516731e69a
TypeScript strict mode in CI rejects explicit parameter types on Recharts formatter/tickFormatter callbacks. Use inference with 'as number' casts on the value instead. Also fix unsafe cast in PortfolioComposition and handle possibly-undefined percent.
171 lines
6.7 KiB
TypeScript
171 lines
6.7 KiB
TypeScript
import { useState } from 'react';
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import { useBacktestLaunch, useBacktestResult } from '../../api/tradingHooks';
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import { Card, LoadingSpinner } from '../../components/ui';
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import {
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LineChart, Line, XAxis, YAxis, Tooltip, ResponsiveContainer, CartesianGrid,
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} from 'recharts';
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const RISK_TIERS = ['conservative', 'moderate', 'aggressive'];
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function fmtUsd(v: number | null | undefined) {
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if (v == null) return '—';
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return `$${v.toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 2 })}`;
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}
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function fmtPct(v: number | null | undefined) {
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if (v == null) return '—';
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return `${(v * 100).toFixed(2)}%`;
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}
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export function BacktestPanel() {
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const [startDate, setStartDate] = useState('');
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const [endDate, setEndDate] = useState('');
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const [initialCapital, setInitialCapital] = useState('100000');
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const [riskTier, setRiskTier] = useState('moderate');
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const [backtestId, setBacktestId] = useState<string | undefined>(undefined);
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const launch = useBacktestLaunch();
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const { data: result, isLoading: resultLoading } = useBacktestResult(backtestId);
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function handleLaunch() {
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if (!startDate || !endDate) return;
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launch.mutate(
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{
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start_date: startDate,
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end_date: endDate,
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initial_capital: Number(initialCapital),
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risk_tier: riskTier,
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},
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{
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onSuccess: (data) => setBacktestId(data.id),
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},
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);
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}
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const equityCurve = (result?.equity_curve ?? []).map((pt) => ({
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date: new Date(pt.date).toLocaleDateString(undefined, { month: 'short', day: 'numeric' }),
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value: pt.portfolio_value,
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}));
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return (
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<div className="space-y-4">
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{/* Configuration Form */}
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<Card>
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<h2 className="mb-3 text-sm font-medium text-gray-400">Backtest Configuration</h2>
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<div className="grid grid-cols-1 gap-3 sm:grid-cols-2 lg:grid-cols-4">
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<div>
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<label className="mb-1 block text-xs text-gray-500">Start Date</label>
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<input
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type="date"
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value={startDate}
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onChange={(e) => setStartDate(e.target.value)}
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className="w-full rounded-md border border-surface-700 bg-surface-950 px-2 py-1.5 text-sm text-gray-200 focus:border-brand-500 focus:outline-none"
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/>
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</div>
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<div>
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<label className="mb-1 block text-xs text-gray-500">End Date</label>
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<input
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type="date"
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value={endDate}
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onChange={(e) => setEndDate(e.target.value)}
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className="w-full rounded-md border border-surface-700 bg-surface-950 px-2 py-1.5 text-sm text-gray-200 focus:border-brand-500 focus:outline-none"
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/>
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</div>
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<div>
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<label className="mb-1 block text-xs text-gray-500">Initial Capital</label>
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<input
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type="number"
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value={initialCapital}
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onChange={(e) => setInitialCapital(e.target.value)}
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className="w-full rounded-md border border-surface-700 bg-surface-950 px-2 py-1.5 text-sm text-gray-200 focus:border-brand-500 focus:outline-none"
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/>
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</div>
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<div>
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<label className="mb-1 block text-xs text-gray-500">Risk Tier</label>
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<select
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value={riskTier}
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onChange={(e) => setRiskTier(e.target.value)}
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className="w-full rounded-md border border-surface-700 bg-surface-950 px-2 py-1.5 text-sm text-gray-200 focus:border-brand-500 focus:outline-none"
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>
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{RISK_TIERS.map((t) => (
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<option key={t} value={t}>
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{t.charAt(0).toUpperCase() + t.slice(1)}
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</option>
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))}
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</select>
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</div>
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</div>
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<button
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onClick={handleLaunch}
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disabled={!startDate || !endDate || launch.isPending}
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className="mt-3 rounded-md bg-brand-600 px-4 py-1.5 text-sm font-medium text-white hover:bg-brand-700 disabled:opacity-50"
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>
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{launch.isPending ? 'Launching…' : 'Run Backtest'}
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</button>
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{launch.isError && (
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<p className="mt-2 text-xs text-red-400">Failed to launch backtest</p>
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)}
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</Card>
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{/* Results */}
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{resultLoading && <LoadingSpinner />}
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{result && (
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<>
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{/* Summary Metrics */}
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<Card>
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<h2 className="mb-3 text-sm font-medium text-gray-400">Backtest Results</h2>
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<div className="grid grid-cols-2 gap-3 sm:grid-cols-5">
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<MetricCard label="Total Return" value={fmtPct(result.total_return)} />
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<MetricCard label="Sharpe Ratio" value={result.sharpe_ratio?.toFixed(2) ?? '—'} />
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<MetricCard label="Max Drawdown" value={fmtPct(result.max_drawdown)} />
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<MetricCard label="Win Rate" value={fmtPct(result.win_rate)} />
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<MetricCard label="Profit Factor" value={result.profit_factor?.toFixed(2) ?? '—'} />
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</div>
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<div className="mt-2 flex items-center gap-4 text-xs text-gray-500">
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<span>Trades: {result.trade_count ?? 0}</span>
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<span>Status: {result.status}</span>
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<span>Capital: {fmtUsd(result.initial_capital)}</span>
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</div>
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</Card>
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{/* Equity Curve */}
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{equityCurve.length > 0 && (
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<Card>
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<h2 className="mb-3 text-sm font-medium text-gray-400">Equity Curve</h2>
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<ResponsiveContainer width="100%" height={300}>
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<LineChart data={equityCurve}>
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<CartesianGrid strokeDasharray="3 3" stroke="#334155" />
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<XAxis dataKey="date" tick={{ fill: '#6b7280', fontSize: 11 }} />
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<YAxis tick={{ fill: '#6b7280', fontSize: 11 }} tickFormatter={(v) => `$${(v / 1000).toFixed(0)}k`} />
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<Tooltip
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contentStyle={{ backgroundColor: '#1e293b', border: '1px solid #334155', borderRadius: 8 }}
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labelStyle={{ color: '#9ca3af' }}
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formatter={(value) => [fmtUsd(value as number), 'Portfolio Value']}
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/>
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<Line
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type="monotone"
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dataKey="value"
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stroke="#6366f1"
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strokeWidth={2}
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dot={false}
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name="Portfolio Value"
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/>
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</LineChart>
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</ResponsiveContainer>
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</Card>
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)}
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</>
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)}
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</div>
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);
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}
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function MetricCard({ label, value }: { label: string; value: string }) {
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return (
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<div className="text-center">
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<div className="text-sm font-bold text-gray-100">{value}</div>
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<div className="text-xs text-gray-500">{label}</div>
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</div>
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);
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}
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