@tradejs/app 2.0.18 → 2.0.20
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/package.json +14 -8
- package/src/app/actions/backtest.ts +2 -1
- package/src/app/actions/scanner.ts +2 -1
- package/src/app/api/backtest/files/route.ts +2 -1
- package/src/app/api/backtest/test/[strategy]/[name]/route.ts +1 -1
- package/src/app/api/derivatives/[symbol]/[interval]/route.ts +1 -1
- package/src/app/api/derivatives/summary/route.ts +1 -1
- package/src/app/api/signal/[symbol]/[signalId]/route.ts +2 -1
- package/src/app/api/spread/[symbol]/[interval]/route.ts +1 -1
- package/src/app/api/spread/summary/route.ts +1 -1
- package/src/app/api/strategies/runtime/route.ts +4 -674
- package/src/app/api/user/runtime-deployments/[deploymentId]/route.ts +1 -1
- package/src/app/api/user/runtime-deployments/route.ts +2 -2
- package/src/app/api/user/runtime-strategy-configs/route.ts +22 -212
- package/src/app/api/user/trading-accounts/[accountId]/route.ts +1 -1
- package/src/app/components/Backtest/TestList/index.tsx +1 -1
- package/src/app/components/Dashboard/KlineChart/figures/circle.ts +1 -1
- package/src/app/components/Dashboard/KlineChart/figures/diamond.ts +1 -1
- package/src/app/components/Dashboard/KlineChart/figures/label.ts +1 -1
- package/src/app/components/Dashboard/KlineChart/figures/rectangle.ts +1 -1
- package/src/app/components/Dashboard/KlineChart/figures/star.ts +1 -1
- package/src/app/components/Dashboard/KlineChart/index.tsx +2 -1
- package/src/app/components/Shared/Filters/Root/index.tsx +1 -1
- package/src/app/components/Shared/Filters/context.ts +1 -1
- package/src/app/components/Strategies/RuntimeStrategyCard.tsx +82 -861
- package/src/app/components/Strategies/RuntimeStrategyChart.tsx +115 -184
- package/src/app/components/Strategies/StrategyEvidencePopover.tsx +259 -0
- package/src/app/components/Strategies/StrategyPerformanceCharts.tsx +419 -0
- package/src/app/components/Strategies/StrategySnapshotCard.tsx +122 -937
- package/src/app/components/UI/Segment/index.tsx +1 -1
- package/src/app/components/UI/Select/index.tsx +1 -1
- package/src/app/components/UI/SelectWithSearch/index.tsx +1 -1
- package/src/app/lib/backtestJobContracts.ts +67 -0
- package/src/app/lib/backtestJobProgress.ts +28 -0
- package/src/app/lib/backtestJobRequest.ts +107 -0
- package/src/app/lib/backtestJobs.ts +25 -257
- package/src/app/lib/runtimeDashboard.ts +700 -0
- package/src/app/lib/runtimeStrategies.ts +22 -457
- package/src/app/lib/runtimeStrategyConfigService.ts +279 -0
- package/src/app/lib/runtimeStrategyLineage.ts +264 -0
- package/src/app/lib/runtimeTradeReconciliation.ts +113 -0
- package/src/app/lib/runtimeTradeSync.ts +1 -1
- package/src/app/lib/strategyEvidenceTimeline.ts +298 -0
- package/src/app/lib/strategyPerformance.ts +387 -0
- package/src/app/routes/dashboard/Dashboard.tsx +2 -6
- package/src/app/routes/derivatives/derivativesViewModel.ts +253 -0
- package/src/app/routes/derivatives/page.tsx +70 -262
- package/src/app/store/filters.ts +2 -1
- package/src/app/store/indicators.ts +2 -1
- package/src/app/store/tests.ts +1 -1
- package/src/app/store/tickers.ts +2 -1
- package/src/app/types/ui.ts +20 -0
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@@ -1,6 +1,6 @@
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'use client';
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import { useMemo } from 'react';
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import { useMemo, useState } from 'react';
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import { Box, Flex, Text } from '@chakra-ui/react';
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import { Chart, useChart } from '@chakra-ui/charts';
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import {
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YAxis,
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} from 'recharts';
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import { getFormatted } from '@tradejs/core/backtest';
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import type { SimpleOrderLogData, TestStat } from '@tradejs/types';
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import type {
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SimpleOrderLogData,
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StrategyEvidenceMarkerType,
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StrategyEvidenceTimeline,
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TestStat,
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} from '@tradejs/types';
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import { formatTimeSeriesTooltipTimestamp } from '#app/lib/timeSeriesChart';
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import { TimeSeriesXAxis } from '#shared/Charts/TimeSeriesXAxis';
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import {
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filterStrategyEvidenceMarkers,
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STRATEGY_EVIDENCE_MARKER_PRESENTATION,
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StrategyEvidencePopover,
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} from './StrategyEvidencePopover';
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interface RuntimeStrategyChartProps {
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orderLog: SimpleOrderLogData;
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stat: TestStat;
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aiGateChanges: RuntimeStrategyAiGateChange[];
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maxLossValueTimeline: RuntimeStrategyMaxLossValueTimeline;
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evidenceTimeline: StrategyEvidenceTimeline;
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startTimestamp: number;
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endTimestamp: number;
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height?: string | number;
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export const RuntimeStrategyChart = ({
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orderLog,
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stat,
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aiGateChanges,
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maxLossValueTimeline,
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evidenceTimeline,
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startTimestamp,
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endTimestamp,
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height = '350px',
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}: RuntimeStrategyChartProps) => {
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const [showParity, setShowParity] = useState(true);
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const [showRecommendations, setShowRecommendations] = useState(true);
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const chartData = useMemo(
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() => ({
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data: orderLog.map(([timestamp, amount]) => ({
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@@ -61,193 +65,120 @@ export const RuntimeStrategyChart = ({
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const chart = useChart(chartData as any);
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const { formatted: maxAmount } = getFormatted(stat, 'maxAmount');
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const { formatted: minAmount } = getFormatted(stat, 'minAmount');
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const
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<Text color="gray.500">No runtime trades for the selected window.</Text>
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</Box>
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);
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}
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const visibleEvidenceMarkers = filterStrategyEvidenceMarkers({
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markers:
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evidenceTimeline.status === 'verified' ? evidenceTimeline.markers : [],
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showParity,
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showRecommendations,
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});
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const markerColor = (type: StrategyEvidenceMarkerType) =>
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chart.color(STRATEGY_EVIDENCE_MARKER_PRESENTATION[type].color);
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const markerDash = (type: StrategyEvidenceMarkerType) => {
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if (type === 'L') return '7 4';
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if (type === 'P' || type === 'R') return '2 5';
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return '3 5';
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};
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return (
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<Box w="100%" minW="600px" h={height} display="flex" flexDirection="column">
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{
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>
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<Text
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flexShrink={0}
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fontSize="xs"
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color="gray.500"
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title="AI-gate changes before this first runtime observation are unavailable"
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>
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AI-gate history from{' '}
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{formatTimeSeriesTooltipTimestamp(aiGateObservedFrom)}
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</Text>
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{aiGateChanges.map((change, index) => (
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<Text
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key={`${change.timestamp}:${change.fingerprint}:legend`}
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flexShrink={0}
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fontSize="xs"
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color="gray.400"
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title={`${change.previousFingerprint} → ${change.fingerprint}`}
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>
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<Text as="span" color={gateChangeColor} fontWeight="semibold">
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G{index + 1}
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</Text>{' '}
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{formatTimeSeriesTooltipTimestamp(change.timestamp)} ·{' '}
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{change.fingerprint.slice(0, 7)}
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</Text>
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))}
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{maxLossValueTimeline.observedFrom != null &&
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maxLossValueTimeline.initialValue != null ? (
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<Text
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flexShrink={0}
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fontSize="xs"
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color="gray.500"
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title="MAX_LOSS_VALUE changes before this first runtime observation are unavailable"
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>
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MAX_LOSS_VALUE history from{' '}
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{formatTimeSeriesTooltipTimestamp(
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maxLossValueTimeline.observedFrom,
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)}{' '}
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· initial {maxLossValueTimeline.initialValue}$
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</Text>
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) : null}
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{maxLossValueTimeline.changes.map((change, index) => (
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<Text
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key={`${change.timestamp}:${change.value}:max-loss-legend`}
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flexShrink={0}
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fontSize="xs"
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color="gray.400"
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>
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as="span"
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color={maxLossValueChangeColor}
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fontWeight="semibold"
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>
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L{index + 1}
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</Text>{' '}
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{formatTimeSeriesTooltipTimestamp(change.timestamp)} ·{' '}
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{change.previousValue}$ → {change.value}$
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</Text>
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))}
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</Flex>
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) : null}
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<Flex minH="32px" px={2} justify="flex-end" align="center" flexShrink={0}>
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<StrategyEvidencePopover
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timeline={evidenceTimeline}
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showParity={showParity}
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showRecommendations={showRecommendations}
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onShowParityChange={setShowParity}
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onShowRecommendationsChange={setShowRecommendations}
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/>
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</Flex>
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<Box flex="1" minH={0} pr={2}>
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label={{
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value: `Max: ${maxAmount}`,
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offset: 10,
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fill: chart.color('gray.600'),
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position: 'top',
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}}
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/>
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stroke={chart.color('gray.600')}
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y={100}
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/>
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stroke={chart.color('gray.600')}
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strokeDasharray="5 5"
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y={stat.minAmount}
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label={{
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value: `Min: ${minAmount}`,
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offset: 10,
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fill: chart.color('gray.600'),
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/>
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{orderLog.length ? (
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<ResponsiveContainer width="100%" height="100%">
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<Chart.Root maxH="md" chart={chart}>
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<LineChart data={chart.data}>
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<CartesianGrid
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stroke={chart.color('border')}
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/>
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stroke={chart.color('gray.600')}
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y={stat.maxAmount}
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stroke={markerColor(marker.type)}
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value: marker.type,
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isAnimationActive={false}
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dataKey={chart.key(item.name) as string}
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stroke={chart.color(item.color)}
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strokeWidth={2}
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dot={false}
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'use client';
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import {
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Badge,
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5
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+
Box,
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Button,
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7
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Checkbox,
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8
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Flex,
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9
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Popover,
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Portal,
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Text,
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} from '@chakra-ui/react';
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import type {
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StrategyEvidenceMarker,
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StrategyEvidenceMarkerType,
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StrategyEvidenceTimeline,
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} from '@tradejs/types';
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import { formatTimeSeriesTooltipTimestamp } from '#app/lib/timeSeriesChart';
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export const STRATEGY_EVIDENCE_MARKER_PRESENTATION: Record<
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StrategyEvidenceMarkerType,
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{ name: string; color: string; optional: boolean }
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> = {
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G: { name: 'Composition / gate', color: 'purple.400', optional: false },
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L: { name: 'MAX_LOSS_VALUE', color: 'orange.400', optional: false },
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E: { name: 'Evidence boundary', color: 'teal.400', optional: false },
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D: { name: 'Deployment', color: 'blue.400', optional: false },
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P: { name: 'Runtime parity', color: 'cyan.400', optional: true },
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R: { name: 'Recommendation', color: 'pink.400', optional: true },
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};
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+
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const MARKER_TYPES = Object.keys(
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STRATEGY_EVIDENCE_MARKER_PRESENTATION,
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) as StrategyEvidenceMarkerType[];
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+
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export const filterStrategyEvidenceMarkers = ({
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markers,
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showParity,
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showRecommendations,
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}: {
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markers: StrategyEvidenceMarker[];
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showParity: boolean;
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showRecommendations: boolean;
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}) =>
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markers.filter(
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(marker) =>
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(marker.type !== 'P' || showParity) &&
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(marker.type !== 'R' || showRecommendations),
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);
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+
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const statusColor = (status: StrategyEvidenceTimeline['status']) => {
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if (status === 'verified') return 'teal';
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if (status === 'invalid') return 'red';
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return 'orange';
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+
};
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+
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const uniqueProvenance = (markers: StrategyEvidenceMarker[]) => {
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const seen = new Set<string>();
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return markers.filter((marker) => {
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const key = `${marker.artifactId}:${marker.artifactSha256}`;
|
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+
if (seen.has(key)) return false;
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seen.add(key);
|
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return true;
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+
});
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+
};
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+
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+
const FilterCheckbox = ({
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68
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checked,
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69
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label,
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70
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onChange,
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+
}: {
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checked: boolean;
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label: string;
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onChange: (checked: boolean) => void;
|
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75
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+
}) => (
|
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<Checkbox.Root
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size="sm"
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checked={checked}
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+
onCheckedChange={({ checked: nextChecked }) =>
|
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+
onChange(nextChecked === true)
|
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+
}
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+
>
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<Checkbox.HiddenInput />
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<Checkbox.Control>
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+
<Checkbox.Indicator />
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+
</Checkbox.Control>
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87
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+
<Checkbox.Label>{label}</Checkbox.Label>
|
|
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+
</Checkbox.Root>
|
|
89
|
+
);
|
|
90
|
+
|
|
91
|
+
export const StrategyEvidencePopover = ({
|
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+
timeline,
|
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93
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+
showParity,
|
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94
|
+
showRecommendations,
|
|
95
|
+
onShowParityChange,
|
|
96
|
+
onShowRecommendationsChange,
|
|
97
|
+
}: {
|
|
98
|
+
timeline: StrategyEvidenceTimeline;
|
|
99
|
+
showParity: boolean;
|
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100
|
+
showRecommendations: boolean;
|
|
101
|
+
onShowParityChange: (checked: boolean) => void;
|
|
102
|
+
onShowRecommendationsChange: (checked: boolean) => void;
|
|
103
|
+
}) => {
|
|
104
|
+
const provenance =
|
|
105
|
+
timeline.status === 'verified' ? uniqueProvenance(timeline.markers) : [];
|
|
106
|
+
|
|
107
|
+
return (
|
|
108
|
+
<Popover.Root positioning={{ placement: 'bottom-end' }} lazyMount>
|
|
109
|
+
<Popover.Trigger asChild>
|
|
110
|
+
<Button
|
|
111
|
+
size="xs"
|
|
112
|
+
variant="outline"
|
|
113
|
+
aria-label={`Evidence: ${timeline.status}`}
|
|
114
|
+
>
|
|
115
|
+
Evidence
|
|
116
|
+
<Badge size="xs" colorPalette={statusColor(timeline.status)}>
|
|
117
|
+
{timeline.status === 'verified'
|
|
118
|
+
? `${timeline.markers.length}`
|
|
119
|
+
: timeline.status}
|
|
120
|
+
</Badge>
|
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121
|
+
</Button>
|
|
122
|
+
</Popover.Trigger>
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123
|
+
<Portal>
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+
<Popover.Positioner>
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125
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+
<Popover.Content width="min(430px, calc(100vw - 24px))">
|
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126
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+
<Popover.Arrow />
|
|
127
|
+
<Popover.Body>
|
|
128
|
+
<Flex direction="column" gap={3}>
|
|
129
|
+
<Box>
|
|
130
|
+
<Text fontWeight="semibold">Immutable evidence</Text>
|
|
131
|
+
<Text fontSize="xs" color="gray.500">
|
|
132
|
+
{timeline.status === 'verified'
|
|
133
|
+
? timeline.observedFrom == null
|
|
134
|
+
? 'Verified artifact; no observation boundary supplied.'
|
|
135
|
+
: `Verified from ${formatTimeSeriesTooltipTimestamp(
|
|
136
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+
timeline.observedFrom,
|
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137
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+
)}.`
|
|
138
|
+
: timeline.status === 'invalid'
|
|
139
|
+
? 'Evidence failed checksum, identity, or structure verification. No markers are rendered.'
|
|
140
|
+
: 'No checksum-verified evidence artifact is available. No mutable fallback is used.'}
|
|
141
|
+
</Text>
|
|
142
|
+
</Box>
|
|
143
|
+
|
|
144
|
+
<Box>
|
|
145
|
+
<Text fontSize="xs" fontWeight="semibold" mb={1}>
|
|
146
|
+
Legend
|
|
147
|
+
</Text>
|
|
148
|
+
<Flex wrap="wrap" gapX={3} gapY={1}>
|
|
149
|
+
{MARKER_TYPES.map((type) => (
|
|
150
|
+
<Flex key={type} align="center" gap={1}>
|
|
151
|
+
<Text
|
|
152
|
+
color={
|
|
153
|
+
STRATEGY_EVIDENCE_MARKER_PRESENTATION[type].color
|
|
154
|
+
}
|
|
155
|
+
fontWeight="bold"
|
|
156
|
+
fontSize="xs"
|
|
157
|
+
>
|
|
158
|
+
{type}
|
|
159
|
+
</Text>
|
|
160
|
+
<Text fontSize="xs" color="gray.500">
|
|
161
|
+
{STRATEGY_EVIDENCE_MARKER_PRESENTATION[type].name}
|
|
162
|
+
</Text>
|
|
163
|
+
</Flex>
|
|
164
|
+
))}
|
|
165
|
+
</Flex>
|
|
166
|
+
</Box>
|
|
167
|
+
|
|
168
|
+
<Box>
|
|
169
|
+
<Text fontSize="xs" fontWeight="semibold" mb={1}>
|
|
170
|
+
Optional markers
|
|
171
|
+
</Text>
|
|
172
|
+
<Flex gap={4}>
|
|
173
|
+
<FilterCheckbox
|
|
174
|
+
checked={showParity}
|
|
175
|
+
label="Parity (P)"
|
|
176
|
+
onChange={onShowParityChange}
|
|
177
|
+
/>
|
|
178
|
+
<FilterCheckbox
|
|
179
|
+
checked={showRecommendations}
|
|
180
|
+
label="Recommendations (R)"
|
|
181
|
+
onChange={onShowRecommendationsChange}
|
|
182
|
+
/>
|
|
183
|
+
</Flex>
|
|
184
|
+
</Box>
|
|
185
|
+
|
|
186
|
+
<Box>
|
|
187
|
+
<Text fontSize="xs" fontWeight="semibold" mb={1}>
|
|
188
|
+
Events and provenance
|
|
189
|
+
</Text>
|
|
190
|
+
{timeline.status === 'verified' && timeline.markers.length ? (
|
|
191
|
+
<Flex
|
|
192
|
+
direction="column"
|
|
193
|
+
gap={2}
|
|
194
|
+
maxH="220px"
|
|
195
|
+
overflowY="auto"
|
|
196
|
+
>
|
|
197
|
+
{timeline.markers.map((marker) => (
|
|
198
|
+
<Box key={marker.id}>
|
|
199
|
+
<Flex align="baseline" gap={2}>
|
|
200
|
+
<Text
|
|
201
|
+
color={
|
|
202
|
+
STRATEGY_EVIDENCE_MARKER_PRESENTATION[
|
|
203
|
+
marker.type
|
|
204
|
+
].color
|
|
205
|
+
}
|
|
206
|
+
fontWeight="bold"
|
|
207
|
+
fontSize="xs"
|
|
208
|
+
>
|
|
209
|
+
{marker.type}
|
|
210
|
+
</Text>
|
|
211
|
+
<Text fontSize="xs" fontWeight="semibold">
|
|
212
|
+
{marker.label}
|
|
213
|
+
</Text>
|
|
214
|
+
<Text fontSize="xs" color="gray.500">
|
|
215
|
+
{formatTimeSeriesTooltipTimestamp(
|
|
216
|
+
marker.timestamp,
|
|
217
|
+
)}
|
|
218
|
+
</Text>
|
|
219
|
+
</Flex>
|
|
220
|
+
<Text fontSize="xs" color="gray.500">
|
|
221
|
+
{marker.summary}
|
|
222
|
+
</Text>
|
|
223
|
+
</Box>
|
|
224
|
+
))}
|
|
225
|
+
</Flex>
|
|
226
|
+
) : (
|
|
227
|
+
<Text fontSize="xs" color="gray.500">
|
|
228
|
+
No verified events in the selected window.
|
|
229
|
+
</Text>
|
|
230
|
+
)}
|
|
231
|
+
</Box>
|
|
232
|
+
|
|
233
|
+
{provenance.length ? (
|
|
234
|
+
<Box>
|
|
235
|
+
<Text fontSize="xs" fontWeight="semibold" mb={1}>
|
|
236
|
+
Artifact provenance
|
|
237
|
+
</Text>
|
|
238
|
+
{provenance.map((marker) => (
|
|
239
|
+
<Text
|
|
240
|
+
key={`${marker.artifactId}:${marker.artifactSha256}`}
|
|
241
|
+
fontSize="xs"
|
|
242
|
+
color="gray.500"
|
|
243
|
+
fontFamily="mono"
|
|
244
|
+
title={marker.artifactSha256}
|
|
245
|
+
>
|
|
246
|
+
{marker.artifactId} ·{' '}
|
|
247
|
+
{marker.artifactSha256.slice(0, 12)}
|
|
248
|
+
</Text>
|
|
249
|
+
))}
|
|
250
|
+
</Box>
|
|
251
|
+
) : null}
|
|
252
|
+
</Flex>
|
|
253
|
+
</Popover.Body>
|
|
254
|
+
</Popover.Content>
|
|
255
|
+
</Popover.Positioner>
|
|
256
|
+
</Portal>
|
|
257
|
+
</Popover.Root>
|
|
258
|
+
);
|
|
259
|
+
};
|