/Backtest/TestCard/DeleteButton/index.tsx +33 -17
- package/src/app/components/Backtest/TestCard/FavoriteIndicator/index.tsx +2 -2
- package/src/app/components/Backtest/TestCard/OpenDashboardButton/index.tsx +10 -1
- package/src/app/components/Backtest/TestCard/OrdersDrawer/index.tsx +128 -0
- package/src/app/components/Backtest/TestCard/Root/index.tsx +1 -1
- package/src/app/components/Backtest/TestCard/Stat/index.tsx +2 -0
- package/src/app/components/Backtest/TestCard/StatDrawer/index.tsx +66 -0
- package/src/app/components/Backtest/TestCard/index.ts +6 -2
- package/src/app/components/Backtest/TestList/index.tsx +4 -9
- package/src/app/components/Dashboard/AiDrawer/index.tsx +1 -1
- package/src/app/components/Dashboard/KlineChart/hooks/useBacktest.ts +1 -1
- package/src/app/components/Dashboard/KlineChart/hooks/useBbIndicator.ts +10 -5
- package/src/app/components/Dashboard/KlineChart/hooks/useBtcCorrelation.ts +1 -1
- package/src/app/components/Dashboard/KlineChart/hooks/useBtcIndicator.ts +4 -1
- package/src/app/components/Dashboard/KlineChart/hooks/useEmaIndicator.ts +3 -1
- package/src/app/components/Dashboard/KlineChart/hooks/usePluginIndicators.ts +1 -1
- package/src/app/components/Dashboard/KlineChart/hooks/useSetup.ts +1 -1
- package/src/app/components/Dashboard/KlineChart/hooks/useSignal.ts +1 -1
- package/src/app/components/Dashboard/KlineChart/hooks/useSpreadIndicator.ts +1 -1
- package/src/app/components/Dashboard/KlineChart/hooks/useTrendLine.ts +1 -1
- package/src/app/components/Dashboard/KlineChart/hooks/useWmaIndicator.ts +3 -1
- package/src/app/components/Dashboard/KlineChart/index.tsx +16 -6
- package/src/app/components/Dashboard/MainChart/index.tsx +3 -22
- package/src/app/components/Shared/AppShell.tsx +1 -1
- package/src/app/components/Shared/BulkSelection/index.tsx +140 -0
- package/src/app/components/Shared/BulkSelection/useBulkSelection.ts +97 -0
- package/src/app/components/Shared/BulkSelection/utils.ts +126 -0
- package/src/app/components/Shared/Filters/Backtest/index.tsx +33 -48
- package/src/app/components/Shared/Filters/FavoriteIndicator/index.tsx +5 -3
- package/src/app/components/Shared/Filters/Indicators/index.tsx +2 -2
- package/src/app/components/Shared/Filters/Interval/index.tsx +1 -1
- package/src/app/components/Shared/Filters/Provider/index.tsx +8 -2
- package/src/app/components/Shared/Filters/Symbol/index.tsx +4 -3
- package/src/app/components/Shared/Filters/Universe/index.tsx +36 -0
- package/src/app/components/Shared/Filters/index.ts +2 -0
- package/src/app/components/Shared/OrdersDrawer.tsx +629 -0
- package/src/app/components/Shared/Sidebar/AccountSettingsDrawer.tsx +55 -28
- package/src/app/components/Shared/Sidebar/TradingAccountsPanel.tsx +445 -0
- package/src/app/components/Shared/Sidebar/index.tsx +17 -3
- package/src/app/components/Strategies/AdvancedMetricsPanel.tsx +727 -0
- package/src/app/components/Strategies/RuntimeStrategyCard.tsx +2204 -0
- package/src/app/components/Strategies/RuntimeStrategyCardSkeleton.tsx +40 -0
- package/src/app/components/Strategies/RuntimeStrategyChart.tsx +121 -0
- package/src/app/components/Strategies/RuntimeStrategyConfigDrawer.tsx +458 -0
- package/src/app/components/Strategies/StrategySnapshotCard.tsx +2890 -0
- package/src/app/components/Strategies/StrategySnapshotChart.tsx +94 -0
- package/src/app/components/Strategies/StrategySnapshotList.tsx +82 -0
- package/src/app/components/UI/Segment/index.tsx +8 -1
- package/src/app/components/UI/Select/index.tsx +24 -13
- package/src/app/components/UI/SelectWithSearch/index.tsx +46 -5
- package/src/app/layout.tsx +1 -1
- package/src/app/lib/backtestJobs.ts +792 -0
- package/src/app/lib/cardPageLayout.ts +1 -0
- package/src/app/lib/connectorCreator.ts +28 -0
- package/src/app/lib/currentUser.ts +1 -1
- package/src/app/lib/errorMessage.ts +34 -0
- package/src/app/lib/marketDefaults.ts +12 -0
- package/src/app/lib/marketRoutes.ts +58 -0
- package/src/app/lib/runtimeStrategies.ts +1376 -0
- package/src/app/lib/runtimeStrategyConfigForm.ts +86 -0
- package/src/app/provider.tsx +1 -1
- package/src/app/routes/backtest/page.tsx +1051 -304
- package/src/app/routes/dashboard/{[provider]/[symbol]/[interval]/page.tsx → Dashboard.tsx} +35 -15
- package/src/app/routes/dashboard/[provider]/[universe]/[symbol]/[interval]/page.tsx +1 -0
- package/src/app/routes/dashboard/page.tsx +15 -3
- package/src/app/routes/derivatives/page.tsx +1222 -165
- package/src/app/routes/strategies/StrategiesPageClient.tsx +593 -0
- package/src/app/routes/strategies/[mode]/page.tsx +20 -0
- package/src/app/routes/strategies/page.tsx +7 -0
- package/src/app/store/ai.ts +1 -1
- package/src/app/store/data.ts +73 -17
- package/src/app/store/filters.ts +1 -0
- package/src/app/store/marketKlineStream.ts +87 -0
- package/src/app/store/tests.ts +1 -1
- package/src/app/store/tickers.ts +59 -22
- package/tsconfig.json +17 -12
- package/src/app/components/Backtest/TestCard/OpenReportButton/index.tsx +0 -24
- package/src/app/routes/backtest/[test]/page.tsx +0 -33
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'use client';
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import { type ReactNode, useMemo, useState } from 'react';
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import {
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Badge,
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Box,
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Button,
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CloseButton,
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Drawer,
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Flex,
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Grid,
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Menu,
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Portal,
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SimpleGrid,
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Stat,
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Text,
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} from '@chakra-ui/react';
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import {
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calculateAdvancedTradeMetrics,
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getFormatted,
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type AdvancedTradeInput,
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} from '@tradejs/core/backtest';
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import type { TestThresholdsKey, ThresholdLevel } from '@tradejs/types';
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import {
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formatCompactNumber,
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formatDateTime,
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formatFee,
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formatInteger,
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formatPercent,
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formatPriceUsdt,
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formatSignedNumber,
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formatUsdt,
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getPnlColor,
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OrdersDrawerPanel,
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type OrdersDrawerOrder,
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type OrdersDrawerSummaryItem,
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} from '#components/Shared/OrdersDrawer';
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import type { RuntimeStrategyView } from '#app/lib/runtimeStrategies';
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import { AdvancedMetricsPanel } from './AdvancedMetricsPanel';
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import { RuntimeStrategyChart } from './RuntimeStrategyChart';
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import { RuntimeStrategyConfigDrawer } from './RuntimeStrategyConfigDrawer';
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type RuntimeOrderView = RuntimeStrategyView['orders'][number];
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const RUNTIME_ORDER_ROW_HEIGHT = 306;
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const CHART_WIDTH = 640;
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const CHART_HEIGHT = 120;
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const CHART_PADDING = 10;
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const POSITIVE_CHART_COLOR = '#5eead4';
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const NEGATIVE_CHART_COLOR = '#f87171';
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const NEUTRAL_CHART_COLOR = '#6b7280';
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type TradingSession = 'Asia' | 'Europe' | 'US';
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interface RuntimeTradePoint {
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index: number;
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timestamp: number;
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pnl: number;
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equity: number;
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hour: number;
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session: TradingSession;
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}
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interface DrawdownPoint {
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timestamp: number;
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drawdownPercent: number;
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}
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interface RollingPerformancePoint {
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winRate: number;
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pnl: number;
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}
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interface DistributionBin {
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id: string;
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min: number;
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max: number;
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count: number;
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}
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interface MonthlyStat {
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id: string;
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year: number;
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monthIndex: number;
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monthLabel: string;
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orders: number;
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wins: number;
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pnl: number;
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}
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interface YearlyMonthlyStats {
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months: MonthlyStat[];
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}
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interface QuarterlyMonthlyStats {
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monthIndexes: readonly number[];
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months: (MonthlyStat | null)[];
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hasData: boolean;
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}
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interface SessionPnlStat {
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session: TradingSession;
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pnl: number;
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orders: number;
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}
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interface HourlyPnlStat {
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pnl: number;
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orders: number;
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}
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interface RuntimeSymbolPnlRank {
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symbol: string;
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pnl: number;
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orders: number;
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winRate: number | null;
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avgPnl: number | null;
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}
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interface RuntimeSymbolConcentrationRow extends RuntimeSymbolPnlRank {
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absPnlShare: number;
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orderShare: number;
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}
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interface RuntimeDirectionStats {
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direction: RuntimeOrderView['direction'];
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orders: number;
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active: number;
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closed: number;
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wins: number;
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pnl: number;
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avgPnl: number | null;
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}
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interface RuntimeDrawerMetric {
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label: string;
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value: string;
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level: ThresholdLevel;
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}
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const getColorByLevel = (level: ThresholdLevel) => {
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switch (level) {
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case 'success':
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return 'teal.500';
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case 'warning':
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return 'fg.warning';
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case 'neutral':
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return 'gray.300';
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case 'error':
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default:
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return 'fg.error';
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}
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};
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const getMetricColor = (level: ThresholdLevel) => getColorByLevel(level);
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const getChartPnlColor = (value: number) =>
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value > 0
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? POSITIVE_CHART_COLOR
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: value < 0
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? NEGATIVE_CHART_COLOR
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: NEUTRAL_CHART_COLOR;
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const getPnlBarColor = (value: number) => {
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if (value > 0) {
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return 'teal.500';
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}
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if (value < 0) {
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return 'red.500';
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}
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return 'gray.500';
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};
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const resolveTradingSession = (hour: number): TradingSession => {
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if (hour < 8) {
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return 'Asia';
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}
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if (hour < 16) {
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return 'Europe';
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}
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return 'US';
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};
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const getStepPnl = (
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orderLog: RuntimeStrategyView['orderLog'],
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index: number,
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) => {
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const current = orderLog[index];
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const previous = orderLog[index - 1];
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if (!current || !previous) {
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return null;
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}
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const pnl = current[1] - previous[1];
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return Number.isFinite(pnl) ? pnl : null;
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};
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const calculateMaxLossStreak = (orderLog: RuntimeStrategyView['orderLog']) => {
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let currentStreak = 0;
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let maxStreak = 0;
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for (let index = 1; index < orderLog.length; index += 1) {
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const pnl = getStepPnl(orderLog, index);
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if (typeof pnl !== 'number' || !Number.isFinite(pnl)) {
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continue;
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}
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if (pnl < 0) {
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currentStreak += 1;
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maxStreak = Math.max(maxStreak, currentStreak);
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continue;
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}
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currentStreak = 0;
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}
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return maxStreak;
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};
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const buildRuntimeTradePoints = (
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orderLog: RuntimeStrategyView['orderLog'],
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): RuntimeTradePoint[] => {
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const points: RuntimeTradePoint[] = [];
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for (let index = 1; index < orderLog.length; index += 1) {
|
|
234
|
+
const current = orderLog[index];
|
|
235
|
+
const previous = orderLog[index - 1];
|
|
236
|
+
if (!current || !previous) {
|
|
237
|
+
continue;
|
|
238
|
+
}
|
|
239
|
+
|
|
240
|
+
const [timestamp, equity] = current;
|
|
241
|
+
const pnl = equity - previous[1];
|
|
242
|
+
if (
|
|
243
|
+
!Number.isFinite(timestamp) ||
|
|
244
|
+
!Number.isFinite(equity) ||
|
|
245
|
+
!Number.isFinite(pnl)
|
|
246
|
+
) {
|
|
247
|
+
continue;
|
|
248
|
+
}
|
|
249
|
+
|
|
250
|
+
const hour = new Date(timestamp).getUTCHours();
|
|
251
|
+
points.push({
|
|
252
|
+
index,
|
|
253
|
+
timestamp,
|
|
254
|
+
pnl,
|
|
255
|
+
equity,
|
|
256
|
+
hour,
|
|
257
|
+
session: resolveTradingSession(hour),
|
|
258
|
+
});
|
|
259
|
+
}
|
|
260
|
+
|
|
261
|
+
return points;
|
|
262
|
+
};
|
|
263
|
+
|
|
264
|
+
const buildDrawdownPoints = (
|
|
265
|
+
orderLog: RuntimeStrategyView['orderLog'],
|
|
266
|
+
): DrawdownPoint[] => {
|
|
267
|
+
let peak = orderLog[0]?.[1] ?? 0;
|
|
268
|
+
|
|
269
|
+
return orderLog
|
|
270
|
+
.map(([timestamp, equity]) => {
|
|
271
|
+
if (!Number.isFinite(timestamp) || !Number.isFinite(equity)) {
|
|
272
|
+
return null;
|
|
273
|
+
}
|
|
274
|
+
|
|
275
|
+
peak = Math.max(peak, equity);
|
|
276
|
+
const drawdownPercent = peak > 0 ? ((peak - equity) / peak) * 100 : 0;
|
|
277
|
+
|
|
278
|
+
return {
|
|
279
|
+
timestamp,
|
|
280
|
+
drawdownPercent,
|
|
281
|
+
};
|
|
282
|
+
})
|
|
283
|
+
.filter((point): point is DrawdownPoint => point != null);
|
|
284
|
+
};
|
|
285
|
+
|
|
286
|
+
const buildRollingPerformance = (
|
|
287
|
+
trades: RuntimeTradePoint[],
|
|
288
|
+
windowSize = 50,
|
|
289
|
+
): RollingPerformancePoint[] =>
|
|
290
|
+
trades.map((trade, index) => {
|
|
291
|
+
const windowTrades = trades.slice(
|
|
292
|
+
Math.max(0, index - windowSize + 1),
|
|
293
|
+
index + 1,
|
|
294
|
+
);
|
|
295
|
+
const wins = windowTrades.filter((item) => item.pnl > 0).length;
|
|
296
|
+
const pnl = windowTrades.reduce((sum, item) => sum + item.pnl, 0);
|
|
297
|
+
|
|
298
|
+
return {
|
|
299
|
+
index: trade.index,
|
|
300
|
+
winRate: windowTrades.length > 0 ? (wins / windowTrades.length) * 100 : 0,
|
|
301
|
+
pnl,
|
|
302
|
+
};
|
|
303
|
+
});
|
|
304
|
+
|
|
305
|
+
const buildPnlDistribution = (
|
|
306
|
+
trades: RuntimeTradePoint[],
|
|
307
|
+
binCount = 12,
|
|
308
|
+
): DistributionBin[] => {
|
|
309
|
+
if (!trades.length) {
|
|
310
|
+
return [];
|
|
311
|
+
}
|
|
312
|
+
|
|
313
|
+
const pnlValues = trades.map((trade) => trade.pnl);
|
|
314
|
+
const min = Math.min(...pnlValues);
|
|
315
|
+
const max = Math.max(...pnlValues);
|
|
316
|
+
|
|
317
|
+
if (!Number.isFinite(min) || !Number.isFinite(max)) {
|
|
318
|
+
return [];
|
|
319
|
+
}
|
|
320
|
+
|
|
321
|
+
if (min === max) {
|
|
322
|
+
return [
|
|
323
|
+
{
|
|
324
|
+
id: `${min}:${max}`,
|
|
325
|
+
min,
|
|
326
|
+
max,
|
|
327
|
+
count: trades.length,
|
|
328
|
+
},
|
|
329
|
+
];
|
|
330
|
+
}
|
|
331
|
+
|
|
332
|
+
const step = (max - min) / binCount;
|
|
333
|
+
const bins = Array.from({ length: binCount }, (_, index) => ({
|
|
334
|
+
id: String(index),
|
|
335
|
+
min: min + step * index,
|
|
336
|
+
max: index === binCount - 1 ? max : min + step * (index + 1),
|
|
337
|
+
count: 0,
|
|
338
|
+
}));
|
|
339
|
+
|
|
340
|
+
for (const pnl of pnlValues) {
|
|
341
|
+
const rawIndex = Math.floor((pnl - min) / step);
|
|
342
|
+
const index = Math.max(0, Math.min(binCount - 1, rawIndex));
|
|
343
|
+
const bin = bins[index];
|
|
344
|
+
if (bin) {
|
|
345
|
+
bin.count += 1;
|
|
346
|
+
}
|
|
347
|
+
}
|
|
348
|
+
|
|
349
|
+
return bins;
|
|
350
|
+
};
|
|
351
|
+
|
|
352
|
+
const buildSessionPnlStats = (
|
|
353
|
+
trades: RuntimeTradePoint[],
|
|
354
|
+
): SessionPnlStat[] => {
|
|
355
|
+
const stats = new Map<TradingSession, SessionPnlStat>(
|
|
356
|
+
(['Asia', 'Europe', 'US'] as const).map((session) => [
|
|
357
|
+
session,
|
|
358
|
+
{ session, pnl: 0, orders: 0 },
|
|
359
|
+
]),
|
|
360
|
+
);
|
|
361
|
+
|
|
362
|
+
for (const trade of trades) {
|
|
363
|
+
const stat = stats.get(trade.session);
|
|
364
|
+
if (!stat) {
|
|
365
|
+
continue;
|
|
366
|
+
}
|
|
367
|
+
|
|
368
|
+
stat.pnl += trade.pnl;
|
|
369
|
+
stat.orders += 1;
|
|
370
|
+
}
|
|
371
|
+
|
|
372
|
+
return [...stats.values()];
|
|
373
|
+
};
|
|
374
|
+
|
|
375
|
+
const buildHourlyPnlStats = (trades: RuntimeTradePoint[]): HourlyPnlStat[] => {
|
|
376
|
+
const stats = Array.from({ length: 24 }, (_, hour) => ({
|
|
377
|
+
hour,
|
|
378
|
+
pnl: 0,
|
|
379
|
+
orders: 0,
|
|
380
|
+
}));
|
|
381
|
+
|
|
382
|
+
for (const trade of trades) {
|
|
383
|
+
const stat = stats[trade.hour];
|
|
384
|
+
if (!stat) {
|
|
385
|
+
continue;
|
|
386
|
+
}
|
|
387
|
+
|
|
388
|
+
stat.pnl += trade.pnl;
|
|
389
|
+
stat.orders += 1;
|
|
390
|
+
}
|
|
391
|
+
|
|
392
|
+
return stats;
|
|
393
|
+
};
|
|
394
|
+
|
|
395
|
+
const getMonthLabel = (monthIndex: number) =>
|
|
396
|
+
new Date(Date.UTC(2026, monthIndex - 1, 1)).toLocaleString('en-US', {
|
|
397
|
+
month: 'short',
|
|
398
|
+
});
|
|
399
|
+
|
|
400
|
+
const monthQuarters = [
|
|
401
|
+
{ label: 'Q1', months: [1, 2, 3] },
|
|
402
|
+
{ label: 'Q2', months: [4, 5, 6] },
|
|
403
|
+
{ label: 'Q3', months: [7, 8, 9] },
|
|
404
|
+
{ label: 'Q4', months: [10, 11, 12] },
|
|
405
|
+
] as const;
|
|
406
|
+
|
|
407
|
+
const buildQuarterlyMonthlyStats = (
|
|
408
|
+
months: MonthlyStat[],
|
|
409
|
+
): QuarterlyMonthlyStats[] => {
|
|
410
|
+
const byMonth = new Map(months.map((month) => [month.monthIndex, month]));
|
|
411
|
+
|
|
412
|
+
return monthQuarters
|
|
413
|
+
.map((quarter) => {
|
|
414
|
+
const quarterMonths = quarter.months.map(
|
|
415
|
+
(monthIndex) => byMonth.get(monthIndex) ?? null,
|
|
416
|
+
);
|
|
417
|
+
|
|
418
|
+
return {
|
|
419
|
+
label: quarter.label,
|
|
420
|
+
monthIndexes: quarter.months,
|
|
421
|
+
months: quarterMonths,
|
|
422
|
+
hasData: quarterMonths.some((month) => month != null),
|
|
423
|
+
};
|
|
424
|
+
})
|
|
425
|
+
.filter((quarter) => quarter.hasData);
|
|
426
|
+
};
|
|
427
|
+
|
|
428
|
+
const buildMonthlyStats = (
|
|
429
|
+
orderLog: RuntimeStrategyView['orderLog'],
|
|
430
|
+
): YearlyMonthlyStats[] => {
|
|
431
|
+
const grouped = new Map<string, MonthlyStat>();
|
|
432
|
+
|
|
433
|
+
for (let index = 1; index < orderLog.length; index += 1) {
|
|
434
|
+
const current = orderLog[index];
|
|
435
|
+
const previous = orderLog[index - 1];
|
|
436
|
+
if (!current || !previous) {
|
|
437
|
+
continue;
|
|
438
|
+
}
|
|
439
|
+
|
|
440
|
+
const [timestamp, amount] = current;
|
|
441
|
+
const previousAmount = previous[1];
|
|
442
|
+
if (
|
|
443
|
+
!Number.isFinite(timestamp) ||
|
|
444
|
+
!Number.isFinite(amount) ||
|
|
445
|
+
!Number.isFinite(previousAmount)
|
|
446
|
+
) {
|
|
447
|
+
continue;
|
|
448
|
+
}
|
|
449
|
+
|
|
450
|
+
const date = new Date(timestamp);
|
|
451
|
+
const year = date.getUTCFullYear();
|
|
452
|
+
const monthIndex = date.getUTCMonth() + 1;
|
|
453
|
+
const id = `${year}-${String(monthIndex).padStart(2, '0')}`;
|
|
454
|
+
const pnl = amount - previousAmount;
|
|
455
|
+
const existing = grouped.get(id) ?? {
|
|
456
|
+
id,
|
|
457
|
+
year,
|
|
458
|
+
monthIndex,
|
|
459
|
+
monthLabel: getMonthLabel(monthIndex),
|
|
460
|
+
orders: 0,
|
|
461
|
+
wins: 0,
|
|
462
|
+
pnl: 0,
|
|
463
|
+
};
|
|
464
|
+
|
|
465
|
+
existing.orders += 1;
|
|
466
|
+
existing.wins += pnl > 0 ? 1 : 0;
|
|
467
|
+
existing.pnl += pnl;
|
|
468
|
+
grouped.set(id, existing);
|
|
469
|
+
}
|
|
470
|
+
|
|
471
|
+
const monthlyStats = [...grouped.values()].sort(
|
|
472
|
+
(left, right) =>
|
|
473
|
+
left.year - right.year || left.monthIndex - right.monthIndex,
|
|
474
|
+
);
|
|
475
|
+
const yearlyStats = new Map<number, MonthlyStat[]>();
|
|
476
|
+
|
|
477
|
+
for (const month of monthlyStats) {
|
|
478
|
+
const months = yearlyStats.get(month.year) ?? [];
|
|
479
|
+
months.push(month);
|
|
480
|
+
yearlyStats.set(month.year, months);
|
|
481
|
+
}
|
|
482
|
+
|
|
483
|
+
return [...yearlyStats.entries()]
|
|
484
|
+
.sort(([leftYear], [rightYear]) => leftYear - rightYear)
|
|
485
|
+
.map(([year, months]) => ({
|
|
486
|
+
year,
|
|
487
|
+
months,
|
|
488
|
+
}));
|
|
489
|
+
};
|
|
490
|
+
|
|
491
|
+
const StatItem = ({
|
|
492
|
+
stat,
|
|
493
|
+
id,
|
|
494
|
+
title,
|
|
495
|
+
}: {
|
|
496
|
+
stat: RuntimeStrategyView['stat'];
|
|
497
|
+
id: TestThresholdsKey;
|
|
498
|
+
title: string;
|
|
499
|
+
}) => {
|
|
500
|
+
const { formatted, level } = getFormatted(stat, id);
|
|
501
|
+
|
|
502
|
+
return (
|
|
503
|
+
<Stat.Root size="md">
|
|
504
|
+
<Stat.Label>{title}</Stat.Label>
|
|
505
|
+
<Stat.ValueText color={getColorByLevel(level)}>
|
|
506
|
+
{formatted}
|
|
507
|
+
</Stat.ValueText>
|
|
508
|
+
</Stat.Root>
|
|
509
|
+
);
|
|
510
|
+
};
|
|
511
|
+
|
|
512
|
+
const getOrderAccentColor = (order: RuntimeOrderView) => {
|
|
513
|
+
if (order.status === 'active') {
|
|
514
|
+
return 'orange.300';
|
|
515
|
+
}
|
|
516
|
+
|
|
517
|
+
if (typeof order.pnl !== 'number' || !Number.isFinite(order.pnl)) {
|
|
518
|
+
return 'gray.600';
|
|
519
|
+
}
|
|
520
|
+
|
|
521
|
+
return order.pnl >= 0 ? 'teal.300' : 'red.300';
|
|
522
|
+
};
|
|
523
|
+
|
|
524
|
+
const formatExitType = (order: RuntimeOrderView) => {
|
|
525
|
+
if (order.status === 'active') {
|
|
526
|
+
return 'active';
|
|
527
|
+
}
|
|
528
|
+
|
|
529
|
+
return order.exitType ? order.exitType.toUpperCase() : 'closed';
|
|
530
|
+
};
|
|
531
|
+
|
|
532
|
+
const formatOrderReference = (orderId: string) => {
|
|
533
|
+
const normalized = orderId.trim();
|
|
534
|
+
const separatorIndex = normalized.indexOf('--');
|
|
535
|
+
const suffix =
|
|
536
|
+
separatorIndex >= 0 ? normalized.slice(separatorIndex + 2) : normalized;
|
|
537
|
+
|
|
538
|
+
return suffix.length > 12 ? suffix.slice(-12) : suffix || 'n/a';
|
|
539
|
+
};
|
|
540
|
+
|
|
541
|
+
const RiskLevelsDetail = ({ order }: { order: RuntimeOrderView }) => (
|
|
542
|
+
<Box>
|
|
543
|
+
<Text>
|
|
544
|
+
TP {formatPriceUsdt(order.takeProfitPrice)} (
|
|
545
|
+
{formatPercent(order.takeProfitPercent, { signed: true })})
|
|
546
|
+
</Text>
|
|
547
|
+
<Text>
|
|
548
|
+
SL {formatPriceUsdt(order.stopLossPrice)} (
|
|
549
|
+
{formatPercent(order.stopLossPercent)})
|
|
550
|
+
</Text>
|
|
551
|
+
</Box>
|
|
552
|
+
);
|
|
553
|
+
|
|
554
|
+
const FeesDetail = ({ order }: { order: RuntimeOrderView }) => (
|
|
555
|
+
<Box>
|
|
556
|
+
<Text>open {formatFee(order.openFee)}</Text>
|
|
557
|
+
<Text>close {formatFee(order.closeFee)}</Text>
|
|
558
|
+
<Text>funding {formatFee(order.fundingFee)}</Text>
|
|
559
|
+
</Box>
|
|
560
|
+
);
|
|
561
|
+
|
|
562
|
+
const getRuntimeOrderNotional = (order: RuntimeOrderView) => {
|
|
563
|
+
const entryPrice = order.actualEntryPrice ?? order.entryPrice;
|
|
564
|
+
|
|
565
|
+
if (
|
|
566
|
+
typeof order.qty !== 'number' ||
|
|
567
|
+
!Number.isFinite(order.qty) ||
|
|
568
|
+
typeof entryPrice !== 'number' ||
|
|
569
|
+
!Number.isFinite(entryPrice)
|
|
570
|
+
) {
|
|
571
|
+
return null;
|
|
572
|
+
}
|
|
573
|
+
|
|
574
|
+
return order.qty * entryPrice;
|
|
575
|
+
};
|
|
576
|
+
|
|
577
|
+
const getRuntimeOrderSlippageCost = (order: RuntimeOrderView) => {
|
|
578
|
+
const notional = getRuntimeOrderNotional(order);
|
|
579
|
+
|
|
580
|
+
if (notional == null) {
|
|
581
|
+
return null;
|
|
582
|
+
}
|
|
583
|
+
|
|
584
|
+
const entrySlippagePercent =
|
|
585
|
+
typeof order.entrySlippagePercent === 'number' &&
|
|
586
|
+
Number.isFinite(order.entrySlippagePercent)
|
|
587
|
+
? Math.abs(order.entrySlippagePercent)
|
|
588
|
+
: 0;
|
|
589
|
+
const exitSlippagePercent =
|
|
590
|
+
typeof order.exitSlippagePercent === 'number' &&
|
|
591
|
+
Number.isFinite(order.exitSlippagePercent)
|
|
592
|
+
? Math.abs(order.exitSlippagePercent)
|
|
593
|
+
: 0;
|
|
594
|
+
const totalSlippagePercent = entrySlippagePercent + exitSlippagePercent;
|
|
595
|
+
|
|
596
|
+
return totalSlippagePercent > 0
|
|
597
|
+
? (notional * totalSlippagePercent) / 100
|
|
598
|
+
: null;
|
|
599
|
+
};
|
|
600
|
+
|
|
601
|
+
const buildRuntimeAdvancedTrades = (
|
|
602
|
+
orders: RuntimeOrderView[],
|
|
603
|
+
): AdvancedTradeInput[] =>
|
|
604
|
+
orders.flatMap((order): AdvancedTradeInput[] => {
|
|
605
|
+
const timestamp = order.exitTimestamp ?? order.entryTimestamp;
|
|
606
|
+
|
|
607
|
+
if (
|
|
608
|
+
typeof timestamp !== 'number' ||
|
|
609
|
+
!Number.isFinite(timestamp) ||
|
|
610
|
+
typeof order.pnl !== 'number' ||
|
|
611
|
+
!Number.isFinite(order.pnl)
|
|
612
|
+
) {
|
|
613
|
+
return [];
|
|
614
|
+
}
|
|
615
|
+
|
|
616
|
+
const slippageCost = getRuntimeOrderSlippageCost(order);
|
|
617
|
+
|
|
618
|
+
return [
|
|
619
|
+
{
|
|
620
|
+
id: order.orderId,
|
|
621
|
+
timestamp,
|
|
622
|
+
pnl: order.pnl,
|
|
623
|
+
symbol: order.symbol,
|
|
624
|
+
direction: order.direction,
|
|
625
|
+
exitReason: order.exitType ?? null,
|
|
626
|
+
slippageCost,
|
|
627
|
+
grossPnl: slippageCost == null ? order.pnl : order.pnl + slippageCost,
|
|
628
|
+
approved: true,
|
|
629
|
+
blocked: false,
|
|
630
|
+
},
|
|
631
|
+
];
|
|
632
|
+
});
|
|
633
|
+
|
|
634
|
+
const getOrdersSummary = (orders: RuntimeOrderView[]) => {
|
|
635
|
+
const closedOrders = orders.filter((order) => order.status === 'closed');
|
|
636
|
+
const winningOrders = closedOrders.filter(
|
|
637
|
+
(order) =>
|
|
638
|
+
typeof order.pnl === 'number' &&
|
|
639
|
+
Number.isFinite(order.pnl) &&
|
|
640
|
+
order.pnl > 0,
|
|
641
|
+
);
|
|
642
|
+
|
|
643
|
+
const sumPnl = (direction: RuntimeOrderView['direction']) =>
|
|
644
|
+
closedOrders.reduce((total, order) => {
|
|
645
|
+
if (
|
|
646
|
+
order.direction !== direction ||
|
|
647
|
+
typeof order.pnl !== 'number' ||
|
|
648
|
+
!Number.isFinite(order.pnl)
|
|
649
|
+
) {
|
|
650
|
+
return total;
|
|
651
|
+
}
|
|
652
|
+
|
|
653
|
+
return total + order.pnl;
|
|
654
|
+
}, 0);
|
|
655
|
+
|
|
656
|
+
return {
|
|
657
|
+
closedOrders: closedOrders.length,
|
|
658
|
+
winRate:
|
|
659
|
+
closedOrders.length > 0
|
|
660
|
+
? (winningOrders.length / closedOrders.length) * 100
|
|
661
|
+
: 0,
|
|
662
|
+
longPnl: sumPnl('LONG'),
|
|
663
|
+
shortPnl: sumPnl('SHORT'),
|
|
664
|
+
};
|
|
665
|
+
};
|
|
666
|
+
|
|
667
|
+
const getRuntimeOrdersSummaryItems = (
|
|
668
|
+
orders: RuntimeOrderView[],
|
|
669
|
+
): OrdersDrawerSummaryItem[] => {
|
|
670
|
+
const summary = getOrdersSummary(orders);
|
|
671
|
+
|
|
672
|
+
return [
|
|
673
|
+
{
|
|
674
|
+
title: 'Total Closed Orders',
|
|
675
|
+
value: formatInteger(summary.closedOrders),
|
|
676
|
+
},
|
|
677
|
+
{
|
|
678
|
+
title: 'Win Rate',
|
|
679
|
+
value: formatPercent(summary.winRate, { signed: false }),
|
|
680
|
+
},
|
|
681
|
+
{
|
|
682
|
+
title: 'P&L of Closed Long Orders (USDT)',
|
|
683
|
+
value: formatSignedNumber(summary.longPnl),
|
|
684
|
+
color: getPnlColor(summary.longPnl),
|
|
685
|
+
},
|
|
686
|
+
{
|
|
687
|
+
title: 'P&L of Closed Short Orders (USDT)',
|
|
688
|
+
value: formatSignedNumber(summary.shortPnl),
|
|
689
|
+
color: getPnlColor(summary.shortPnl),
|
|
690
|
+
},
|
|
691
|
+
];
|
|
692
|
+
};
|
|
693
|
+
|
|
694
|
+
const RuntimeOrdersSummaryBlock = ({
|
|
695
|
+
items,
|
|
696
|
+
}: {
|
|
697
|
+
items: OrdersDrawerSummaryItem[];
|
|
698
|
+
}) => (
|
|
699
|
+
<Box
|
|
700
|
+
p={4}
|
|
701
|
+
borderWidth="1px"
|
|
702
|
+
borderColor="gray.800"
|
|
703
|
+
borderRadius="md"
|
|
704
|
+
bg="gray.900"
|
|
705
|
+
>
|
|
706
|
+
<SimpleGrid columns={{ base: 1, md: 2 }} gap={4}>
|
|
707
|
+
{items.map((item) => (
|
|
708
|
+
<Box key={item.title}>
|
|
709
|
+
<Text fontSize="sm" color="gray.500">
|
|
710
|
+
{item.title}
|
|
711
|
+
</Text>
|
|
712
|
+
<Text
|
|
713
|
+
mt={1}
|
|
714
|
+
fontSize="2xl"
|
|
715
|
+
color={item.color ?? 'gray.100'}
|
|
716
|
+
fontWeight="bold"
|
|
717
|
+
fontFamily="mono"
|
|
718
|
+
lineHeight="1.1"
|
|
719
|
+
>
|
|
720
|
+
{item.value}
|
|
721
|
+
</Text>
|
|
722
|
+
</Box>
|
|
723
|
+
))}
|
|
724
|
+
</SimpleGrid>
|
|
725
|
+
</Box>
|
|
726
|
+
);
|
|
727
|
+
|
|
728
|
+
const buildRuntimeDrawerMetrics = (
|
|
729
|
+
strategy: RuntimeStrategyView,
|
|
730
|
+
): RuntimeDrawerMetric[] => {
|
|
731
|
+
const getStatMetric = (
|
|
732
|
+
id: TestThresholdsKey,
|
|
733
|
+
label: string,
|
|
734
|
+
): RuntimeDrawerMetric => {
|
|
735
|
+
const { formatted, level } = getFormatted(strategy.stat, id);
|
|
736
|
+
|
|
737
|
+
return {
|
|
738
|
+
id,
|
|
739
|
+
label,
|
|
740
|
+
value: formatted,
|
|
741
|
+
level,
|
|
742
|
+
};
|
|
743
|
+
};
|
|
744
|
+
|
|
745
|
+
const maxLossStreak = calculateMaxLossStreak(strategy.orderLog);
|
|
746
|
+
|
|
747
|
+
return [
|
|
748
|
+
getStatMetric('netProfit', 'P&L'),
|
|
749
|
+
{
|
|
750
|
+
id: 'closedPnl',
|
|
751
|
+
label: 'Closed P&L',
|
|
752
|
+
value: formatSignedNumber(strategy.summary.closedPnl),
|
|
753
|
+
level:
|
|
754
|
+
strategy.summary.closedPnl > 0
|
|
755
|
+
? 'success'
|
|
756
|
+
: strategy.summary.closedPnl < 0
|
|
757
|
+
? 'error'
|
|
758
|
+
: 'neutral',
|
|
759
|
+
},
|
|
760
|
+
{
|
|
761
|
+
id: 'activePnl',
|
|
762
|
+
label: 'Active P&L',
|
|
763
|
+
value: formatSignedNumber(strategy.summary.activePnl),
|
|
764
|
+
level:
|
|
765
|
+
strategy.summary.activePnl > 0
|
|
766
|
+
? 'success'
|
|
767
|
+
: strategy.summary.activePnl < 0
|
|
768
|
+
? 'error'
|
|
769
|
+
: 'neutral',
|
|
770
|
+
},
|
|
771
|
+
getStatMetric('maxDrawdown', 'Max drawdown'),
|
|
772
|
+
{
|
|
773
|
+
id: 'maxLossStreak',
|
|
774
|
+
label: 'Max loss streak',
|
|
775
|
+
value: formatInteger(maxLossStreak),
|
|
776
|
+
level: maxLossStreak > 0 ? 'warning' : 'success',
|
|
777
|
+
},
|
|
778
|
+
{
|
|
779
|
+
id: 'totalTrades',
|
|
780
|
+
label: 'Trades',
|
|
781
|
+
value: formatInteger(strategy.summary.totalTrades),
|
|
782
|
+
level: 'neutral',
|
|
783
|
+
},
|
|
784
|
+
{
|
|
785
|
+
id: 'activeTrades',
|
|
786
|
+
label: 'Active',
|
|
787
|
+
value: formatInteger(strategy.summary.activeTrades),
|
|
788
|
+
level: strategy.summary.activeTrades > 0 ? 'warning' : 'neutral',
|
|
789
|
+
},
|
|
790
|
+
{
|
|
791
|
+
id: 'symbolTop1',
|
|
792
|
+
label: 'Symbol top 1',
|
|
793
|
+
value: formatPercent(strategy.summary.symbolConcentrationTop1),
|
|
794
|
+
level:
|
|
795
|
+
(strategy.summary.symbolConcentrationTop1 ?? 0) >= 60
|
|
796
|
+
? 'warning'
|
|
797
|
+
: 'neutral',
|
|
798
|
+
},
|
|
799
|
+
{
|
|
800
|
+
id: 'symbolTop5',
|
|
801
|
+
label: 'Symbol top 5',
|
|
802
|
+
value: formatPercent(strategy.summary.symbolConcentrationTop5),
|
|
803
|
+
level: 'neutral',
|
|
804
|
+
},
|
|
805
|
+
getStatMetric('winRate', 'Win Rate'),
|
|
806
|
+
];
|
|
807
|
+
};
|
|
808
|
+
|
|
809
|
+
const buildRuntimeSymbolPnlRanking = (
|
|
810
|
+
orders: RuntimeOrderView[],
|
|
811
|
+
): RuntimeSymbolPnlRank[] => {
|
|
812
|
+
const grouped = new Map<
|
|
813
|
+
string,
|
|
814
|
+
{ symbol: string; pnl: number; orders: number; wins: number }
|
|
815
|
+
>();
|
|
816
|
+
|
|
817
|
+
for (const order of orders) {
|
|
818
|
+
if (typeof order.pnl !== 'number' || !Number.isFinite(order.pnl)) {
|
|
819
|
+
continue;
|
|
820
|
+
}
|
|
821
|
+
|
|
822
|
+
const existing = grouped.get(order.symbol) ?? {
|
|
823
|
+
symbol: order.symbol,
|
|
824
|
+
pnl: 0,
|
|
825
|
+
orders: 0,
|
|
826
|
+
wins: 0,
|
|
827
|
+
};
|
|
828
|
+
|
|
829
|
+
existing.pnl += order.pnl;
|
|
830
|
+
existing.orders += 1;
|
|
831
|
+
existing.wins += order.pnl > 0 ? 1 : 0;
|
|
832
|
+
grouped.set(order.symbol, existing);
|
|
833
|
+
}
|
|
834
|
+
|
|
835
|
+
return [...grouped.values()]
|
|
836
|
+
.map((rank) => ({
|
|
837
|
+
symbol: rank.symbol,
|
|
838
|
+
pnl: rank.pnl,
|
|
839
|
+
orders: rank.orders,
|
|
840
|
+
winRate: rank.orders > 0 ? (rank.wins / rank.orders) * 100 : null,
|
|
841
|
+
avgPnl: rank.orders > 0 ? rank.pnl / rank.orders : null,
|
|
842
|
+
}))
|
|
843
|
+
.sort(
|
|
844
|
+
(left, right) =>
|
|
845
|
+
Math.abs(right.pnl) - Math.abs(left.pnl) ||
|
|
846
|
+
right.pnl - left.pnl ||
|
|
847
|
+
left.symbol.localeCompare(right.symbol),
|
|
848
|
+
);
|
|
849
|
+
};
|
|
850
|
+
|
|
851
|
+
const buildRuntimeSymbolConcentration = (
|
|
852
|
+
orders: RuntimeOrderView[],
|
|
853
|
+
): RuntimeSymbolConcentrationRow[] => {
|
|
854
|
+
const ranking = buildRuntimeSymbolPnlRanking(orders).map((rank) => ({
|
|
855
|
+
...rank,
|
|
856
|
+
absPnl: Math.abs(rank.pnl),
|
|
857
|
+
}));
|
|
858
|
+
const totalAbsPnl = ranking.reduce((sum, rank) => sum + rank.absPnl, 0);
|
|
859
|
+
const totalOrders = ranking.reduce((sum, rank) => sum + rank.orders, 0);
|
|
860
|
+
|
|
861
|
+
if (totalAbsPnl <= 0 || totalOrders <= 0) {
|
|
862
|
+
return [];
|
|
863
|
+
}
|
|
864
|
+
|
|
865
|
+
return ranking
|
|
866
|
+
.map((rank) => ({
|
|
867
|
+
...rank,
|
|
868
|
+
absPnlShare: (rank.absPnl / totalAbsPnl) * 100,
|
|
869
|
+
orderShare: (rank.orders / totalOrders) * 100,
|
|
870
|
+
}))
|
|
871
|
+
.sort(
|
|
872
|
+
(left, right) =>
|
|
873
|
+
right.absPnlShare - left.absPnlShare ||
|
|
874
|
+
right.orderShare - left.orderShare ||
|
|
875
|
+
left.symbol.localeCompare(right.symbol),
|
|
876
|
+
);
|
|
877
|
+
};
|
|
878
|
+
|
|
879
|
+
const buildRuntimeDirectionStats = (
|
|
880
|
+
orders: RuntimeOrderView[],
|
|
881
|
+
): RuntimeDirectionStats[] =>
|
|
882
|
+
(['LONG', 'SHORT'] as const).map((direction) => {
|
|
883
|
+
const directionOrders = orders.filter(
|
|
884
|
+
(order) => order.direction === direction,
|
|
885
|
+
);
|
|
886
|
+
const ordersWithPnl = directionOrders.filter(
|
|
887
|
+
(order) => typeof order.pnl === 'number' && Number.isFinite(order.pnl),
|
|
888
|
+
);
|
|
889
|
+
const pnl = ordersWithPnl.reduce((sum, order) => sum + (order.pnl ?? 0), 0);
|
|
890
|
+
|
|
891
|
+
return {
|
|
892
|
+
direction,
|
|
893
|
+
orders: directionOrders.length,
|
|
894
|
+
active: directionOrders.filter((order) => order.status === 'active')
|
|
895
|
+
.length,
|
|
896
|
+
closed: directionOrders.filter((order) => order.status === 'closed')
|
|
897
|
+
.length,
|
|
898
|
+
wins: ordersWithPnl.filter((order) => (order.pnl ?? 0) > 0).length,
|
|
899
|
+
pnl,
|
|
900
|
+
avgPnl: ordersWithPnl.length > 0 ? pnl / ordersWithPnl.length : null,
|
|
901
|
+
};
|
|
902
|
+
});
|
|
903
|
+
|
|
904
|
+
const buildPolylinePoints = (values: number[]) => {
|
|
905
|
+
if (!values.length) {
|
|
906
|
+
return '';
|
|
907
|
+
}
|
|
908
|
+
|
|
909
|
+
const min = Math.min(...values);
|
|
910
|
+
const max = Math.max(...values);
|
|
911
|
+
const range = max - min || 1;
|
|
912
|
+
const drawableWidth = CHART_WIDTH - CHART_PADDING * 2;
|
|
913
|
+
const drawableHeight = CHART_HEIGHT - CHART_PADDING * 2;
|
|
914
|
+
|
|
915
|
+
return values
|
|
916
|
+
.map((value, index) => {
|
|
917
|
+
const x =
|
|
918
|
+
CHART_PADDING +
|
|
919
|
+
(values.length === 1
|
|
920
|
+
? 0
|
|
921
|
+
: (index / (values.length - 1)) * drawableWidth);
|
|
922
|
+
const y = CHART_PADDING + ((max - value) / range) * drawableHeight;
|
|
923
|
+
|
|
924
|
+
return `${x.toFixed(2)},${y.toFixed(2)}`;
|
|
925
|
+
})
|
|
926
|
+
.join(' ');
|
|
927
|
+
};
|
|
928
|
+
|
|
929
|
+
const ChartPanel = ({
|
|
930
|
+
title,
|
|
931
|
+
subtitle,
|
|
932
|
+
children,
|
|
933
|
+
}: {
|
|
934
|
+
title: string;
|
|
935
|
+
subtitle?: string;
|
|
936
|
+
children: ReactNode;
|
|
937
|
+
}) => (
|
|
938
|
+
<Box
|
|
939
|
+
p={4}
|
|
940
|
+
borderWidth="1px"
|
|
941
|
+
borderColor="gray.800"
|
|
942
|
+
borderRadius="md"
|
|
943
|
+
bg="gray.900"
|
|
944
|
+
minH="210px"
|
|
945
|
+
>
|
|
946
|
+
<Flex justify="space-between" align="baseline" gap={3} mb={3}>
|
|
947
|
+
<Text fontSize="sm" color="gray.300" fontWeight="semibold">
|
|
948
|
+
{title}
|
|
949
|
+
</Text>
|
|
950
|
+
{subtitle ? (
|
|
951
|
+
<Text fontSize="xs" color="gray.500" textAlign="right">
|
|
952
|
+
{subtitle}
|
|
953
|
+
</Text>
|
|
954
|
+
) : null}
|
|
955
|
+
</Flex>
|
|
956
|
+
{children}
|
|
957
|
+
</Box>
|
|
958
|
+
);
|
|
959
|
+
|
|
960
|
+
const EmptyChart = () => (
|
|
961
|
+
<Flex h="140px" align="center" justify="center">
|
|
962
|
+
<Text fontSize="sm" color="gray.500">
|
|
963
|
+
No trade data
|
|
964
|
+
</Text>
|
|
965
|
+
</Flex>
|
|
966
|
+
);
|
|
967
|
+
|
|
968
|
+
const DrawdownTimelineChart = ({ points }: { points: DrawdownPoint[] }) => {
|
|
969
|
+
if (points.length < 2) {
|
|
970
|
+
return <EmptyChart />;
|
|
971
|
+
}
|
|
972
|
+
|
|
973
|
+
const values = points.map((point) => -point.drawdownPercent);
|
|
974
|
+
const maxDrawdown = Math.max(...points.map((point) => point.drawdownPercent));
|
|
975
|
+
const linePoints = buildPolylinePoints(values);
|
|
976
|
+
|
|
977
|
+
return (
|
|
978
|
+
<Box>
|
|
979
|
+
<svg
|
|
980
|
+
width="100%"
|
|
981
|
+
viewBox={`0 0 ${CHART_WIDTH} ${CHART_HEIGHT}`}
|
|
982
|
+
role="img"
|
|
983
|
+
aria-label="Drawdown timeline"
|
|
984
|
+
>
|
|
985
|
+
<line
|
|
986
|
+
x1={CHART_PADDING}
|
|
987
|
+
x2={CHART_WIDTH - CHART_PADDING}
|
|
988
|
+
y1={CHART_PADDING}
|
|
989
|
+
y2={CHART_PADDING}
|
|
990
|
+
stroke="#374151"
|
|
991
|
+
strokeDasharray="4 4"
|
|
992
|
+
/>
|
|
993
|
+
<polyline
|
|
994
|
+
points={linePoints}
|
|
995
|
+
fill="none"
|
|
996
|
+
stroke={NEGATIVE_CHART_COLOR}
|
|
997
|
+
strokeWidth="2"
|
|
998
|
+
/>
|
|
999
|
+
</svg>
|
|
1000
|
+
<Flex justify="space-between" align="center" mt={2}>
|
|
1001
|
+
<Text fontSize="xs" color="gray.500">
|
|
1002
|
+
max drawdown
|
|
1003
|
+
</Text>
|
|
1004
|
+
<Text
|
|
1005
|
+
fontSize="sm"
|
|
1006
|
+
color="orange.300"
|
|
1007
|
+
fontFamily="mono"
|
|
1008
|
+
fontWeight="bold"
|
|
1009
|
+
>
|
|
1010
|
+
{formatPercent(maxDrawdown)}
|
|
1011
|
+
</Text>
|
|
1012
|
+
</Flex>
|
|
1013
|
+
</Box>
|
|
1014
|
+
);
|
|
1015
|
+
};
|
|
1016
|
+
|
|
1017
|
+
const WinLossStreakTimelineChart = ({
|
|
1018
|
+
trades,
|
|
1019
|
+
}: {
|
|
1020
|
+
trades: RuntimeTradePoint[];
|
|
1021
|
+
}) => {
|
|
1022
|
+
if (!trades.length) {
|
|
1023
|
+
return <EmptyChart />;
|
|
1024
|
+
}
|
|
1025
|
+
|
|
1026
|
+
const maxAbsPnl = Math.max(...trades.map((trade) => Math.abs(trade.pnl)), 1);
|
|
1027
|
+
const centerY = CHART_HEIGHT / 2;
|
|
1028
|
+
const barWidth = CHART_WIDTH / trades.length;
|
|
1029
|
+
|
|
1030
|
+
return (
|
|
1031
|
+
<Box>
|
|
1032
|
+
<svg
|
|
1033
|
+
width="100%"
|
|
1034
|
+
viewBox={`0 0 ${CHART_WIDTH} ${CHART_HEIGHT}`}
|
|
1035
|
+
role="img"
|
|
1036
|
+
aria-label="Win loss streak timeline"
|
|
1037
|
+
>
|
|
1038
|
+
<line
|
|
1039
|
+
x1="0"
|
|
1040
|
+
x2={CHART_WIDTH}
|
|
1041
|
+
y1={centerY}
|
|
1042
|
+
y2={centerY}
|
|
1043
|
+
stroke="#374151"
|
|
1044
|
+
/>
|
|
1045
|
+
{trades.map((trade, index) => {
|
|
1046
|
+
const height = Math.max(2, (Math.abs(trade.pnl) / maxAbsPnl) * 48);
|
|
1047
|
+
const isWin = trade.pnl > 0;
|
|
1048
|
+
const y = isWin ? centerY - height : centerY;
|
|
1049
|
+
|
|
1050
|
+
return (
|
|
1051
|
+
<rect
|
|
1052
|
+
key={`${trade.timestamp}-${index}`}
|
|
1053
|
+
x={index * barWidth}
|
|
1054
|
+
y={y}
|
|
1055
|
+
width={Math.max(1, barWidth - 0.4)}
|
|
1056
|
+
height={height}
|
|
1057
|
+
fill={getChartPnlColor(trade.pnl)}
|
|
1058
|
+
opacity="0.9"
|
|
1059
|
+
/>
|
|
1060
|
+
);
|
|
1061
|
+
})}
|
|
1062
|
+
</svg>
|
|
1063
|
+
<Flex justify="space-between" align="center" mt={2}>
|
|
1064
|
+
<Text fontSize="xs" color="gray.500">
|
|
1065
|
+
wins above line, losses below
|
|
1066
|
+
</Text>
|
|
1067
|
+
<Text
|
|
1068
|
+
fontSize="sm"
|
|
1069
|
+
color="gray.300"
|
|
1070
|
+
fontFamily="mono"
|
|
1071
|
+
fontWeight="bold"
|
|
1072
|
+
>
|
|
1073
|
+
{formatInteger(trades.length)} trades
|
|
1074
|
+
</Text>
|
|
1075
|
+
</Flex>
|
|
1076
|
+
</Box>
|
|
1077
|
+
);
|
|
1078
|
+
};
|
|
1079
|
+
|
|
1080
|
+
const PnlDistributionChart = ({ bins }: { bins: DistributionBin[] }) => {
|
|
1081
|
+
if (!bins.length) {
|
|
1082
|
+
return <EmptyChart />;
|
|
1083
|
+
}
|
|
1084
|
+
|
|
1085
|
+
const maxCount = Math.max(...bins.map((bin) => bin.count), 1);
|
|
1086
|
+
const barWidth = CHART_WIDTH / bins.length;
|
|
1087
|
+
|
|
1088
|
+
return (
|
|
1089
|
+
<Box>
|
|
1090
|
+
<svg
|
|
1091
|
+
width="100%"
|
|
1092
|
+
viewBox={`0 0 ${CHART_WIDTH} ${CHART_HEIGHT}`}
|
|
1093
|
+
role="img"
|
|
1094
|
+
aria-label="P and L distribution"
|
|
1095
|
+
>
|
|
1096
|
+
{bins.map((bin, index) => {
|
|
1097
|
+
const height = Math.max(2, (bin.count / maxCount) * 92);
|
|
1098
|
+
const x = index * barWidth + 2;
|
|
1099
|
+
const y = CHART_HEIGHT - height - CHART_PADDING;
|
|
1100
|
+
const midpoint = (bin.min + bin.max) / 2;
|
|
1101
|
+
|
|
1102
|
+
return (
|
|
1103
|
+
<rect
|
|
1104
|
+
key={bin.id}
|
|
1105
|
+
x={x}
|
|
1106
|
+
y={y}
|
|
1107
|
+
width={Math.max(2, barWidth - 4)}
|
|
1108
|
+
height={height}
|
|
1109
|
+
fill={getChartPnlColor(midpoint)}
|
|
1110
|
+
/>
|
|
1111
|
+
);
|
|
1112
|
+
})}
|
|
1113
|
+
</svg>
|
|
1114
|
+
<Flex justify="space-between" align="center" mt={2}>
|
|
1115
|
+
<Text fontSize="xs" color="gray.500">
|
|
1116
|
+
trade P&L buckets
|
|
1117
|
+
</Text>
|
|
1118
|
+
<Text
|
|
1119
|
+
fontSize="sm"
|
|
1120
|
+
color="gray.300"
|
|
1121
|
+
fontFamily="mono"
|
|
1122
|
+
fontWeight="bold"
|
|
1123
|
+
>
|
|
1124
|
+
{formatInteger(bins.reduce((sum, bin) => sum + bin.count, 0))}
|
|
1125
|
+
</Text>
|
|
1126
|
+
</Flex>
|
|
1127
|
+
</Box>
|
|
1128
|
+
);
|
|
1129
|
+
};
|
|
1130
|
+
|
|
1131
|
+
const RollingPerformanceChart = ({
|
|
1132
|
+
points,
|
|
1133
|
+
}: {
|
|
1134
|
+
points: RollingPerformancePoint[];
|
|
1135
|
+
}) => {
|
|
1136
|
+
if (points.length < 2) {
|
|
1137
|
+
return <EmptyChart />;
|
|
1138
|
+
}
|
|
1139
|
+
|
|
1140
|
+
const winRateLine = buildPolylinePoints(points.map((point) => point.winRate));
|
|
1141
|
+
const pnlLine = buildPolylinePoints(points.map((point) => point.pnl));
|
|
1142
|
+
const latest = points[points.length - 1];
|
|
1143
|
+
|
|
1144
|
+
return (
|
|
1145
|
+
<Box>
|
|
1146
|
+
<svg
|
|
1147
|
+
width="100%"
|
|
1148
|
+
viewBox={`0 0 ${CHART_WIDTH} ${CHART_HEIGHT}`}
|
|
1149
|
+
role="img"
|
|
1150
|
+
aria-label="Rolling win rate and rolling P and L"
|
|
1151
|
+
>
|
|
1152
|
+
<line
|
|
1153
|
+
x1={CHART_PADDING}
|
|
1154
|
+
x2={CHART_WIDTH - CHART_PADDING}
|
|
1155
|
+
y1={CHART_HEIGHT / 2}
|
|
1156
|
+
y2={CHART_HEIGHT / 2}
|
|
1157
|
+
stroke="#374151"
|
|
1158
|
+
strokeDasharray="4 4"
|
|
1159
|
+
/>
|
|
1160
|
+
<polyline
|
|
1161
|
+
points={pnlLine}
|
|
1162
|
+
fill="none"
|
|
1163
|
+
stroke={POSITIVE_CHART_COLOR}
|
|
1164
|
+
strokeWidth="2"
|
|
1165
|
+
/>
|
|
1166
|
+
<polyline
|
|
1167
|
+
points={winRateLine}
|
|
1168
|
+
fill="none"
|
|
1169
|
+
stroke="#fbbf24"
|
|
1170
|
+
strokeWidth="2"
|
|
1171
|
+
opacity="0.9"
|
|
1172
|
+
/>
|
|
1173
|
+
</svg>
|
|
1174
|
+
<Flex justify="space-between" align="center" mt={2}>
|
|
1175
|
+
<Text fontSize="xs" color="gray.500">
|
|
1176
|
+
teal P&L, yellow win rate
|
|
1177
|
+
</Text>
|
|
1178
|
+
<Text
|
|
1179
|
+
fontSize="sm"
|
|
1180
|
+
color="gray.300"
|
|
1181
|
+
fontFamily="mono"
|
|
1182
|
+
fontWeight="bold"
|
|
1183
|
+
>
|
|
1184
|
+
{formatPercent(latest?.winRate)} /{' '}
|
|
1185
|
+
{formatSignedNumber(latest?.pnl ?? null)}
|
|
1186
|
+
</Text>
|
|
1187
|
+
</Flex>
|
|
1188
|
+
</Box>
|
|
1189
|
+
);
|
|
1190
|
+
};
|
|
1191
|
+
|
|
1192
|
+
const TimeOfDaySessionChart = ({
|
|
1193
|
+
sessions,
|
|
1194
|
+
hours,
|
|
1195
|
+
}: {
|
|
1196
|
+
sessions: SessionPnlStat[];
|
|
1197
|
+
hours: HourlyPnlStat[];
|
|
1198
|
+
}) => {
|
|
1199
|
+
if (!sessions.some((session) => session.orders > 0)) {
|
|
1200
|
+
return <EmptyChart />;
|
|
1201
|
+
}
|
|
1202
|
+
|
|
1203
|
+
const maxSessionAbsPnl = Math.max(
|
|
1204
|
+
...sessions.map((session) => Math.abs(session.pnl)),
|
|
1205
|
+
1,
|
|
1206
|
+
);
|
|
1207
|
+
const maxHourAbsPnl = Math.max(...hours.map((hour) => Math.abs(hour.pnl)), 1);
|
|
1208
|
+
|
|
1209
|
+
return (
|
|
1210
|
+
<Flex direction="column" gap={4}>
|
|
1211
|
+
<SimpleGrid columns={3} gap={3}>
|
|
1212
|
+
{sessions.map((session) => {
|
|
1213
|
+
const width = Math.max(
|
|
1214
|
+
4,
|
|
1215
|
+
(Math.abs(session.pnl) / maxSessionAbsPnl) * 100,
|
|
1216
|
+
);
|
|
1217
|
+
|
|
1218
|
+
return (
|
|
1219
|
+
<Box key={session.session}>
|
|
1220
|
+
<Flex justify="space-between" align="center" mb={1}>
|
|
1221
|
+
<Text fontSize="xs" color="gray.400" fontWeight="semibold">
|
|
1222
|
+
{session.session}
|
|
1223
|
+
</Text>
|
|
1224
|
+
<Text
|
|
1225
|
+
fontSize="xs"
|
|
1226
|
+
color={getPnlColor(session.pnl)}
|
|
1227
|
+
fontFamily="mono"
|
|
1228
|
+
fontWeight="bold"
|
|
1229
|
+
>
|
|
1230
|
+
{formatSignedNumber(session.pnl)}
|
|
1231
|
+
</Text>
|
|
1232
|
+
</Flex>
|
|
1233
|
+
<Box h="8px" bg="gray.800">
|
|
1234
|
+
<Box
|
|
1235
|
+
h="full"
|
|
1236
|
+
w={`${width}%`}
|
|
1237
|
+
bg={getChartPnlColor(session.pnl)}
|
|
1238
|
+
/>
|
|
1239
|
+
</Box>
|
|
1240
|
+
<Text mt={1} fontSize="xs" color="gray.500" fontFamily="mono">
|
|
1241
|
+
{formatInteger(session.orders)} orders
|
|
1242
|
+
</Text>
|
|
1243
|
+
</Box>
|
|
1244
|
+
);
|
|
1245
|
+
})}
|
|
1246
|
+
</SimpleGrid>
|
|
1247
|
+
|
|
1248
|
+
<svg
|
|
1249
|
+
width="100%"
|
|
1250
|
+
viewBox={`0 0 ${CHART_WIDTH} ${CHART_HEIGHT}`}
|
|
1251
|
+
role="img"
|
|
1252
|
+
aria-label="P and L by UTC hour"
|
|
1253
|
+
>
|
|
1254
|
+
<line
|
|
1255
|
+
x1="0"
|
|
1256
|
+
x2={CHART_WIDTH}
|
|
1257
|
+
y1={CHART_HEIGHT / 2}
|
|
1258
|
+
y2={CHART_HEIGHT / 2}
|
|
1259
|
+
stroke="#374151"
|
|
1260
|
+
/>
|
|
1261
|
+
{hours.map((hour) => {
|
|
1262
|
+
const barWidth = CHART_WIDTH / 24;
|
|
1263
|
+
const height = Math.max(1, (Math.abs(hour.pnl) / maxHourAbsPnl) * 46);
|
|
1264
|
+
const isPositive = hour.pnl >= 0;
|
|
1265
|
+
const y = isPositive ? CHART_HEIGHT / 2 - height : CHART_HEIGHT / 2;
|
|
1266
|
+
|
|
1267
|
+
return (
|
|
1268
|
+
<rect
|
|
1269
|
+
key={hour.hour}
|
|
1270
|
+
x={hour.hour * barWidth + 2}
|
|
1271
|
+
y={y}
|
|
1272
|
+
width={Math.max(2, barWidth - 4)}
|
|
1273
|
+
height={height}
|
|
1274
|
+
fill={getChartPnlColor(hour.pnl)}
|
|
1275
|
+
opacity={hour.orders > 0 ? 0.95 : 0.2}
|
|
1276
|
+
/>
|
|
1277
|
+
);
|
|
1278
|
+
})}
|
|
1279
|
+
</svg>
|
|
1280
|
+
<Text fontSize="xs" color="gray.500">
|
|
1281
|
+
UTC hours, sessions: Asia 00-07, Europe 08-15, US 16-23
|
|
1282
|
+
</Text>
|
|
1283
|
+
</Flex>
|
|
1284
|
+
);
|
|
1285
|
+
};
|
|
1286
|
+
|
|
1287
|
+
const renderPnlRanking = ({
|
|
1288
|
+
title,
|
|
1289
|
+
subtitle,
|
|
1290
|
+
ranking,
|
|
1291
|
+
maxAbsPnl,
|
|
1292
|
+
}: {
|
|
1293
|
+
title: string;
|
|
1294
|
+
subtitle: string;
|
|
1295
|
+
ranking: RuntimeSymbolPnlRank[];
|
|
1296
|
+
maxAbsPnl: number;
|
|
1297
|
+
}) => (
|
|
1298
|
+
<Box
|
|
1299
|
+
p={4}
|
|
1300
|
+
borderWidth="1px"
|
|
1301
|
+
borderColor="gray.800"
|
|
1302
|
+
borderRadius="md"
|
|
1303
|
+
bg="gray.900"
|
|
1304
|
+
>
|
|
1305
|
+
<Flex justify="space-between" align="baseline" gap={3} mb={4}>
|
|
1306
|
+
<Text fontSize="sm" color="gray.300" fontWeight="semibold">
|
|
1307
|
+
{title}
|
|
1308
|
+
</Text>
|
|
1309
|
+
<Text fontSize="xs" color="gray.500">
|
|
1310
|
+
{subtitle}
|
|
1311
|
+
</Text>
|
|
1312
|
+
</Flex>
|
|
1313
|
+
|
|
1314
|
+
{ranking.length ? (
|
|
1315
|
+
<Flex direction="column" gap={3}>
|
|
1316
|
+
{ranking.map((rank) => {
|
|
1317
|
+
const width = Math.max(4, (Math.abs(rank.pnl) / maxAbsPnl) * 100);
|
|
1318
|
+
|
|
1319
|
+
return (
|
|
1320
|
+
<Grid
|
|
1321
|
+
key={rank.symbol}
|
|
1322
|
+
templateColumns="1.1fr 2fr 0.8fr"
|
|
1323
|
+
alignItems="center"
|
|
1324
|
+
gap={3}
|
|
1325
|
+
>
|
|
1326
|
+
<Box minW={0}>
|
|
1327
|
+
<Text
|
|
1328
|
+
fontSize="sm"
|
|
1329
|
+
color="gray.200"
|
|
1330
|
+
fontWeight="bold"
|
|
1331
|
+
overflow="hidden"
|
|
1332
|
+
textOverflow="ellipsis"
|
|
1333
|
+
whiteSpace="nowrap"
|
|
1334
|
+
>
|
|
1335
|
+
{rank.symbol}
|
|
1336
|
+
</Text>
|
|
1337
|
+
<Text fontSize="xs" color="gray.500" fontFamily="mono">
|
|
1338
|
+
{formatInteger(rank.orders)} orders ·{' '}
|
|
1339
|
+
{formatPercent(rank.winRate)}
|
|
1340
|
+
</Text>
|
|
1341
|
+
<Text fontSize="xs" color="gray.600" fontFamily="mono">
|
|
1342
|
+
avg {formatSignedNumber(rank.avgPnl)}
|
|
1343
|
+
</Text>
|
|
1344
|
+
</Box>
|
|
1345
|
+
<Box h="10px" bg="gray.800">
|
|
1346
|
+
<Box h="full" w={`${width}%`} bg={getPnlBarColor(rank.pnl)} />
|
|
1347
|
+
</Box>
|
|
1348
|
+
<Text
|
|
1349
|
+
fontSize="sm"
|
|
1350
|
+
color={getPnlColor(rank.pnl)}
|
|
1351
|
+
fontWeight="bold"
|
|
1352
|
+
fontFamily="mono"
|
|
1353
|
+
textAlign="right"
|
|
1354
|
+
>
|
|
1355
|
+
{formatSignedNumber(rank.pnl)}
|
|
1356
|
+
</Text>
|
|
1357
|
+
</Grid>
|
|
1358
|
+
);
|
|
1359
|
+
})}
|
|
1360
|
+
</Flex>
|
|
1361
|
+
) : (
|
|
1362
|
+
<Text fontSize="sm" color="gray.500">
|
|
1363
|
+
No symbol P&L data
|
|
1364
|
+
</Text>
|
|
1365
|
+
)}
|
|
1366
|
+
</Box>
|
|
1367
|
+
);
|
|
1368
|
+
|
|
1369
|
+
const mapRuntimeOrder = (order: RuntimeOrderView): OrdersDrawerOrder => {
|
|
1370
|
+
const displayEntryPrice = order.actualEntryPrice ?? order.entryPrice;
|
|
1371
|
+
const displayExitPrice =
|
|
1372
|
+
order.status === 'active'
|
|
1373
|
+
? order.currentPrice
|
|
1374
|
+
: order.actualExitPrice ?? order.exitPrice;
|
|
1375
|
+
const notional =
|
|
1376
|
+
typeof order.qty === 'number' &&
|
|
1377
|
+
Number.isFinite(order.qty) &&
|
|
1378
|
+
typeof displayEntryPrice === 'number' &&
|
|
1379
|
+
Number.isFinite(displayEntryPrice)
|
|
1380
|
+
? order.qty * displayEntryPrice
|
|
1381
|
+
: null;
|
|
1382
|
+
|
|
1383
|
+
return {
|
|
1384
|
+
id: order.orderId,
|
|
1385
|
+
title: order.symbol,
|
|
1386
|
+
reference: formatOrderReference(order.orderId),
|
|
1387
|
+
period: {
|
|
1388
|
+
start: order.entryTimestamp,
|
|
1389
|
+
end: order.status === 'active' ? null : order.exitTimestamp,
|
|
1390
|
+
durationHours: order.durationHours,
|
|
1391
|
+
},
|
|
1392
|
+
direction: order.direction,
|
|
1393
|
+
status: order.status,
|
|
1394
|
+
statusLabel: formatExitType(order).toUpperCase(),
|
|
1395
|
+
statusColor: order.status === 'active' ? 'orange' : 'gray',
|
|
1396
|
+
pnl: order.pnl,
|
|
1397
|
+
accentColor: getOrderAccentColor(order),
|
|
1398
|
+
metrics: [
|
|
1399
|
+
{
|
|
1400
|
+
title: 'Entry',
|
|
1401
|
+
value: formatPriceUsdt(displayEntryPrice),
|
|
1402
|
+
detail:
|
|
1403
|
+
order.actualEntryPrice == null
|
|
1404
|
+
? 'actual n/a'
|
|
1405
|
+
: `plan ${formatPriceUsdt(order.entryPrice)} / slip ${formatPercent(order.entrySlippagePercent, { signed: true })}`,
|
|
1406
|
+
},
|
|
1407
|
+
{
|
|
1408
|
+
title: order.status === 'active' ? 'Current' : 'Exit',
|
|
1409
|
+
value: formatPriceUsdt(displayExitPrice),
|
|
1410
|
+
detail:
|
|
1411
|
+
order.status === 'active' ? (
|
|
1412
|
+
<RiskLevelsDetail order={order} />
|
|
1413
|
+
) : (
|
|
1414
|
+
`slip ${formatPercent(order.exitSlippagePercent, { signed: true })}`
|
|
1415
|
+
),
|
|
1416
|
+
},
|
|
1417
|
+
{
|
|
1418
|
+
title: 'Notional',
|
|
1419
|
+
value: formatUsdt(notional),
|
|
1420
|
+
},
|
|
1421
|
+
{
|
|
1422
|
+
title: 'Fees',
|
|
1423
|
+
value: formatFee(order.totalFee),
|
|
1424
|
+
detail: <FeesDetail order={order} />,
|
|
1425
|
+
},
|
|
1426
|
+
{
|
|
1427
|
+
title: 'Qty',
|
|
1428
|
+
value: formatCompactNumber(order.qty),
|
|
1429
|
+
},
|
|
1430
|
+
],
|
|
1431
|
+
};
|
|
1432
|
+
};
|
|
1433
|
+
|
|
1434
|
+
export const RuntimeStrategyCard = ({
|
|
1435
|
+
strategy,
|
|
1436
|
+
provider,
|
|
1437
|
+
onUpdated,
|
|
1438
|
+
}: {
|
|
1439
|
+
strategy: RuntimeStrategyView;
|
|
1440
|
+
provider: string;
|
|
1441
|
+
onUpdated: () => Promise<void> | void;
|
|
1442
|
+
}) => {
|
|
1443
|
+
const [configOpen, setConfigOpen] = useState(false);
|
|
1444
|
+
const [ordersOpen, setOrdersOpen] = useState(false);
|
|
1445
|
+
const [statsOpen, setStatsOpen] = useState(false);
|
|
1446
|
+
const lastTrade = strategy.recentTrades[0];
|
|
1447
|
+
const runtimeOrders = useMemo(
|
|
1448
|
+
() => strategy.orders.map(mapRuntimeOrder),
|
|
1449
|
+
[strategy.orders],
|
|
1450
|
+
);
|
|
1451
|
+
const runtimeOrderSummaryItems = useMemo(
|
|
1452
|
+
() => getRuntimeOrdersSummaryItems(strategy.orders),
|
|
1453
|
+
[strategy.orders],
|
|
1454
|
+
);
|
|
1455
|
+
const drawerMetrics = useMemo(
|
|
1456
|
+
() => buildRuntimeDrawerMetrics(strategy),
|
|
1457
|
+
[strategy],
|
|
1458
|
+
);
|
|
1459
|
+
const monthlyStats = useMemo(
|
|
1460
|
+
() => buildMonthlyStats(strategy.orderLog),
|
|
1461
|
+
[strategy.orderLog],
|
|
1462
|
+
);
|
|
1463
|
+
const runtimeTradePoints = useMemo(
|
|
1464
|
+
() => buildRuntimeTradePoints(strategy.orderLog),
|
|
1465
|
+
[strategy.orderLog],
|
|
1466
|
+
);
|
|
1467
|
+
const drawdownPoints = useMemo(
|
|
1468
|
+
() => buildDrawdownPoints(strategy.orderLog),
|
|
1469
|
+
[strategy.orderLog],
|
|
1470
|
+
);
|
|
1471
|
+
const rollingPerformancePoints = useMemo(
|
|
1472
|
+
() => buildRollingPerformance(runtimeTradePoints, 50),
|
|
1473
|
+
[runtimeTradePoints],
|
|
1474
|
+
);
|
|
1475
|
+
const pnlDistributionBins = useMemo(
|
|
1476
|
+
() => buildPnlDistribution(runtimeTradePoints),
|
|
1477
|
+
[runtimeTradePoints],
|
|
1478
|
+
);
|
|
1479
|
+
const sessionPnlStats = useMemo(
|
|
1480
|
+
() => buildSessionPnlStats(runtimeTradePoints),
|
|
1481
|
+
[runtimeTradePoints],
|
|
1482
|
+
);
|
|
1483
|
+
const hourlyPnlStats = useMemo(
|
|
1484
|
+
() => buildHourlyPnlStats(runtimeTradePoints),
|
|
1485
|
+
[runtimeTradePoints],
|
|
1486
|
+
);
|
|
1487
|
+
const symbolPnlRanking = useMemo(
|
|
1488
|
+
() => buildRuntimeSymbolPnlRanking(strategy.orders),
|
|
1489
|
+
[strategy.orders],
|
|
1490
|
+
);
|
|
1491
|
+
const symbolConcentration = useMemo(
|
|
1492
|
+
() => buildRuntimeSymbolConcentration(strategy.orders).slice(0, 8),
|
|
1493
|
+
[strategy.orders],
|
|
1494
|
+
);
|
|
1495
|
+
const topSymbolPnlRanking = useMemo(
|
|
1496
|
+
() =>
|
|
1497
|
+
[...symbolPnlRanking]
|
|
1498
|
+
.sort(
|
|
1499
|
+
(left, right) =>
|
|
1500
|
+
right.pnl - left.pnl || left.symbol.localeCompare(right.symbol),
|
|
1501
|
+
)
|
|
1502
|
+
.slice(0, 10),
|
|
1503
|
+
[symbolPnlRanking],
|
|
1504
|
+
);
|
|
1505
|
+
const worstSymbolPnlRanking = useMemo(
|
|
1506
|
+
() =>
|
|
1507
|
+
[...symbolPnlRanking]
|
|
1508
|
+
.sort(
|
|
1509
|
+
(left, right) =>
|
|
1510
|
+
left.pnl - right.pnl || left.symbol.localeCompare(right.symbol),
|
|
1511
|
+
)
|
|
1512
|
+
.slice(0, 10),
|
|
1513
|
+
[symbolPnlRanking],
|
|
1514
|
+
);
|
|
1515
|
+
const symbolRankingMaxAbsPnl = useMemo(
|
|
1516
|
+
() => Math.max(...symbolPnlRanking.map((rank) => Math.abs(rank.pnl)), 1),
|
|
1517
|
+
[symbolPnlRanking],
|
|
1518
|
+
);
|
|
1519
|
+
const directionStats = useMemo(
|
|
1520
|
+
() => buildRuntimeDirectionStats(strategy.orders),
|
|
1521
|
+
[strategy.orders],
|
|
1522
|
+
);
|
|
1523
|
+
const advancedMetrics = useMemo(() => {
|
|
1524
|
+
const firstPoint = strategy.orderLog[0];
|
|
1525
|
+
const lastPoint = strategy.orderLog[strategy.orderLog.length - 1];
|
|
1526
|
+
|
|
1527
|
+
return calculateAdvancedTradeMetrics({
|
|
1528
|
+
trades: buildRuntimeAdvancedTrades(strategy.orders),
|
|
1529
|
+
orderLog: strategy.orderLog,
|
|
1530
|
+
startTimestamp: firstPoint?.[0] ?? null,
|
|
1531
|
+
endTimestamp: lastPoint?.[0] ?? null,
|
|
1532
|
+
});
|
|
1533
|
+
}, [strategy.orderLog, strategy.orders]);
|
|
1534
|
+
|
|
1535
|
+
return (
|
|
1536
|
+
<Box
|
|
1537
|
+
p={2}
|
|
1538
|
+
mb={4}
|
|
1539
|
+
maxW="1400px"
|
|
1540
|
+
borderRadius="md"
|
|
1541
|
+
shadow="sm"
|
|
1542
|
+
borderWidth="1px"
|
|
1543
|
+
borderColor={strategy.connected ? 'gray.800' : 'orange.900'}
|
|
1544
|
+
overflowX="auto"
|
|
1545
|
+
>
|
|
1546
|
+
<Flex gap="4" p={4} mb={3} alignItems="center" wrap="wrap">
|
|
1547
|
+
<Text fontSize="lg" fontWeight="bold" color="gray.200">
|
|
1548
|
+
{strategy.strategyName}
|
|
1549
|
+
</Text>
|
|
1550
|
+
<Badge
|
|
1551
|
+
colorPalette={strategy.enabled ? 'teal' : 'gray'}
|
|
1552
|
+
variant="subtle"
|
|
1553
|
+
fontFamily="mono"
|
|
1554
|
+
letterSpacing="0"
|
|
1555
|
+
>
|
|
1556
|
+
{strategy.enabled ? 'enabled' : 'disabled'}
|
|
1557
|
+
</Badge>
|
|
1558
|
+
<Badge colorPalette="blue" variant="outline">
|
|
1559
|
+
{strategy.universe}
|
|
1560
|
+
</Badge>
|
|
1561
|
+
<Badge colorPalette="cyan" variant="outline">
|
|
1562
|
+
TF: {strategy.interval}m
|
|
1563
|
+
</Badge>
|
|
1564
|
+
<Badge colorPalette="gray" variant="outline">
|
|
1565
|
+
config: {strategy.configId}
|
|
1566
|
+
</Badge>
|
|
1567
|
+
{strategy.accountId ? (
|
|
1568
|
+
<Badge colorPalette="purple" variant="outline">
|
|
1569
|
+
account: {strategy.accountLabel ?? strategy.accountId}
|
|
1570
|
+
</Badge>
|
|
1571
|
+
) : null}
|
|
1572
|
+
{strategy.deploymentId ? (
|
|
1573
|
+
<Badge colorPalette="orange" variant="outline">
|
|
1574
|
+
deployment: {strategy.deploymentId}
|
|
1575
|
+
</Badge>
|
|
1576
|
+
) : null}
|
|
1577
|
+
{strategy.policyProfileId ? (
|
|
1578
|
+
<Badge colorPalette="cyan" variant="outline">
|
|
1579
|
+
policy: {strategy.policyProfileId}
|
|
1580
|
+
</Badge>
|
|
1581
|
+
) : null}
|
|
1582
|
+
|
|
1583
|
+
<Flex gap="1">
|
|
1584
|
+
<Text fontSize="sm" fontWeight="bold" color="gray.400" mt={1}>
|
|
1585
|
+
connector:
|
|
1586
|
+
</Text>
|
|
1587
|
+
<Text fontSize="lg" fontWeight="bold" color="gray.200">
|
|
1588
|
+
{provider}
|
|
1589
|
+
</Text>
|
|
1590
|
+
</Flex>
|
|
1591
|
+
|
|
1592
|
+
<Flex gap="1">
|
|
1593
|
+
<Text fontSize="sm" fontWeight="bold" color="gray.400" mt={1}>
|
|
1594
|
+
trades:
|
|
1595
|
+
</Text>
|
|
1596
|
+
<Text fontSize="lg" fontWeight="bold" color="gray.200">
|
|
1597
|
+
{strategy.summary.totalTrades}
|
|
1598
|
+
</Text>
|
|
1599
|
+
</Flex>
|
|
1600
|
+
|
|
1601
|
+
<Flex gap="1">
|
|
1602
|
+
<Text fontSize="sm" fontWeight="bold" color="gray.400" mt={1}>
|
|
1603
|
+
active:
|
|
1604
|
+
</Text>
|
|
1605
|
+
<Text
|
|
1606
|
+
fontSize="lg"
|
|
1607
|
+
fontWeight="bold"
|
|
1608
|
+
color={
|
|
1609
|
+
strategy.summary.activeTrades > 0 ? 'orange.300' : 'gray.200'
|
|
1610
|
+
}
|
|
1611
|
+
>
|
|
1612
|
+
{strategy.summary.activeTrades}
|
|
1613
|
+
</Text>
|
|
1614
|
+
</Flex>
|
|
1615
|
+
|
|
1616
|
+
<Flex ml="auto" gap={3} alignItems="center">
|
|
1617
|
+
<Text fontSize="sm" color="gray.500">
|
|
1618
|
+
{lastTrade
|
|
1619
|
+
? `last trade: ${lastTrade.symbol} ${formatDateTime(lastTrade.entryTimestamp)}`
|
|
1620
|
+
: strategy.connected
|
|
1621
|
+
? 'connected, no runtime trades yet'
|
|
1622
|
+
: 'runtime trades only'}
|
|
1623
|
+
</Text>
|
|
1624
|
+
|
|
1625
|
+
<Menu.Root positioning={{ placement: 'bottom-end' }}>
|
|
1626
|
+
<Menu.Trigger asChild>
|
|
1627
|
+
<Button size="sm" variant="outline">
|
|
1628
|
+
Actions
|
|
1629
|
+
</Button>
|
|
1630
|
+
</Menu.Trigger>
|
|
1631
|
+
<Portal>
|
|
1632
|
+
<Menu.Positioner>
|
|
1633
|
+
<Menu.Content minW="160px">
|
|
1634
|
+
{strategy.connected ? (
|
|
1635
|
+
<Menu.Item value="edit" onClick={() => setConfigOpen(true)}>
|
|
1636
|
+
Edit
|
|
1637
|
+
</Menu.Item>
|
|
1638
|
+
) : null}
|
|
1639
|
+
<Menu.Item value="orders" onClick={() => setOrdersOpen(true)}>
|
|
1640
|
+
Orders
|
|
1641
|
+
</Menu.Item>
|
|
1642
|
+
<Menu.Item value="stat" onClick={() => setStatsOpen(true)}>
|
|
1643
|
+
Stat
|
|
1644
|
+
</Menu.Item>
|
|
1645
|
+
</Menu.Content>
|
|
1646
|
+
</Menu.Positioner>
|
|
1647
|
+
</Portal>
|
|
1648
|
+
</Menu.Root>
|
|
1649
|
+
</Flex>
|
|
1650
|
+
</Flex>
|
|
1651
|
+
|
|
1652
|
+
<OrdersDrawerPanel
|
|
1653
|
+
title={`${strategy.strategyName} orders`}
|
|
1654
|
+
open={ordersOpen}
|
|
1655
|
+
orders={runtimeOrders}
|
|
1656
|
+
rowHeight={RUNTIME_ORDER_ROW_HEIGHT}
|
|
1657
|
+
onOpenChange={setOrdersOpen}
|
|
1658
|
+
/>
|
|
1659
|
+
|
|
1660
|
+
<RuntimeStrategyConfigDrawer
|
|
1661
|
+
open={configOpen}
|
|
1662
|
+
strategy={strategy}
|
|
1663
|
+
onOpenChange={setConfigOpen}
|
|
1664
|
+
onSaved={onUpdated}
|
|
1665
|
+
/>
|
|
1666
|
+
|
|
1667
|
+
<Drawer.Root
|
|
1668
|
+
size="xl"
|
|
1669
|
+
open={statsOpen}
|
|
1670
|
+
onOpenChange={(e) => setStatsOpen(e.open)}
|
|
1671
|
+
>
|
|
1672
|
+
<Portal>
|
|
1673
|
+
<Drawer.Backdrop />
|
|
1674
|
+
<Drawer.Positioner>
|
|
1675
|
+
<Drawer.Content
|
|
1676
|
+
display="flex"
|
|
1677
|
+
flexDirection="column"
|
|
1678
|
+
w="50vw"
|
|
1679
|
+
minW="640px"
|
|
1680
|
+
maxW="50vw"
|
|
1681
|
+
bg="gray.950"
|
|
1682
|
+
>
|
|
1683
|
+
<Drawer.Header>
|
|
1684
|
+
<Drawer.Title>{strategy.strategyName}</Drawer.Title>
|
|
1685
|
+
<Drawer.CloseTrigger asChild>
|
|
1686
|
+
<CloseButton size="sm" />
|
|
1687
|
+
</Drawer.CloseTrigger>
|
|
1688
|
+
</Drawer.Header>
|
|
1689
|
+
|
|
1690
|
+
<Drawer.Body
|
|
1691
|
+
display="flex"
|
|
1692
|
+
flexDirection="column"
|
|
1693
|
+
gap={4}
|
|
1694
|
+
overflowY="auto"
|
|
1695
|
+
flex="1"
|
|
1696
|
+
minH="0"
|
|
1697
|
+
w="full"
|
|
1698
|
+
>
|
|
1699
|
+
<RuntimeOrdersSummaryBlock items={runtimeOrderSummaryItems} />
|
|
1700
|
+
|
|
1701
|
+
<Box
|
|
1702
|
+
p={4}
|
|
1703
|
+
borderWidth="1px"
|
|
1704
|
+
borderColor="gray.800"
|
|
1705
|
+
borderRadius="md"
|
|
1706
|
+
bg="gray.900"
|
|
1707
|
+
>
|
|
1708
|
+
<Text fontSize="sm" color="gray.500" mb={3}>
|
|
1709
|
+
connector: {provider}
|
|
1710
|
+
</Text>
|
|
1711
|
+
|
|
1712
|
+
<SimpleGrid columns={{ base: 2, md: 4 }} gap={3}>
|
|
1713
|
+
{drawerMetrics.map((metric) => (
|
|
1714
|
+
<Box
|
|
1715
|
+
key={metric.id}
|
|
1716
|
+
p={3}
|
|
1717
|
+
borderWidth="1px"
|
|
1718
|
+
borderColor="gray.800"
|
|
1719
|
+
borderRadius="md"
|
|
1720
|
+
bg="blackAlpha.300"
|
|
1721
|
+
>
|
|
1722
|
+
<Text
|
|
1723
|
+
fontSize="xs"
|
|
1724
|
+
color="gray.400"
|
|
1725
|
+
fontWeight="semibold"
|
|
1726
|
+
textTransform="uppercase"
|
|
1727
|
+
>
|
|
1728
|
+
{metric.label}
|
|
1729
|
+
</Text>
|
|
1730
|
+
<Text
|
|
1731
|
+
mt={1}
|
|
1732
|
+
fontSize="xl"
|
|
1733
|
+
color={getMetricColor(metric.level)}
|
|
1734
|
+
fontWeight="bold"
|
|
1735
|
+
fontFamily="mono"
|
|
1736
|
+
lineHeight="1.2"
|
|
1737
|
+
>
|
|
1738
|
+
{metric.value}
|
|
1739
|
+
</Text>
|
|
1740
|
+
</Box>
|
|
1741
|
+
))}
|
|
1742
|
+
</SimpleGrid>
|
|
1743
|
+
</Box>
|
|
1744
|
+
|
|
1745
|
+
<AdvancedMetricsPanel metrics={advancedMetrics} />
|
|
1746
|
+
|
|
1747
|
+
{monthlyStats.length ? (
|
|
1748
|
+
<Box
|
|
1749
|
+
p={4}
|
|
1750
|
+
borderWidth="1px"
|
|
1751
|
+
borderColor="gray.800"
|
|
1752
|
+
borderRadius="md"
|
|
1753
|
+
bg="gray.900"
|
|
1754
|
+
>
|
|
1755
|
+
<Text
|
|
1756
|
+
fontSize="sm"
|
|
1757
|
+
color="gray.300"
|
|
1758
|
+
fontWeight="semibold"
|
|
1759
|
+
mb={3}
|
|
1760
|
+
>
|
|
1761
|
+
Monthly Performance
|
|
1762
|
+
</Text>
|
|
1763
|
+
|
|
1764
|
+
<Flex direction="column" gap={4}>
|
|
1765
|
+
{monthlyStats.map((yearGroup) => (
|
|
1766
|
+
<Box key={yearGroup.year}>
|
|
1767
|
+
<Flex align="center" gap={3} mb={3}>
|
|
1768
|
+
<Text
|
|
1769
|
+
fontSize="lg"
|
|
1770
|
+
color="gray.100"
|
|
1771
|
+
fontWeight="bold"
|
|
1772
|
+
fontFamily="mono"
|
|
1773
|
+
>
|
|
1774
|
+
{yearGroup.year}
|
|
1775
|
+
</Text>
|
|
1776
|
+
<Box flex="1" h="1px" bg="gray.800" />
|
|
1777
|
+
</Flex>
|
|
1778
|
+
|
|
1779
|
+
<Flex direction="column" gap={3}>
|
|
1780
|
+
{buildQuarterlyMonthlyStats(yearGroup.months).map(
|
|
1781
|
+
(quarter) => (
|
|
1782
|
+
<Flex
|
|
1783
|
+
key={`${yearGroup.year}-${quarter.label}`}
|
|
1784
|
+
align="stretch"
|
|
1785
|
+
gap={3}
|
|
1786
|
+
>
|
|
1787
|
+
<Flex
|
|
1788
|
+
w="34px"
|
|
1789
|
+
flexShrink={0}
|
|
1790
|
+
align="center"
|
|
1791
|
+
justify="center"
|
|
1792
|
+
>
|
|
1793
|
+
<Text
|
|
1794
|
+
fontSize="xs"
|
|
1795
|
+
color="gray.500"
|
|
1796
|
+
fontFamily="mono"
|
|
1797
|
+
fontWeight="bold"
|
|
1798
|
+
>
|
|
1799
|
+
{quarter.label}
|
|
1800
|
+
</Text>
|
|
1801
|
+
</Flex>
|
|
1802
|
+
|
|
1803
|
+
<SimpleGrid columns={3} gap={3} flex="1">
|
|
1804
|
+
{quarter.months.map(
|
|
1805
|
+
(month, monthOffset) => {
|
|
1806
|
+
const monthIndex =
|
|
1807
|
+
quarter.monthIndexes[monthOffset] ??
|
|
1808
|
+
0;
|
|
1809
|
+
|
|
1810
|
+
if (!month) {
|
|
1811
|
+
return (
|
|
1812
|
+
<Box
|
|
1813
|
+
key={`${quarter.label}-${monthIndex}-empty`}
|
|
1814
|
+
minH="116px"
|
|
1815
|
+
visibility="hidden"
|
|
1816
|
+
/>
|
|
1817
|
+
);
|
|
1818
|
+
}
|
|
1819
|
+
|
|
1820
|
+
const winRate =
|
|
1821
|
+
month.orders > 0
|
|
1822
|
+
? (month.wins / month.orders) * 100
|
|
1823
|
+
: null;
|
|
1824
|
+
|
|
1825
|
+
return (
|
|
1826
|
+
<Box
|
|
1827
|
+
key={month.id}
|
|
1828
|
+
p={3}
|
|
1829
|
+
minH="116px"
|
|
1830
|
+
borderWidth="1px"
|
|
1831
|
+
borderColor="gray.800"
|
|
1832
|
+
borderLeftWidth="3px"
|
|
1833
|
+
borderLeftColor={getPnlColor(
|
|
1834
|
+
month.pnl,
|
|
1835
|
+
)}
|
|
1836
|
+
borderRadius="md"
|
|
1837
|
+
bg="blackAlpha.300"
|
|
1838
|
+
>
|
|
1839
|
+
<Flex
|
|
1840
|
+
justify="space-between"
|
|
1841
|
+
align="baseline"
|
|
1842
|
+
gap={2}
|
|
1843
|
+
>
|
|
1844
|
+
<Text
|
|
1845
|
+
fontSize="sm"
|
|
1846
|
+
color="gray.200"
|
|
1847
|
+
fontWeight="bold"
|
|
1848
|
+
>
|
|
1849
|
+
{month.monthLabel}
|
|
1850
|
+
</Text>
|
|
1851
|
+
<Text
|
|
1852
|
+
fontSize="xs"
|
|
1853
|
+
color="gray.500"
|
|
1854
|
+
fontFamily="mono"
|
|
1855
|
+
>
|
|
1856
|
+
{String(
|
|
1857
|
+
month.monthIndex,
|
|
1858
|
+
).padStart(2, '0')}
|
|
1859
|
+
</Text>
|
|
1860
|
+
</Flex>
|
|
1861
|
+
<Text
|
|
1862
|
+
mt={3}
|
|
1863
|
+
fontSize="xl"
|
|
1864
|
+
color={getPnlColor(month.pnl)}
|
|
1865
|
+
fontWeight="bold"
|
|
1866
|
+
fontFamily="mono"
|
|
1867
|
+
lineHeight="1.2"
|
|
1868
|
+
>
|
|
1869
|
+
{formatSignedNumber(month.pnl)}
|
|
1870
|
+
</Text>
|
|
1871
|
+
<Flex
|
|
1872
|
+
mt={3}
|
|
1873
|
+
justify="space-between"
|
|
1874
|
+
gap={3}
|
|
1875
|
+
>
|
|
1876
|
+
<Box>
|
|
1877
|
+
<Text
|
|
1878
|
+
fontSize="xs"
|
|
1879
|
+
color="gray.500"
|
|
1880
|
+
>
|
|
1881
|
+
Orders
|
|
1882
|
+
</Text>
|
|
1883
|
+
<Text
|
|
1884
|
+
fontSize="sm"
|
|
1885
|
+
color="gray.300"
|
|
1886
|
+
fontFamily="mono"
|
|
1887
|
+
fontWeight="semibold"
|
|
1888
|
+
>
|
|
1889
|
+
{formatInteger(month.orders)}
|
|
1890
|
+
</Text>
|
|
1891
|
+
</Box>
|
|
1892
|
+
<Box textAlign="right">
|
|
1893
|
+
<Text
|
|
1894
|
+
fontSize="xs"
|
|
1895
|
+
color="gray.500"
|
|
1896
|
+
>
|
|
1897
|
+
Win rate
|
|
1898
|
+
</Text>
|
|
1899
|
+
<Text
|
|
1900
|
+
fontSize="sm"
|
|
1901
|
+
color="gray.300"
|
|
1902
|
+
fontFamily="mono"
|
|
1903
|
+
fontWeight="semibold"
|
|
1904
|
+
>
|
|
1905
|
+
{formatPercent(winRate)}
|
|
1906
|
+
</Text>
|
|
1907
|
+
</Box>
|
|
1908
|
+
</Flex>
|
|
1909
|
+
</Box>
|
|
1910
|
+
);
|
|
1911
|
+
},
|
|
1912
|
+
)}
|
|
1913
|
+
</SimpleGrid>
|
|
1914
|
+
</Flex>
|
|
1915
|
+
),
|
|
1916
|
+
)}
|
|
1917
|
+
</Flex>
|
|
1918
|
+
</Box>
|
|
1919
|
+
))}
|
|
1920
|
+
</Flex>
|
|
1921
|
+
</Box>
|
|
1922
|
+
) : null}
|
|
1923
|
+
|
|
1924
|
+
<Flex direction="column" gap={4}>
|
|
1925
|
+
<ChartPanel
|
|
1926
|
+
title="Drawdown Timeline"
|
|
1927
|
+
subtitle="equity peak to current equity"
|
|
1928
|
+
>
|
|
1929
|
+
<DrawdownTimelineChart points={drawdownPoints} />
|
|
1930
|
+
</ChartPanel>
|
|
1931
|
+
|
|
1932
|
+
<ChartPanel
|
|
1933
|
+
title="Rolling Performance"
|
|
1934
|
+
subtitle="last 50 trades"
|
|
1935
|
+
>
|
|
1936
|
+
<RollingPerformanceChart
|
|
1937
|
+
points={rollingPerformancePoints}
|
|
1938
|
+
/>
|
|
1939
|
+
</ChartPanel>
|
|
1940
|
+
|
|
1941
|
+
<ChartPanel
|
|
1942
|
+
title="Win / Loss Streak Timeline"
|
|
1943
|
+
subtitle="trade sequence"
|
|
1944
|
+
>
|
|
1945
|
+
<WinLossStreakTimelineChart trades={runtimeTradePoints} />
|
|
1946
|
+
</ChartPanel>
|
|
1947
|
+
|
|
1948
|
+
<ChartPanel
|
|
1949
|
+
title="P&L Distribution"
|
|
1950
|
+
subtitle="trade result buckets"
|
|
1951
|
+
>
|
|
1952
|
+
<PnlDistributionChart bins={pnlDistributionBins} />
|
|
1953
|
+
</ChartPanel>
|
|
1954
|
+
|
|
1955
|
+
<ChartPanel
|
|
1956
|
+
title="P&L by Time of Day / Session"
|
|
1957
|
+
subtitle="UTC"
|
|
1958
|
+
>
|
|
1959
|
+
<TimeOfDaySessionChart
|
|
1960
|
+
sessions={sessionPnlStats}
|
|
1961
|
+
hours={hourlyPnlStats}
|
|
1962
|
+
/>
|
|
1963
|
+
</ChartPanel>
|
|
1964
|
+
</Flex>
|
|
1965
|
+
|
|
1966
|
+
<Flex direction="column" gap={4}>
|
|
1967
|
+
{renderPnlRanking({
|
|
1968
|
+
title: 'P&L Ranking',
|
|
1969
|
+
subtitle: 'Top 10 contracts',
|
|
1970
|
+
ranking: topSymbolPnlRanking,
|
|
1971
|
+
maxAbsPnl: symbolRankingMaxAbsPnl,
|
|
1972
|
+
})}
|
|
1973
|
+
{renderPnlRanking({
|
|
1974
|
+
title: 'Worst Contracts',
|
|
1975
|
+
subtitle: 'Worst 10 contracts',
|
|
1976
|
+
ranking: worstSymbolPnlRanking,
|
|
1977
|
+
maxAbsPnl: symbolRankingMaxAbsPnl,
|
|
1978
|
+
})}
|
|
1979
|
+
</Flex>
|
|
1980
|
+
|
|
1981
|
+
{symbolConcentration.length ? (
|
|
1982
|
+
<Box
|
|
1983
|
+
p={4}
|
|
1984
|
+
borderWidth="1px"
|
|
1985
|
+
borderColor="gray.800"
|
|
1986
|
+
borderRadius="md"
|
|
1987
|
+
bg="gray.900"
|
|
1988
|
+
>
|
|
1989
|
+
<Flex justify="space-between" align="baseline" mb={3}>
|
|
1990
|
+
<Text
|
|
1991
|
+
fontSize="sm"
|
|
1992
|
+
color="gray.300"
|
|
1993
|
+
fontWeight="semibold"
|
|
1994
|
+
>
|
|
1995
|
+
Symbol Concentration
|
|
1996
|
+
</Text>
|
|
1997
|
+
<Text fontSize="xs" color="gray.600" textAlign="right">
|
|
1998
|
+
absolute P&L and order share
|
|
1999
|
+
</Text>
|
|
2000
|
+
</Flex>
|
|
2001
|
+
|
|
2002
|
+
<Flex direction="column" gap={2}>
|
|
2003
|
+
{symbolConcentration.map((row) => (
|
|
2004
|
+
<Box
|
|
2005
|
+
key={row.symbol}
|
|
2006
|
+
p={3}
|
|
2007
|
+
borderWidth="1px"
|
|
2008
|
+
borderColor="gray.800"
|
|
2009
|
+
borderRadius="md"
|
|
2010
|
+
bg="blackAlpha.300"
|
|
2011
|
+
>
|
|
2012
|
+
<Flex justify="space-between" align="center" gap={3}>
|
|
2013
|
+
<Box minW="0">
|
|
2014
|
+
<Text
|
|
2015
|
+
color="gray.100"
|
|
2016
|
+
fontSize="sm"
|
|
2017
|
+
fontWeight="bold"
|
|
2018
|
+
>
|
|
2019
|
+
{row.symbol}
|
|
2020
|
+
</Text>
|
|
2021
|
+
<Text
|
|
2022
|
+
mt={1}
|
|
2023
|
+
color="gray.500"
|
|
2024
|
+
fontSize="xs"
|
|
2025
|
+
fontFamily="mono"
|
|
2026
|
+
>
|
|
2027
|
+
{formatInteger(row.orders)} trades / order share{' '}
|
|
2028
|
+
{formatPercent(row.orderShare)}
|
|
2029
|
+
</Text>
|
|
2030
|
+
</Box>
|
|
2031
|
+
<Box textAlign="right" flexShrink={0}>
|
|
2032
|
+
<Text
|
|
2033
|
+
color={getPnlColor(row.pnl)}
|
|
2034
|
+
fontSize="sm"
|
|
2035
|
+
fontWeight="bold"
|
|
2036
|
+
fontFamily="mono"
|
|
2037
|
+
>
|
|
2038
|
+
{formatSignedNumber(row.pnl)}
|
|
2039
|
+
</Text>
|
|
2040
|
+
<Text
|
|
2041
|
+
mt={1}
|
|
2042
|
+
color="gray.400"
|
|
2043
|
+
fontSize="xs"
|
|
2044
|
+
fontFamily="mono"
|
|
2045
|
+
>
|
|
2046
|
+
abs {formatPercent(row.absPnlShare)}
|
|
2047
|
+
</Text>
|
|
2048
|
+
</Box>
|
|
2049
|
+
</Flex>
|
|
2050
|
+
</Box>
|
|
2051
|
+
))}
|
|
2052
|
+
</Flex>
|
|
2053
|
+
</Box>
|
|
2054
|
+
) : null}
|
|
2055
|
+
|
|
2056
|
+
<Box
|
|
2057
|
+
p={4}
|
|
2058
|
+
borderWidth="1px"
|
|
2059
|
+
borderColor="gray.800"
|
|
2060
|
+
borderRadius="md"
|
|
2061
|
+
bg="gray.900"
|
|
2062
|
+
>
|
|
2063
|
+
<Text
|
|
2064
|
+
fontSize="sm"
|
|
2065
|
+
color="gray.300"
|
|
2066
|
+
fontWeight="semibold"
|
|
2067
|
+
mb={3}
|
|
2068
|
+
>
|
|
2069
|
+
LONG / SHORT
|
|
2070
|
+
</Text>
|
|
2071
|
+
<SimpleGrid columns={{ base: 1, md: 2 }} gap={3}>
|
|
2072
|
+
{directionStats.map((group) => {
|
|
2073
|
+
const ordersWithPnl = group.closed + group.active;
|
|
2074
|
+
const winRate =
|
|
2075
|
+
ordersWithPnl > 0
|
|
2076
|
+
? (group.wins / ordersWithPnl) * 100
|
|
2077
|
+
: null;
|
|
2078
|
+
|
|
2079
|
+
return (
|
|
2080
|
+
<Box
|
|
2081
|
+
key={group.direction}
|
|
2082
|
+
p={3}
|
|
2083
|
+
borderWidth="1px"
|
|
2084
|
+
borderColor="gray.800"
|
|
2085
|
+
borderRadius="md"
|
|
2086
|
+
bg="blackAlpha.300"
|
|
2087
|
+
>
|
|
2088
|
+
<Flex justify="space-between" align="center" mb={3}>
|
|
2089
|
+
<Text
|
|
2090
|
+
fontSize="sm"
|
|
2091
|
+
color={
|
|
2092
|
+
group.direction === 'LONG'
|
|
2093
|
+
? 'teal.400'
|
|
2094
|
+
: 'pink.300'
|
|
2095
|
+
}
|
|
2096
|
+
fontWeight="bold"
|
|
2097
|
+
>
|
|
2098
|
+
{group.direction}
|
|
2099
|
+
</Text>
|
|
2100
|
+
{!group.orders ? (
|
|
2101
|
+
<Text fontSize="xs" color="gray.500">
|
|
2102
|
+
no data
|
|
2103
|
+
</Text>
|
|
2104
|
+
) : null}
|
|
2105
|
+
</Flex>
|
|
2106
|
+
|
|
2107
|
+
<SimpleGrid columns={1} gap={2}>
|
|
2108
|
+
{[
|
|
2109
|
+
[
|
|
2110
|
+
'Orders',
|
|
2111
|
+
formatInteger(group.orders),
|
|
2112
|
+
'neutral',
|
|
2113
|
+
],
|
|
2114
|
+
[
|
|
2115
|
+
'Active',
|
|
2116
|
+
formatInteger(group.active),
|
|
2117
|
+
'warning',
|
|
2118
|
+
],
|
|
2119
|
+
[
|
|
2120
|
+
'Closed',
|
|
2121
|
+
formatInteger(group.closed),
|
|
2122
|
+
'neutral',
|
|
2123
|
+
],
|
|
2124
|
+
['Win rate', formatPercent(winRate), 'neutral'],
|
|
2125
|
+
[
|
|
2126
|
+
'P&L',
|
|
2127
|
+
formatSignedNumber(group.pnl),
|
|
2128
|
+
group.pnl > 0
|
|
2129
|
+
? 'success'
|
|
2130
|
+
: group.pnl < 0
|
|
2131
|
+
? 'error'
|
|
2132
|
+
: 'neutral',
|
|
2133
|
+
],
|
|
2134
|
+
[
|
|
2135
|
+
'Avg Profit',
|
|
2136
|
+
formatSignedNumber(group.avgPnl),
|
|
2137
|
+
(group.avgPnl ?? 0) > 0
|
|
2138
|
+
? 'success'
|
|
2139
|
+
: (group.avgPnl ?? 0) < 0
|
|
2140
|
+
? 'error'
|
|
2141
|
+
: 'neutral',
|
|
2142
|
+
],
|
|
2143
|
+
].map(([label, value, level]) => (
|
|
2144
|
+
<Flex
|
|
2145
|
+
key={label}
|
|
2146
|
+
justify="space-between"
|
|
2147
|
+
align="baseline"
|
|
2148
|
+
gap={3}
|
|
2149
|
+
>
|
|
2150
|
+
<Text fontSize="xs" color="gray.500">
|
|
2151
|
+
{label}
|
|
2152
|
+
</Text>
|
|
2153
|
+
<Text
|
|
2154
|
+
fontSize="sm"
|
|
2155
|
+
color={getMetricColor(
|
|
2156
|
+
level as ThresholdLevel,
|
|
2157
|
+
)}
|
|
2158
|
+
fontFamily="mono"
|
|
2159
|
+
fontWeight="semibold"
|
|
2160
|
+
textAlign="right"
|
|
2161
|
+
>
|
|
2162
|
+
{value}
|
|
2163
|
+
</Text>
|
|
2164
|
+
</Flex>
|
|
2165
|
+
))}
|
|
2166
|
+
</SimpleGrid>
|
|
2167
|
+
</Box>
|
|
2168
|
+
);
|
|
2169
|
+
})}
|
|
2170
|
+
</SimpleGrid>
|
|
2171
|
+
</Box>
|
|
2172
|
+
</Drawer.Body>
|
|
2173
|
+
</Drawer.Content>
|
|
2174
|
+
</Drawer.Positioner>
|
|
2175
|
+
</Portal>
|
|
2176
|
+
</Drawer.Root>
|
|
2177
|
+
|
|
2178
|
+
<RuntimeStrategyChart orderLog={strategy.orderLog} stat={strategy.stat} />
|
|
2179
|
+
|
|
2180
|
+
<SimpleGrid columns={{ base: 4, md: 8 }} p={4}>
|
|
2181
|
+
<StatItem stat={strategy.stat} id="netProfit" title="P&L" />
|
|
2182
|
+
<StatItem stat={strategy.stat} id="minAmount" title="Min Amount" />
|
|
2183
|
+
<StatItem stat={strategy.stat} id="maxDrawdown" title="Drawdown" />
|
|
2184
|
+
<StatItem stat={strategy.stat} id="orders" title="Orders" />
|
|
2185
|
+
<StatItem stat={strategy.stat} id="winRate" title="Win Rate" />
|
|
2186
|
+
<StatItem
|
|
2187
|
+
stat={strategy.stat}
|
|
2188
|
+
id="riskRewardRatio"
|
|
2189
|
+
title="Risk Ratio"
|
|
2190
|
+
/>
|
|
2191
|
+
<StatItem
|
|
2192
|
+
stat={strategy.stat}
|
|
2193
|
+
id="maxConsecutiveWins"
|
|
2194
|
+
title="Max Gross Streak"
|
|
2195
|
+
/>
|
|
2196
|
+
<StatItem
|
|
2197
|
+
stat={strategy.stat}
|
|
2198
|
+
id="maxConsecutiveLosses"
|
|
2199
|
+
title="Max Loss Streak"
|
|
2200
|
+
/>
|
|
2201
|
+
</SimpleGrid>
|
|
2202
|
+
</Box>
|
|
2203
|
+
);
|
|
2204
|
+
};
|