work on core
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10 changed files with 951 additions and 755 deletions
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@ -231,9 +231,11 @@ fn parse_backtest_config(obj: napi::JsObject) -> Result<BacktestConfig> {
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let commission: f64 = obj.get_named_property("commission")?;
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let slippage: f64 = obj.get_named_property("slippage")?;
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let data_frequency: String = obj.get_named_property("dataFrequency")?;
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let strategy: Option<String> = obj.get_named_property("strategy").ok();
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Ok(BacktestConfig {
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name,
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strategy,
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symbols,
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start_time: DateTime::parse_from_rfc3339(&start_date)
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.map_err(|e| Error::from_reason(e.to_string()))?
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@ -419,12 +421,15 @@ impl Strategy for SimpleSMAStrategy {
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}
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fn on_fill(&mut self, symbol: &str, quantity: f64, price: f64, side: &str) {
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eprintln!("Fill received: {} {} @ {} - {}", quantity, symbol, price, side);
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eprintln!("🔸 SMA Strategy - Fill received: {} {} @ ${:.2} - {}", quantity, symbol, price, side);
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let current_pos = self.positions.get(symbol).copied().unwrap_or(0.0);
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let new_pos = if side == "buy" { current_pos + quantity } else { current_pos - quantity };
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eprintln!(" Position change: {} -> {}", current_pos, new_pos);
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if new_pos.abs() < 0.0001 {
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self.positions.remove(symbol);
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eprintln!(" Position closed");
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} else {
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self.positions.insert(symbol.to_string(), new_pos);
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}
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File diff suppressed because it is too large
Load diff
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@ -28,13 +28,20 @@ pub struct CompletedTrade {
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pub price: f64,
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pub quantity: f64,
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pub commission: f64,
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pub position_after: f64, // Position size after this trade
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pub pnl: Option<f64>, // P&L if position was reduced/closed
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}
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#[derive(Debug, Clone, Serialize, Deserialize)]
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#[serde(rename_all = "camelCase")]
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pub struct BacktestConfig {
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pub name: String,
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#[serde(skip_serializing_if = "Option::is_none")]
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pub strategy: Option<String>,
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pub symbols: Vec<String>,
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#[serde(rename = "startDate")]
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pub start_time: DateTime<Utc>,
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#[serde(rename = "endDate")]
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pub end_time: DateTime<Utc>,
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pub initial_capital: f64,
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pub commission: f64,
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@ -66,7 +73,18 @@ impl BacktestState {
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pub fn update_portfolio_value(&mut self, value: f64) {
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self.portfolio_value = value;
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self.equity_curve.push((self.current_time, value));
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// Only add a new equity curve point if the timestamp has changed
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// or if it's the first point
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if self.equity_curve.is_empty() ||
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self.equity_curve.last().map(|(t, _)| *t != self.current_time).unwrap_or(true) {
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self.equity_curve.push((self.current_time, value));
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} else {
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// Update the last point with the new value
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if let Some(last) = self.equity_curve.last_mut() {
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last.1 = value;
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}
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}
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}
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pub fn add_pending_order(&mut self, order: Order) {
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@ -77,7 +95,7 @@ impl BacktestState {
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self.pending_orders.remove(order_id)
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}
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pub fn record_fill(&mut self, symbol: String, side: Side, fill: Fill) {
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pub fn record_fill(&mut self, symbol: String, side: Side, fill: Fill, position_after: f64, position_before: f64, pnl: Option<f64>) {
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self.completed_trades.push(CompletedTrade {
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symbol,
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side,
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@ -85,6 +103,8 @@ impl BacktestState {
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price: fill.price,
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quantity: fill.quantity,
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commission: fill.commission,
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position_after,
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pnl,
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});
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}
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}
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@ -23,10 +23,18 @@ pub struct BacktestMetrics {
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pub expectancy: f64,
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pub calmar_ratio: f64,
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pub sortino_ratio: f64,
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// Missing fields required by web app
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pub final_value: f64,
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pub winning_trades: usize,
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pub losing_trades: usize,
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pub largest_win: f64,
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pub largest_loss: f64,
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pub annual_return: f64,
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}
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// Individual trade (fill) structure for UI
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#[derive(Debug, Clone, Serialize, Deserialize)]
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#[serde(rename_all = "camelCase")]
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pub struct Trade {
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pub id: String,
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pub timestamp: String,
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@ -37,6 +45,7 @@ pub struct Trade {
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pub commission: f64,
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#[serde(skip_serializing_if = "Option::is_none")]
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pub pnl: Option<f64>,
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pub position_after: f64, // Position size after this trade
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}
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// Analytics data structure
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@ -79,7 +88,7 @@ pub struct BacktestResult {
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pub config: BacktestConfig,
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pub metrics: BacktestMetrics,
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pub equity: Vec<EquityDataPoint>,
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pub trades: Vec<CompletedTradeInfo>,
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pub trades: Vec<Trade>, // Now shows all individual fills
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pub positions: Vec<PositionInfo>,
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pub analytics: Analytics,
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pub execution_time: u64,
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@ -95,23 +104,6 @@ pub struct EquityPoint {
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pub value: f64,
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}
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// Trade structure that web app expects (with entry/exit info)
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#[derive(Debug, Clone, Serialize, Deserialize)]
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#[serde(rename_all = "camelCase")]
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pub struct CompletedTradeInfo {
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pub id: String,
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pub symbol: String,
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pub entry_date: String,
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pub exit_date: Option<String>,
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pub entry_price: f64,
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pub exit_price: f64,
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pub quantity: f64,
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pub side: String,
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pub pnl: f64,
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pub pnl_percent: f64,
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pub commission: f64,
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pub duration: i64, // milliseconds
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}
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impl BacktestResult {
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pub fn from_engine_data(
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@ -138,7 +130,8 @@ impl BacktestResult {
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quantity: fill.quantity,
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price: fill.price,
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commission: fill.commission,
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pnl: None,
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pnl: fill.pnl,
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position_after: fill.position_after,
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})
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.collect();
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@ -239,6 +232,12 @@ impl BacktestResult {
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expectancy: 0.0,
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calmar_ratio,
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sortino_ratio: 0.0, // TODO: Calculate
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final_value,
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winning_trades: profitable_trades,
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losing_trades: 0,
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largest_win: 0.0,
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largest_loss: 0.0,
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annual_return: annualized_return * 100.0,
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};
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// Create analytics
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@ -306,24 +305,22 @@ impl BacktestResult {
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let initial_capital = config.initial_capital;
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let final_value = equity_curve.last().map(|(_, v)| *v).unwrap_or(initial_capital);
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// Convert completed trades to web app format
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let trades: Vec<CompletedTradeInfo> = completed_trades.iter()
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.map(|trade| CompletedTradeInfo {
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id: trade.id.clone(),
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symbol: trade.symbol.clone(),
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entry_date: trade.entry_time.to_rfc3339(),
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exit_date: Some(trade.exit_time.to_rfc3339()),
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entry_price: trade.entry_price,
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exit_price: trade.exit_price,
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quantity: trade.quantity,
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side: match trade.side {
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// Convert fills to web app format (all individual trades)
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let trades: Vec<Trade> = fills.iter()
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.enumerate()
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.map(|(i, fill)| Trade {
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id: format!("trade-{}", i + 1),
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timestamp: fill.timestamp.to_rfc3339(),
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symbol: fill.symbol.clone(),
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side: match fill.side {
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crate::Side::Buy => "buy".to_string(),
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crate::Side::Sell => "sell".to_string(),
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},
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pnl: trade.pnl,
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pnl_percent: trade.pnl_percent,
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commission: trade.commission,
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duration: trade.duration_seconds * 1000, // Convert to milliseconds
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quantity: fill.quantity,
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price: fill.price,
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commission: fill.commission,
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pnl: fill.pnl,
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position_after: fill.position_after,
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})
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.collect();
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@ -480,10 +477,21 @@ impl BacktestResult {
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quantity: fill.quantity,
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price: fill.price,
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commission: fill.commission,
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pnl: None,
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pnl: fill.pnl,
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position_after: fill.position_after,
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})
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.collect();
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// Find largest win/loss
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let largest_win = winning_trades.iter()
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.map(|t| t.pnl)
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.max_by(|a, b| a.partial_cmp(b).unwrap())
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.unwrap_or(0.0);
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let largest_loss = losing_trades.iter()
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.map(|t| t.pnl)
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.min_by(|a, b| a.partial_cmp(b).unwrap())
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.unwrap_or(0.0);
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let metrics = BacktestMetrics {
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total_return,
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sharpe_ratio,
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@ -498,6 +506,12 @@ impl BacktestResult {
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expectancy,
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calmar_ratio,
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sortino_ratio,
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final_value,
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winning_trades: profitable_trades,
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losing_trades: losing_trades.len(),
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largest_win,
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largest_loss,
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annual_return: annualized_return * 100.0, // Convert to percentage
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};
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// Calculate monthly returns
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@ -93,6 +93,16 @@ impl TradeTracker {
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duration_seconds: (fill.timestamp - open_pos.entry_time).num_seconds(),
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};
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eprintln!("📈 TRADE CLOSED: {} {} @ entry: ${:.2} ({}), exit: ${:.2} ({}) = P&L: ${:.2}",
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symbol,
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match open_pos.side { Side::Buy => "LONG", Side::Sell => "SHORT" },
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open_pos.entry_price,
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open_pos.entry_time.format("%Y-%m-%d"),
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fill.price,
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fill.timestamp.format("%Y-%m-%d"),
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pnl
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);
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self.completed_trades.push(completed_trade);
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// Update open position
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@ -88,18 +88,24 @@ impl Strategy for MeanReversionFixedStrategy {
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// Get actual position from our tracking
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let current_position = self.current_positions.get(symbol).copied().unwrap_or(0.0);
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// Entry signals - only when flat
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if current_position.abs() < 0.001 {
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if price < lower_band {
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// Price is oversold, buy
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eprintln!("Mean reversion: {} oversold at ${:.2}, buying (lower band: ${:.2}, mean: ${:.2})",
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symbol, price, lower_band, mean);
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// Entry signals - allow pyramiding up to 3x base position
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let max_long_position = self.position_size * 3.0;
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let max_short_position = -self.position_size * 3.0;
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if price < lower_band && current_position < max_long_position {
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// Price is oversold, buy (or add to long position)
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let remaining_capacity = max_long_position - current_position;
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let trade_size = self.position_size.min(remaining_capacity);
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if trade_size > 0.0 {
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eprintln!("Mean reversion: {} oversold at ${:.2}, buying {} shares (current: {}, lower band: ${:.2}, mean: ${:.2})",
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symbol, price, trade_size, current_position, lower_band, mean);
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signals.push(Signal {
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symbol: symbol.clone(),
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signal_type: SignalType::Buy,
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strength: 1.0,
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quantity: Some(self.position_size),
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quantity: Some(trade_size),
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reason: Some(format!(
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"Mean reversion buy: price ${:.2} < lower band ${:.2} (mean: ${:.2}, std: ${:.2})",
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price, lower_band, mean, std_dev
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@ -112,16 +118,21 @@ impl Strategy for MeanReversionFixedStrategy {
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"price": price,
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})),
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});
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} else if price > upper_band {
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// Price is overbought, sell short
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eprintln!("Mean reversion: {} overbought at ${:.2}, selling short (upper band: ${:.2}, mean: ${:.2})",
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symbol, price, upper_band, mean);
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}
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} else if price > upper_band && current_position > max_short_position {
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// Price is overbought, sell short (or add to short position)
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let remaining_capacity = current_position - max_short_position;
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let trade_size = self.position_size.min(remaining_capacity);
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if trade_size > 0.0 {
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eprintln!("Mean reversion: {} overbought at ${:.2}, selling {} shares short (current: {}, upper band: ${:.2}, mean: ${:.2})",
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symbol, price, trade_size, current_position, upper_band, mean);
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signals.push(Signal {
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symbol: symbol.clone(),
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signal_type: SignalType::Sell,
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strength: 1.0,
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quantity: Some(self.position_size),
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quantity: Some(trade_size),
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reason: Some(format!(
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"Mean reversion sell: price ${:.2} > upper band ${:.2} (mean: ${:.2}, std: ${:.2})",
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price, upper_band, mean, std_dev
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@ -136,16 +147,19 @@ impl Strategy for MeanReversionFixedStrategy {
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});
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}
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}
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// Exit signals - only when we have a position
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else if current_position > 0.0 {
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// Exit signals based on current position
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if current_position > 0.0 {
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// We're long - check exit conditions
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let entry_price = self.entry_prices.get(symbol).copied().unwrap_or(price);
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let target_price = entry_price + (mean - entry_price) * self.exit_threshold;
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let stop_loss = lower_band - std_dev; // Stop loss below lower band
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if price >= target_price {
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eprintln!("Mean reversion: {} reached target ${:.2} (entry: ${:.2}, mean: ${:.2}), closing long",
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symbol, target_price, entry_price, mean);
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// Exit if price reaches target or stop loss
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if price >= target_price || price <= stop_loss {
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let exit_reason = if price >= target_price { "target" } else { "stop_loss" };
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eprintln!("Mean reversion: {} exit long at ${:.2} ({}), closing {} shares",
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symbol, price, exit_reason, current_position);
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signals.push(Signal {
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symbol: symbol.clone(),
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@ -161,26 +175,8 @@ impl Strategy for MeanReversionFixedStrategy {
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"price": price,
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"entry_price": entry_price,
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"target_price": target_price,
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"exit_type": "target",
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})),
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});
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} else if price <= stop_loss {
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eprintln!("Mean reversion: {} hit stop loss ${:.2}, closing long",
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symbol, stop_loss);
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signals.push(Signal {
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symbol: symbol.clone(),
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signal_type: SignalType::Sell,
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strength: 1.0,
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quantity: Some(current_position),
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reason: Some(format!(
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"Mean reversion stop loss: price ${:.2} <= stop ${:.2}",
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price, stop_loss
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)),
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metadata: Some(json!({
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"stop_loss": stop_loss,
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"price": price,
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"exit_type": "stop_loss",
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"exit_type": exit_reason,
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})),
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});
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}
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@ -190,9 +186,11 @@ impl Strategy for MeanReversionFixedStrategy {
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let target_price = entry_price - (entry_price - mean) * self.exit_threshold;
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let stop_loss = upper_band + std_dev; // Stop loss above upper band
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if price <= target_price {
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eprintln!("Mean reversion: {} reached target ${:.2} (entry: ${:.2}, mean: ${:.2}), closing short",
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symbol, target_price, entry_price, mean);
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// Exit if price reaches target or stop loss
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if price <= target_price || price >= stop_loss {
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let exit_reason = if price <= target_price { "target" } else { "stop_loss" };
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eprintln!("Mean reversion: {} exit short at ${:.2} ({}), covering {} shares",
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symbol, price, exit_reason, current_position.abs());
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signals.push(Signal {
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symbol: symbol.clone(),
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@ -200,34 +198,16 @@ impl Strategy for MeanReversionFixedStrategy {
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strength: 1.0,
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quantity: Some(current_position.abs()),
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reason: Some(format!(
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"Mean reversion exit short: price ${:.2} reached target ${:.2} (entry: ${:.2})",
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price, target_price, entry_price
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"Mean reversion exit short: price ${:.2} {} (entry: ${:.2}, target: ${:.2}, stop: ${:.2})",
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price, exit_reason, entry_price, target_price, stop_loss
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)),
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metadata: Some(json!({
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"mean": mean,
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"price": price,
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"entry_price": entry_price,
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"target_price": target_price,
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"exit_type": "target",
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})),
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});
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} else if price >= stop_loss {
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eprintln!("Mean reversion: {} hit stop loss ${:.2}, closing short",
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symbol, stop_loss);
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signals.push(Signal {
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symbol: symbol.clone(),
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signal_type: SignalType::Buy,
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strength: 1.0,
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quantity: Some(current_position.abs()),
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reason: Some(format!(
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"Mean reversion stop loss: price ${:.2} >= stop ${:.2}",
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price, stop_loss
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)),
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metadata: Some(json!({
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"stop_loss": stop_loss,
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"price": price,
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"exit_type": "stop_loss",
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"exit_type": exit_reason,
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})),
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});
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}
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|
|
@ -241,7 +221,7 @@ impl Strategy for MeanReversionFixedStrategy {
|
|||
fn on_fill(&mut self, symbol: &str, quantity: f64, price: f64, side: &str) {
|
||||
// Update our position tracking based on actual fills
|
||||
let current = self.current_positions.get(symbol).copied().unwrap_or(0.0);
|
||||
let new_position = if side.contains("Buy") {
|
||||
let new_position = if side == "buy" {
|
||||
current + quantity
|
||||
} else {
|
||||
current - quantity
|
||||
|
|
@ -255,11 +235,20 @@ impl Strategy for MeanReversionFixedStrategy {
|
|||
// Position closed
|
||||
self.current_positions.remove(symbol);
|
||||
self.entry_prices.remove(symbol);
|
||||
eprintln!("Position closed for {}", symbol);
|
||||
} else {
|
||||
self.current_positions.insert(symbol.to_string(), new_position);
|
||||
// Track entry price for new positions
|
||||
|
||||
// Track average entry price
|
||||
if current.abs() < 0.001 {
|
||||
// New position - set initial entry price
|
||||
self.entry_prices.insert(symbol.to_string(), price);
|
||||
} else if (current > 0.0 && new_position > current) || (current < 0.0 && new_position < current) {
|
||||
// Adding to existing position - update average entry price
|
||||
let old_price = self.entry_prices.get(symbol).copied().unwrap_or(price);
|
||||
let avg_price = (old_price * current.abs() + price * quantity) / new_position.abs();
|
||||
self.entry_prices.insert(symbol.to_string(), avg_price);
|
||||
eprintln!("Updated avg entry price for {}: ${:.2}", symbol, avg_price);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
|
|||
|
|
@ -2,6 +2,7 @@ import type { BacktestStatus } from '../types';
|
|||
import type { BacktestResult } from '../services/backtestApi';
|
||||
import { MetricsCard } from './MetricsCard';
|
||||
import { PositionsTable } from './PositionsTable';
|
||||
import { TradeLog } from './TradeLog';
|
||||
import { Chart } from '../../../components/charts';
|
||||
import { useState, useMemo } from 'react';
|
||||
|
||||
|
|
@ -138,31 +139,25 @@ export function BacktestResults({ status, results, currentTime }: BacktestResult
|
|||
const activeSymbol = selectedSymbol || Object.keys(results.ohlcData)[0];
|
||||
const ohlcData = results.ohlcData[activeSymbol];
|
||||
|
||||
// Create trade markers for the selected symbol
|
||||
// Create trade markers for the selected symbol (individual fills)
|
||||
const tradeMarkers = results.trades
|
||||
.filter(trade => trade.symbol === activeSymbol)
|
||||
.map(trade => ({
|
||||
time: Math.floor(new Date(trade.entryDate).getTime() / 1000),
|
||||
position: 'belowBar' as const,
|
||||
color: '#10b981',
|
||||
shape: 'arrowUp' as const,
|
||||
text: `Buy ${trade.quantity}@${trade.entryPrice.toFixed(2)}`,
|
||||
id: `${trade.id}-entry`,
|
||||
price: trade.entryPrice
|
||||
}))
|
||||
.concat(
|
||||
results.trades
|
||||
.filter(trade => trade.symbol === activeSymbol && trade.exitDate)
|
||||
.map(trade => ({
|
||||
time: Math.floor(new Date(trade.exitDate!).getTime() / 1000),
|
||||
position: 'aboveBar' as const,
|
||||
color: '#ef4444',
|
||||
shape: 'arrowDown' as const,
|
||||
text: `Sell ${trade.quantity}@${trade.exitPrice.toFixed(2)} (${trade.pnl >= 0 ? '+' : ''}${trade.pnl.toFixed(2)})`,
|
||||
id: `${trade.id}-exit`,
|
||||
price: trade.exitPrice
|
||||
}))
|
||||
);
|
||||
.map(trade => {
|
||||
// Buy = green up arrow, Sell = red down arrow
|
||||
const isBuy = trade.side === 'buy';
|
||||
const pnlText = trade.pnl !== undefined ? ` (${trade.pnl >= 0 ? '+' : ''}${trade.pnl.toFixed(2)})` : '';
|
||||
const positionText = ` → ${trade.positionAfter > 0 ? '+' : ''}${trade.positionAfter}`;
|
||||
|
||||
return {
|
||||
time: Math.floor(new Date(trade.timestamp).getTime() / 1000),
|
||||
position: isBuy ? 'belowBar' as const : 'aboveBar' as const,
|
||||
color: isBuy ? '#10b981' : '#ef4444',
|
||||
shape: isBuy ? 'arrowUp' as const : 'arrowDown' as const,
|
||||
text: `${trade.side.toUpperCase()} ${trade.quantity}@${trade.price.toFixed(2)}${positionText}${pnlText}`,
|
||||
id: trade.id,
|
||||
price: trade.price
|
||||
};
|
||||
});
|
||||
|
||||
// Convert OHLC data timestamps
|
||||
const chartData = ohlcData.map((bar: any) => ({
|
||||
|
|
@ -218,107 +213,13 @@ export function BacktestResults({ status, results, currentTime }: BacktestResult
|
|||
})()}
|
||||
</div>
|
||||
|
||||
{/* Trade History Table */}
|
||||
{/* Trade Log */}
|
||||
{results.trades && results.trades.length > 0 && (
|
||||
<div className="bg-surface-secondary p-4 rounded-lg border border-border">
|
||||
<h3 className="text-base font-medium text-text-primary mb-4">
|
||||
Trade History ({results.trades.length} trades)
|
||||
Trade Log ({results.trades.length} fills)
|
||||
</h3>
|
||||
<div className="overflow-x-auto">
|
||||
<table className="w-full text-sm">
|
||||
<thead>
|
||||
<tr className="border-b border-border">
|
||||
<th className="text-left py-2 px-3 font-medium text-text-secondary">Date</th>
|
||||
<th className="text-left py-2 px-3 font-medium text-text-secondary">Symbol</th>
|
||||
<th className="text-center py-2 px-3 font-medium text-text-secondary">Side</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-text-secondary">Qty</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-text-secondary">Entry</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-text-secondary">Exit</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-text-secondary">P&L</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-text-secondary">Return</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-text-secondary">Duration</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
{results.trades.slice().reverse().map((trade) => {
|
||||
const formatDate = (dateStr: string) => {
|
||||
const date = new Date(dateStr);
|
||||
return date.toLocaleDateString('en-US', {
|
||||
month: 'short',
|
||||
day: 'numeric',
|
||||
year: '2-digit'
|
||||
});
|
||||
};
|
||||
|
||||
const formatDuration = (ms: number) => {
|
||||
const days = Math.floor(ms / (1000 * 60 * 60 * 24));
|
||||
if (days > 0) return `${days}d`;
|
||||
const hours = Math.floor(ms / (1000 * 60 * 60));
|
||||
if (hours > 0) return `${hours}h`;
|
||||
return '<1h';
|
||||
};
|
||||
|
||||
return (
|
||||
<tr key={trade.id} className="border-b border-border hover:bg-surface-tertiary">
|
||||
<td className="py-2 px-3 text-text-muted whitespace-nowrap">
|
||||
{formatDate(trade.entryDate)}
|
||||
</td>
|
||||
<td className="py-2 px-3 font-medium text-text-primary">
|
||||
{trade.symbol}
|
||||
</td>
|
||||
<td className="text-center py-2 px-3">
|
||||
<span className={`inline-flex px-2 py-0.5 text-xs font-medium rounded ${
|
||||
trade.side === 'buy'
|
||||
? 'bg-success/10 text-success'
|
||||
: 'bg-error/10 text-error'
|
||||
}`}>
|
||||
{trade.side.toUpperCase()}
|
||||
</span>
|
||||
</td>
|
||||
<td className="text-right py-2 px-3 text-text-primary">
|
||||
{trade.quantity}
|
||||
</td>
|
||||
<td className="text-right py-2 px-3 text-text-primary">
|
||||
${trade.entryPrice.toFixed(2)}
|
||||
</td>
|
||||
<td className="text-right py-2 px-3 text-text-primary">
|
||||
${trade.exitPrice.toFixed(2)}
|
||||
</td>
|
||||
<td className={`text-right py-2 px-3 font-medium ${
|
||||
trade.pnl >= 0 ? 'text-success' : 'text-error'
|
||||
}`}>
|
||||
{trade.pnl >= 0 ? '+' : ''}${trade.pnl.toFixed(2)}
|
||||
</td>
|
||||
<td className={`text-right py-2 px-3 font-medium ${
|
||||
trade.pnlPercent >= 0 ? 'text-success' : 'text-error'
|
||||
}`}>
|
||||
{trade.pnlPercent >= 0 ? '+' : ''}{trade.pnlPercent.toFixed(2)}%
|
||||
</td>
|
||||
<td className="text-right py-2 px-3 text-text-muted">
|
||||
{formatDuration(trade.duration)}
|
||||
</td>
|
||||
</tr>
|
||||
);
|
||||
})}
|
||||
</tbody>
|
||||
<tfoot className="border-t-2 border-border">
|
||||
<tr className="font-medium">
|
||||
<td colSpan={6} className="py-2 px-3 text-text-primary">
|
||||
Total
|
||||
</td>
|
||||
<td className={`text-right py-2 px-3 ${
|
||||
results.trades.reduce((sum, t) => sum + t.pnl, 0) >= 0 ? 'text-success' : 'text-error'
|
||||
}`}>
|
||||
${results.trades.reduce((sum, t) => sum + t.pnl, 0).toFixed(2)}
|
||||
</td>
|
||||
<td className="text-right py-2 px-3 text-text-secondary">
|
||||
Avg: {(results.trades.reduce((sum, t) => sum + t.pnlPercent, 0) / results.trades.length).toFixed(2)}%
|
||||
</td>
|
||||
<td></td>
|
||||
</tr>
|
||||
</tfoot>
|
||||
</table>
|
||||
</div>
|
||||
<TradeLog trades={results.trades} />
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
|
|
|
|||
|
|
@ -25,59 +25,108 @@ export function TradeLog({ trades }: TradeLogProps) {
|
|||
|
||||
// Show latest trades first
|
||||
const sortedTrades = [...trades].reverse();
|
||||
|
||||
// Check if any trades have P&L
|
||||
const showPnLColumn = trades.some(t => t.pnl !== undefined);
|
||||
|
||||
// Determine the action type based on side and position change
|
||||
const getActionType = (trade: Trade): string => {
|
||||
const positionBefore = trade.positionAfter + (trade.side === 'buy' ? -trade.quantity : trade.quantity);
|
||||
|
||||
if (trade.side === 'buy') {
|
||||
// If we had a negative position (short) and buying reduces it, it's a COVER
|
||||
if (positionBefore < 0 && trade.positionAfter > positionBefore) {
|
||||
return 'COVER';
|
||||
}
|
||||
// Otherwise it's a BUY (opening or adding to long)
|
||||
return 'BUY';
|
||||
} else {
|
||||
// If we had a positive position (long) and selling reduces it, it's a SELL
|
||||
if (positionBefore > 0 && trade.positionAfter < positionBefore) {
|
||||
return 'SELL';
|
||||
}
|
||||
// Otherwise it's a SHORT (opening or adding to short)
|
||||
return 'SHORT';
|
||||
}
|
||||
};
|
||||
|
||||
// Get color for action type
|
||||
const getActionColor = (action: string): string => {
|
||||
switch (action) {
|
||||
case 'BUY':
|
||||
return 'bg-success/10 text-success';
|
||||
case 'SELL':
|
||||
return 'bg-error/10 text-error';
|
||||
case 'SHORT':
|
||||
return 'bg-warning/10 text-warning';
|
||||
case 'COVER':
|
||||
return 'bg-primary/10 text-primary';
|
||||
default:
|
||||
return 'bg-surface-tertiary text-text-secondary';
|
||||
}
|
||||
};
|
||||
|
||||
return (
|
||||
<div className="overflow-x-auto max-h-96">
|
||||
<div className="overflow-x-auto">
|
||||
<table className="w-full text-sm">
|
||||
<thead className="sticky top-0 bg-surface-secondary">
|
||||
<thead>
|
||||
<tr className="border-b border-border">
|
||||
<th className="text-left py-2 px-2 font-medium text-text-secondary">Time</th>
|
||||
<th className="text-left py-2 px-2 font-medium text-text-secondary">Symbol</th>
|
||||
<th className="text-center py-2 px-2 font-medium text-text-secondary">Side</th>
|
||||
<th className="text-right py-2 px-2 font-medium text-text-secondary">Quantity</th>
|
||||
<th className="text-right py-2 px-2 font-medium text-text-secondary">Price</th>
|
||||
<th className="text-right py-2 px-2 font-medium text-text-secondary">Value</th>
|
||||
<th className="text-right py-2 px-2 font-medium text-text-secondary">Comm.</th>
|
||||
{trades.some(t => t.pnl !== undefined) && (
|
||||
<th className="text-right py-2 px-2 font-medium text-text-secondary">P&L</th>
|
||||
<th className="text-left py-2 px-3 font-medium text-text-secondary">Time</th>
|
||||
<th className="text-left py-2 px-3 font-medium text-text-secondary">Symbol</th>
|
||||
<th className="text-center py-2 px-3 font-medium text-text-secondary">Action</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-text-secondary">Qty</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-text-secondary">Price</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-text-secondary">Value</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-text-secondary">Position</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-text-secondary">Comm.</th>
|
||||
{showPnLColumn && (
|
||||
<th className="text-right py-2 px-3 font-medium text-text-secondary">P&L</th>
|
||||
)}
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
{sortedTrades.map((trade) => {
|
||||
const tradeValue = trade.quantity * trade.price;
|
||||
const actionType = getActionType(trade);
|
||||
return (
|
||||
<tr key={trade.id} className="border-b border-border hover:bg-surface-tertiary">
|
||||
<td className="py-2 px-2 text-text-muted text-xs">
|
||||
<td className="py-2 px-3 text-text-muted whitespace-nowrap">
|
||||
{formatTime(trade.timestamp)}
|
||||
</td>
|
||||
<td className="py-2 px-2 font-medium text-text-primary">{trade.symbol}</td>
|
||||
<td className="text-center py-2 px-2">
|
||||
<span className={`inline-flex px-2 py-0.5 text-xs font-medium rounded ${
|
||||
trade.side === 'buy'
|
||||
? 'bg-success/10 text-success'
|
||||
: 'bg-error/10 text-error'
|
||||
}`}>
|
||||
{trade.side.toUpperCase()}
|
||||
<td className="py-2 px-3 font-medium text-text-primary">{trade.symbol}</td>
|
||||
<td className="text-center py-2 px-3">
|
||||
<span className={`inline-flex px-2 py-0.5 text-xs font-medium rounded ${getActionColor(actionType)}`}>
|
||||
{actionType}
|
||||
</span>
|
||||
</td>
|
||||
<td className="text-right py-2 px-2 text-text-primary">
|
||||
<td className="text-right py-2 px-3 text-text-primary">
|
||||
{trade.quantity.toLocaleString()}
|
||||
</td>
|
||||
<td className="text-right py-2 px-2 text-text-primary">
|
||||
<td className="text-right py-2 px-3 text-text-primary">
|
||||
{formatCurrency(trade.price)}
|
||||
</td>
|
||||
<td className="text-right py-2 px-2 text-text-primary">
|
||||
<td className="text-right py-2 px-3 text-text-primary">
|
||||
{formatCurrency(tradeValue)}
|
||||
</td>
|
||||
<td className="text-right py-2 px-2 text-text-muted">
|
||||
<td className={`text-right py-2 px-3 font-medium ${
|
||||
trade.positionAfter > 0 ? 'text-success' :
|
||||
trade.positionAfter < 0 ? 'text-error' :
|
||||
'text-text-muted'
|
||||
}`}>
|
||||
{trade.positionAfter > 0 ? '+' : ''}{trade.positionAfter.toLocaleString()}
|
||||
</td>
|
||||
<td className="text-right py-2 px-3 text-text-muted">
|
||||
{formatCurrency(trade.commission)}
|
||||
</td>
|
||||
{trade.pnl !== undefined && (
|
||||
<td className={`text-right py-2 px-2 font-medium ${
|
||||
trade.pnl >= 0 ? 'text-success' : 'text-error'
|
||||
{showPnLColumn && (
|
||||
<td className={`text-right py-2 px-3 font-medium ${
|
||||
trade.pnl !== undefined ? (trade.pnl >= 0 ? 'text-success' : 'text-error') : 'text-text-muted'
|
||||
}`}>
|
||||
{trade.pnl >= 0 ? '+' : ''}{formatCurrency(trade.pnl)}
|
||||
{trade.pnl !== undefined ? (
|
||||
<>{trade.pnl >= 0 ? '+' : ''}{formatCurrency(trade.pnl)}</>
|
||||
) : (
|
||||
'-'
|
||||
)}
|
||||
</td>
|
||||
)}
|
||||
</tr>
|
||||
|
|
|
|||
|
|
@ -47,6 +47,7 @@ export interface Trade {
|
|||
price: number;
|
||||
commission: number;
|
||||
pnl?: number;
|
||||
positionAfter: number; // Position size after this trade
|
||||
}
|
||||
|
||||
export interface PerformanceDataPoint {
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue