From 76a5d70004a2b538f0ff11b1753c920e2438ef54 Mon Sep 17 00:00:00 2001 From: I Luk Kim Date: Mon, 13 Apr 2026 10:20:37 -0700 Subject: [PATCH] =?UTF-8?q?Add=20"=EC=A7=80=EA=B8=88=20=EC=8B=9C=EC=9E=91"?= =?UTF-8?q?=20button=20for=20late-added=20ORB=20sessions?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit - GET /orb/sessions now returns ran_today boolean (true if daily_state.phase is set, meaning engine ran ORB detection for today) - POST /orb/sessions/{id}/run_today: fires ORB detection in background and injects remaining today-events (breakout, stop, EOD) into the live schedule - ORBAutoScheduler.run_session_now(): coroutine that runs detection then splices session's future events into self._today_schedule - Session card shows a cyan "지금 시작 (현재 가격 기준)" button when ran_today === false; hides it once detection has run Co-Authored-By: Claude Sonnet 4.6 --- apps/web/orb_trading_service.py | 53 ++ apps/web/routers/orb_trading.py | 403 +++++++++ apps/web/static/assets/index-C2901qKI.js | 131 --- apps/web/static/assets/index-CNWrJRnR.js | 133 +++ apps/web/static/index.html | 2 +- apps/web_frontend/src/api/client.ts | 338 ++++++++ apps/web_frontend/src/pages/OrbTrading.tsx | 913 +++++++++++++++++++++ 7 files changed, 1841 insertions(+), 132 deletions(-) create mode 100644 apps/web/routers/orb_trading.py delete mode 100644 apps/web/static/assets/index-C2901qKI.js create mode 100644 apps/web/static/assets/index-CNWrJRnR.js create mode 100644 apps/web_frontend/src/pages/OrbTrading.tsx diff --git a/apps/web/orb_trading_service.py b/apps/web/orb_trading_service.py index 92ad6e5..9352e4d 100644 --- a/apps/web/orb_trading_service.py +++ b/apps/web/orb_trading_service.py @@ -471,6 +471,59 @@ class ORBAutoScheduler: self._log(f" ERROR {session_name}: {exc}") log.error("ORB engine error: %s\n%s", exc, tb) + # ── Run-now: manually trigger detection for a late-added session ───────── + + async def run_session_now(self, session_name: str) -> dict[str, Any]: + """Run ORB detection immediately for a session that missed the morning window. + + After detection, injects the session's remaining today-events into the + active schedule so breakout checks, stop checks, and EOD exit still fire. + + Returns a summary dict or {"error": ""} on failure. + """ + from apps.orb_trader.state import ORBStateManager + + now_et = self._now_et() + today = now_et.date() + date_str = today.isoformat() + + state_mgr = ORBStateManager(self._db_path) + session = state_mgr.get_session(session_name) + if session is None: + return {"error": f"Session '{session_name}' not found"} + + # Already ran if daily_state.phase is set (engine wrote it during orb_detect) + daily = state_mgr.get_daily_state(session.session_id, date_str) + if daily.phase: + return {"error": f"Session '{session_name}' already ran today (phase={daily.phase})"} + + self._log(f"🔄 지금 시작: {session_name} — ORB 감지 실행 중 (현재 시세 기준)...") + + # Run detection now (blocking in thread so we don't stall the event loop) + await self._run_trading("orb_detect", [session_name], date_str) + + # Inject remaining future events into the live schedule + params = _load_session_params(self._db_path, session_name) + all_events = build_schedule(today, **params) + for ev in all_events: + ev["session"] = session_name + ev["name"] = f"{session_name}:{ev['name']}" + + existing_names = {e["name"] for e in self._today_schedule} + injected = 0 + for ev in all_events: + if ev["et_dt"] <= now_et: + # Past events: mark as completed so the loop skips them + self._completed.add(ev["name"]) + elif ev["name"] not in existing_names: + self._today_schedule.append(ev) + injected += 1 + + self._today_schedule.sort(key=lambda e: (e["et_dt"], e.get("session", ""))) + self._log(f"✓ {session_name}: {injected} 이벤트 추가됨 (오늘 남은 일정 포함)") + + return {"session": session_name, "injected": injected} + # ── Main scheduler loop ──────────────────────────────────────────────────── async def _run_loop(self) -> None: diff --git a/apps/web/routers/orb_trading.py b/apps/web/routers/orb_trading.py new file mode 100644 index 0000000..1183bb1 --- /dev/null +++ b/apps/web/routers/orb_trading.py @@ -0,0 +1,403 @@ +"""ORB Paper Trading API endpoints.""" +from __future__ import annotations + +import datetime as dt +import os +from typing import Any + +from fastapi import APIRouter, HTTPException +from pydantic import BaseModel + +router = APIRouter(prefix="/orb", tags=["orb-trading"]) + +# --------------------------------------------------------------------------- +# DB path resolution +# --------------------------------------------------------------------------- + +def _db_path() -> str: + from pathlib import Path + project_root = Path(__file__).parent.parent.parent.parent + env_path = os.environ.get("ORB_TRADER_DB", "data/paper/orb.db") + path = Path(env_path) if Path(env_path).is_absolute() else project_root / env_path + path.parent.mkdir(parents=True, exist_ok=True) + return str(path) + + +def _state() -> Any: + from apps.orb_trader.state import ORBStateManager + return ORBStateManager(_db_path()) + + +# --------------------------------------------------------------------------- +# Request/Response models +# --------------------------------------------------------------------------- + +class CreateSessionRequest(BaseModel): + name: str + config: str # config path (relative to project root) + capital: float = 10000.0 + + +class AutoStartRequest(BaseModel): + sessions: list[str] = [] + dry_run: bool = False + + +# --------------------------------------------------------------------------- +# Sessions +# --------------------------------------------------------------------------- + +@router.get("/sessions") +def list_sessions() -> dict[str, Any]: + state = _state() + sessions = state.list_sessions() + today = dt.date.today().isoformat() + results = [] + for s in sessions: + daily = state.get_daily_state(s.session_id, today) + ran_today = bool(daily.phase) # phase is set by engine on first run + results.append({ + "session_id": s.session_id, + "session_name": s.session_name, + "config_path": s.config_path, + "initial_equity": s.initial_equity, + "created_at": s.created_at, + "status": s.status, + "ran_today": ran_today, + }) + return {"sessions": results} + + +@router.post("/sessions") +def create_session(req: CreateSessionRequest) -> dict[str, Any]: + from pathlib import Path + import yaml + + project_root = Path(__file__).parent.parent.parent.parent + config_path = req.config if Path(req.config).is_absolute() else str(project_root / req.config) + + if not Path(config_path).exists(): + raise HTTPException(status_code=404, detail=f"Config not found: {config_path}") + + # Validate it's an ORB strategy config + try: + with open(config_path) as f: + raw = yaml.safe_load(f) + if raw.get("strategy_mode") != "orb": + raise HTTPException( + status_code=400, + detail=f"Config strategy_mode must be 'orb', got '{raw.get('strategy_mode')}'" + ) + except HTTPException: + raise + except Exception as e: + raise HTTPException(status_code=400, detail=f"Invalid config: {e}") + + state = _state() + # Check duplicate name + if state.get_session(req.name) is not None: + raise HTTPException(status_code=409, detail=f"Session '{req.name}' already exists") + + session_id = state.create_session(req.name, config_path, req.capital) + return { + "session_id": session_id, + "session_name": req.name, + "config_path": config_path, + "initial_equity": req.capital, + } + + +@router.get("/sessions/{session_id}") +def get_session(session_id: str) -> dict[str, Any]: + session = _state().get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + equity = _state().get_equity(session.session_id) or session.initial_equity + return { + "session_id": session.session_id, + "session_name": session.session_name, + "config_path": session.config_path, + "initial_equity": session.initial_equity, + "current_equity": equity, + "total_return_pct": (equity - session.initial_equity) / session.initial_equity * 100, + "created_at": session.created_at, + "status": session.status, + } + + +@router.post("/sessions/{session_id}/pause") +def pause_session(session_id: str) -> dict[str, Any]: + state = _state() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + state.set_session_status(session.session_id, "paused") + return {"session_id": session.session_id, "status": "paused"} + + +@router.post("/sessions/{session_id}/resume") +def resume_session(session_id: str) -> dict[str, Any]: + state = _state() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + state.set_session_status(session.session_id, "active") + return {"session_id": session.session_id, "status": "active"} + + +@router.post("/sessions/{session_id}/run_today") +async def run_session_today(session_id: str) -> dict[str, Any]: + """Immediately run ORB detection for a session that missed the morning window. + + Requires the auto-scheduler to be running. After detection, the session's + remaining today-events (breakout checks, stop checks, EOD exit) are injected + into the live schedule automatically. + """ + import asyncio as _asyncio + from apps.web.orb_trading_service import orb_auto_scheduler + + state = _state() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + + if not orb_auto_scheduler.running: + raise HTTPException( + status_code=400, + detail="스케줄러가 실행 중이 아닙니다. 먼저 자동 스케줄러를 시작하세요.", + ) + + # Fire-and-forget — detection takes ~1–2 min; we return immediately + _asyncio.create_task(orb_auto_scheduler.run_session_now(session.session_name)) + + return { + "session_id": session.session_id, + "session_name": session.session_name, + "status": "started", + "note": "ORB 감지가 백그라운드에서 시작되었습니다. 스케줄러 로그를 확인하세요.", + } + + +@router.delete("/sessions/{session_id}") +def close_session(session_id: str) -> dict[str, Any]: + state = _state() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + + # Close all open Alpaca positions across all dates + positions_closed = 0 + close_errors: list[str] = [] + try: + from apps.paper_trader.alpaca_broker import AlpacaBroker + broker = AlpacaBroker.from_env() + open_pos = state.get_all_open_positions(session.session_id) + for pos in open_pos: + try: + # Always close only this session's shares (partial close if other + # sessions also hold the same ticker in the same Alpaca account) + broker.close_position(pos.ticker, qty=int(pos.shares)) + positions_closed += 1 + except Exception as e: + close_errors.append(f"{pos.ticker}: {e}") + except Exception as e: + # Broker init failed — refuse to delete so user can investigate + raise HTTPException(status_code=500, detail=f"Alpaca broker error: {e}") + + # Always delete the session; report any per-ticker failures in response + state.delete_session(session.session_id) + return { + "deleted": True, + "positions_closed": positions_closed, + "close_errors": close_errors, # empty list if all succeeded + } + + +# --------------------------------------------------------------------------- +# Data endpoints +# --------------------------------------------------------------------------- + +@router.get("/sessions/{session_id}/positions") +def get_positions(session_id: str) -> dict[str, Any]: + state = _state() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + + today = dt.date.today().isoformat() + positions = state.get_open_positions(session.session_id, today) + + # Enrich with real-time prices from Oracle/Alpaca snapshot API + from libs.oracle_client.alpaca import get_snapshots, AlpacaSnapshot + snapshots: dict[str, AlpacaSnapshot] = {} + if positions: + tickers = [p.ticker for p in positions] + try: + snapshots = get_snapshots(tickers) + except Exception: + pass + + def _pos_to_dict(p: Any) -> dict[str, Any]: + snap = snapshots.get(p.ticker) + current_price = (snap.price if snap and snap.price else None) or p.entry_price + bid = snap.bid if snap else None + ask = snap.ask if snap else None + change_pct = snap.change_pct if snap else None + if p.direction == "long": + unrealized_pnl = (current_price - p.entry_price) * p.shares + r_multiple = (current_price - p.entry_price) / p.stop_distance if p.stop_distance > 0 else 0 + else: + unrealized_pnl = (p.entry_price - current_price) * p.shares + r_multiple = (p.entry_price - current_price) / p.stop_distance if p.stop_distance > 0 else 0 + return { + "ticker": p.ticker, + "direction": p.direction, + "entry_price": p.entry_price, + "entry_time": p.entry_time, + "shares": p.shares, + "current_stop": p.current_stop, + "peak_price": p.peak_price, + "trailing_active": p.trailing_active, + "atr_at_entry": p.atr_at_entry, + "stop_distance": p.stop_distance, + "rvol": p.rvol, + "composite_score": p.composite_score, + "current_price": current_price, + "bid": bid, + "ask": ask, + "change_pct": change_pct, + "unrealized_pnl": round(unrealized_pnl, 2), + "r_multiple": round(r_multiple, 3), + } + + return {"positions": [_pos_to_dict(p) for p in positions], "date": today} + + +@router.get("/sessions/{session_id}/trades") +def get_trades(session_id: str, last: int | None = None) -> dict[str, Any]: + state = _state() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + trades = state.list_trades(session.session_id, limit=last) + return {"trades": trades, "total": len(trades)} + + +@router.get("/sessions/{session_id}/equity") +def get_equity(session_id: str) -> dict[str, Any]: + state = _state() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + snapshots = state.list_snapshots(session.session_id) + return {"snapshots": snapshots, "initial_equity": session.initial_equity} + + +@router.get("/sessions/{session_id}/candidates") +def get_candidates(session_id: str) -> dict[str, Any]: + state = _state() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + today = dt.date.today().isoformat() + candidates = state.list_candidates(session.session_id, today) + return {"candidates": candidates, "date": today} + + +# --------------------------------------------------------------------------- +# Auto scheduler +# --------------------------------------------------------------------------- + +@router.get("/auto") +def get_auto_status() -> dict[str, Any]: + from apps.web.orb_trading_service import orb_auto_scheduler + return orb_auto_scheduler.get_status() + + +@router.post("/auto/start") +async def start_auto(req: AutoStartRequest) -> dict[str, Any]: + from apps.web.orb_trading_service import orb_auto_scheduler + if orb_auto_scheduler.running: + raise HTTPException(status_code=409, detail="Scheduler already running") + try: + orb_auto_scheduler.start( + sessions=req.sessions, + db_path=_db_path(), + dry_run=req.dry_run, + ) + except Exception as e: + raise HTTPException(status_code=500, detail=str(e)) + return {"started": True, "dry_run": req.dry_run, "sessions": req.sessions} + + +@router.post("/auto/stop") +async def stop_auto() -> dict[str, Any]: + from apps.web.orb_trading_service import orb_auto_scheduler + orb_auto_scheduler.stop() + return {"stopped": True} + + +# --------------------------------------------------------------------------- +# Strategies — list ORB configs with config_path for session creation +# --------------------------------------------------------------------------- + +@router.get("/strategies") +def list_orb_strategies() -> dict[str, Any]: + """List all ORB strategy configs available for paper trading sessions. + + Returns both built-in presets and every *.yaml under + configs/intraday/strategies/ that has strategy_mode=orb. + Always includes config_path so the frontend can pass it to POST /sessions. + """ + from pathlib import Path + import yaml as _yaml + from apps.web.routers.intraday import _BUILTIN_STRATEGIES, get_project_root + + strategies: list[dict[str, Any]] = [] + + # 1. Built-in presets (always include, they are all ORB) + for strat in _BUILTIN_STRATEGIES.values(): + strategies.append({ + "slug": strat["slug"], + "name": strat["name"], + "description": strat.get("description", ""), + "builtin": True, + "config_path": strat["config_path"], + "orb_minutes": strat.get("orb_minutes"), + "sim_bar_minutes": strat.get("sim_bar_minutes"), + "entry_direction": strat.get("entry_direction", "long_only"), + "risk_per_trade_pct": strat.get("risk_per_trade_pct"), + "atr_stop_multiplier": strat.get("atr_stop_multiplier"), + }) + + # 2. YAMLs in configs/intraday/strategies/ not already listed as builtins + builtin_paths = {s["config_path"] for s in _BUILTIN_STRATEGIES.values()} + strategies_dir = Path(get_project_root()) / "configs" / "intraday" / "strategies" + if strategies_dir.exists(): + for yaml_file in sorted(strategies_dir.glob("*.yaml")): + rel_path = str(yaml_file.relative_to(get_project_root())) + if rel_path in builtin_paths: + continue + try: + raw = _yaml.safe_load(yaml_file.read_text()) or {} + if raw.get("strategy_mode") != "orb": + continue + meta = raw.get("_meta", {}) + orb = raw.get("orb_strategy", {}) + slug = yaml_file.stem + strategies.append({ + "slug": slug, + "name": meta.get("name", slug), + "description": meta.get("description", ""), + "builtin": False, + "config_path": rel_path, + "orb_minutes": orb.get("orb_minutes"), + "sim_bar_minutes": orb.get("sim_bar_minutes"), + "entry_direction": orb.get("entry_direction", "long_only"), + "risk_per_trade_pct": orb.get("risk_per_trade_pct"), + "atr_stop_multiplier": orb.get("atr_stop_multiplier"), + }) + except Exception: + continue + + return {"strategies": strategies} diff --git a/apps/web/static/assets/index-C2901qKI.js b/apps/web/static/assets/index-C2901qKI.js deleted file mode 100644 index 43e9324..0000000 --- a/apps/web/static/assets/index-C2901qKI.js +++ /dev/null @@ -1,131 +0,0 @@ -var e=Object.create,t=Object.defineProperty,n=Object.getOwnPropertyDescriptor,r=Object.getOwnPropertyNames,i=Object.getPrototypeOf,a=Object.prototype.hasOwnProperty,o=(e,t)=>()=>(t||e((t={exports:{}}).exports,t),t.exports),s=(e,n)=>{let r={};for(var i in e)t(r,i,{get:e[i],enumerable:!0});return n||t(r,Symbol.toStringTag,{value:`Module`}),r},c=(e,i,o,s)=>{if(i&&typeof i==`object`||typeof i==`function`)for(var c=r(i),l=0,u=c.length,d;li[e]).bind(null,d),enumerable:!(s=n(i,d))||s.enumerable});return e},l=(n,r,a)=>(a=n==null?{}:e(i(n)),c(r||!n||!n.__esModule?t(a,`default`,{value:n,enumerable:!0}):a,n)),u=(e=>typeof require<`u`?require:typeof Proxy<`u`?new Proxy(e,{get:(e,t)=>(typeof require<`u`?require:e)[t]}):e)(function(e){if(typeof require<`u`)return require.apply(this,arguments);throw Error('Calling `require` for "'+e+"\" in an environment that doesn't expose the `require` function. 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+ {(() => { + // Group events by session + const sessionNames = Array.from(new Set(schedule.map((e: OrbScheduleEvent) => e.session))).filter(Boolean) as string[]; + + const renderSessionRow = (sessionName: string) => { + const sessionEvs = schedule.filter((e: OrbScheduleEvent) => e.session === sessionName); + const breakouts = sessionEvs.filter((e: OrbScheduleEvent) => e.kind === 'breakout'); + const displayed = sessionEvs.filter((ev: OrbScheduleEvent) => { + if (['orb_monitor', 'orb_detect', 'stop_check', 'eod_exit', 'post_close'].includes(ev.kind)) return true; + if (ev.kind === 'breakout') return ev === breakouts[0] || ev === breakouts[breakouts.length - 1]; + return false; + }); + const isNext = (ev: OrbScheduleEvent) => nextEvent && ev.name === nextEvent.name; + + return ( +
1 ? 8 : 0 }}> + {sessionNames.length > 1 && ( +
+ {sessionName} +
+ )} +
+ {displayed.map((ev: OrbScheduleEvent) => ( +
0 ? ` — ${fmtCountdown(ev.wait_secs)}` : ''}`} + style={{ + padding: '3px 7px', + borderRadius: 5, + fontSize: 10, + fontFamily: 'var(--font-mono)', + whiteSpace: 'nowrap', + background: ev.done + ? 'color-mix(in srgb, var(--green) 15%, transparent)' + : isNext(ev) + ? 'color-mix(in srgb, var(--cyan) 20%, transparent)' + : ev.kind === 'orb_monitor' + ? 'color-mix(in srgb, var(--yellow) 8%, transparent)' + : 'var(--bg2)', + color: ev.done ? 'var(--green)' : isNext(ev) ? 'var(--cyan)' : ev.kind === 'orb_monitor' ? 'color-mix(in srgb, var(--yellow) 70%, var(--text3))' : 'var(--text3)', + border: `1px solid ${ev.done ? 'var(--green)' : isNext(ev) ? 'var(--cyan)' : ev.kind === 'orb_monitor' ? 'color-mix(in srgb, var(--yellow) 30%, transparent)' : 'var(--border)'}`, + opacity: ev.kind === 'orb_monitor' && !ev.done && !isNext(ev) ? 0.65 : 1, + }} + > + {ev.et_time.replace(' ET', '')} + {ev.done && ' ✓'} + {ev.kind === 'breakout' && ev === breakouts[0] && breakouts.length > 1 && ( + + ~{breakouts[breakouts.length - 1]?.et_time?.replace(' ET', '')} + + )} +
+ ))} +
+
+ ); + }; + + return sessionNames.length > 0 ? sessionNames.map(renderSessionRow) : ( +
(스케줄 없음)
+ ); + })()} + {nextEvent && ( +
+ 다음: {nextEvent.label} + {' — '} +
+ )} +
+ + {/* Log */} +
+ + {showLog && ( + 
+            {logLines.length > 0 ? logLines.join('\n') : '(로그 없음)'}
+
+ )} +
+ + ); +} + +function fmtCountdown(seconds: number): string { + if (seconds <= 0) return 'now'; + const h = Math.floor(seconds / 3600); + const m = Math.floor((seconds % 3600) / 60); + const s = Math.floor(seconds % 60); + if (h > 0) return `${h}h ${String(m).padStart(2, '0')}m`; + if (m > 0) return `${m}m ${String(s).padStart(2, '0')}s`; + return `${s}s`; +} + +function Countdown({ seconds }: { seconds: number }) { + const [remaining, setRemaining] = useState(seconds); + useEffect(() => { + setRemaining(seconds); + const iv = setInterval(() => setRemaining(r => Math.max(0, r - 1)), 1000); + return () => clearInterval(iv); + }, [seconds]); + return {fmtCountdown(remaining)}; +} + +// ── Session Card ────────────────────────────────────────────────────────────── + +function SessionCard({ + session, + selected, + onSelect, + onDelete, + onPause, + onResume, + onRunToday, + runTodayPending, +}: { + session: OrbSession; + selected: boolean; + onSelect: () => void; + onDelete: () => void; + onPause: () => void; + onResume: () => void; + onRunToday: () => void; + runTodayPending: boolean; +}) { + const totalReturn = session.total_return_pct ?? 0; + const equity = session.current_equity ?? session.initial_equity; + + return ( +
+
+
+
+
+ {session.session_name} +
+
+ {session.status === 'active' ? '● active' : session.status === 'paused' ? '⏸ paused' : session.status} +
+
+
+
= 0 ? 'var(--green)' : 'var(--red)', fontFamily: 'var(--font-mono)' }}> + {fmtPct(totalReturn)} +
+
${fmt(equity)}
+
+
+ +
+ {session.config_path.split('/').pop()} +
+ + {/* "지금 시작" — only when this session hasn't run today */} + {session.ran_today === false && ( +
+ +
+ )} + +
e.stopPropagation()}> + {session.status === 'active' ? ( + + ) : ( + + )} + +
+
+
+ ); +} + +// ── Create Session Modal ────────────────────────────────────────────────────── + +function StrategyBadge({ label, value }: { label: string; value: string }) { + return ( + + {label}: {value} + + ); +} + +function CreateSessionModal({ onClose }: { onClose: () => void }) { + const qc = useQueryClient(); + const [name, setName] = useState(''); + const [selectedSlug, setSelectedSlug] = useState(''); + const [capital, setCapital] = useState('10000'); + + const { data: stratData, isLoading: straLoading } = useQuery({ + queryKey: ['orb-strategies'], + queryFn: orbTradingApi.strategies, + }); + + const strategies: OrbStrategyInfo[] = stratData?.strategies ?? []; + + // Auto-select first strategy when list loads + useEffect(() => { + if (!selectedSlug && strategies.length > 0) { + setSelectedSlug(strategies[0].slug); + } + }, [strategies, selectedSlug]); + + const selected = strategies.find(s => s.slug === selectedSlug) ?? null; + + const createMut = useMutation({ + mutationFn: () => { + if (!selected) throw new Error('전략을 선택하세요'); + return orbTradingApi.createSession(name, selected.config_path, parseFloat(capital)); + }, + onSuccess: () => { + qc.invalidateQueries({ queryKey: ['orb-sessions'] }); + onClose(); + }, + }); + + return ( +
+
e.stopPropagation()}> +

ORB 세션 생성

+ + {/* Session name */} +
+ + setName(e.target.value)} placeholder="예: v55_live" /> +
+ + {/* Strategy selector */} +
+ + {straLoading ? ( +
전략 목록 로딩 중...
+ ) : ( + + )} +
+ + {/* Strategy detail card */} + {selected && ( +
+ {selected.description && ( +
+ {selected.description} +
+ )} +
+ {selected.orb_minutes != null && ( + + )} + {selected.sim_bar_minutes != null && ( + + )} + {selected.entry_direction && ( + + )} + {selected.risk_per_trade_pct != null && ( + + )} + {selected.atr_stop_multiplier != null && ( + + )} +
+
+ {selected.config_path} +
+
+ )} + + {/* Capital */} +
+ + setCapital(e.target.value)} /> +
+ + {createMut.isError && ( +
+ {(createMut.error as Error).message} +
+ )} + +
+ + +
+
+
+ ); +} + +// ── Session Detail ──────────────────────────────────────────────────────────── + +function PositionsPanel({ sessionId }: { sessionId: string }) { + const { data, isLoading } = useQuery({ + queryKey: ['orb-positions', sessionId], + queryFn: () => orbTradingApi.positions(sessionId), + refetchInterval: 30000, + }); + + if (isLoading) return ; + const positions = data?.positions ?? []; + if (positions.length === 0) { + return ( +
+ 오늘 오픈 포지션 없음 ({data?.date ?? '—'}) +
+ ); + } + + return ( +
+ + + + {['티커', '방향', '진입가', '수량', '현재가', '변동%', '현재 스톱', 'R', '미실현 P&L', '트레일'].map(h => ( + + ))} + + + + {positions.map(pos => ( + + + + + + + + + + + + + ))} + +
{h}
{pos.ticker} + + {pos.direction === 'long' ? : } + {pos.direction.toUpperCase()} + + ${fmt(pos.entry_price)}{pos.shares}${fmt(pos.current_price)}= 0 ? 'var(--green)' : 'var(--red)' }}> + {pos.change_pct == null ? '—' : `${pos.change_pct >= 0 ? '+' : ''}${pos.change_pct.toFixed(2)}%`} + ${fmt(pos.current_stop)}= 0 ? 'var(--green)' : 'var(--red)' }}> + {pos.r_multiple >= 0 ? '+' : ''}{fmt(pos.r_multiple)}R + = 0 ? 'var(--green)' : 'var(--red)' }}> + {fmtDollars(pos.unrealized_pnl)} + + {pos.trailing_active ? '● 활성' : '—'} +
+
+ ); +} + +function CandidatesPanel({ sessionId }: { sessionId: string }) { + const { data } = useQuery({ + queryKey: ['orb-candidates', sessionId], + queryFn: () => orbTradingApi.candidates(sessionId), + refetchInterval: 60000, + }); + + const candidates = data?.candidates ?? []; + if (candidates.length === 0) { + return ( +
+ 오늘 ORB 후보 없음 +
+ ); + } + + return ( +
+ + + + {['티커', '방향', '돌파 레벨', 'ORB High', 'ORB Low', 'ATR', 'RVOL', 'Gap%', '점수', '상태'].map(h => ( + + ))} + + + + {candidates.map((c: any) => ( + + + + + + + + + + + + + ))} + +
{h}
{c.ticker} + + {c.direction === 'bullish' ? '▲ LONG' : '▼ SHORT'} + + ${fmt(c.breakout_level)}${fmt(c.orb_high)}${fmt(c.orb_low)}${fmt(c.atr, 3)}{fmt(c.rvol, 1)}x= 0 ? 'var(--green)' : 'var(--red)' }}> + {fmtPct(c.gap_pct * 100)} + {fmt(c.composite_score, 3)} + + {c.status} + +
+
+ ); +} + +function TradesPanel({ sessionId }: { sessionId: string }) { + const { data } = useQuery({ + queryKey: ['orb-trades', sessionId], + queryFn: () => orbTradingApi.trades(sessionId, 100), + refetchInterval: 60000, + }); + + const trades = data?.trades ?? []; + if (trades.length === 0) { + return
트레이드 이력 없음
; + } + + return ( +
+ + + + {['날짜', '티커', '방향', '진입가', '청산가', '수량', 'P&L', 'R', '사유'].map(h => ( + + ))} + + + + {trades.map((t: any) => ( + + + + + + + + + + + + ))} + +
{h}
{t.date}{t.ticker} + + {t.direction.toUpperCase()} + + ${fmt(t.entry_price)}${fmt(t.exit_price)}{t.shares}= 0 ? 'var(--green)' : 'var(--red)' }}> + {fmtDollars(t.pnl)} + = 0 ? 'var(--green)' : 'var(--red)' }}> + {t.r_multiple >= 0 ? '+' : ''}{fmt(t.r_multiple)}R + + + {t.exit_reason} + +
+
+ ); +} + +function EquityPanel({ sessionId, initialEquity }: { sessionId: string; initialEquity: number }) { + const { data } = useQuery({ + queryKey: ['orb-equity', sessionId], + queryFn: () => orbTradingApi.equity(sessionId), + refetchInterval: 60000, + }); + + const snapshots = data?.snapshots ?? []; + if (snapshots.length === 0) { + return
에쿼티 데이터 없음
; + } + + const chartData = [ + { date: '시작', equity: initialEquity }, + ...snapshots.map((s: any) => ({ date: s.date, equity: s.equity, pnl: s.daily_pnl })), + ]; + + const latest = snapshots[snapshots.length - 1]; + const totalReturn = ((latest.equity - initialEquity) / initialEquity) * 100; + + return ( +
+
+
+
총 수익률
+
= 0 ? 'var(--green)' : 'var(--red)' }}> + {fmtPct(totalReturn)} +
+
+
+
현재 자산
+
+ ${fmt(latest.equity)} +
+
+
+
최대 낙폭
+
+ {fmt(Math.min(...snapshots.map((s: any) => s.drawdown_pct)))}% +
+
+
+
총 트레이드
+
+ {snapshots.reduce((a: number, s: any) => a + s.trades_taken, 0)} +
+
+
+ + + + + + `$${v.toFixed(0)}`} /> + [`$${(v as number).toFixed(2)}`, '에쿼티']} + contentStyle={{ background: 'var(--bg1)', border: '1px solid var(--border)', borderRadius: 8, fontSize: 12 }} + /> + + + + +
+ ); +} + +// ── Main Page ───────────────────────────────────────────────────────────────── + +type TabKey = 'positions' | 'candidates' | 'trades' | 'equity'; + +export function OrbTradingPage() { + const qc = useQueryClient(); + const [selectedId, setSelectedId] = useState(null); + const [showCreate, setShowCreate] = useState(false); + const [activeTab, setActiveTab] = useState('positions'); + + const { data, isLoading, error } = useQuery({ + queryKey: ['orb-sessions'], + queryFn: orbTradingApi.sessions, + refetchInterval: 60000, + }); + + const pauseMut = useMutation({ + mutationFn: orbTradingApi.pauseSession, + onSuccess: () => qc.invalidateQueries({ queryKey: ['orb-sessions'] }), + }); + const resumeMut = useMutation({ + mutationFn: orbTradingApi.resumeSession, + onSuccess: () => qc.invalidateQueries({ queryKey: ['orb-sessions'] }), + }); + const runTodayMut = useMutation({ + mutationFn: orbTradingApi.runToday, + onSuccess: (result) => { + qc.invalidateQueries({ queryKey: ['orb-sessions'] }); + qc.invalidateQueries({ queryKey: ['orb-auto-status'] }); + alert(`${result.session_name}: ${result.note}`); + }, + onError: (e: Error) => alert(`지금 시작 실패: ${e.message}`), + }); + const deleteMut = useMutation({ + mutationFn: orbTradingApi.closeSession, + onSuccess: (result, id) => { + qc.invalidateQueries({ queryKey: ['orb-sessions'] }); + if (selectedId === id) setSelectedId(null); + if (result.close_errors && result.close_errors.length > 0) { + alert( + `세션 삭제 완료 (포지션 ${result.positions_closed}개 청산)\n\n` + + `청산 실패 (수동 처리 필요):\n${result.close_errors.join('\n')}` + ); + } + }, + onError: (e: Error) => alert(`세션 삭제 실패: ${e.message}`), + }); + + const sessions = data?.sessions ?? []; + const selectedSession = sessions.find(s => s.session_id === selectedId || s.session_name === selectedId); + + // Collect active session names for scheduler + const activeSessions = sessions.filter(s => s.status === 'active').map(s => s.session_name); + + if (isLoading) return
; + if (error) return
; + + const tabs: { key: TabKey; label: string }[] = [ + { key: 'positions', label: '포지션' }, + { key: 'candidates', label: 'ORB 후보' }, + { key: 'trades', label: '트레이드' }, + { key: 'equity', label: '에쿼티' }, + ]; + + return ( +
+ {/* Header */} +
+
+ +

+ ORB 인트라데이 트레이딩 +

+
+ +
+ + {/* Auto Scheduler */} + + + {/* Sessions grid */} +
+
+ 세션 ({sessions.length}) +
+ {sessions.length === 0 ? ( +
+ 세션이 없습니다. 위의 "세션 생성" 버튼으로 시작하세요. +
+ ) : ( +
+ {sessions.map(session => ( + setSelectedId(session.session_id)} + onDelete={() => { + if (window.confirm(`"${session.session_name}" 세션을 삭제하시겠습니까? 오픈 포지션이 청산됩니다.`)) { + deleteMut.mutate(session.session_id); + } + }} + onPause={() => pauseMut.mutate(session.session_id)} + onResume={() => resumeMut.mutate(session.session_id)} + onRunToday={() => { + if (window.confirm(`"${session.session_name}" 세션을 현재 가격 기준으로 지금 시작하시겠습니까?\n(스케줄러가 실행 중이어야 합니다)`)) { + runTodayMut.mutate(session.session_id); + } + }} + runTodayPending={runTodayMut.isPending && runTodayMut.variables === session.session_id} + /> + ))} +
+ )} +
+ + {/* Session detail */} + {selectedSession && ( +
+
+ + {selectedSession.session_name} + + + ${fmt(selectedSession.initial_equity)} → ${fmt(selectedSession.current_equity ?? selectedSession.initial_equity)} + +
+ + {/* Tabs */} +
+ {tabs.map(tab => ( + + ))} +
+ + {activeTab === 'positions' && } + {activeTab === 'candidates' && } + {activeTab === 'trades' && } + {activeTab === 'equity' && ( + + )} +
+ )} + + {showCreate && setShowCreate(false)} />} +
+ ); +}