@tradejs/app 2.0.21 → 3.0.0
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 +8 -8
- package/src/app/actions/backtest.ts +1 -1
- package/src/app/actions/strategies.ts +1 -1
- package/src/app/api/ai/route.ts +13 -6
- package/src/app/api/user/settings/route.ts +48 -28
- package/src/app/components/Shared/OrdersDrawer.tsx +4 -2
- package/src/app/components/Shared/Sidebar/AccountSettingsDrawer.tsx +3 -3
- package/src/app/components/Strategies/RuntimeStrategyCard.presenter.ts +536 -0
- package/src/app/components/Strategies/RuntimeStrategyCard.tsx +16 -1207
- package/src/app/components/Strategies/RuntimeStrategyConfigDrawer.tsx +1 -1
- package/src/app/components/Strategies/RuntimeStrategyStatsDrawer.tsx +677 -0
- package/src/app/components/Strategies/StrategySnapshotCard.details.presenter.ts +38 -0
- package/src/app/components/Strategies/StrategySnapshotCard.diagnostics.presenter.ts +263 -0
- package/src/app/components/Strategies/StrategySnapshotCard.orders.presenter.ts +680 -0
- package/src/app/components/Strategies/StrategySnapshotCard.presenter.ts +119 -0
- package/src/app/components/Strategies/StrategySnapshotCard.ranking.presenter.ts +76 -0
- package/src/app/components/Strategies/StrategySnapshotCard.tsx +13 -1793
- package/src/app/components/Strategies/StrategySnapshotCardDetailsDrawer.tsx +682 -0
- package/src/app/lib/runtimeStrategies.ts +7 -80
- package/src/app/lib/runtimeStrategyContracts.ts +85 -0
- package/src/app/routes/backtest/BacktestJobItem.tsx +275 -0
- package/src/app/routes/backtest/BacktestRunForm.tsx +502 -0
- package/src/app/routes/backtest/page.tsx +16 -1099
- package/src/app/routes/backtest/useBacktestRunsController.ts +441 -0
- package/src/app/routes/strategies/StrategiesPageClient.tsx +1 -1
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@@ -5,113 +5,28 @@ 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 { getFormatted } from '@tradejs/core/backtest';
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import type { TestThresholdsKey } from '@tradejs/types';
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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/
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import {
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buildQuarterlyMonthlyStats,
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buildStrategyPerformanceViewModel,
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calculateMaxLossStreak,
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} from '#app/lib/strategyPerformance';
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import { AdvancedMetricsPanel } from './AdvancedMetricsPanel';
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import type { RuntimeStrategyView } from '#app/lib/runtimeStrategyContracts';
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import { RuntimeStrategyChart } from './RuntimeStrategyChart';
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import {
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ChartPanel,
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DrawdownTimelineChart,
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PnlDistributionChart,
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RollingPerformanceChart,
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TimeOfDaySessionChart,
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WinLossStreakTimelineChart,
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} from './StrategyPerformanceCharts';
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import { RuntimeStrategyConfigDrawer } from './RuntimeStrategyConfigDrawer';
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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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absPnl: number;
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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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id: string;
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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 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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import { RuntimeStrategyStatsDrawer } from './RuntimeStrategyStatsDrawer';
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import {
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buildRuntimeStrategyCardViewModel,
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getColorByLevel,
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RUNTIME_ORDER_ROW_HEIGHT,
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} from './RuntimeStrategyCard.presenter';
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const StatItem = ({
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stat,
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};
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const getOrderAccentColor = (order: RuntimeOrderView) => {
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if (order.status === 'active') {
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return 'orange.300';
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}
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if (typeof order.pnl !== 'number' || !Number.isFinite(order.pnl)) {
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return 'gray.600';
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}
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return order.pnl >= 0 ? 'teal.300' : 'red.300';
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};
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const formatExitType = (order: RuntimeOrderView) => {
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if (order.status === 'active') {
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return 'active';
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}
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return order.exitType ? order.exitType.toUpperCase() : 'closed';
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};
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const formatOrderReference = (orderId: string) => {
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const normalized = orderId.trim();
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const separatorIndex = normalized.indexOf('--');
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const suffix =
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separatorIndex >= 0 ? normalized.slice(separatorIndex + 2) : normalized;
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return suffix.length > 12 ? suffix.slice(-12) : suffix || 'n/a';
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};
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const RiskLevelsDetail = ({ order }: { order: RuntimeOrderView }) => (
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<Box>
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<Text>
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TP {formatPriceUsdt(order.takeProfitPrice)} (
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{formatPercent(order.takeProfitPercent, { signed: true })})
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</Text>
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<Text>
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SL {formatPriceUsdt(order.stopLossPrice)} (
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{formatPercent(order.stopLossPercent)})
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</Text>
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</Box>
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);
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const FeesDetail = ({ order }: { order: RuntimeOrderView }) => (
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<Box>
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<Text>open {formatFee(order.openFee)}</Text>
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<Text>close {formatFee(order.closeFee)}</Text>
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<Text>funding {formatFee(order.fundingFee)}</Text>
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</Box>
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);
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const getRuntimeOrderNotional = (order: RuntimeOrderView) => {
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const entryPrice = order.actualEntryPrice ?? order.entryPrice;
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if (
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typeof order.qty !== 'number' ||
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!Number.isFinite(order.qty) ||
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typeof entryPrice !== 'number' ||
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!Number.isFinite(entryPrice)
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) {
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return null;
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return order.qty * entryPrice;
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};
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const getRuntimeOrderSlippageCost = (order: RuntimeOrderView) => {
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if (notional == null) {
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return null;
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}
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const entrySlippagePercent =
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Number.isFinite(order.entrySlippagePercent)
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? Math.abs(order.entrySlippagePercent)
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: 0;
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const exitSlippagePercent =
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? Math.abs(order.exitSlippagePercent)
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: 0;
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const totalSlippagePercent = entrySlippagePercent + exitSlippagePercent;
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return totalSlippagePercent > 0
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? (notional * totalSlippagePercent) / 100
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: null;
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};
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const buildRuntimeAdvancedTrades = (
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orders: RuntimeOrderView[],
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): AdvancedTradeInput[] =>
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orders.flatMap((order): AdvancedTradeInput[] => {
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const timestamp = order.exitTimestamp ?? order.entryTimestamp;
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if (
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typeof timestamp !== 'number' ||
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!Number.isFinite(timestamp) ||
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typeof order.pnl !== 'number' ||
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!Number.isFinite(order.pnl)
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) {
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return [];
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}
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const slippageCost = getRuntimeOrderSlippageCost(order);
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return [
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{
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id: order.orderId,
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timestamp,
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pnl: order.pnl,
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symbol: order.symbol,
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direction: order.direction,
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exitReason: order.exitType ?? null,
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slippageCost,
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grossPnl: slippageCost == null ? order.pnl : order.pnl + slippageCost,
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approved: true,
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blocked: false,
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},
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];
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});
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const getOrdersSummary = (orders: RuntimeOrderView[]) => {
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const closedOrders = orders.filter((order) => order.status === 'closed');
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const winningOrders = closedOrders.filter(
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(order) =>
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const sumPnl = (direction: RuntimeOrderView['direction']) =>
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if (
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order.direction !== direction ||
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) {
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return total;
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}
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return total + order.pnl;
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}, 0);
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return {
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closedOrders: closedOrders.length,
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winRate:
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? (winningOrders.length / closedOrders.length) * 100
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: 0,
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longPnl: sumPnl('LONG'),
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shortPnl: sumPnl('SHORT'),
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};
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const getRuntimeOrdersSummaryItems = (
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orders: RuntimeOrderView[],
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): OrdersDrawerSummaryItem[] => {
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const summary = getOrdersSummary(orders);
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return [
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{
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title: 'Total Closed Orders',
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value: formatInteger(summary.closedOrders),
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},
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{
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title: 'Win Rate',
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value: formatPercent(summary.winRate, { signed: false }),
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},
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{
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title: 'P&L of Closed Long Orders (USDT)',
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value: formatSignedNumber(summary.longPnl),
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color: getPnlColor(summary.longPnl),
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},
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{
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title: 'P&L of Closed Short Orders (USDT)',
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value: formatSignedNumber(summary.shortPnl),
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color: getPnlColor(summary.shortPnl),
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},
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};
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const RuntimeOrdersSummaryBlock = ({
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items,
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}: {
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items: OrdersDrawerSummaryItem[];
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}) => (
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<Box
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p={4}
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borderWidth="1px"
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borderColor="gray.800"
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borderRadius="md"
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bg="gray.900"
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>
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<SimpleGrid columns={{ base: 1, md: 2 }} gap={4}>
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{items.map((item) => (
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<Box key={item.title}>
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<Text fontSize="sm" color="gray.500">
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{item.title}
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|
336
|
-
</Text>
|
|
337
|
-
<Text
|
|
338
|
-
mt={1}
|
|
339
|
-
fontSize="2xl"
|
|
340
|
-
color={item.color ?? 'gray.100'}
|
|
341
|
-
fontWeight="bold"
|
|
342
|
-
fontFamily="mono"
|
|
343
|
-
lineHeight="1.1"
|
|
344
|
-
>
|
|
345
|
-
{item.value}
|
|
346
|
-
</Text>
|
|
347
|
-
</Box>
|
|
348
|
-
))}
|
|
349
|
-
</SimpleGrid>
|
|
350
|
-
</Box>
|
|
351
|
-
);
|
|
352
|
-
|
|
353
|
-
const buildRuntimeDrawerMetrics = (
|
|
354
|
-
strategy: RuntimeStrategyView,
|
|
355
|
-
): RuntimeDrawerMetric[] => {
|
|
356
|
-
const getStatMetric = (
|
|
357
|
-
id: TestThresholdsKey,
|
|
358
|
-
label: string,
|
|
359
|
-
): RuntimeDrawerMetric => {
|
|
360
|
-
const { formatted, level } = getFormatted(strategy.stat, id);
|
|
361
|
-
|
|
362
|
-
return {
|
|
363
|
-
id,
|
|
364
|
-
label,
|
|
365
|
-
value: formatted,
|
|
366
|
-
level,
|
|
367
|
-
};
|
|
368
|
-
};
|
|
369
|
-
|
|
370
|
-
const maxLossStreak = calculateMaxLossStreak(strategy.orderLog);
|
|
371
|
-
|
|
372
|
-
return [
|
|
373
|
-
getStatMetric('netProfit', 'P&L'),
|
|
374
|
-
{
|
|
375
|
-
id: 'closedPnl',
|
|
376
|
-
label: 'Closed P&L',
|
|
377
|
-
value: formatSignedNumber(strategy.summary.closedPnl),
|
|
378
|
-
level:
|
|
379
|
-
strategy.summary.closedPnl > 0
|
|
380
|
-
? 'success'
|
|
381
|
-
: strategy.summary.closedPnl < 0
|
|
382
|
-
? 'error'
|
|
383
|
-
: 'neutral',
|
|
384
|
-
},
|
|
385
|
-
{
|
|
386
|
-
id: 'activePnl',
|
|
387
|
-
label: 'Active P&L',
|
|
388
|
-
value: formatSignedNumber(strategy.summary.activePnl),
|
|
389
|
-
level:
|
|
390
|
-
strategy.summary.activePnl > 0
|
|
391
|
-
? 'success'
|
|
392
|
-
: strategy.summary.activePnl < 0
|
|
393
|
-
? 'error'
|
|
394
|
-
: 'neutral',
|
|
395
|
-
},
|
|
396
|
-
getStatMetric('maxDrawdown', 'Max drawdown'),
|
|
397
|
-
{
|
|
398
|
-
id: 'maxLossStreak',
|
|
399
|
-
label: 'Max loss streak',
|
|
400
|
-
value: formatInteger(maxLossStreak),
|
|
401
|
-
level: maxLossStreak > 0 ? 'warning' : 'success',
|
|
402
|
-
},
|
|
403
|
-
{
|
|
404
|
-
id: 'totalTrades',
|
|
405
|
-
label: 'Trades',
|
|
406
|
-
value: formatInteger(strategy.summary.totalTrades),
|
|
407
|
-
level: 'neutral',
|
|
408
|
-
},
|
|
409
|
-
{
|
|
410
|
-
id: 'activeTrades',
|
|
411
|
-
label: 'Active',
|
|
412
|
-
value: formatInteger(strategy.summary.activeTrades),
|
|
413
|
-
level: strategy.summary.activeTrades > 0 ? 'warning' : 'neutral',
|
|
414
|
-
},
|
|
415
|
-
{
|
|
416
|
-
id: 'symbolTop1',
|
|
417
|
-
label: 'Symbol top 1',
|
|
418
|
-
value: formatPercent(strategy.summary.symbolConcentrationTop1),
|
|
419
|
-
level:
|
|
420
|
-
(strategy.summary.symbolConcentrationTop1 ?? 0) >= 60
|
|
421
|
-
? 'warning'
|
|
422
|
-
: 'neutral',
|
|
423
|
-
},
|
|
424
|
-
{
|
|
425
|
-
id: 'symbolTop5',
|
|
426
|
-
label: 'Symbol top 5',
|
|
427
|
-
value: formatPercent(strategy.summary.symbolConcentrationTop5),
|
|
428
|
-
level: 'neutral',
|
|
429
|
-
},
|
|
430
|
-
getStatMetric('winRate', 'Win Rate'),
|
|
431
|
-
];
|
|
432
|
-
};
|
|
433
|
-
|
|
434
|
-
const buildRuntimeSymbolPnlRanking = (
|
|
435
|
-
orders: RuntimeOrderView[],
|
|
436
|
-
): RuntimeSymbolPnlRank[] => {
|
|
437
|
-
const grouped = new Map<
|
|
438
|
-
string,
|
|
439
|
-
{ symbol: string; pnl: number; orders: number; wins: number }
|
|
440
|
-
>();
|
|
441
|
-
|
|
442
|
-
for (const order of orders) {
|
|
443
|
-
if (typeof order.pnl !== 'number' || !Number.isFinite(order.pnl)) {
|
|
444
|
-
continue;
|
|
445
|
-
}
|
|
446
|
-
|
|
447
|
-
const existing = grouped.get(order.symbol) ?? {
|
|
448
|
-
symbol: order.symbol,
|
|
449
|
-
pnl: 0,
|
|
450
|
-
orders: 0,
|
|
451
|
-
wins: 0,
|
|
452
|
-
};
|
|
453
|
-
|
|
454
|
-
existing.pnl += order.pnl;
|
|
455
|
-
existing.orders += 1;
|
|
456
|
-
existing.wins += order.pnl > 0 ? 1 : 0;
|
|
457
|
-
grouped.set(order.symbol, existing);
|
|
458
|
-
}
|
|
459
|
-
|
|
460
|
-
return [...grouped.values()]
|
|
461
|
-
.map((rank) => ({
|
|
462
|
-
symbol: rank.symbol,
|
|
463
|
-
pnl: rank.pnl,
|
|
464
|
-
orders: rank.orders,
|
|
465
|
-
winRate: rank.orders > 0 ? (rank.wins / rank.orders) * 100 : null,
|
|
466
|
-
avgPnl: rank.orders > 0 ? rank.pnl / rank.orders : null,
|
|
467
|
-
}))
|
|
468
|
-
.sort(
|
|
469
|
-
(left, right) =>
|
|
470
|
-
Math.abs(right.pnl) - Math.abs(left.pnl) ||
|
|
471
|
-
right.pnl - left.pnl ||
|
|
472
|
-
left.symbol.localeCompare(right.symbol),
|
|
473
|
-
);
|
|
474
|
-
};
|
|
475
|
-
|
|
476
|
-
const buildRuntimeSymbolConcentration = (
|
|
477
|
-
orders: RuntimeOrderView[],
|
|
478
|
-
): RuntimeSymbolConcentrationRow[] => {
|
|
479
|
-
const ranking = buildRuntimeSymbolPnlRanking(orders).map((rank) => ({
|
|
480
|
-
...rank,
|
|
481
|
-
absPnl: Math.abs(rank.pnl),
|
|
482
|
-
}));
|
|
483
|
-
const totalAbsPnl = ranking.reduce((sum, rank) => sum + rank.absPnl, 0);
|
|
484
|
-
const totalOrders = ranking.reduce((sum, rank) => sum + rank.orders, 0);
|
|
485
|
-
|
|
486
|
-
if (totalAbsPnl <= 0 || totalOrders <= 0) {
|
|
487
|
-
return [];
|
|
488
|
-
}
|
|
489
|
-
|
|
490
|
-
return ranking
|
|
491
|
-
.map((rank) => ({
|
|
492
|
-
...rank,
|
|
493
|
-
absPnlShare: (rank.absPnl / totalAbsPnl) * 100,
|
|
494
|
-
orderShare: (rank.orders / totalOrders) * 100,
|
|
495
|
-
}))
|
|
496
|
-
.sort(
|
|
497
|
-
(left, right) =>
|
|
498
|
-
right.absPnlShare - left.absPnlShare ||
|
|
499
|
-
right.orderShare - left.orderShare ||
|
|
500
|
-
left.symbol.localeCompare(right.symbol),
|
|
501
|
-
);
|
|
502
|
-
};
|
|
503
|
-
|
|
504
|
-
const buildRuntimeDirectionStats = (
|
|
505
|
-
orders: RuntimeOrderView[],
|
|
506
|
-
): RuntimeDirectionStats[] =>
|
|
507
|
-
(['LONG', 'SHORT'] as const).map((direction) => {
|
|
508
|
-
const directionOrders = orders.filter(
|
|
509
|
-
(order) => order.direction === direction,
|
|
510
|
-
);
|
|
511
|
-
const ordersWithPnl = directionOrders.filter(
|
|
512
|
-
(order) => typeof order.pnl === 'number' && Number.isFinite(order.pnl),
|
|
513
|
-
);
|
|
514
|
-
const pnl = ordersWithPnl.reduce((sum, order) => sum + (order.pnl ?? 0), 0);
|
|
515
|
-
|
|
516
|
-
return {
|
|
517
|
-
direction,
|
|
518
|
-
orders: directionOrders.length,
|
|
519
|
-
active: directionOrders.filter((order) => order.status === 'active')
|
|
520
|
-
.length,
|
|
521
|
-
closed: directionOrders.filter((order) => order.status === 'closed')
|
|
522
|
-
.length,
|
|
523
|
-
wins: ordersWithPnl.filter((order) => (order.pnl ?? 0) > 0).length,
|
|
524
|
-
pnl,
|
|
525
|
-
avgPnl: ordersWithPnl.length > 0 ? pnl / ordersWithPnl.length : null,
|
|
526
|
-
};
|
|
527
|
-
});
|
|
528
|
-
|
|
529
|
-
const renderPnlRanking = ({
|
|
530
|
-
title,
|
|
531
|
-
subtitle,
|
|
532
|
-
ranking,
|
|
533
|
-
maxAbsPnl,
|
|
534
|
-
}: {
|
|
535
|
-
title: string;
|
|
536
|
-
subtitle: string;
|
|
537
|
-
ranking: RuntimeSymbolPnlRank[];
|
|
538
|
-
maxAbsPnl: number;
|
|
539
|
-
}) => (
|
|
540
|
-
<Box
|
|
541
|
-
p={4}
|
|
542
|
-
borderWidth="1px"
|
|
543
|
-
borderColor="gray.800"
|
|
544
|
-
borderRadius="md"
|
|
545
|
-
bg="gray.900"
|
|
546
|
-
>
|
|
547
|
-
<Flex justify="space-between" align="baseline" gap={3} mb={4}>
|
|
548
|
-
<Text fontSize="sm" color="gray.300" fontWeight="semibold">
|
|
549
|
-
{title}
|
|
550
|
-
</Text>
|
|
551
|
-
<Text fontSize="xs" color="gray.500">
|
|
552
|
-
{subtitle}
|
|
553
|
-
</Text>
|
|
554
|
-
</Flex>
|
|
555
|
-
|
|
556
|
-
{ranking.length ? (
|
|
557
|
-
<Flex direction="column" gap={3}>
|
|
558
|
-
{ranking.map((rank) => {
|
|
559
|
-
const width = Math.max(4, (Math.abs(rank.pnl) / maxAbsPnl) * 100);
|
|
560
|
-
|
|
561
|
-
return (
|
|
562
|
-
<Grid
|
|
563
|
-
key={rank.symbol}
|
|
564
|
-
templateColumns="1.1fr 2fr 0.8fr"
|
|
565
|
-
alignItems="center"
|
|
566
|
-
gap={3}
|
|
567
|
-
>
|
|
568
|
-
<Box minW={0}>
|
|
569
|
-
<Text
|
|
570
|
-
fontSize="sm"
|
|
571
|
-
color="gray.200"
|
|
572
|
-
fontWeight="bold"
|
|
573
|
-
overflow="hidden"
|
|
574
|
-
textOverflow="ellipsis"
|
|
575
|
-
whiteSpace="nowrap"
|
|
576
|
-
>
|
|
577
|
-
{rank.symbol}
|
|
578
|
-
</Text>
|
|
579
|
-
<Text fontSize="xs" color="gray.500" fontFamily="mono">
|
|
580
|
-
{formatInteger(rank.orders)} orders ·{' '}
|
|
581
|
-
{formatPercent(rank.winRate)}
|
|
582
|
-
</Text>
|
|
583
|
-
<Text fontSize="xs" color="gray.600" fontFamily="mono">
|
|
584
|
-
avg {formatSignedNumber(rank.avgPnl)}
|
|
585
|
-
</Text>
|
|
586
|
-
</Box>
|
|
587
|
-
<Box h="10px" bg="gray.800">
|
|
588
|
-
<Box h="full" w={`${width}%`} bg={getPnlBarColor(rank.pnl)} />
|
|
589
|
-
</Box>
|
|
590
|
-
<Text
|
|
591
|
-
fontSize="sm"
|
|
592
|
-
color={getPnlColor(rank.pnl)}
|
|
593
|
-
fontWeight="bold"
|
|
594
|
-
fontFamily="mono"
|
|
595
|
-
textAlign="right"
|
|
596
|
-
>
|
|
597
|
-
{formatSignedNumber(rank.pnl)}
|
|
598
|
-
</Text>
|
|
599
|
-
</Grid>
|
|
600
|
-
);
|
|
601
|
-
})}
|
|
602
|
-
</Flex>
|
|
603
|
-
) : (
|
|
604
|
-
<Text fontSize="sm" color="gray.500">
|
|
605
|
-
No symbol P&L data
|
|
606
|
-
</Text>
|
|
607
|
-
)}
|
|
608
|
-
</Box>
|
|
609
|
-
);
|
|
610
|
-
|
|
611
|
-
const mapRuntimeOrder = (order: RuntimeOrderView): OrdersDrawerOrder => {
|
|
612
|
-
const displayEntryPrice = order.actualEntryPrice ?? order.entryPrice;
|
|
613
|
-
const displayExitPrice =
|
|
614
|
-
order.status === 'active'
|
|
615
|
-
? order.currentPrice
|
|
616
|
-
: order.actualExitPrice ?? order.exitPrice;
|
|
617
|
-
const notional =
|
|
618
|
-
typeof order.qty === 'number' &&
|
|
619
|
-
Number.isFinite(order.qty) &&
|
|
620
|
-
typeof displayEntryPrice === 'number' &&
|
|
621
|
-
Number.isFinite(displayEntryPrice)
|
|
622
|
-
? order.qty * displayEntryPrice
|
|
623
|
-
: null;
|
|
624
|
-
|
|
625
|
-
return {
|
|
626
|
-
id: order.orderId,
|
|
627
|
-
title: order.symbol,
|
|
628
|
-
reference: formatOrderReference(order.orderId),
|
|
629
|
-
period: {
|
|
630
|
-
start: order.entryTimestamp,
|
|
631
|
-
end: order.status === 'active' ? null : order.exitTimestamp,
|
|
632
|
-
durationHours: order.durationHours,
|
|
633
|
-
},
|
|
634
|
-
direction: order.direction,
|
|
635
|
-
status: order.status,
|
|
636
|
-
statusLabel: formatExitType(order).toUpperCase(),
|
|
637
|
-
statusColor: order.status === 'active' ? 'orange' : 'gray',
|
|
638
|
-
pnl: order.pnl,
|
|
639
|
-
accentColor: getOrderAccentColor(order),
|
|
640
|
-
metrics: [
|
|
641
|
-
{
|
|
642
|
-
title: 'Entry',
|
|
643
|
-
value: formatPriceUsdt(displayEntryPrice),
|
|
644
|
-
detail:
|
|
645
|
-
order.actualEntryPrice == null
|
|
646
|
-
? 'actual n/a'
|
|
647
|
-
: `plan ${formatPriceUsdt(order.entryPrice)} / slip ${formatPercent(order.entrySlippagePercent, { signed: true })}`,
|
|
648
|
-
},
|
|
649
|
-
{
|
|
650
|
-
title: order.status === 'active' ? 'Current' : 'Exit',
|
|
651
|
-
value: formatPriceUsdt(displayExitPrice),
|
|
652
|
-
detail:
|
|
653
|
-
order.status === 'active' ? (
|
|
654
|
-
<RiskLevelsDetail order={order} />
|
|
655
|
-
) : (
|
|
656
|
-
`slip ${formatPercent(order.exitSlippagePercent, { signed: true })}`
|
|
657
|
-
),
|
|
658
|
-
},
|
|
659
|
-
{
|
|
660
|
-
title: 'Notional',
|
|
661
|
-
value: formatUsdt(notional),
|
|
662
|
-
},
|
|
663
|
-
{
|
|
664
|
-
title: 'Fees',
|
|
665
|
-
value: formatFee(order.totalFee),
|
|
666
|
-
detail: <FeesDetail order={order} />,
|
|
667
|
-
},
|
|
668
|
-
{
|
|
669
|
-
title: 'Qty',
|
|
670
|
-
value: formatCompactNumber(order.qty),
|
|
671
|
-
},
|
|
672
|
-
],
|
|
673
|
-
};
|
|
674
|
-
};
|
|
675
|
-
|
|
676
|
-
export const buildRuntimeStrategyCardViewModel = (
|
|
677
|
-
strategy: RuntimeStrategyView,
|
|
678
|
-
) => {
|
|
679
|
-
const symbolPnlRanking = buildRuntimeSymbolPnlRanking(strategy.orders);
|
|
680
|
-
const firstPoint = strategy.orderLog[0];
|
|
681
|
-
const lastPoint = strategy.orderLog[strategy.orderLog.length - 1];
|
|
682
|
-
|
|
683
|
-
return {
|
|
684
|
-
lastTrade: strategy.recentTrades[0],
|
|
685
|
-
runtimeOrders: strategy.orders.map(mapRuntimeOrder),
|
|
686
|
-
runtimeOrderSummaryItems: getRuntimeOrdersSummaryItems(strategy.orders),
|
|
687
|
-
drawerMetrics: buildRuntimeDrawerMetrics(strategy),
|
|
688
|
-
performance: buildStrategyPerformanceViewModel(strategy.orderLog),
|
|
689
|
-
symbolPnlRanking,
|
|
690
|
-
symbolConcentration: buildRuntimeSymbolConcentration(strategy.orders).slice(
|
|
691
|
-
0,
|
|
692
|
-
8,
|
|
693
|
-
),
|
|
694
|
-
topSymbolPnlRanking: [...symbolPnlRanking]
|
|
695
|
-
.sort(
|
|
696
|
-
(left, right) =>
|
|
697
|
-
right.pnl - left.pnl || left.symbol.localeCompare(right.symbol),
|
|
698
|
-
)
|
|
699
|
-
.slice(0, 10),
|
|
700
|
-
worstSymbolPnlRanking: [...symbolPnlRanking]
|
|
701
|
-
.sort(
|
|
702
|
-
(left, right) =>
|
|
703
|
-
left.pnl - right.pnl || left.symbol.localeCompare(right.symbol),
|
|
704
|
-
)
|
|
705
|
-
.slice(0, 10),
|
|
706
|
-
symbolRankingMaxAbsPnl: Math.max(
|
|
707
|
-
...symbolPnlRanking.map((rank) => Math.abs(rank.pnl)),
|
|
708
|
-
1,
|
|
709
|
-
),
|
|
710
|
-
directionStats: buildRuntimeDirectionStats(strategy.orders),
|
|
711
|
-
advancedMetrics: calculateAdvancedTradeMetrics({
|
|
712
|
-
trades: buildRuntimeAdvancedTrades(strategy.orders),
|
|
713
|
-
orderLog: strategy.orderLog,
|
|
714
|
-
startTimestamp: firstPoint?.[0] ?? null,
|
|
715
|
-
endTimestamp: lastPoint?.[0] ?? null,
|
|
716
|
-
}),
|
|
717
|
-
};
|
|
718
|
-
};
|
|
719
|
-
|
|
720
52
|
export const RuntimeStrategyCard = ({
|
|
721
53
|
strategy,
|
|
722
54
|
provider,
|
|
@@ -737,27 +69,7 @@ export const RuntimeStrategyCard = ({
|
|
|
737
69
|
() => buildRuntimeStrategyCardViewModel(strategy),
|
|
738
70
|
[strategy],
|
|
739
71
|
);
|
|
740
|
-
const {
|
|
741
|
-
lastTrade,
|
|
742
|
-
runtimeOrders,
|
|
743
|
-
runtimeOrderSummaryItems,
|
|
744
|
-
drawerMetrics,
|
|
745
|
-
symbolConcentration,
|
|
746
|
-
topSymbolPnlRanking,
|
|
747
|
-
worstSymbolPnlRanking,
|
|
748
|
-
symbolRankingMaxAbsPnl,
|
|
749
|
-
directionStats,
|
|
750
|
-
advancedMetrics,
|
|
751
|
-
} = viewModel;
|
|
752
|
-
const {
|
|
753
|
-
monthlyStats,
|
|
754
|
-
tradePoints: runtimeTradePoints,
|
|
755
|
-
drawdownPoints,
|
|
756
|
-
rollingPerformancePoints,
|
|
757
|
-
pnlDistributionBins,
|
|
758
|
-
sessionPnlStats,
|
|
759
|
-
hourlyPnlStats,
|
|
760
|
-
} = viewModel.performance;
|
|
72
|
+
const { lastTrade, runtimeOrders } = viewModel;
|
|
761
73
|
|
|
762
74
|
return (
|
|
763
75
|
<Box
|
|
@@ -891,516 +203,13 @@ export const RuntimeStrategyCard = ({
|
|
|
891
203
|
onSaved={onUpdated}
|
|
892
204
|
/>
|
|
893
205
|
|
|
894
|
-
<
|
|
895
|
-
|
|
206
|
+
<RuntimeStrategyStatsDrawer
|
|
207
|
+
strategy={strategy}
|
|
208
|
+
provider={provider}
|
|
896
209
|
open={statsOpen}
|
|
897
|
-
onOpenChange={
|
|
898
|
-
|
|
899
|
-
|
|
900
|
-
<Drawer.Backdrop />
|
|
901
|
-
<Drawer.Positioner>
|
|
902
|
-
<Drawer.Content
|
|
903
|
-
display="flex"
|
|
904
|
-
flexDirection="column"
|
|
905
|
-
w="50vw"
|
|
906
|
-
minW="640px"
|
|
907
|
-
maxW="50vw"
|
|
908
|
-
bg="gray.950"
|
|
909
|
-
>
|
|
910
|
-
<Drawer.Header>
|
|
911
|
-
<Drawer.Title>{strategy.strategyName}</Drawer.Title>
|
|
912
|
-
<Drawer.CloseTrigger asChild>
|
|
913
|
-
<CloseButton size="sm" />
|
|
914
|
-
</Drawer.CloseTrigger>
|
|
915
|
-
</Drawer.Header>
|
|
916
|
-
|
|
917
|
-
<Drawer.Body
|
|
918
|
-
display="flex"
|
|
919
|
-
flexDirection="column"
|
|
920
|
-
gap={4}
|
|
921
|
-
overflowY="auto"
|
|
922
|
-
flex="1"
|
|
923
|
-
minH="0"
|
|
924
|
-
w="full"
|
|
925
|
-
>
|
|
926
|
-
<RuntimeOrdersSummaryBlock items={runtimeOrderSummaryItems} />
|
|
927
|
-
|
|
928
|
-
<Box
|
|
929
|
-
p={4}
|
|
930
|
-
borderWidth="1px"
|
|
931
|
-
borderColor="gray.800"
|
|
932
|
-
borderRadius="md"
|
|
933
|
-
bg="gray.900"
|
|
934
|
-
>
|
|
935
|
-
<Text fontSize="sm" color="gray.500" mb={3}>
|
|
936
|
-
connector: {provider}
|
|
937
|
-
</Text>
|
|
938
|
-
|
|
939
|
-
<SimpleGrid columns={{ base: 2, md: 4 }} gap={3}>
|
|
940
|
-
{drawerMetrics.map((metric) => (
|
|
941
|
-
<Box
|
|
942
|
-
key={metric.id}
|
|
943
|
-
p={3}
|
|
944
|
-
borderWidth="1px"
|
|
945
|
-
borderColor="gray.800"
|
|
946
|
-
borderRadius="md"
|
|
947
|
-
bg="blackAlpha.300"
|
|
948
|
-
>
|
|
949
|
-
<Text
|
|
950
|
-
fontSize="xs"
|
|
951
|
-
color="gray.400"
|
|
952
|
-
fontWeight="semibold"
|
|
953
|
-
textTransform="uppercase"
|
|
954
|
-
>
|
|
955
|
-
{metric.label}
|
|
956
|
-
</Text>
|
|
957
|
-
<Text
|
|
958
|
-
mt={1}
|
|
959
|
-
fontSize="xl"
|
|
960
|
-
color={getMetricColor(metric.level)}
|
|
961
|
-
fontWeight="bold"
|
|
962
|
-
fontFamily="mono"
|
|
963
|
-
lineHeight="1.2"
|
|
964
|
-
>
|
|
965
|
-
{metric.value}
|
|
966
|
-
</Text>
|
|
967
|
-
</Box>
|
|
968
|
-
))}
|
|
969
|
-
</SimpleGrid>
|
|
970
|
-
</Box>
|
|
971
|
-
|
|
972
|
-
<AdvancedMetricsPanel metrics={advancedMetrics} />
|
|
973
|
-
|
|
974
|
-
{monthlyStats.length ? (
|
|
975
|
-
<Box
|
|
976
|
-
p={4}
|
|
977
|
-
borderWidth="1px"
|
|
978
|
-
borderColor="gray.800"
|
|
979
|
-
borderRadius="md"
|
|
980
|
-
bg="gray.900"
|
|
981
|
-
>
|
|
982
|
-
<Text
|
|
983
|
-
fontSize="sm"
|
|
984
|
-
color="gray.300"
|
|
985
|
-
fontWeight="semibold"
|
|
986
|
-
mb={3}
|
|
987
|
-
>
|
|
988
|
-
Monthly Performance
|
|
989
|
-
</Text>
|
|
990
|
-
|
|
991
|
-
<Flex direction="column" gap={4}>
|
|
992
|
-
{monthlyStats.map((yearGroup) => (
|
|
993
|
-
<Box key={yearGroup.year}>
|
|
994
|
-
<Flex align="center" gap={3} mb={3}>
|
|
995
|
-
<Text
|
|
996
|
-
fontSize="lg"
|
|
997
|
-
color="gray.100"
|
|
998
|
-
fontWeight="bold"
|
|
999
|
-
fontFamily="mono"
|
|
1000
|
-
>
|
|
1001
|
-
{yearGroup.year}
|
|
1002
|
-
</Text>
|
|
1003
|
-
<Box flex="1" h="1px" bg="gray.800" />
|
|
1004
|
-
</Flex>
|
|
1005
|
-
|
|
1006
|
-
<Flex direction="column" gap={3}>
|
|
1007
|
-
{buildQuarterlyMonthlyStats(yearGroup.months).map(
|
|
1008
|
-
(quarter) => (
|
|
1009
|
-
<Flex
|
|
1010
|
-
key={`${yearGroup.year}-${quarter.label}`}
|
|
1011
|
-
align="stretch"
|
|
1012
|
-
gap={3}
|
|
1013
|
-
>
|
|
1014
|
-
<Flex
|
|
1015
|
-
w="34px"
|
|
1016
|
-
flexShrink={0}
|
|
1017
|
-
align="center"
|
|
1018
|
-
justify="center"
|
|
1019
|
-
>
|
|
1020
|
-
<Text
|
|
1021
|
-
fontSize="xs"
|
|
1022
|
-
color="gray.500"
|
|
1023
|
-
fontFamily="mono"
|
|
1024
|
-
fontWeight="bold"
|
|
1025
|
-
>
|
|
1026
|
-
{quarter.label}
|
|
1027
|
-
</Text>
|
|
1028
|
-
</Flex>
|
|
1029
|
-
|
|
1030
|
-
<SimpleGrid columns={3} gap={3} flex="1">
|
|
1031
|
-
{quarter.months.map(
|
|
1032
|
-
(month, monthOffset) => {
|
|
1033
|
-
const monthIndex =
|
|
1034
|
-
quarter.monthIndexes[monthOffset] ??
|
|
1035
|
-
0;
|
|
1036
|
-
|
|
1037
|
-
if (!month) {
|
|
1038
|
-
return (
|
|
1039
|
-
<Box
|
|
1040
|
-
key={`${quarter.label}-${monthIndex}-empty`}
|
|
1041
|
-
minH="116px"
|
|
1042
|
-
visibility="hidden"
|
|
1043
|
-
/>
|
|
1044
|
-
);
|
|
1045
|
-
}
|
|
1046
|
-
|
|
1047
|
-
const winRate =
|
|
1048
|
-
month.orders > 0
|
|
1049
|
-
? (month.wins / month.orders) * 100
|
|
1050
|
-
: null;
|
|
1051
|
-
|
|
1052
|
-
return (
|
|
1053
|
-
<Box
|
|
1054
|
-
key={month.id}
|
|
1055
|
-
p={3}
|
|
1056
|
-
minH="116px"
|
|
1057
|
-
borderWidth="1px"
|
|
1058
|
-
borderColor="gray.800"
|
|
1059
|
-
borderLeftWidth="3px"
|
|
1060
|
-
borderLeftColor={getPnlColor(
|
|
1061
|
-
month.pnl,
|
|
1062
|
-
)}
|
|
1063
|
-
borderRadius="md"
|
|
1064
|
-
bg="blackAlpha.300"
|
|
1065
|
-
>
|
|
1066
|
-
<Flex
|
|
1067
|
-
justify="space-between"
|
|
1068
|
-
align="baseline"
|
|
1069
|
-
gap={2}
|
|
1070
|
-
>
|
|
1071
|
-
<Text
|
|
1072
|
-
fontSize="sm"
|
|
1073
|
-
color="gray.200"
|
|
1074
|
-
fontWeight="bold"
|
|
1075
|
-
>
|
|
1076
|
-
{month.monthLabel}
|
|
1077
|
-
</Text>
|
|
1078
|
-
<Text
|
|
1079
|
-
fontSize="xs"
|
|
1080
|
-
color="gray.500"
|
|
1081
|
-
fontFamily="mono"
|
|
1082
|
-
>
|
|
1083
|
-
{String(
|
|
1084
|
-
month.monthIndex,
|
|
1085
|
-
).padStart(2, '0')}
|
|
1086
|
-
</Text>
|
|
1087
|
-
</Flex>
|
|
1088
|
-
<Text
|
|
1089
|
-
mt={3}
|
|
1090
|
-
fontSize="xl"
|
|
1091
|
-
color={getPnlColor(month.pnl)}
|
|
1092
|
-
fontWeight="bold"
|
|
1093
|
-
fontFamily="mono"
|
|
1094
|
-
lineHeight="1.2"
|
|
1095
|
-
>
|
|
1096
|
-
{formatSignedNumber(month.pnl)}
|
|
1097
|
-
</Text>
|
|
1098
|
-
<Flex
|
|
1099
|
-
mt={3}
|
|
1100
|
-
justify="space-between"
|
|
1101
|
-
gap={3}
|
|
1102
|
-
>
|
|
1103
|
-
<Box>
|
|
1104
|
-
<Text
|
|
1105
|
-
fontSize="xs"
|
|
1106
|
-
color="gray.500"
|
|
1107
|
-
>
|
|
1108
|
-
Orders
|
|
1109
|
-
</Text>
|
|
1110
|
-
<Text
|
|
1111
|
-
fontSize="sm"
|
|
1112
|
-
color="gray.300"
|
|
1113
|
-
fontFamily="mono"
|
|
1114
|
-
fontWeight="semibold"
|
|
1115
|
-
>
|
|
1116
|
-
{formatInteger(month.orders)}
|
|
1117
|
-
</Text>
|
|
1118
|
-
</Box>
|
|
1119
|
-
<Box textAlign="right">
|
|
1120
|
-
<Text
|
|
1121
|
-
fontSize="xs"
|
|
1122
|
-
color="gray.500"
|
|
1123
|
-
>
|
|
1124
|
-
Win rate
|
|
1125
|
-
</Text>
|
|
1126
|
-
<Text
|
|
1127
|
-
fontSize="sm"
|
|
1128
|
-
color="gray.300"
|
|
1129
|
-
fontFamily="mono"
|
|
1130
|
-
fontWeight="semibold"
|
|
1131
|
-
>
|
|
1132
|
-
{formatPercent(winRate)}
|
|
1133
|
-
</Text>
|
|
1134
|
-
</Box>
|
|
1135
|
-
</Flex>
|
|
1136
|
-
</Box>
|
|
1137
|
-
);
|
|
1138
|
-
},
|
|
1139
|
-
)}
|
|
1140
|
-
</SimpleGrid>
|
|
1141
|
-
</Flex>
|
|
1142
|
-
),
|
|
1143
|
-
)}
|
|
1144
|
-
</Flex>
|
|
1145
|
-
</Box>
|
|
1146
|
-
))}
|
|
1147
|
-
</Flex>
|
|
1148
|
-
</Box>
|
|
1149
|
-
) : null}
|
|
1150
|
-
|
|
1151
|
-
<Flex direction="column" gap={4}>
|
|
1152
|
-
<ChartPanel
|
|
1153
|
-
title="Drawdown Timeline"
|
|
1154
|
-
subtitle="equity peak to current equity"
|
|
1155
|
-
>
|
|
1156
|
-
<DrawdownTimelineChart points={drawdownPoints} />
|
|
1157
|
-
</ChartPanel>
|
|
1158
|
-
|
|
1159
|
-
<ChartPanel
|
|
1160
|
-
title="Rolling Performance"
|
|
1161
|
-
subtitle="last 50 trades"
|
|
1162
|
-
>
|
|
1163
|
-
<RollingPerformanceChart
|
|
1164
|
-
points={rollingPerformancePoints}
|
|
1165
|
-
/>
|
|
1166
|
-
</ChartPanel>
|
|
1167
|
-
|
|
1168
|
-
<ChartPanel
|
|
1169
|
-
title="Win / Loss Streak Timeline"
|
|
1170
|
-
subtitle="trade sequence"
|
|
1171
|
-
>
|
|
1172
|
-
<WinLossStreakTimelineChart trades={runtimeTradePoints} />
|
|
1173
|
-
</ChartPanel>
|
|
1174
|
-
|
|
1175
|
-
<ChartPanel
|
|
1176
|
-
title="P&L Distribution"
|
|
1177
|
-
subtitle="trade result buckets"
|
|
1178
|
-
>
|
|
1179
|
-
<PnlDistributionChart bins={pnlDistributionBins} />
|
|
1180
|
-
</ChartPanel>
|
|
1181
|
-
|
|
1182
|
-
<ChartPanel
|
|
1183
|
-
title="P&L by Time of Day / Session"
|
|
1184
|
-
subtitle="UTC"
|
|
1185
|
-
>
|
|
1186
|
-
<TimeOfDaySessionChart
|
|
1187
|
-
sessions={sessionPnlStats}
|
|
1188
|
-
hours={hourlyPnlStats}
|
|
1189
|
-
/>
|
|
1190
|
-
</ChartPanel>
|
|
1191
|
-
</Flex>
|
|
1192
|
-
|
|
1193
|
-
<Flex direction="column" gap={4}>
|
|
1194
|
-
{renderPnlRanking({
|
|
1195
|
-
title: 'P&L Ranking',
|
|
1196
|
-
subtitle: 'Top 10 contracts',
|
|
1197
|
-
ranking: topSymbolPnlRanking,
|
|
1198
|
-
maxAbsPnl: symbolRankingMaxAbsPnl,
|
|
1199
|
-
})}
|
|
1200
|
-
{renderPnlRanking({
|
|
1201
|
-
title: 'Worst Contracts',
|
|
1202
|
-
subtitle: 'Worst 10 contracts',
|
|
1203
|
-
ranking: worstSymbolPnlRanking,
|
|
1204
|
-
maxAbsPnl: symbolRankingMaxAbsPnl,
|
|
1205
|
-
})}
|
|
1206
|
-
</Flex>
|
|
1207
|
-
|
|
1208
|
-
{symbolConcentration.length ? (
|
|
1209
|
-
<Box
|
|
1210
|
-
p={4}
|
|
1211
|
-
borderWidth="1px"
|
|
1212
|
-
borderColor="gray.800"
|
|
1213
|
-
borderRadius="md"
|
|
1214
|
-
bg="gray.900"
|
|
1215
|
-
>
|
|
1216
|
-
<Flex justify="space-between" align="baseline" mb={3}>
|
|
1217
|
-
<Text
|
|
1218
|
-
fontSize="sm"
|
|
1219
|
-
color="gray.300"
|
|
1220
|
-
fontWeight="semibold"
|
|
1221
|
-
>
|
|
1222
|
-
Symbol Concentration
|
|
1223
|
-
</Text>
|
|
1224
|
-
<Text fontSize="xs" color="gray.600" textAlign="right">
|
|
1225
|
-
absolute P&L and order share
|
|
1226
|
-
</Text>
|
|
1227
|
-
</Flex>
|
|
1228
|
-
|
|
1229
|
-
<Flex direction="column" gap={2}>
|
|
1230
|
-
{symbolConcentration.map((row) => (
|
|
1231
|
-
<Box
|
|
1232
|
-
key={row.symbol}
|
|
1233
|
-
p={3}
|
|
1234
|
-
borderWidth="1px"
|
|
1235
|
-
borderColor="gray.800"
|
|
1236
|
-
borderRadius="md"
|
|
1237
|
-
bg="blackAlpha.300"
|
|
1238
|
-
>
|
|
1239
|
-
<Flex justify="space-between" align="center" gap={3}>
|
|
1240
|
-
<Box minW="0">
|
|
1241
|
-
<Text
|
|
1242
|
-
color="gray.100"
|
|
1243
|
-
fontSize="sm"
|
|
1244
|
-
fontWeight="bold"
|
|
1245
|
-
>
|
|
1246
|
-
{row.symbol}
|
|
1247
|
-
</Text>
|
|
1248
|
-
<Text
|
|
1249
|
-
mt={1}
|
|
1250
|
-
color="gray.500"
|
|
1251
|
-
fontSize="xs"
|
|
1252
|
-
fontFamily="mono"
|
|
1253
|
-
>
|
|
1254
|
-
{formatInteger(row.orders)} trades / order share{' '}
|
|
1255
|
-
{formatPercent(row.orderShare)}
|
|
1256
|
-
</Text>
|
|
1257
|
-
</Box>
|
|
1258
|
-
<Box textAlign="right" flexShrink={0}>
|
|
1259
|
-
<Text
|
|
1260
|
-
color={getPnlColor(row.pnl)}
|
|
1261
|
-
fontSize="sm"
|
|
1262
|
-
fontWeight="bold"
|
|
1263
|
-
fontFamily="mono"
|
|
1264
|
-
>
|
|
1265
|
-
{formatSignedNumber(row.pnl)}
|
|
1266
|
-
</Text>
|
|
1267
|
-
<Text
|
|
1268
|
-
mt={1}
|
|
1269
|
-
color="gray.400"
|
|
1270
|
-
fontSize="xs"
|
|
1271
|
-
fontFamily="mono"
|
|
1272
|
-
>
|
|
1273
|
-
abs {formatPercent(row.absPnlShare)}
|
|
1274
|
-
</Text>
|
|
1275
|
-
</Box>
|
|
1276
|
-
</Flex>
|
|
1277
|
-
</Box>
|
|
1278
|
-
))}
|
|
1279
|
-
</Flex>
|
|
1280
|
-
</Box>
|
|
1281
|
-
) : null}
|
|
1282
|
-
|
|
1283
|
-
<Box
|
|
1284
|
-
p={4}
|
|
1285
|
-
borderWidth="1px"
|
|
1286
|
-
borderColor="gray.800"
|
|
1287
|
-
borderRadius="md"
|
|
1288
|
-
bg="gray.900"
|
|
1289
|
-
>
|
|
1290
|
-
<Text
|
|
1291
|
-
fontSize="sm"
|
|
1292
|
-
color="gray.300"
|
|
1293
|
-
fontWeight="semibold"
|
|
1294
|
-
mb={3}
|
|
1295
|
-
>
|
|
1296
|
-
LONG / SHORT
|
|
1297
|
-
</Text>
|
|
1298
|
-
<SimpleGrid columns={{ base: 1, md: 2 }} gap={3}>
|
|
1299
|
-
{directionStats.map((group) => {
|
|
1300
|
-
const ordersWithPnl = group.closed + group.active;
|
|
1301
|
-
const winRate =
|
|
1302
|
-
ordersWithPnl > 0
|
|
1303
|
-
? (group.wins / ordersWithPnl) * 100
|
|
1304
|
-
: null;
|
|
1305
|
-
|
|
1306
|
-
return (
|
|
1307
|
-
<Box
|
|
1308
|
-
key={group.direction}
|
|
1309
|
-
p={3}
|
|
1310
|
-
borderWidth="1px"
|
|
1311
|
-
borderColor="gray.800"
|
|
1312
|
-
borderRadius="md"
|
|
1313
|
-
bg="blackAlpha.300"
|
|
1314
|
-
>
|
|
1315
|
-
<Flex justify="space-between" align="center" mb={3}>
|
|
1316
|
-
<Text
|
|
1317
|
-
fontSize="sm"
|
|
1318
|
-
color={
|
|
1319
|
-
group.direction === 'LONG'
|
|
1320
|
-
? 'teal.400'
|
|
1321
|
-
: 'pink.300'
|
|
1322
|
-
}
|
|
1323
|
-
fontWeight="bold"
|
|
1324
|
-
>
|
|
1325
|
-
{group.direction}
|
|
1326
|
-
</Text>
|
|
1327
|
-
{!group.orders ? (
|
|
1328
|
-
<Text fontSize="xs" color="gray.500">
|
|
1329
|
-
no data
|
|
1330
|
-
</Text>
|
|
1331
|
-
) : null}
|
|
1332
|
-
</Flex>
|
|
1333
|
-
|
|
1334
|
-
<SimpleGrid columns={1} gap={2}>
|
|
1335
|
-
{[
|
|
1336
|
-
[
|
|
1337
|
-
'Orders',
|
|
1338
|
-
formatInteger(group.orders),
|
|
1339
|
-
'neutral',
|
|
1340
|
-
],
|
|
1341
|
-
[
|
|
1342
|
-
'Active',
|
|
1343
|
-
formatInteger(group.active),
|
|
1344
|
-
'warning',
|
|
1345
|
-
],
|
|
1346
|
-
[
|
|
1347
|
-
'Closed',
|
|
1348
|
-
formatInteger(group.closed),
|
|
1349
|
-
'neutral',
|
|
1350
|
-
],
|
|
1351
|
-
['Win rate', formatPercent(winRate), 'neutral'],
|
|
1352
|
-
[
|
|
1353
|
-
'P&L',
|
|
1354
|
-
formatSignedNumber(group.pnl),
|
|
1355
|
-
group.pnl > 0
|
|
1356
|
-
? 'success'
|
|
1357
|
-
: group.pnl < 0
|
|
1358
|
-
? 'error'
|
|
1359
|
-
: 'neutral',
|
|
1360
|
-
],
|
|
1361
|
-
[
|
|
1362
|
-
'Avg Profit',
|
|
1363
|
-
formatSignedNumber(group.avgPnl),
|
|
1364
|
-
(group.avgPnl ?? 0) > 0
|
|
1365
|
-
? 'success'
|
|
1366
|
-
: (group.avgPnl ?? 0) < 0
|
|
1367
|
-
? 'error'
|
|
1368
|
-
: 'neutral',
|
|
1369
|
-
],
|
|
1370
|
-
].map(([label, value, level]) => (
|
|
1371
|
-
<Flex
|
|
1372
|
-
key={label}
|
|
1373
|
-
justify="space-between"
|
|
1374
|
-
align="baseline"
|
|
1375
|
-
gap={3}
|
|
1376
|
-
>
|
|
1377
|
-
<Text fontSize="xs" color="gray.500">
|
|
1378
|
-
{label}
|
|
1379
|
-
</Text>
|
|
1380
|
-
<Text
|
|
1381
|
-
fontSize="sm"
|
|
1382
|
-
color={getMetricColor(
|
|
1383
|
-
level as ThresholdLevel,
|
|
1384
|
-
)}
|
|
1385
|
-
fontFamily="mono"
|
|
1386
|
-
fontWeight="semibold"
|
|
1387
|
-
textAlign="right"
|
|
1388
|
-
>
|
|
1389
|
-
{value}
|
|
1390
|
-
</Text>
|
|
1391
|
-
</Flex>
|
|
1392
|
-
))}
|
|
1393
|
-
</SimpleGrid>
|
|
1394
|
-
</Box>
|
|
1395
|
-
);
|
|
1396
|
-
})}
|
|
1397
|
-
</SimpleGrid>
|
|
1398
|
-
</Box>
|
|
1399
|
-
</Drawer.Body>
|
|
1400
|
-
</Drawer.Content>
|
|
1401
|
-
</Drawer.Positioner>
|
|
1402
|
-
</Portal>
|
|
1403
|
-
</Drawer.Root>
|
|
210
|
+
onOpenChange={setStatsOpen}
|
|
211
|
+
viewModel={viewModel}
|
|
212
|
+
/>
|
|
1404
213
|
|
|
1405
214
|
<RuntimeStrategyChart
|
|
1406
215
|
orderLog={strategy.orderLog}
|