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435 lines
13 KiB
TypeScript
435 lines
13 KiB
TypeScript
import { useEffect, useMemo, useState, useRef } from 'react'
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import { motion } from 'framer-motion'
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import {
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createChart,
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ColorType,
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CrosshairMode,
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CandlestickSeries,
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createSeriesMarkers,
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type IChartApi,
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type ISeriesApi,
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type CandlestickData,
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type UTCTimestamp,
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type SeriesMarker,
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} from 'lightweight-charts'
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import {
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ResponsiveContainer,
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AreaChart,
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Area,
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XAxis,
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YAxis,
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CartesianGrid,
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Tooltip,
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ReferenceDot,
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} from 'recharts'
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import {
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Clock,
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AlertTriangle,
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RefreshCw,
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CandlestickChart as CandlestickIcon,
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} from 'lucide-react'
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import { api } from '../../lib/api'
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import { t, type Language } from '../../i18n/translations'
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import type {
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BacktestEquityPoint,
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BacktestTradeEvent,
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BacktestKlinesResponse,
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} from '../../types'
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// ============ Equity Chart (Recharts) ============
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interface EquityChartProps {
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equity: BacktestEquityPoint[]
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trades: BacktestTradeEvent[]
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}
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export function EquityChart({ equity, trades }: EquityChartProps) {
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const chartData = useMemo(() => {
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return equity.map((point) => ({
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time: new Date(point.ts).toLocaleString(),
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ts: point.ts,
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equity: point.equity,
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pnl_pct: point.pnl_pct,
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}))
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}, [equity])
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const tradeMarkers = useMemo(() => {
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if (!trades.length || !equity.length) return []
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return trades
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.filter((t) => t.action.includes('open') || t.action.includes('close'))
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.map((trade) => {
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const closest = equity.reduce((prev, curr) =>
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Math.abs(curr.ts - trade.ts) < Math.abs(prev.ts - trade.ts) ? curr : prev
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)
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return {
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ts: closest.ts,
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equity: closest.equity,
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action: trade.action,
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symbol: trade.symbol,
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isOpen: trade.action.includes('open'),
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}
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})
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.slice(-30)
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}, [trades, equity])
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return (
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<div className="w-full h-[300px]">
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<ResponsiveContainer width="100%" height="100%">
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<AreaChart data={chartData} margin={{ top: 10, right: 10, left: 0, bottom: 0 }}>
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<defs>
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<linearGradient id="equityGradient" x1="0" y1="0" x2="0" y2="1">
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<stop offset="5%" stopColor="#F0B90B" stopOpacity={0.4} />
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<stop offset="95%" stopColor="#F0B90B" stopOpacity={0} />
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</linearGradient>
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</defs>
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<CartesianGrid stroke="rgba(43, 49, 57, 0.5)" strokeDasharray="3 3" />
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<XAxis
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dataKey="time"
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tick={{ fill: '#848E9C', fontSize: 10 }}
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axisLine={{ stroke: '#2B3139' }}
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tickLine={{ stroke: '#2B3139' }}
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hide
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/>
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<YAxis
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tick={{ fill: '#848E9C', fontSize: 10 }}
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axisLine={{ stroke: '#2B3139' }}
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tickLine={{ stroke: '#2B3139' }}
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width={60}
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domain={['auto', 'auto']}
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/>
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<Tooltip
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contentStyle={{
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background: '#1E2329',
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border: '1px solid #2B3139',
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borderRadius: 8,
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color: '#EAECEF',
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}}
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labelStyle={{ color: '#848E9C' }}
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formatter={(value: number) => [`$${value.toFixed(2)}`, 'Equity']}
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/>
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<Area
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type="monotone"
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dataKey="equity"
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stroke="#F0B90B"
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strokeWidth={2}
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fill="url(#equityGradient)"
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dot={false}
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activeDot={{ r: 4, fill: '#F0B90B' }}
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/>
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{tradeMarkers.map((marker, idx) => (
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<ReferenceDot
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key={`${marker.ts}-${idx}`}
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x={chartData.findIndex((d) => d.ts === marker.ts)}
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y={marker.equity}
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r={4}
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fill={marker.isOpen ? '#0ECB81' : '#F6465D'}
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stroke={marker.isOpen ? '#0ECB81' : '#F6465D'}
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/>
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))}
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</AreaChart>
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</ResponsiveContainer>
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</div>
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)
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}
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// ============ Candlestick Chart with Trade Markers ============
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interface CandlestickChartProps {
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runId: string
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trades: BacktestTradeEvent[]
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language: Language
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}
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export function CandlestickChartComponent({ runId, trades, language }: CandlestickChartProps) {
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const chartContainerRef = useRef<HTMLDivElement>(null)
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const chartRef = useRef<IChartApi | null>(null)
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const candleSeriesRef = useRef<ISeriesApi<'Candlestick'> | null>(null)
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const symbols = useMemo(() => {
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const symbolSet = new Set(trades.map((t) => t.symbol))
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return Array.from(symbolSet).sort()
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}, [trades])
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const [selectedSymbol, setSelectedSymbol] = useState<string>(symbols[0] || '')
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const [selectedTimeframe, setSelectedTimeframe] = useState<string>('15m')
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const [isLoading, setIsLoading] = useState(false)
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const [error, setError] = useState<string | null>(null)
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const CHART_TIMEFRAMES = ['1m', '3m', '5m', '15m', '30m', '1h', '4h', '1d']
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useEffect(() => {
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if (symbols.length > 0 && !symbols.includes(selectedSymbol)) {
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setSelectedSymbol(symbols[0])
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}
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}, [symbols, selectedSymbol])
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const symbolTrades = useMemo(() => {
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return trades.filter((t) => t.symbol === selectedSymbol)
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}, [trades, selectedSymbol])
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useEffect(() => {
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if (!chartContainerRef.current || !selectedSymbol || !runId) return
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const container = chartContainerRef.current
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const chart = createChart(container, {
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layout: {
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background: { type: ColorType.Solid, color: '#0B0E11' },
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textColor: '#848E9C',
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},
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grid: {
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vertLines: { color: 'rgba(43, 49, 57, 0.5)' },
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horzLines: { color: 'rgba(43, 49, 57, 0.5)' },
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},
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crosshair: {
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mode: CrosshairMode.Normal,
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},
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rightPriceScale: {
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borderColor: '#2B3139',
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},
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timeScale: {
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borderColor: '#2B3139',
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timeVisible: true,
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secondsVisible: false,
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},
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width: container.clientWidth,
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height: 400,
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})
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chartRef.current = chart
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const candleSeries = chart.addSeries(CandlestickSeries, {
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upColor: '#0ECB81',
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downColor: '#F6465D',
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borderUpColor: '#0ECB81',
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borderDownColor: '#F6465D',
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wickUpColor: '#0ECB81',
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wickDownColor: '#F6465D',
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})
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candleSeriesRef.current = candleSeries
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setIsLoading(true)
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setError(null)
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api
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.getBacktestKlines(runId, selectedSymbol, selectedTimeframe)
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.then((data: BacktestKlinesResponse) => {
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const klineData: CandlestickData<UTCTimestamp>[] = data.klines.map((k) => ({
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time: k.time as UTCTimestamp,
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open: k.open,
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high: k.high,
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low: k.low,
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close: k.close,
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}))
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candleSeries.setData(klineData)
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const markers: SeriesMarker<UTCTimestamp>[] = symbolTrades
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.map((trade) => {
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const tradeTime = Math.floor(trade.ts / 1000)
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const closestKline = data.klines.reduce((prev, curr) =>
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Math.abs(curr.time - tradeTime) < Math.abs(prev.time - tradeTime) ? curr : prev
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)
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const isOpen = trade.action.includes('open')
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const isLong = trade.side === 'long' || trade.action.includes('long')
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const pnl = trade.realized_pnl
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let text = ''
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let color = '#0ECB81'
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if (isOpen) {
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if (isLong) {
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text = `▲ Long @${trade.price.toFixed(2)}`
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color = '#0ECB81'
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} else {
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text = `▼ Short @${trade.price.toFixed(2)}`
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color = '#F6465D'
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}
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} else {
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const pnlStr = pnl >= 0 ? `+$${pnl.toFixed(2)}` : `-$${Math.abs(pnl).toFixed(2)}`
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text = `✕ ${pnlStr}`
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color = pnl >= 0 ? '#0ECB81' : '#F6465D'
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}
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return {
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time: closestKline.time as UTCTimestamp,
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position: isOpen
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? (isLong ? 'belowBar' as const : 'aboveBar' as const)
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: (isLong ? 'aboveBar' as const : 'belowBar' as const),
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color,
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shape: 'circle' as const,
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size: 2,
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text,
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}
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})
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.sort((a, b) => (a.time as number) - (b.time as number))
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createSeriesMarkers(candleSeries, markers)
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chart.timeScale().fitContent()
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setIsLoading(false)
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})
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.catch((err) => {
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setError(err.message || 'Failed to load klines')
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setIsLoading(false)
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})
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const handleResize = () => {
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if (chartContainerRef.current) {
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chart.applyOptions({ width: chartContainerRef.current.clientWidth })
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}
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}
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window.addEventListener('resize', handleResize)
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return () => {
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window.removeEventListener('resize', handleResize)
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chart.remove()
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chartRef.current = null
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candleSeriesRef.current = null
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}
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}, [runId, selectedSymbol, selectedTimeframe, symbolTrades])
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if (symbols.length === 0) {
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return (
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<div className="py-12 text-center" style={{ color: '#5E6673' }}>
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{t('backtestChart.noTrades', language)}
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</div>
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)
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}
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return (
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<div className="space-y-3">
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<div className="flex items-center gap-4 flex-wrap">
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<div className="flex items-center gap-2">
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<CandlestickIcon size={16} style={{ color: '#F0B90B' }} />
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<span className="text-sm" style={{ color: '#848E9C' }}>
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{t('backtestChart.symbol', language)}
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</span>
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<select
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value={selectedSymbol}
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onChange={(e) => setSelectedSymbol(e.target.value)}
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className="px-3 py-1.5 rounded text-sm"
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style={{ background: '#1E2329', border: '1px solid #2B3139', color: '#EAECEF' }}
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>
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{symbols.map((sym) => (
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<option key={sym} value={sym}>
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{sym}
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</option>
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))}
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</select>
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</div>
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<div className="flex items-center gap-2">
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<Clock size={14} style={{ color: '#848E9C' }} />
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<span className="text-sm" style={{ color: '#848E9C' }}>
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{t('backtestChart.interval', language)}
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</span>
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<div className="flex rounded overflow-hidden" style={{ border: '1px solid #2B3139' }}>
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{CHART_TIMEFRAMES.map((tf) => (
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<button
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key={tf}
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onClick={() => setSelectedTimeframe(tf)}
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className="px-2.5 py-1 text-xs font-medium transition-colors"
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style={{
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background: selectedTimeframe === tf ? '#F0B90B' : '#1E2329',
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color: selectedTimeframe === tf ? '#0B0E11' : '#848E9C',
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}}
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>
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{tf}
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</button>
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))}
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</div>
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</div>
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<span className="text-xs" style={{ color: '#5E6673' }}>
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({symbolTrades.length} {t('backtestChart.trades', language)})
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</span>
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</div>
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<div
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ref={chartContainerRef}
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className="w-full rounded-lg overflow-hidden"
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style={{ background: '#0B0E11', minHeight: 400 }}
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>
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{isLoading && (
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<div className="flex items-center justify-center h-[400px]" style={{ color: '#848E9C' }}>
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<RefreshCw className="animate-spin mr-2" size={16} />
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{t('backtestChart.loadingKline', language)}
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</div>
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)}
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{error && (
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<div className="flex items-center justify-center h-[400px]" style={{ color: '#F6465D' }}>
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<AlertTriangle className="mr-2" size={16} />
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{error}
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</div>
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)}
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</div>
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<div className="flex items-center gap-4 text-xs" style={{ color: '#848E9C' }}>
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<div className="flex items-center gap-1.5">
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<div className="w-2.5 h-2.5 rounded-full" style={{ background: '#0ECB81' }} />
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<span>{t('backtestChart.openProfit', language)}</span>
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</div>
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<div className="flex items-center gap-1.5">
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<div className="w-2.5 h-2.5 rounded-full" style={{ background: '#F6465D' }} />
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<span>{t('backtestChart.lossClose', language)}</span>
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</div>
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<span style={{ color: '#5E6673' }}>|</span>
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<span>▲ Long · ▼ Short · ✕ {t('backtestChart.close', language)}</span>
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</div>
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</div>
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)
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}
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// ============ Chart Tab Content ============
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interface BacktestChartTabProps {
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equity: BacktestEquityPoint[] | undefined
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trades: BacktestTradeEvent[] | undefined
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selectedRunId: string
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language: Language
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tr: (key: string) => string
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}
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export function BacktestChartTab({
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equity,
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trades,
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selectedRunId,
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language,
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tr,
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}: BacktestChartTabProps) {
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return (
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<motion.div
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key="chart"
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initial={{ opacity: 0 }}
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animate={{ opacity: 1 }}
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exit={{ opacity: 0 }}
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className="space-y-6"
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>
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<div>
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<h4 className="text-sm font-medium mb-3" style={{ color: '#EAECEF' }}>
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{t('backtestChart.equityCurve', language)}
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</h4>
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{equity && equity.length > 0 ? (
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<EquityChart equity={equity} trades={trades ?? []} />
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) : (
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<div className="py-12 text-center" style={{ color: '#5E6673' }}>
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{tr('charts.equityEmpty')}
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</div>
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)}
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</div>
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{selectedRunId && trades && trades.length > 0 && (
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<div>
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<h4 className="text-sm font-medium mb-3" style={{ color: '#EAECEF' }}>
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{t('backtestChart.candlestickTradeMarkers', language)}
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</h4>
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<CandlestickChartComponent
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runId={selectedRunId}
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trades={trades}
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language={language}
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/>
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</div>
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)}
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</motion.div>
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)
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}
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