diff --git a/apps/web/routers/backtest.py b/apps/web/routers/backtest.py new file mode 100644 index 0000000..67e26ae --- /dev/null +++ b/apps/web/routers/backtest.py @@ -0,0 +1,834 @@ +"""Backtest execution API endpoints (paper backtest).""" +from __future__ import annotations + +import datetime as dt +import json +import os +import re +import signal +import subprocess +import sys +import threading +import uuid +from datetime import datetime, timezone +from pathlib import Path +from typing import Any + +_ANSI_RE = re.compile(r'\x1b\[[0-9;]*[mGKHABCDFrsu]|\x1b[()][AB012]') + +from fastapi import APIRouter, HTTPException +from pydantic import BaseModel + +from apps.web.dependencies import get_configs_dir, get_project_root, get_runs_dir + +router = APIRouter(prefix="/backtest", tags=["backtest"]) + +# --------------------------------------------------------------------------- +# Task registry — in-memory + disk persistence +# --------------------------------------------------------------------------- +_tasks: dict[str, dict[str, Any]] = {} +_tasks_lock = threading.Lock() +_tasks_initialized = False + +# --------------------------------------------------------------------------- +# Direct result helpers (in-process backtest) +# --------------------------------------------------------------------------- + +def _result_file(task_id: str) -> Path: + return _log_dir() / f"{task_id}.result.json" + + +def _json_default(obj: Any) -> Any: + """JSON serializer for types not handled by default encoder.""" + if isinstance(obj, (dt.date, dt.datetime)): + return obj.isoformat() + raise TypeError(f"Object of type {type(obj)} is not JSON serializable") + + +def _persist_direct_result(task_id: str, result: dict[str, Any]) -> None: + """Write direct backtest result to disk.""" + try: + _log_dir().mkdir(parents=True, exist_ok=True) + _result_file(task_id).write_text( + json.dumps(result, default=_json_default, indent=2) + ) + except Exception: + pass + + +def _load_direct_result(task_id: str) -> dict[str, Any] | None: + """Load direct backtest result from disk.""" + try: + f = _result_file(task_id) + if f.exists(): + return json.loads(f.read_text()) + except Exception: + pass + return None + + +def _parse_dates( + start: str | None, + end: str | None, + year: str | None, +) -> tuple[dt.date, dt.date]: + """Parse date parameters into (start_date, end_date).""" + if year: + y = int(year) + return dt.date(y, 1, 1), dt.date(y, 12, 31) + if not start: + raise ValueError("Either year or start date is required") + if len(start) == 4: + start_date = dt.date(int(start), 1, 1) + end_date = dt.date.fromisoformat(end) if end else dt.date.today() + else: + start_date = dt.date.fromisoformat(start) + end_date = dt.date.fromisoformat(end) if end else dt.date.today() + return start_date, end_date + + +def _log_dir() -> Path: + return get_runs_dir() / ".backtest_tasks" + + +def _task_file(task_id: str) -> Path: + return _log_dir() / f"{task_id}.task.json" + + +def _persist_task(task: dict[str, Any]) -> None: + """Write task state to disk (includes pid so we can re-attach after restart).""" + try: + _log_dir().mkdir(parents=True, exist_ok=True) + _task_file(task["task_id"]).write_text(json.dumps(task, indent=2)) + except Exception: + pass + + +def _delete_task_file(task_id: str) -> None: + try: + _task_file(task_id).unlink(missing_ok=True) + except Exception: + pass + + +def _is_pid_alive(pid: int) -> bool: + """Return True if the process with the given PID is still running.""" + try: + os.kill(pid, 0) + return True + except ProcessLookupError: + return False + except PermissionError: + return True # Exists but owned by a different user (unlikely but safe) + + +def _reattach_watcher(task_id: str, pid: int, output_root: Path) -> None: + """Watch an orphaned subprocess by PID after server restart.""" + import time + + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + return + started_at_str = task.get("started_at") or datetime.now(timezone.utc).isoformat() + experiment_name = task["experiment_name"] + + try: + started_at = datetime.fromisoformat(started_at_str.replace("Z", "+00:00")) + except Exception: + started_at = datetime.now(timezone.utc) + + # Poll until the orphaned process exits + while _is_pid_alive(pid): + time.sleep(2) + + # Process finished — check for results + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + return + mode = task.get("mode", "cli") + + if mode == "direct": + # Direct mode: result is in a JSON file, not a run directory + direct_log = output_root / ".backtest_tasks" / f"{task_id}.direct.log" + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + return + if task["status"] == "cancelled": + _persist_task(task) + return + task["pid"] = None + if not task.get("finished_at"): + task["finished_at"] = datetime.now(timezone.utc).isoformat() + if _result_file(task_id).exists(): + task["status"] = "completed" + task["has_direct_result"] = True + else: + task["status"] = "failed" + task["error"] = _log_tail_error(direct_log) + _persist_task(task) + return + + run_id = _detect_any_run_id(output_root, experiment_name, started_at) + log_file = output_root / ".backtest_tasks" / f"{task_id}.log" + + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + return + if task["status"] == "cancelled": + _persist_task(task) + return + task["pid"] = None + if not task.get("finished_at"): + task["finished_at"] = datetime.now(timezone.utc).isoformat() + if run_id: + task["status"] = "completed" + task["run_id"] = run_id + elif _log_success(log_file): + # Multi-config or run saved to unexpected path — log says success + task["status"] = "completed" + task["run_id"] = None + else: + task["status"] = "failed" + task["error"] = _log_tail_error(log_file) + _persist_task(task) + + +def _load_tasks_from_disk() -> list[tuple[str, int]]: + """Load persisted task files. Returns list of (task_id, pid) needing re-attachment.""" + ld = _log_dir() + reattach: list[tuple[str, int]] = [] + if not ld.exists(): + return reattach + for f in sorted(ld.glob("*.task.json")): + try: + data = json.loads(f.read_text()) + task_id = data.get("task_id") + if not task_id or task_id in _tasks: + continue + + if data.get("status") in ("running", "queued"): + pid = data.get("pid") + if pid and _is_pid_alive(pid): + # Process still running — schedule re-attachment + _tasks[task_id] = data + reattach.append((task_id, pid)) + continue + # Process dead — check if it completed successfully + started_at_str = data.get("started_at") + run_id = None + log_file = _log_dir() / f"{data.get('task_id', '')}.log" + if started_at_str: + try: + started_at = datetime.fromisoformat(started_at_str.replace("Z", "+00:00")) + run_id = _detect_any_run_id(get_runs_dir(), data.get("experiment_name", ""), started_at) + except Exception: + pass + data["pid"] = None + if not data.get("finished_at"): + data["finished_at"] = datetime.now(timezone.utc).isoformat() + # Direct mode: check result file + if data.get("mode") == "direct": + if _result_file(task_id).exists(): + data["status"] = "completed" + data["has_direct_result"] = True + else: + data["status"] = "failed" + log_file = _log_dir() / f"{task_id}.direct.log" + data["error"] = _log_tail_error(log_file) + elif run_id: + data["status"] = "completed" + data["run_id"] = run_id + elif _log_success(log_file): + data["status"] = "completed" + data["run_id"] = None + else: + data["status"] = "failed" + data["error"] = "Server restarted while task was running" + f.write_text(json.dumps(data, indent=2)) + + _tasks[task_id] = data + except Exception: + continue + return reattach + + +def _ensure_tasks_loaded() -> None: + global _tasks_initialized + if _tasks_initialized: + return + with _tasks_lock: + if _tasks_initialized: + return + _tasks_initialized = True + reattach = _load_tasks_from_disk() + + # Start re-attachment threads outside the lock + for task_id, pid in reattach: + threading.Thread( + target=_reattach_watcher, + args=(task_id, pid, get_runs_dir()), + daemon=True, + ).start() + + +# --------------------------------------------------------------------------- +# Request / Response schemas +# --------------------------------------------------------------------------- + +class BacktestRequest(BaseModel): + experiment_name: str + capital: float = 10_000.0 + start: str | None = None # YYYY-MM-DD or YYYY + end: str | None = None # YYYY-MM-DD + year: str | None = None # shorthand for full year (YYYY) + no_trades: bool = False + mode: str = "cli" # "cli" (subprocess) or "direct" (in-process) + + +class BatchBacktestRequest(BaseModel): + experiment_names: list[str] + capital: float = 10_000.0 + start: str | None = None + end: str | None = None + year: str | None = None + no_trades: bool = False + + +# --------------------------------------------------------------------------- +# Task helpers +# --------------------------------------------------------------------------- + +def _make_task( + experiment_name: str, + capital: float, + start: str | None, + end: str | None, + year: str | None, + no_trades: bool = False, + mode: str = "cli", +) -> dict[str, Any]: + return { + "task_id": str(uuid.uuid4())[:8], + "experiment_name": experiment_name, + "capital": capital, + "start_date": year if year else start, + "end_date": None if year else end, + "year": year, + "no_trades": no_trades, + "status": "queued", + "created_at": datetime.now(timezone.utc).isoformat(), + "started_at": None, + "finished_at": None, + "run_id": None, + "error": None, + "pid": None, + "mode": mode, + "has_direct_result": False, + } + + +def _detect_run_id(output_root: Path, experiment_name: str, started_before: datetime) -> str | None: + """Scan runs dir for a new run directory created after started_before.""" + if not output_root.exists(): + return None + candidates = [] + for d in output_root.iterdir(): + if not d.is_dir(): + continue + meta_file = d / "metadata.json" + if not meta_file.exists(): + continue + try: + mtime = datetime.fromtimestamp(d.stat().st_mtime, tz=timezone.utc) + if mtime < started_before: + continue + meta = json.loads(meta_file.read_text()) + if meta.get("experiment_name") == experiment_name: + candidates.append((mtime, d.name)) + except Exception: + continue + if not candidates: + return None + candidates.sort(reverse=True) + return candidates[0][1] + + +def _detect_any_run_id(output_root: Path, experiment_name: str, started_before: datetime) -> str | None: + """Detect run_id for single OR multi-config experiments (tries each name in joined list).""" + # First try the full name (handles single config) + run_id = _detect_run_id(output_root, experiment_name, started_before) + if run_id: + return run_id + # For multi-config joined names ("exp1, exp2, ..."), try each individual name + parts = [n.strip() for n in experiment_name.split(",") if n.strip()] + if len(parts) > 1: + for name in parts: + run_id = _detect_run_id(output_root, name, started_before) + if run_id: + return run_id + return None + + +def _log_success(log_file: Path) -> bool: + """Return True if the log file ends with a success marker.""" + if not log_file.exists(): + return False + try: + tail = log_file.read_text(errors="replace")[-1500:] + return "results saved to" in tail.lower() or "results saved" in tail.lower() + except Exception: + return False + + +def _log_tail_error(log_file: Path, returncode: int | None = None) -> str: + """Return last ~10 lines of log with ANSI stripped, for use as error message.""" + if log_file.exists(): + try: + lines = log_file.read_text(errors="replace").strip().splitlines() + # Strip ANSI codes from each line + clean = [_ANSI_RE.sub("", l) for l in lines[-10:]] + return "\n".join(clean) if clean else f"Process exited with code {returncode}" + except Exception: + pass + return f"Process exited with code {returncode}" if returncode is not None else "Process exited unexpectedly" + + +def _watch_process(task_id: str, proc: subprocess.Popen[bytes], output_root: Path) -> None: + """Background thread: wait for process to finish and update task state.""" + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + return + task["status"] = "running" + task["started_at"] = datetime.now(timezone.utc).isoformat() + task["pid"] = proc.pid + started_at = datetime.now(timezone.utc) + experiment_name = task["experiment_name"] + _persist_task(task) + + returncode = proc.wait() + + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + return + task["finished_at"] = datetime.now(timezone.utc).isoformat() + task["pid"] = None + + if task["status"] == "cancelled": + _persist_task(task) + return + + if returncode == 0: + task["status"] = "completed" + run_id = _detect_run_id(output_root, experiment_name, started_at) + task["run_id"] = run_id + else: + task["status"] = "failed" + log_file = output_root / ".backtest_tasks" / f"{task_id}.log" + task["error"] = _log_tail_error(log_file, returncode) + _persist_task(task) + + +def _build_cmd(config_paths: list[Path], capital: float, start: str | None, end: str | None, year: str | None, no_trades: bool, runs_dir: Path) -> list[str]: + """Build the paper backtest CLI command.""" + cmd = [ + sys.executable, "-m", "apps.paper_trader.cli", "backtest", + "--capital", str(capital), + "--output", str(runs_dir), + ] + for cp in config_paths: + cmd += ["--config", str(cp)] + if year: + cmd += ["--year", year] + elif start: + cmd += ["--start", start] + if end: + cmd += ["--end", end] + if no_trades: + cmd.append("--no-trades") + return cmd + + +def _launch_backtest(req: BacktestRequest) -> dict[str, Any]: + """Build CLI args, launch subprocess, register task.""" + project_root = get_project_root() + configs_dir = get_configs_dir() + runs_dir = get_runs_dir() + + config_path = configs_dir / f"{req.experiment_name}.json" + if not config_path.exists(): + raise HTTPException(status_code=404, detail=f"Experiment config not found: {req.experiment_name}") + + task = _make_task(req.experiment_name, req.capital, req.start, req.end, req.year, req.no_trades) + task_id = task["task_id"] + + # Log directory + log_dir = runs_dir / ".backtest_tasks" + log_dir.mkdir(parents=True, exist_ok=True) + log_file = log_dir / f"{task_id}.log" + + # Save params for last-params lookup + params_file = log_dir / f"{task_id}.params.json" + params_file.write_text(json.dumps({ + "experiment_name": req.experiment_name, + "capital": req.capital, + "start": req.start, + "end": req.end, + "year": req.year, + "no_trades": req.no_trades, + "created_at": task["created_at"], + }, indent=2)) + + cmd = _build_cmd([config_path], req.capital, req.start, req.end, req.year, req.no_trades, runs_dir) + + with open(log_file, "wb") as log_fp: + proc = subprocess.Popen( + cmd, + stdout=log_fp, + stderr=subprocess.STDOUT, + cwd=str(project_root), + ) + + with _tasks_lock: + _tasks[task_id] = task + _persist_task(task) + + thread = threading.Thread( + target=_watch_process, + args=(task_id, proc, runs_dir), + daemon=True, + ) + thread.start() + + return task + + +def _launch_backtest_multi(names: list[str], capital: float, start: str | None, end: str | None, year: str | None, no_trades: bool) -> dict[str, Any]: + """Launch ONE subprocess with multiple --config flags for batch experiments.""" + project_root = get_project_root() + configs_dir = get_configs_dir() + runs_dir = get_runs_dir() + + config_paths: list[Path] = [] + for name in names: + cp = configs_dir / f"{name}.json" + if not cp.exists(): + raise HTTPException(status_code=404, detail=f"Experiment config not found: {name}") + config_paths.append(cp) + + display_name = ", ".join(names) + task = _make_task(display_name, capital, start, end, year, no_trades) + task_id = task["task_id"] + + log_dir = runs_dir / ".backtest_tasks" + log_dir.mkdir(parents=True, exist_ok=True) + log_file = log_dir / f"{task_id}.log" + + # Save individual params files so last-params lookup works per experiment + created_at = task["created_at"] + for name in names: + pf = log_dir / f"{task_id}_{name[:30]}.params.json" + pf.write_text(json.dumps({ + "experiment_name": name, + "capital": capital, + "start": start, + "end": end, + "year": year, + "no_trades": no_trades, + "created_at": created_at, + }, indent=2)) + + cmd = _build_cmd(config_paths, capital, start, end, year, no_trades, runs_dir) + + with open(log_file, "wb") as log_fp: + proc = subprocess.Popen( + cmd, + stdout=log_fp, + stderr=subprocess.STDOUT, + cwd=str(project_root), + ) + + with _tasks_lock: + _tasks[task_id] = task + _persist_task(task) + + thread = threading.Thread( + target=_watch_process, + args=(task_id, proc, runs_dir), + daemon=True, + ) + thread.start() + + return task + + +# --------------------------------------------------------------------------- +# Direct backtest — subprocess (survives server --reload restarts) +# --------------------------------------------------------------------------- + +def _watch_direct_process(task_id: str, proc: subprocess.Popen[bytes]) -> None: + """Background thread: wait for the direct-runner subprocess and update task state.""" + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + return + task["status"] = "running" + task["started_at"] = datetime.now(timezone.utc).isoformat() + task["pid"] = proc.pid + _persist_task(task) + + returncode = proc.wait() + + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + return + if task["status"] == "cancelled": + _persist_task(task) + return + task["finished_at"] = datetime.now(timezone.utc).isoformat() + task["pid"] = None + if returncode == 0 and _result_file(task_id).exists(): + task["status"] = "completed" + task["has_direct_result"] = True + else: + task["status"] = "failed" + log_file = _log_dir() / f"{task_id}.direct.log" + task["error"] = _log_tail_error(log_file, returncode) + _persist_task(task) + + +def _launch_direct_backtest(req: BacktestRequest) -> dict[str, Any]: + """Launch the direct backtest as a subprocess (survives uvicorn --reload).""" + configs_dir = get_configs_dir() + project_root = get_project_root() + config_path = configs_dir / f"{req.experiment_name}.json" + if not config_path.exists(): + raise HTTPException(status_code=404, detail=f"Experiment config not found: {req.experiment_name}") + + try: + start_date, end_date = _parse_dates(req.start, req.end, req.year) + except (ValueError, TypeError) as exc: + raise HTTPException(status_code=400, detail=f"Invalid date params: {exc}") + + task = _make_task( + req.experiment_name, req.capital, req.start, req.end, req.year, req.no_trades, + mode="direct", + ) + task_id = task["task_id"] + + log_dir = _log_dir() + log_dir.mkdir(parents=True, exist_ok=True) + log_file = log_dir / f"{task_id}.direct.log" + + cmd = [ + sys.executable, "-m", "apps.web.direct_runner", + task_id, + str(config_path), + str(req.capital), + start_date.isoformat(), + end_date.isoformat(), + str(_result_file(task_id)), + ] + + with open(log_file, "wb") as log_fp: + proc = subprocess.Popen( + cmd, + stdout=log_fp, + stderr=subprocess.STDOUT, + cwd=str(project_root), + ) + + with _tasks_lock: + _tasks[task_id] = task + _persist_task(task) + + thread = threading.Thread( + target=_watch_direct_process, + args=(task_id, proc), + daemon=True, + ) + thread.start() + + return task + + +# --------------------------------------------------------------------------- +# Endpoints +# --------------------------------------------------------------------------- + +@router.post("/submit") +def submit_backtest(req: BacktestRequest) -> dict[str, Any]: + """Submit a single paper backtest task (CLI subprocess or in-process direct).""" + _ensure_tasks_loaded() + if req.mode == "direct": + return _launch_direct_backtest(req) + return _launch_backtest(req) + + +@router.post("/submit-batch") +def submit_batch(req: BatchBacktestRequest) -> dict[str, Any]: + """Submit a single backtest task running all experiments in one subprocess.""" + _ensure_tasks_loaded() + if not req.experiment_names: + raise HTTPException(status_code=400, detail="experiment_names is empty") + + if len(req.experiment_names) == 1: + single = BacktestRequest( + experiment_name=req.experiment_names[0], + capital=req.capital, + start=req.start, + end=req.end, + year=req.year, + no_trades=req.no_trades, + ) + task = _launch_backtest(single) + return {"tasks": [task]} + + task = _launch_backtest_multi( + names=req.experiment_names, + capital=req.capital, + start=req.start, + end=req.end, + year=req.year, + no_trades=req.no_trades, + ) + return {"tasks": [task]} + + +@router.get("/tasks") +def list_tasks() -> dict[str, Any]: + """List all backtest tasks (most recent first).""" + _ensure_tasks_loaded() + with _tasks_lock: + tasks = sorted( + list(_tasks.values()), + key=lambda t: t["created_at"], + reverse=True, + ) + return {"tasks": tasks} + + +@router.get("/tasks/{task_id}") +def get_task(task_id: str) -> dict[str, Any]: + """Get status of a specific task.""" + _ensure_tasks_loaded() + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + raise HTTPException(status_code=404, detail=f"Task not found: {task_id}") + return task + + +@router.delete("/tasks/{task_id}") +def cancel_task(task_id: str) -> dict[str, Any]: + """Cancel a running task or delete a finished task from memory.""" + _ensure_tasks_loaded() + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + raise HTTPException(status_code=404, detail=f"Task not found: {task_id}") + status = task["status"] + pid = task.get("pid") + + if status in ("queued", "running"): + task["status"] = "cancelled" + task["finished_at"] = datetime.now(timezone.utc).isoformat() + _persist_task(task) + else: + del _tasks[task_id] + _delete_task_file(task_id) + return {"cancelled": True, "deleted": True} + + if pid: + try: + os.kill(pid, signal.SIGTERM) + except ProcessLookupError: + pass + + return {"cancelled": True} # direct-mode tasks have no PID; thread runs to completion but result is discarded + + +@router.get("/tasks/{task_id}/log") +def get_task_log(task_id: str) -> dict[str, Any]: + """Get stdout/stderr log for a task.""" + _ensure_tasks_loaded() + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + raise HTTPException(status_code=404, detail=f"Task not found: {task_id}") + + runs_dir = get_runs_dir() + mode = task.get("mode", "cli") + suffix = ".direct.log" if mode == "direct" else ".log" + log_file = runs_dir / ".backtest_tasks" / f"{task_id}{suffix}" + if not log_file.exists(): + return {"log": ""} + + try: + content = log_file.read_text(errors="replace") + lines = content.splitlines() + return {"log": "\n".join(lines[-200:]), "total_lines": len(lines)} + except Exception as e: + return {"log": f"Error reading log: {e}"} + + +@router.get("/tasks/{task_id}/direct-result") +def get_direct_result(task_id: str) -> dict[str, Any]: + """Get the in-process backtest result for a direct-mode task.""" + _ensure_tasks_loaded() + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + raise HTTPException(status_code=404, detail=f"Task not found: {task_id}") + if task.get("mode") != "direct": + raise HTTPException(status_code=400, detail="Task is not a direct-mode task") + if task["status"] != "completed": + raise HTTPException(status_code=409, detail=f"Task not completed: {task['status']}") + + result = _load_direct_result(task_id) + if result is None: + raise HTTPException(status_code=404, detail="Direct result not found on disk") + return result + + + +@router.get("/last-params/{experiment_name}") +def get_last_params(experiment_name: str) -> dict[str, Any]: + """Return parameters from the most recent run of this experiment.""" + runs_dir = get_runs_dir() + log_dir = runs_dir / ".backtest_tasks" + if not log_dir.exists(): + return {} + + # Find most recent .params.json for this experiment + best: tuple[float, Path] | None = None + for f in log_dir.glob("*.params.json"): + try: + data = json.loads(f.read_text()) + if data.get("experiment_name") != experiment_name: + continue + mtime = f.stat().st_mtime + if best is None or mtime > best[0]: + best = (mtime, f) + except Exception: + continue + + if best is None: + return {} + + try: + data = json.loads(best[1].read_text()) + return { + "capital": data.get("capital"), + "start": data.get("start"), + "end": data.get("end"), + "year": data.get("year"), + } + except Exception: + return {} diff --git a/apps/web/static/assets/index-DInqY32_.js b/apps/web/static/assets/index-DInqY32_.js new file mode 100644 index 0000000..27994a2 --- /dev/null +++ b/apps/web/static/assets/index-DInqY32_.js @@ -0,0 +1,76 @@ +var 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\`/\`\` and will default to "${Mt}"`),null):e}function Gt(e,t){let n,r,i,a,o;if(Ft(e)){let o=e.getAttribute(`action`);r=o?ge(o,t):null,n=e.getAttribute(`method`)||jt,i=Wt(e.getAttribute(`enctype`))||Mt,a=new FormData(e)}else if(Pt(e)||It(e)&&(e.type===`submit`||e.type===`image`)){let o=e.form;if(o==null)throw Error(`Cannot submit a )} + {task.status === 'completed' && task.has_direct_result && ( + + )} {isDone && ( + {showLog && ( +
+
+ {logData?.log + ? + : (no log) + }
- - {task.task_id}.log +
+ )} + + ); + + // Auto-scroll ref for live log + const liveLogRef = useRef(null); + useEffect(() => { + if ((task.status === 'queued' || task.status === 'running') && liveLogRef.current) { + liveLogRef.current.scrollTop = liveLogRef.current.scrollHeight; + } + }, [logData?.log, task.status]); + + if (task.status === 'queued' || task.status === 'running') { + return ( +
+ {/* Status bar */} +
+ + + {task.status === 'queued' ? 'Queued...' : 'Running backtest...'} - {isActive && ( - - ● live - - )} - {logData?.total_lines != null && ( - - {logData.total_lines} lines + ● live +
+ + {/* Live terminal */} +
+
+
+
+
+
+
+ + {task.task_id}.direct.log - )} + {logData?.total_lines != null && ( + + {logData.total_lines} lines + + )} +
+
+ {logData?.log ? ( +
+ + +
+ ) : ( + + Initializing... + + )} +
+
+
+ ); + } + + if (task.status === 'completed' && isLoading) { + return
; + } + + if (task.status !== 'completed' || !result) { + // Failed/cancelled: show error + collapsible log + return ( +
+ {task.error && ( +
+ {task.error} +
+ )} + {logSection} +
+ ); + } + + // Completed with result: full inline display + const s = result.summary; + const mb = result.metrics_bundle as Record; + const returnPct = s.return_pct ?? 0; + + const chartData = (result.equity_curve ?? []).map(row => ({ date: row.date, equity: row.equity })); + + const allTrades = ((result.trades ?? []) as Record[]).map((t, i) => ({ ...t, _no: i + 1 } as Record)); + const totalTrades = allTrades.length; + + // unique filter options + const engineOptions = Array.from(new Set(allTrades.map(t => String(t.engine_id ?? '')))).filter(Boolean).sort(); + const reasonOptions = Array.from(new Set(allTrades.map(t => String(t.reason ?? t.exit_reason ?? '')))).filter(v => v !== '—' && v !== '').sort(); + + // apply filters + const filteredTrades = allTrades.filter(t => { + if (tradeFilter.symbol && !String(t.symbol ?? '').toLowerCase().includes(tradeFilter.symbol.toLowerCase())) return false; + if (tradeFilter.engine && String(t.engine_id ?? '') !== tradeFilter.engine) return false; + if (tradeFilter.reason && String(t.reason ?? t.exit_reason ?? '') !== tradeFilter.reason) return false; + if (tradeFilter.outcome === 'win' && Number(t.pnl ?? 0) <= 0) return false; + if (tradeFilter.outcome === 'loss' && Number(t.pnl ?? 0) >= 0) return false; + return true; + }); + + // apply sort + const sortedTrades = [...filteredTrades].sort((a, b) => { + const dir = tradeSort.dir === 'asc' ? 1 : -1; + const col = tradeSort.col; + if (col === '_no' || col === 'pnl' || col === 'entry_price' || col === 'exit_price') { + return (Number(a[col] ?? 0) - Number(b[col] ?? 0)) * dir; + } + return String(a[col] ?? '').localeCompare(String(b[col] ?? '')) * dir; + }); + + const filteredTotal = sortedTrades.length; + const totalPages = Math.ceil(filteredTotal / TRADE_PAGE_SIZE); + const pageTrades = sortedTrades.slice(tradePage * TRADE_PAGE_SIZE, (tradePage + 1) * TRADE_PAGE_SIZE); + const filteredPnl = filteredTrades.reduce((sum, t) => sum + Number(t.pnl ?? 0), 0); + + const toggleSort = (col: string) => { + setTradeSort(s => s.col === col ? { col, dir: s.dir === 'asc' ? 'desc' : 'asc' } : { col, dir: 'asc' }); + setTradePage(0); + }; + + const sortIcon = (col: string) => { + if (tradeSort.col !== col) return ⇅; + return {tradeSort.dir === 'asc' ? '▲' : '▼'}; + }; + + const TABS = [ + { id: 'summary' as const, label: 'Summary' }, + { id: 'equity' as const, label: 'Equity Curve' }, + { id: 'trades' as const, label: `Trades (${filteredTotal}/${totalTrades})` }, + ]; + + return ( +
+ {/* Metric cards */} +
+ = 0 ? 'var(--green)' : 'var(--red)'} /> + {mb?.annualized_return_pct != null && ( + = 0 ? 'var(--green)' : 'var(--red)'} /> + )} + + + {mb?.profit_factor != null && } + + + +
+ + {/* Tabs */} +
+ {TABS.map(t => ( + + ))} +
+ + {/* Summary tab */} + {tab === 'summary' && ( +
+ {[ + { title: 'Trade Stats', rows: [ + ['Total trades', s.trade_count ?? '—'], + ['Win rate', fmtPct(s.win_rate)], + ['Avg win', mb?.avg_win_pct != null ? fmtPct(mb.avg_win_pct) : '—'], + ['Avg loss', mb?.avg_loss_pct != null ? fmtPct(mb.avg_loss_pct) : '—'], + ['Profit factor', mb?.profit_factor != null ? fmt(mb.profit_factor, 2) : '—'], + ['Expectancy R', mb?.expectancy_r != null ? fmt(mb.expectancy_r, 3) : '—'], + ['Avg hold days', mb?.avg_holding_days != null ? fmt(mb.avg_holding_days) : '—'], + ['Stop exit rate', mb?.stop_exit_rate != null ? fmtPct(mb.stop_exit_rate) : '—'], + ]}, + { title: 'Portfolio Stats', rows: [ + ['Total return', fmtPct(returnPct)], + ['Ann. return', mb?.annualized_return_pct != null ? fmtPct(mb.annualized_return_pct) : '—'], + ['Max drawdown', `-${(s.max_dd_pct ?? 0).toFixed(2)}%`], + ['Sharpe ratio', (s.sharpe ?? 0).toFixed(2)], + ['Sortino ratio', mb?.sortino_ratio != null ? fmt(mb.sortino_ratio, 2) : '—'], + ['Calmar ratio', mb?.calmar_ratio != null ? fmt(mb.calmar_ratio, 2) : '—'], + ['Avg exposure', mb?.avg_gross_exposure_pct != null ? fmtPct(mb.avg_gross_exposure_pct) : '—'], + ['Days in market', mb?.days_in_market_pct != null ? fmtPct(mb.days_in_market_pct) : '—'], + ]}, + ].map(({ title, rows }) => ( +
+
{title}
+ {rows.map(([k, v]) => ( +
+ {String(k)} + {String(v)} +
+ ))} +
+ ))}
-
- {logData?.log - ? - : (waiting for output...) + )} + + {/* Equity Curve tab */} + {tab === 'equity' && ( +
+ {chartData.length === 0 + ?
No equity curve data
+ : <> +
Equity Curve
+ + + + + `$${(v / 1000).toFixed(0)}k`} /> + [`$${Number(v).toLocaleString()}`, 'Equity']} /> + + + + }
-
+ )} + + {/* Trades tab */} + {tab === 'trades' && ( +
+ {/* Filter bar */} +
+ { setTradeFilter(f => ({ ...f, symbol: e.target.value })); setTradePage(0); }} + style={{ fontFamily: 'var(--font-mono)', fontSize: 12, background: 'var(--bg2)', border: '1px solid var(--border-md)', borderRadius: 6, padding: '5px 10px', color: 'var(--text1)', outline: 'none', width: 120 }} + /> + + +
+ {(['all', 'win', 'loss'] as const).map(o => ( + + ))} +
+ {(tradeFilter.symbol || tradeFilter.engine || tradeFilter.reason || tradeFilter.outcome !== 'all') && ( + + )} +
+ {filteredTotal} of {totalTrades} trades + = 0 ? 'var(--green)' : 'var(--red)', fontWeight: 600 }}> + PnL {filteredPnl >= 0 ? '+' : ''}${filteredPnl.toFixed(0)} + +
+
+ + {sortedTrades.length === 0 + ?
+ {totalTrades === 0 ? 'No trades' : 'No trades match filters'} +
+ : <> +
+
+ + + + {[ + { label: 'No.', col: '_no' }, + { label: 'Symbol', col: 'symbol' }, + { label: 'Engine', col: 'engine_id' }, + { label: 'Entry Date', col: 'entry_date' }, + { label: 'Exit Date', col: 'exit_date' }, + { label: 'Entry $', col: 'entry_price' }, + { label: 'Exit $', col: 'exit_price' }, + { label: 'PnL', col: 'pnl' }, + { label: 'Exit Reason', col: 'reason' }, + ].map(({ label, col }) => ( + + ))} + + + + {pageTrades.map((t, i) => { + const pnl = Number(t.pnl ?? 0); + return ( + + + + + + + + + + + + ); + })} + +
toggleSort(col)} style={{ padding: '11px 14px', fontFamily: 'var(--font-mono)', fontSize: 12, fontWeight: 500, letterSpacing: '0.06em', textTransform: 'uppercase', color: tradeSort.col === col ? 'var(--orange)' : 'var(--text3)', textAlign: 'left', whiteSpace: 'nowrap', cursor: 'pointer', userSelect: 'none' }}> + {label} {sortIcon(col)} +
{String(t._no ?? '')}{String(t.symbol ?? '—')}{String(t.engine_id ?? '—')}{String(t.entry_date ?? '—')}{String(t.exit_date ?? '—')}{t.entry_price != null ? `$${Number(t.entry_price).toFixed(2)}` : '—'}{t.exit_price != null ? `$${Number(t.exit_price).toFixed(2)}` : '—'}= 0 ? 'var(--green)' : 'var(--red)' }}>{pnl >= 0 ? '+' : ''}${pnl.toFixed(0)}{String(t.reason ?? t.exit_reason ?? '—')}
+
+
+ {totalPages > 1 && ( +
+ + {tradePage + 1} / {totalPages} + +
+ )} + + } +
+ )} + + {/* Collapsible log */} + {logSection}
); } @@ -1120,3 +1554,257 @@ export function BacktestResultsPage() {
); } + +// ── Direct Backtest Results Page ───────────────────────────────────────────── + +type DirectResultTab = 'summary' | 'equity' | 'trades'; + +export function BacktestDirectResultsPage() { + const { taskId } = useParams<{ taskId: string }>(); + const navigate = useNavigate(); + const [tab, setTab] = useState('summary'); + const [tradePage, setTradePage] = useState(0); + const TRADE_PAGE_SIZE = 50; + + const { data: task } = useQuery({ + queryKey: ['backtest-task', taskId], + queryFn: () => backtestApi.task(taskId!), + enabled: !!taskId, + staleTime: 60_000, + }); + + const { data: result, isLoading } = useQuery({ + queryKey: ['direct-result', taskId], + queryFn: () => backtestApi.directResult(taskId!), + enabled: !!taskId, + }); + + if (isLoading || !result) return
; + + const s = result.summary; + const mb = result.metrics_bundle as Record; + const returnPct = s.return_pct ?? 0; + + const chartData = (result.equity_curve ?? []).map(row => ({ + date: row.date, + equity: row.equity, + })); + + const allTrades = (result.trades ?? []) as Record[]; + const totalTrades = allTrades.length; + const totalPages = Math.ceil(totalTrades / TRADE_PAGE_SIZE); + const pageTrades = allTrades.slice(tradePage * TRADE_PAGE_SIZE, (tradePage + 1) * TRADE_PAGE_SIZE); + + const TABS: { id: DirectResultTab; label: string }[] = [ + { id: 'summary', label: 'Summary' }, + { id: 'equity', label: 'Equity Curve' }, + { id: 'trades', label: `Trade Blotter (${totalTrades})` }, + ]; + + return ( +
+ {/* Breadcrumb */} +
+ + + {task && ( + <> + + + + )} + {taskId} +
+ + {/* Header */} +
+
+ direct mode result +
+

+ {result.session_name} +

+
+ + {/* Metric cards */} +
+ = 0 ? 'var(--green)' : 'var(--red)'} /> + {mb?.annualized_return_pct != null && ( + = 0 ? 'var(--green)' : 'var(--red)'} /> + )} + + + {mb?.profit_factor != null && ( + + )} + + + +
+ + {/* Tabs */} +
+ {TABS.map(t => ( + + ))} +
+ + {/* Summary tab */} + {tab === 'summary' && ( +
+
+
Trade Stats
+ {[ + ['Total trades', s.trade_count ?? '—'], + ['Win rate', fmtPct(s.win_rate)], + ['Avg win', mb?.avg_win_pct != null ? fmtPct(mb.avg_win_pct) : '—'], + ['Avg loss', mb?.avg_loss_pct != null ? fmtPct(mb.avg_loss_pct) : '—'], + ['Profit factor', mb?.profit_factor != null ? fmt(mb.profit_factor, 2) : '—'], + ['Expectancy R', mb?.expectancy_r != null ? fmt(mb.expectancy_r, 3) : '—'], + ['Avg hold days', mb?.avg_holding_days != null ? fmt(mb.avg_holding_days) : '—'], + ['Stop exit rate', mb?.stop_exit_rate != null ? fmtPct(mb.stop_exit_rate) : '—'], + ['Target exit rate', mb?.target_exit_rate != null ? fmtPct(mb.target_exit_rate) : '—'], + ].map(([k, v]) => ( +
+ {String(k)} + {String(v)} +
+ ))} +
+
+
Portfolio Stats
+ {[ + ['Total return', fmtPct(returnPct)], + ['Ann. return', mb?.annualized_return_pct != null ? fmtPct(mb.annualized_return_pct) : '—'], + ['Max drawdown', fmtPct(-(s.max_dd_pct ?? 0))], + ['Sharpe ratio', (s.sharpe ?? 0).toFixed(2)], + ['Sortino ratio', mb?.sortino_ratio != null ? fmt(mb.sortino_ratio, 2) : '—'], + ['Calmar ratio', mb?.calmar_ratio != null ? fmt(mb.calmar_ratio, 2) : '—'], + ['Avg exposure', mb?.avg_gross_exposure_pct != null ? fmtPct(mb.avg_gross_exposure_pct) : '—'], + ['Days in market', mb?.days_in_market_pct != null ? fmtPct(mb.days_in_market_pct) : '—'], + ['vs QQQ', mb?.excess_vs_qqq_pct != null ? fmtPct(mb.excess_vs_qqq_pct) : '—'], + ].map(([k, v]) => ( +
+ {String(k)} + {String(v)} +
+ ))} +
+
+ )} + + {/* Equity Curve tab */} + {tab === 'equity' && ( +
+ {chartData.length === 0 + ?
No equity curve data
+ : ( + <> +
Equity Curve
+ + + + + `$${(v / 1000).toFixed(0)}k`} /> + [`$${Number(v).toLocaleString()}`, 'Equity']} + /> + + + + + ) + } +
+ )} + + {/* Trade Blotter tab */} + {tab === 'trades' && ( +
+ {pageTrades.length === 0 + ?
No trades
+ : ( + <> +
+
+ + + + {['Symbol', 'Engine', 'Entry Date', 'Exit Date', 'Entry $', 'Exit $', 'PnL', 'Exit Reason'].map(h => ( + + ))} + + + + {pageTrades.map((t, i) => { + const pnl = Number(t.pnl ?? 0); + return ( + + + + + + + + + + + ); + })} + +
+ {h} +
{String(t.symbol ?? '—')}{String(t.engine_id ?? '—')}{String(t.entry_date ?? '—')}{String(t.exit_date ?? '—')}{t.entry_price != null ? `$${Number(t.entry_price).toFixed(2)}` : '—'}{t.exit_price != null ? `$${Number(t.exit_price).toFixed(2)}` : '—'}= 0 ? 'var(--green)' : 'var(--red)' }}> + {pnl >= 0 ? '+' : ''}${pnl.toFixed(0)} + {String(t.reason ?? t.exit_reason ?? '—')}
+
+
+ {totalPages > 1 && ( +
+ + {tradePage + 1} / {totalPages} + +
+ )} + + ) + } +
+ )} +
+ ); +}