stock-bot/apps/dashboard/src/app/pages/strategies/components/equity-chart.component.ts
2025-06-09 22:55:51 -04:00

171 lines
4.7 KiB
TypeScript

import { Component, Input, OnChanges, SimpleChanges } from '@angular/core';
import { CommonModule } from '@angular/common';
import { BacktestResult } from '../../../services/strategy.service';
import { Chart, ChartOptions } from 'chart.js/auto';
@Component({
selector: 'app-equity-chart',
standalone: true,
imports: [CommonModule],
template: `
<div class="equity-chart-container">
<canvas #equityChart></canvas>
</div>
`,
styles: `
.equity-chart-container {
width: 100%;
height: 400px;
margin-bottom: 20px;
}
`
})
export class EquityChartComponent implements OnChanges {
@Input() backtestResult?: BacktestResult;
private chart?: Chart;
private chartElement?: HTMLCanvasElement;
ngOnChanges(changes: SimpleChanges): void {
if (changes['backtestResult'] && this.backtestResult) {
this.renderChart();
}
}
ngAfterViewInit(): void {
this.chartElement = document.querySelector('canvas') as HTMLCanvasElement;
if (this.backtestResult) {
this.renderChart();
}
}
private renderChart(): void {
if (!this.chartElement || !this.backtestResult) return;
// Clean up previous chart if it exists
if (this.chart) {
this.chart.destroy();
}
// Prepare data
const equityCurve = this.calculateEquityCurve(this.backtestResult);
// Create chart
this.chart = new Chart(this.chartElement, {
type: 'line',
data: {
labels: equityCurve.dates.map(date => this.formatDate(date)),
datasets: [
{
label: 'Portfolio Value',
data: equityCurve.values,
borderColor: 'rgba(75, 192, 192, 1)',
backgroundColor: 'rgba(75, 192, 192, 0.2)',
tension: 0.3,
borderWidth: 2,
fill: true
},
{
label: 'Benchmark',
data: equityCurve.benchmark,
borderColor: 'rgba(153, 102, 255, 0.5)',
backgroundColor: 'rgba(153, 102, 255, 0.1)',
borderDash: [5, 5],
tension: 0.3,
borderWidth: 1,
fill: false
}
]
},
options: {
responsive: true,
maintainAspectRatio: false,
scales: {
x: {
ticks: {
maxTicksLimit: 12,
maxRotation: 0,
minRotation: 0
},
grid: {
display: false
}
},
y: {
ticks: {
callback: function(value) {
return '$' + value.toLocaleString();
}
},
grid: {
color: 'rgba(200, 200, 200, 0.2)'
}
}
},
plugins: {
tooltip: {
mode: 'index',
intersect: false,
callbacks: {
label: function(context) {
let label = context.dataset.label || '';
if (label) {
label += ': ';
}
if (context.parsed.y !== null) {
label += new Intl.NumberFormat('en-US', { style: 'currency', currency: 'USD' })
.format(context.parsed.y);
}
return label;
}
}
},
legend: {
position: 'top',
}
}
} as ChartOptions
});
}
private calculateEquityCurve(result: BacktestResult): {
dates: Date[];
values: number[];
benchmark: number[];
} {
const initialValue = result.initialCapital;
const dates: Date[] = [];
const values: number[] = [];
const benchmark: number[] = [];
// Sort daily returns by date
const sortedReturns = [...result.dailyReturns].sort(
(a, b) => new Date(a.date).getTime() - new Date(b.date).getTime()
);
// Calculate cumulative portfolio values
let portfolioValue = initialValue;
let benchmarkValue = initialValue;
for (const daily of sortedReturns) {
const date = new Date(daily.date);
portfolioValue = portfolioValue * (1 + daily.return);
// Simple benchmark (e.g., assuming 8% annualized return for a market index)
benchmarkValue = benchmarkValue * (1 + 0.08 / 365);
dates.push(date);
values.push(portfolioValue);
benchmark.push(benchmarkValue);
}
return { dates, values, benchmark };
}
private formatDate(date: Date): string {
return new Date(date).toLocaleDateString('en-US', {
month: 'short',
day: 'numeric',
year: 'numeric'
});
}
}