diff --git a/apps/web/routers/paper_trading.py b/apps/web/routers/paper_trading.py new file mode 100644 index 0000000..30302d3 --- /dev/null +++ b/apps/web/routers/paper_trading.py @@ -0,0 +1,761 @@ +"""Paper trading API endpoints — full session management.""" +from __future__ import annotations + +import os +import re +import subprocess +import sys +import threading +import uuid +from datetime import datetime, timezone +from pathlib import Path +from typing import Any + +from fastapi import APIRouter, HTTPException, Query +from pydantic import BaseModel + +from apps.web.dependencies import get_project_root + +router = APIRouter(prefix="/paper", tags=["paper_trading"]) + +_ANSI_RE = re.compile(r'\x1b\[[0-9;]*[mGKHABCDFrsu]|\x1b[()][AB012]') + +# In-memory task registry +_tasks: dict[str, dict[str, Any]] = {} +_tasks_lock = threading.Lock() + +# ── Auto daemon state ───────────────────────────────────────────────────────── + +def _auto_pid_file() -> Path: + return get_project_root() / ".paper_auto.pid" + +def _auto_log_file() -> Path: + return get_project_root() / ".paper_auto.log" + +def _find_auto_process() -> int | None: + """Scan process list for a running auto daemon (regardless of how it was started). + + Matches any of: + fithia2 paper auto (installed CLI entrypoint) + python -m apps.paper_trader.cli auto + python -m apps.paper_trader.auto + """ + try: + import psutil + for proc in psutil.process_iter(["pid", "cmdline"]): + try: + cmdline: list[str] = proc.info.get("cmdline") or [] + if not cmdline: + continue + # Must have "auto" as one of the arguments + if "auto" not in cmdline: + continue + cmdline_str = " ".join(cmdline) + # fithia2 paper auto + if "fithia2" in cmdline_str and "paper" in cmdline: + return proc.info["pid"] + # python -m apps.paper_trader.cli auto + if "paper_trader" in cmdline_str: + return proc.info["pid"] + except (psutil.NoSuchProcess, psutil.AccessDenied): + continue + except ImportError: + pass + return None + + +def _get_process_stdout_path(pid: int) -> str | None: + """Return the file path that the process's stdout (fd=1) is writing to. + + Returns None if stdout is a TTY, socket, or unreadable. + """ + try: + import psutil + p = psutil.Process(pid) + for f in p.open_files(): + if f.fd == 1: + return f.path + except Exception: + pass + return None + + +def _get_process_tty(pid: int) -> str | None: + """Return the controlling TTY device path of the process, if any.""" + try: + import psutil + return psutil.Process(pid).terminal() + except Exception: + return None + + +def _auto_status() -> dict[str, Any]: + """Return current auto daemon status. + + Checks PID file first; if not found (e.g. process started from terminal), + falls back to psutil process scan. Keeps PID file in sync. + Also reports where the log output is going. + """ + pid_file = _auto_pid_file() + + # 1. Check PID file + if pid_file.exists(): + try: + pid = int(pid_file.read_text().strip()) + os.kill(pid, 0) + log_path = _get_process_stdout_path(pid) + return { + "running": True, "pid": pid, "source": "pid_file", + "log_path": log_path, + "log_tty": None if log_path else _get_process_tty(pid), + } + except (ProcessLookupError, ValueError, OSError): + pid_file.unlink(missing_ok=True) + + # 2. Fallback: scan process list + pid = _find_auto_process() + if pid is not None: + try: + pid_file.write_text(str(pid)) + except Exception: + pass + log_path = _get_process_stdout_path(pid) + return { + "running": True, "pid": pid, "source": "process_scan", + "log_path": log_path, + "log_tty": None if log_path else _get_process_tty(pid), + } + + return {"running": False, "pid": None, "source": None, "log_path": None, "log_tty": None} + +def _auto_schedule_info() -> list[dict[str, Any]]: + """Return schedule with countdown info (server-side computation).""" + import datetime as dt + from zoneinfo import ZoneInfo + TZ_ET = ZoneInfo("America/New_York") + SCHEDULE = [ + {"name": "pipeline_pre", "et_hour": 7, "et_min": 0, "label": "Pre-market pipeline"}, + {"name": "run_open", "et_hour": 9, "et_min": 35, "label": "run-open (장 시작 직후)"}, + {"name": "run_close", "et_hour": 15, "et_min": 45, "label": "run-close (장 마감 직전)"}, + {"name": "pipeline_post", "et_hour": 16, "et_min": 30, "label": "Post-close pipeline"}, + ] + now_et = dt.datetime.now(tz=TZ_ET) + today = now_et.date() + result = [] + for ev in SCHEDULE: + et_dt = dt.datetime(today.year, today.month, today.day, + ev["et_hour"], ev["et_min"], tzinfo=TZ_ET) + wait_secs = (et_dt - now_et).total_seconds() + result.append({ + "name": ev["name"], + "label": ev["label"], + "et_time": f"{ev['et_hour']:02d}:{ev['et_min']:02d} ET", + "et_iso": et_dt.isoformat(), + "past": wait_secs <= 0, + "wait_secs": max(0.0, wait_secs), + }) + return result + + +def _get_db_path() -> str: + db = os.environ.get("PAPER_TRADER_DB", "paper_trading.db") + p = Path(db) + if not p.is_absolute(): + p = get_project_root() / db + return str(p) + + +def _get_state_manager(): + from apps.paper_trader.state import StateManager + return StateManager(_get_db_path()) + + +def _get_broker(): + from apps.paper_trader.alpaca_broker import AlpacaBroker + return AlpacaBroker.from_env() + + +def _session_summary(session, state) -> dict[str, Any]: + """Build a JSON-serializable summary of a session.""" + snapshots = state.list_snapshots(session.session_id) + session_st = state.get_session_state(session.session_id) + latest = snapshots[-1] if snapshots else None + initial = session.initial_equity + current = float(latest["equity"]) if latest else initial + peak = state.get_peak_equity(session.session_id, initial) + drawdown_pct = max(0.0, (peak - current) / peak * 100) if peak > 0 else 0.0 + total_pnl = current - initial + total_pnl_pct = total_pnl / initial * 100 if initial else 0.0 + trades = state.list_trades(session.session_id) + return { + "session_id": session.session_id, + "session_name": session.session_name, + "config_path": session.config_path, + "initial_equity": initial, + "created_at": session.created_at, + "status": session.status, + "current_equity": current, + "peak_equity": peak, + "total_pnl": total_pnl, + "total_pnl_pct": total_pnl_pct, + "drawdown_pct": drawdown_pct, + "trade_count": len(trades), + "latest_date": latest["date"] if latest else None, + "kill_switch": bool(session_st.kill_switch_triggered), + "cooldown_remaining": session_st.cooldown_remaining, + "consecutive_losses": session_st.consecutive_losses, + "daily_new_risk_used": session_st.daily_new_risk_used, + "last_processed_date": session_st.last_processed_date, + } + + +# ── Sessions ────────────────────────────────────────────────────────────────── + +@router.get("/sessions") +def list_sessions() -> dict[str, Any]: + state = _get_state_manager() + sessions = state.list_sessions() + return {"sessions": [_session_summary(s, state) for s in sessions]} + + +class CreateSessionRequest(BaseModel): + name: str + config: str # experiment name, numeric ID, or config path + capital: float = 10000.0 + + +@router.post("/sessions") +def create_session(req: CreateSessionRequest) -> dict[str, Any]: + from apps.paper_trader.cli import _resolve_config_path + + config_path = _resolve_config_path(req.config) + abs_path = Path(config_path) + if not abs_path.is_absolute(): + abs_path = get_project_root() / config_path + if not abs_path.exists(): + raise HTTPException(status_code=400, detail=f"Config not found: {config_path}") + config_path = str(config_path) # keep relative for storage + + state = _get_state_manager() + 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( + session_name=req.name, + config_path=config_path, + initial_equity=req.capital, + ) + return {"session_id": session_id, "name": req.name, "capital": req.capital, "config": config_path} + + +@router.get("/sessions/{session_id}") +def get_session(session_id: str) -> dict[str, Any]: + state = _get_state_manager() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail=f"Session not found: {session_id}") + return _session_summary(session, state) + + +@router.post("/sessions/{session_id}/pause") +def pause_session(session_id: str) -> dict[str, Any]: + state = _get_state_manager() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + if session.status != "active": + raise HTTPException(status_code=400, detail=f"Session is already {session.status}") + state.set_session_status(session.session_id, "paused") + return {"session_id": session_id, "status": "paused"} + + +@router.post("/sessions/{session_id}/resume") +def resume_session(session_id: str) -> dict[str, Any]: + state = _get_state_manager() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + if session.status != "paused": + raise HTTPException(status_code=400, detail=f"Session is {session.status}, not paused") + state.set_session_status(session.session_id, "active") + return {"session_id": session_id, "status": "active"} + + +@router.delete("/sessions/{session_id}") +def close_session(session_id: str) -> dict[str, Any]: + """Liquidate all Alpaca positions and delete all session data.""" + state = _get_state_manager() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + + orders_closed = 0 + broker_error: str | None = None + try: + broker = _get_broker() + orders = broker.close_all_positions() + orders_closed = len(orders) + except Exception as exc: + broker_error = str(exc) + + for ss in state.get_open_strategy_states(session.session_id): + state.close_strategy_state(session.session_id, ss.symbol) + + state.delete_session(session.session_id) + return { + "deleted": True, + "session_id": session_id, + "positions_closed": orders_closed, + "broker_error": broker_error, + } + + +# ── Data endpoints ───────────────────────────────────────────────────────────── + +@router.get("/sessions/{session_id}/positions") +def get_positions(session_id: str) -> dict[str, Any]: + state = _get_state_manager() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + + strategy_states = { + ss.symbol: ss + for ss in state.get_open_strategy_states(session.session_id) + } + + try: + broker = _get_broker() + positions = broker.list_positions() + result = [] + for p in sorted(positions, key=lambda x: x.symbol): + ss = strategy_states.get(p.symbol) + qty = float(p.qty) + entry = float(p.avg_entry_price) if p.avg_entry_price else 0.0 + pnl = float(p.unrealized_pl) + pnl_pct = pnl / (entry * qty) * 100 if entry and qty else 0.0 + result.append({ + "symbol": p.symbol, + "qty": qty, + "avg_entry_price": entry, + "current_price": float(p.current_price) if p.current_price else None, + "unrealized_pl": pnl, + "unrealized_pl_pct": pnl_pct, + "days_held": ss.days_held if ss else None, + "stop_price": ss.current_stop if ss else None, + "target_price": ss.target_price if ss else None, + "entry_date": ss.entry_date if ss else None, + "engine_id": ss.engine_id if ss else None, + "trade_direction": ss.trade_direction if ss else None, + }) + # Also include strategy states not in broker positions (ghost) + broker_symbols = {p.symbol for p in positions} + for sym, ss in strategy_states.items(): + if sym not in broker_symbols: + result.append({ + "symbol": sym, + "qty": None, + "avg_entry_price": None, + "current_price": None, + "unrealized_pl": None, + "unrealized_pl_pct": None, + "days_held": ss.days_held, + "stop_price": ss.current_stop, + "target_price": ss.target_price, + "entry_date": ss.entry_date, + "engine_id": ss.engine_id, + "trade_direction": ss.trade_direction, + "_ghost": True, + }) + return {"positions": result, "broker_available": True} + except Exception as exc: + # Return local strategy states only + result = [] + for sym, ss in sorted(strategy_states.items()): + result.append({ + "symbol": sym, + "qty": None, + "avg_entry_price": None, + "current_price": None, + "unrealized_pl": None, + "unrealized_pl_pct": None, + "days_held": ss.days_held, + "stop_price": ss.current_stop, + "target_price": ss.target_price, + "entry_date": ss.entry_date, + "engine_id": ss.engine_id, + "trade_direction": ss.trade_direction, + }) + return {"positions": result, "broker_available": False, "broker_error": str(exc)} + + +@router.get("/sessions/{session_id}/trades") +def get_trades( + session_id: str, + last: int | None = Query(None, description="Show last N trades"), +) -> dict[str, Any]: + state = _get_state_manager() + 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 = _get_state_manager() + 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} + + +# ── Run tasks (subprocess-based) ────────────────────────────────────────────── + +class RunRequest(BaseModel): + date: str | None = None + force: bool = False + + +def _launch_task( + cmd: list[str], + session_name: str, + operation: str, +) -> dict[str, Any]: + task_id = str(uuid.uuid4())[:8] + now = datetime.now(timezone.utc).isoformat() + task: dict[str, Any] = { + "task_id": task_id, + "session_name": session_name, + "operation": operation, + "status": "running", + "created_at": now, + "started_at": now, + "finished_at": None, + "log": "", + "error": None, + } + with _tasks_lock: + _tasks[task_id] = task + + def _run() -> None: + try: + proc = subprocess.Popen( + cmd, + stdout=subprocess.PIPE, + stderr=subprocess.STDOUT, + cwd=str(get_project_root()), + ) + raw, _ = proc.communicate() + log_text = _ANSI_RE.sub("", raw.decode("utf-8", errors="replace")) + with _tasks_lock: + t = _tasks.get(task_id) + if t: + t["log"] = log_text + t["finished_at"] = datetime.now(timezone.utc).isoformat() + t["status"] = "completed" if proc.returncode == 0 else "failed" + if proc.returncode != 0: + t["error"] = f"Exit code {proc.returncode}" + except Exception as exc: + with _tasks_lock: + t = _tasks.get(task_id) + if t: + t["status"] = "failed" + t["error"] = str(exc) + t["finished_at"] = datetime.now(timezone.utc).isoformat() + + threading.Thread(target=_run, daemon=True).start() + return dict(task) + + +def _paper_cmd(subcommand: str, session_name: str, date: str | None, force: bool) -> list[str]: + cmd = [ + sys.executable, "-m", "apps.paper_trader.cli", + subcommand, "--session", session_name, + "--db", _get_db_path(), + ] + if date: + cmd += ["--date", date] + if force: + cmd.append("--force") + return cmd + + +@router.post("/sessions/{session_id}/run") +def run_daily(session_id: str, req: RunRequest = RunRequest()) -> dict[str, Any]: + state = _get_state_manager() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + cmd = _paper_cmd("run", session.session_name, req.date, req.force) + return _launch_task(cmd, session.session_name, "run") + + +@router.post("/sessions/{session_id}/run-close") +def run_close(session_id: str, req: RunRequest = RunRequest()) -> dict[str, Any]: + """장 마감 직전: same-day 이벤트 → MOC 매수.""" + state = _get_state_manager() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + cmd = _paper_cmd("run-close", session.session_name, req.date, req.force) + return _launch_task(cmd, session.session_name, "run-close") + + +@router.post("/sessions/{session_id}/run-open") +def run_open(session_id: str, req: RunRequest = RunRequest()) -> dict[str, Any]: + """장 시작 직후: 전날 exit + after-close 이벤트 → 시장가 매수.""" + state = _get_state_manager() + session = state.get_session(session_id) + if session is None: + raise HTTPException(status_code=404, detail="Session not found") + cmd = _paper_cmd("run-open", session.session_name, req.date, req.force) + return _launch_task(cmd, session.session_name, "run-open") + + +@router.post("/run-all") +def run_all_sessions() -> dict[str, Any]: + """Run daily processing for all active sessions.""" + state = _get_state_manager() + active = [s for s in state.list_sessions() if s.status == "active"] + if not active: + return {"tasks": [], "message": "No active sessions found"} + cmd = [ + sys.executable, "-m", "apps.paper_trader.cli", + "run-all", "--db", _get_db_path(), + ] + task = _launch_task(cmd, "all", "run-all") + return {"tasks": [task]} + + +# ── Task management ──────────────────────────────────────────────────────────── + +@router.get("/tasks") +def list_tasks(session_name: str | None = Query(None)) -> dict[str, Any]: + with _tasks_lock: + tasks = list(_tasks.values()) + if session_name: + tasks = [t for t in tasks if t.get("session_name") == session_name] + tasks.sort(key=lambda t: t.get("created_at", ""), reverse=True) + # Don't send full log in list view + slim = [{k: v for k, v in t.items() if k != "log"} for t in tasks] + return {"tasks": slim} + + +@router.get("/tasks/{task_id}") +def get_task(task_id: str) -> dict[str, Any]: + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + raise HTTPException(status_code=404, detail="Task not found") + return dict(task) + + +@router.get("/tasks/{task_id}/log") +def get_task_log(task_id: str) -> dict[str, Any]: + with _tasks_lock: + task = _tasks.get(task_id) + if task is None: + raise HTTPException(status_code=404, detail="Task not found") + return {"log": task.get("log", ""), "status": task["status"]} + + +# ── Utility ──────────────────────────────────────────────────────────────────── + +@router.get("/configs") +def list_configs( + status: str | None = Query(None, description="Filter by status (active/retired)"), + pattern: str | None = Query(None, description="Filter by name pattern"), + limit: int = Query(200, le=1000), +) -> dict[str, Any]: + """List available experiment configs for session creation.""" + configs_dir = get_project_root() / "configs" / "experiments" + if not configs_dir.exists(): + return {"configs": [], "total": 0} + + index_path = configs_dir / ".index.json" + configs = [] + if index_path.exists(): + import json + try: + index = json.loads(index_path.read_text()) + for name, meta in sorted(index.get("experiments", {}).items(), key=lambda x: x[0]): + cfg_path = configs_dir / f"{name}.json" + if not cfg_path.exists(): + continue + s = meta.get("status", "active") + if status and s != status: + continue + if pattern and pattern.lower() not in name.lower(): + continue + configs.append({ + "name": name, + "path": f"configs/experiments/{name}.json", + "id": meta.get("id"), + "status": s, + "version_family": meta.get("version_family"), + "generation": meta.get("generation"), + "parent": meta.get("parent"), + }) + except Exception: + pass + + if not configs: + for f in sorted(configs_dir.glob("*.json")): + if f.name.startswith("."): + continue + if pattern and pattern.lower() not in f.stem.lower(): + continue + configs.append({ + "name": f.stem, + "path": f"configs/experiments/{f.name}", + "id": None, + "status": "active", + "version_family": None, + "generation": None, + "parent": None, + }) + + total = len(configs) + return {"configs": configs[:limit], "total": total} + + +# ── Auto daemon endpoints ────────────────────────────────────────────────────── + +class AutoStartRequest(BaseModel): + sessions: list[str] = [] # empty = all active + dry_run: bool = False + + +@router.get("/auto") +def get_auto_status() -> dict[str, Any]: + """Get auto daemon status + today's schedule.""" + status = _auto_status() + log_tail: list[str] = [] + log_file = _auto_log_file() + if log_file.exists(): + try: + lines = log_file.read_text(errors="replace").splitlines() + log_tail = lines[-80:] # last 80 lines for status panel + except Exception: + pass + return { + **status, + "schedule": _auto_schedule_info(), + "log_tail": log_tail, + "log_lines": len(log_tail), + } + + +@router.post("/auto/start") +def start_auto(req: AutoStartRequest) -> dict[str, Any]: + """Start the auto daemon. Returns 409 if already running.""" + status = _auto_status() + if status["running"]: + raise HTTPException( + status_code=409, + detail=f"Auto daemon already running (PID {status['pid']}). Stop it first.", + ) + + project_root = get_project_root() + log_file = _auto_log_file() + pid_file = _auto_pid_file() + + cmd = [sys.executable, "-m", "apps.paper_trader.cli", "auto", + "--db", _get_db_path()] + for s in req.sessions: + cmd += ["--session", s] + if req.dry_run: + cmd.append("--dry-run") + + # Open log file for subprocess output + log_fp = open(log_file, "w", buffering=1) + proc = subprocess.Popen( + cmd, + stdout=log_fp, + stderr=subprocess.STDOUT, + cwd=str(project_root), + start_new_session=True, # detach from web server process group + ) + pid_file.write_text(str(proc.pid)) + + # Monitor in background: clean up PID file when process exits + def _watch(): + proc.wait() + log_fp.close() + pid_file.unlink(missing_ok=True) + + threading.Thread(target=_watch, daemon=True).start() + + return {"started": True, "pid": proc.pid, "dry_run": req.dry_run, "sessions": req.sessions} + + +@router.post("/auto/stop") +def stop_auto() -> dict[str, Any]: + """Send SIGTERM to the auto daemon.""" + import signal as _signal + status = _auto_status() + if not status["running"]: + raise HTTPException(status_code=409, detail="Auto daemon is not running.") + pid = status["pid"] + try: + os.kill(pid, _signal.SIGTERM) + except ProcessLookupError: + _auto_pid_file().unlink(missing_ok=True) + raise HTTPException(status_code=404, detail="Process not found (already exited?)") + return {"stopped": True, "pid": pid} + + +@router.get("/auto/log") +def get_auto_log(lines: int = Query(200, le=2000)) -> dict[str, Any]: + """Get the last N lines of the auto daemon log. + + Priority: + 1. Process stdout file (wherever the running process is writing) + 2. Fallback: known web-GUI log file + """ + # Find where the running process is logging + status = _auto_status() + log_source: Path | None = None + log_source_label = "none" + + if status["running"] and status.get("log_path"): + candidate = Path(status["log_path"]) + if candidate.exists(): + log_source = candidate + log_source_label = str(candidate) + + # Fallback: web-GUI log file + if log_source is None: + fallback = _auto_log_file() + if fallback.exists(): + log_source = fallback + log_source_label = str(fallback) + + if log_source is None: + tty = status.get("log_tty") if status["running"] else None + if tty: + return { + "log": f"[Auto daemon is running but outputting to terminal: {tty}]\n" + f"Log cannot be captured from an active TTY.\n\n" + f"To view logs in the web GUI, stop the daemon and restart it here,\n" + f"or run with output redirected:\n\n" + f" fithia2 paper auto 2>&1 | tee ~/.paper_auto.log", + "lines": 0, + "source": f"tty:{tty}", + "tty": True, + } + return {"log": "", "lines": 0, "source": "none"} + + try: + all_lines = log_source.read_text(errors="replace").splitlines() + tail = all_lines[-lines:] + return { + "log": "\n".join(tail), + "lines": len(all_lines), + "source": log_source_label, + } + except Exception as exc: + raise HTTPException(status_code=500, detail=str(exc)) diff --git a/apps/web/static/assets/index-CFG6oWxa.js b/apps/web/static/assets/index-CFG6oWxa.js new file mode 100644 index 0000000..e185cb7 --- /dev/null +++ b/apps/web/static/assets/index-CFG6oWxa.js @@ -0,0 +1,76 @@ +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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\`/\`\` and will default to "${Mt}"`),null):e}function Gt(e,t){let n,r,i,a,o;if(Ft(e)){let o=e.getAttribute(`action`);r=o?ge(o,t):null,n=e.getAttribute(`method`)||jt,i=Wt(e.getAttribute(`enctype`))||Mt,a=new FormData(e)}else if(Pt(e)||It(e)&&(e.type===`submit`||e.type===`image`)){let o=e.form;if(o==null)throw Error(`Cannot submit a + + + {/* Run form — collapsible */} + {showForm && ( +
+
+ Run Paper Backtest +
+ + {/* Strategy selector */} +
+
+ Strategies +
+
0 ? 8 : 0 }}> + {selectedExps.map(n => ( + + {n} + + + ))} +
+
+ { setExpInput(e.target.value); setShowExpDrop(true); }} + onFocus={() => setShowExpDrop(true)} + style={{ ...inputStyle, maxWidth: 360 }} + /> + {showExpDrop && expSuggestions.length > 0 && ( +
+ {expSuggestions.map(e => ( + + ))} +
+ )} +
+
+ + {/* Date mode toggle + inputs */} +
+ {/* Mode toggle */} +
+
+ Period +
+
+ {(['year', 'range'] as const).map(m => ( + + ))} +
+
+ + {/* Capital */} +
+
+ Capital ($) +
+ setCapital(e.target.value)} style={inputStyle} min="100" step="1000" /> +
+ + {/* Date input(s) */} + {dateMode === 'year' ? ( +
+
+ Year (YYYY) +
+ setYear(e.target.value)} style={inputStyle} /> +
+ ) : ( + <> +
+
+ Start (YYYY-MM-DD) +
+ setStartDate(e.target.value)} style={inputStyle} /> +
+
+
+ End (optional) +
+ setEndDate(e.target.value)} style={inputStyle} /> +
+ + )} + + {/* Submit */} + +
+ +
+ +
+ + {submitMutation.error && ( +
+ {(submitMutation.error as Error).message} +
+ )} +
+ )} + + {isLoading && } + {error && } + + {!isLoading && tasks.length === 0 && ( +
+
+ NO TASKS +
+

+ 전략 페이지에서 백테스트를 실행하세요 +

+ +
+ )} + + {tasks.length > 0 && ( + <> + {/* Filter bar */} +
+
+ setTaskSearch(e.target.value)} + style={{ ...inputStyle, paddingRight: taskSearch ? 28 : 10 }} + /> + {taskSearch && ( + + )} +
+
+ + +
+ {(taskSearch || taskStatusFilter) && ( + + {filteredTasks.length} / {tasks.length} + + )} +
+ +
+
+ + + + {['Status', 'Experiment', 'Capital', 'Period', 'Duration', 'Created', 'Actions'].map((h, i) => ( + + ))} + + + + {filteredTasks.map((task, i) => { + const isActive = task.status === 'running' || task.status === 'queued'; + const isDone = !isActive; + return ( + navigate(`/backtest/tasks/${task.task_id}`)} + style={{ + borderBottom: i < filteredTasks.length - 1 ? '1px solid var(--border)' : 'none', + cursor: 'pointer', transition: 'background 0.1s', + }} + onMouseEnter={e => (e.currentTarget.style.background = 'var(--cyan-dim)')} + onMouseLeave={e => (e.currentTarget.style.background = 'transparent')} + > + + + + + + + + + ); + })} + {filteredTasks.length === 0 && ( + + + + )} + +
+ {h} +
+ + +
+ {task.experiment_name} +
+ {task.run_id && ( +
+ {task.run_id} +
+ )} + 		+ ${task.capital?.toLocaleString() ?? '—'} + + {task.start_date + ? task.end_date ? `${task.start_date} → ${task.end_date}` : task.start_date + : '—'} + + {elapsed(task.started_at, task.finished_at)} + + {fmtDate(task.created_at)} + e.stopPropagation()}> +
+ + {isActive && ( + + )} + {task.status === 'completed' && task.run_id && ( + + )} + {isDone && ( + + )} +
+
+ No tasks match the filter +
+
+
+ + )} + + ); +} + +// ── Backtest Task Detail Page ──────────────────────────────────────────────── + +export function BacktestTaskDetailPage() { + const { taskId } = useParams<{ taskId: string }>(); + const navigate = useNavigate(); + const qc = useQueryClient(); + + const { data: task, isLoading } = useQuery({ + queryKey: ['backtest-task', taskId], + queryFn: () => backtestApi.task(taskId!), + enabled: !!taskId, + staleTime: 0, + refetchInterval: (query) => { + const status = query.state.data?.status; + return status === 'running' || status === 'queued' ? 2000 : false; + }, + }); + + const { data: logData } = useQuery({ + queryKey: ['backtest-log', taskId], + queryFn: () => backtestApi.taskLog(taskId!), + enabled: !!taskId, + staleTime: 0, + refetchInterval: (query) => { + const d = query.state.data as { log?: string } | undefined; + // Keep polling while the task is active — derive status from sibling query cache + const status = task?.status; + return (status === 'running' || status === 'queued') ? 2000 : (d?.log ? false : 1000); + }, + }); + + const cancelMutation = useMutation({ + mutationFn: () => backtestApi.cancel(taskId!), + onSuccess: () => qc.invalidateQueries({ queryKey: ['backtest-task', taskId] }), + }); + + // Don't flash stale data from a different task while the new one loads + if (isLoading || !task || task.task_id !== taskId) return
; + + const isActive = task.status === 'running' || task.status === 'queued'; + + return ( +
+ + + {/* Breadcrumb */} +
+ + + {task.task_id} +
+ + {/* Header */} +
+
+
+ +

+ {task.experiment_name} +

+
+
+ capital: ${task.capital?.toLocaleString() ?? '—'} + {task.start_date && ( + period: {task.start_date}{task.end_date ? ` → ${task.end_date}` : ''} + )} + duration: {elapsed(task.started_at, task.finished_at)} + created: {fmtDate(task.created_at)} + {task.run_id && run: {task.run_id}} +
+
+
+ + {isActive && ( + + )} + {task.status === 'completed' && task.run_id && ( + + )} +
+
+ + {/* Error banner */} + {task.status === 'failed' && task.error && ( +
+ {task.error} +
+ )} + + {/* Terminal log */} +
+ {/* Terminal titlebar */} +
+
+
+
+
+
+ + {task.task_id}.log + + {isActive && ( + + ● live + + )} + {logData?.total_lines != null && ( + + {logData.total_lines} lines + + )} +
+
+ {logData?.log + ? + : (waiting for output...) + } +
+
+
+ ); +} + +// ── Backtest Results Page ──────────────────────────────────────────────────── + +type ResultTab = 'summary' | 'equity' | 'trades' | 'engines'; + +function MetricCard({ label, value, color = 'var(--text1)', sub }: { label: string; value: string; color?: string; sub?: string }) { + return ( +
+
+ {label} +
+
+ {value} +
+ {sub &&
{sub}
} +
+ ); +} + +function fmt(v: unknown, decimals = 1): string { + if (v == null) return '—'; + const n = Number(v); + if (isNaN(n)) return String(v); + return n.toFixed(decimals); +} + +function fmtPct(v: unknown): string { + if (v == null) return '—'; + const n = Number(v); + if (isNaN(n)) return '—'; + return `${n >= 0 ? '+' : ''}${n.toFixed(1)}%`; +} + +export function BacktestResultsPage() { + const { runId } = useParams<{ runId: string }>(); + const navigate = useNavigate(); + const [tab, setTab] = useState('summary'); + const [tradePage, setTradePage] = useState(0); + const TRADE_PAGE_SIZE = 50; + + const { data: meta, isLoading: metaLoading } = useQuery({ + queryKey: ['run-meta', runId], + queryFn: () => runsApi.metadata(runId!), + enabled: !!runId, + }); + + const { data: metrics, isLoading: metricsLoading } = useQuery({ + queryKey: ['run-metrics', runId], + queryFn: () => runsApi.metrics(runId!), + enabled: !!runId, + }); + + const { data: equityCurveData } = useQuery({ + queryKey: ['run-equity', runId], + queryFn: () => runsApi.equityCurve(runId!), + enabled: tab === 'equity' && !!runId, + }); + + const { data: tradesData } = useQuery({ + queryKey: ['run-trades', runId, tradePage], + queryFn: () => runsApi.tradeBlotter(runId!, { limit: TRADE_PAGE_SIZE, offset: tradePage * TRADE_PAGE_SIZE }), + enabled: tab === 'trades' && !!runId, + }); + + const { data: enginesData } = useQuery({ + queryKey: ['run-engines', runId], + queryFn: () => runsApi.perEngineMetrics(runId!), + enabled: tab === 'engines' && !!runId, + }); + + if (metaLoading || metricsLoading) return
; + + const m = metrics as Record | null; + const expName = (meta as Record)?.experiment_name as string | undefined; + const splitName = (meta as Record)?.split_name as string | undefined; + + const TABS: { id: ResultTab; label: string }[] = [ + { id: 'summary', label: 'Summary' }, + { id: 'equity', label: 'Equity Curve' }, + { id: 'trades', label: 'Trade Blotter' }, + { id: 'engines', label: 'Per-Engine' }, + ]; + + const equityPoints = (equityCurveData?.data ?? []) as Record[]; + const chartData = equityPoints.map(row => ({ + date: String(row.date ?? row.Date ?? ''), + equity: Number(row.equity ?? row.portfolio_value ?? 0), + drawdown: Number(row.drawdown_pct ?? row.drawdown ?? 0), + })); + + const trades = (tradesData?.trades ?? []) as Record[]; + const totalTrades = (tradesData?.total as number) ?? 0; + const totalPages = Math.ceil(totalTrades / TRADE_PAGE_SIZE); + + return ( +
+ {/* Breadcrumb */} +
+ + + {expName && ( + <> + + + + )} + {runId} +
+ + {/* Header */} +
+
+ {splitName} split +
+

+ {runId} +

+
+ + {/* Metric cards */} + {m && ( +
+ = 0 ? 'var(--green)' : 'var(--red)'} /> + = 0 ? 'var(--green)' : 'var(--red)'} /> + + + + + + +
+ )} + + {/* Tabs */} +
+ {TABS.map(t => ( + + ))} +
+ + {/* Summary tab */} + {tab === 'summary' && m && ( +
+
+
Trade Stats
+ {[ + ['Total trades', m.trade_count], + ['Win rate', fmtPct(m.win_rate)], + ['Avg win', fmtPct(m.avg_win_pct)], + ['Avg loss', fmtPct(m.avg_loss_pct)], + ['Profit factor', fmt(m.profit_factor, 2)], + ['Expectancy R', fmt(m.expectancy_r, 3)], + ['Avg hold days', fmt(m.avg_holding_days)], + ['Stop exit rate', fmtPct(m.stop_exit_rate)], + ['Target exit rate', fmtPct(m.target_exit_rate)], + ].map(([k, v]) => ( +
+ {String(k)} + {String(v)} +
+ ))} +
+
+
Portfolio Stats
+ {[ + ['Total return', fmtPct(m.total_return_pct)], + ['Ann. return', fmtPct(m.annualized_return_pct)], + ['Max drawdown', fmtPct(m.max_drawdown_pct)], + ['Sharpe ratio', fmt(m.sharpe_ratio, 2)], + ['Sortino ratio', fmt(m.sortino_ratio, 2)], + ['Calmar ratio', fmt(m.calmar_ratio, 2)], + ['Avg exposure', fmtPct(m.avg_gross_exposure_pct)], + ['Days in market', fmtPct(m.days_in_market_pct)], + ['vs QQQ', fmtPct(m.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']} + /> + + + + +
Drawdown %
+ + + + + `${v.toFixed(0)}%`} /> + [`${Number(v).toFixed(2)}%`, 'Drawdown']} + /> + + + + + ) + } +
+ )} + + {/* Trade blotter tab */} + {tab === 'trades' && ( +
+ {trades.length === 0 + ?
No trades
+ : ( + <> +
+
+ + + + {['Symbol', 'Side', 'Entry Date', 'Exit Date', 'Entry $', 'Exit $', 'Return %', 'PnL', 'Exit Reason'].map(h => ( + + ))} + + + + {trades.map((t, i) => { + const ret = Number(t.return_pct ?? t.pct_return ?? 0); + return ( + + + + + + + + + + + + ); + })} + +
+ {h} +
{String(t.symbol ?? '—')}{String(t.side ?? t.direction ?? '—')}{String(t.entry_date ?? t.open_date ?? '—')}{String(t.exit_date ?? t.close_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)' }}> + {ret >= 0 ? '+' : ''}{ret.toFixed(2)}% + = 0 ? 'var(--green)' : 'var(--red)' }}> + {t.net_pnl != null ? `$${Number(t.net_pnl).toFixed(0)}` : t.pnl != null ? `$${Number(t.pnl).toFixed(0)}` : '—'} + {String(t.exit_reason ?? '—')}
+
+
+ {totalPages > 1 && ( +
+ + {tradePage + 1} / {totalPages} + +
+ )} + + ) + } +
+ )} + + {/* Per-engine tab */} + {tab === 'engines' && ( +
+ {!enginesData || Object.keys(enginesData).length === 0 + ?
No per-engine data
+ : ( +
+ {Object.entries(enginesData).map(([engineId, eData]) => ( +
+
+ {engineId} +
+ 
+                      {JSON.stringify(eData, null, 2)}
+
+
+ ))} +
+ ) + } +
+ )} +
+ ); +} diff --git a/apps/web_frontend/src/pages/PaperTrading.tsx b/apps/web_frontend/src/pages/PaperTrading.tsx new file mode 100644 index 0000000..2571ed1 --- /dev/null +++ b/apps/web_frontend/src/pages/PaperTrading.tsx @@ -0,0 +1,1659 @@ +import { useState, useEffect, useRef } from 'react'; +import { useQuery, useMutation, useQueryClient } from '@tanstack/react-query'; +import { + LineChart, Line, XAxis, YAxis, CartesianGrid, Tooltip, ResponsiveContainer, ReferenceLine, +} from 'recharts'; +import { + LineChart as LineChartIcon, Play, Pause, RotateCcw, Plus, Trash2, X, CheckCircle, + XCircle, Clock, Loader, AlertTriangle, Activity, + ChevronDown, RefreshCw, Terminal, Shield, Cpu, Square, +} from 'lucide-react'; +import { + paperApi, + type PaperSession, + type PaperTask, +} from '../api/client'; +import { Loading, ErrorState } from '../components/common/Loading'; +import { ansiToHtml } from '../lib/utils'; + +// ── Shared styles ──────────────────────────────────────────────────────────── + +const card: React.CSSProperties = { + background: 'var(--bg1)', + border: '1px solid var(--border)', + borderRadius: 12, + overflow: 'hidden', +}; + +const inputStyle: React.CSSProperties = { + width: '100%', + padding: '8px 11px', + fontSize: 14, + fontFamily: 'var(--font-mono)', + background: 'var(--bg2)', + border: '1px solid var(--border-md)', + borderRadius: 7, + color: 'var(--text1)', + outline: 'none', +}; + +const btn = (variant: 'primary' | 'danger' | 'ghost' | 'outline' = 'outline'): React.CSSProperties => ({ + display: 'inline-flex', + alignItems: 'center', + gap: 6, + padding: '7px 14px', + fontSize: 13, + fontWeight: 500, + borderRadius: 7, + border: '1px solid', + cursor: 'pointer', + transition: 'all 0.12s', + whiteSpace: 'nowrap' as const, + background: variant === 'primary' ? 'var(--cyan)' : variant === 'danger' ? 'var(--red)' : 'transparent', + color: variant === 'primary' ? '#fff' : variant === 'danger' ? '#fff' : variant === 'ghost' ? 'var(--text3)' : 'var(--text2)', + borderColor: variant === 'primary' ? 'var(--cyan)' : variant === 'danger' ? 'var(--red)' : 'var(--border-md)', +}); + +// ── Helpers ────────────────────────────────────────────────────────────────── + +function fmtMoney(v: number | null | undefined, decimals = 2): string { + if (v == null) return '—'; + const sign = v >= 0 ? '+' : ''; + return `${sign}$${Math.abs(v).toLocaleString('en-US', { minimumFractionDigits: decimals, maximumFractionDigits: decimals })}`; +} + +function fmtPct(v: number | null | undefined, decimals = 2): string { + if (v == null) return '—'; + const sign = v >= 0 ? '+' : ''; + return `${sign}${v.toFixed(decimals)}%`; +} + +function fmtPrice(v: number | null | undefined): string { + if (v == null) return '—'; + return `$${v.toFixed(2)}`; +} + +function pnlColor(v: number | null | undefined): string { + if (v == null) return 'var(--text3)'; + return v >= 0 ? 'var(--green)' : 'var(--red)'; +} + +function StatusBadge({ status }: { status: string }) { + const map: Record = { + active: { color: 'var(--green)', bg: 'var(--green-dim)' }, + paused: { color: 'var(--gold)', bg: 'var(--gold-dim)' }, + closed: { color: 'var(--text3)', bg: 'var(--bg2)' }, + }; + const { color, bg } = map[status] ?? map.closed; + return ( + + + {status.toUpperCase()} + + ); +} + +function TaskStatusIcon({ status }: { status: PaperTask['status'] }) { + if (status === 'running') return ; + if (status === 'completed') return ; + if (status === 'failed') return ; + return ; +} + +function KillSwitchBadge({ on }: { on: boolean }) { + return ( + + {on ? 'KILL SW ON' : 'OK'} + + ); +} + +// ── Stat Card ──────────────────────────────────────────────────────────────── + +function StatCard({ label, value, sub, valueColor }: { + label: string; value: string; sub?: string; valueColor?: string +}) { + return ( +
+
+ {label} +
+
+ {value} +
+ {sub &&
{sub}
} +
+ ); +} + +// ── Create Session Modal ────────────────────────────────────────────────────── + +function CreateSessionModal({ onClose, onCreated }: { + onClose: () => void; + onCreated: (session: { session_id: string; name: string }) => void; +}) { + const [name, setName] = useState(''); + const [configSearch, setConfigSearch] = useState(''); + const [selectedConfig, setSelectedConfig] = useState(''); + const [capital, setCapital] = useState('10000'); + const [configOpen, setConfigOpen] = useState(false); + const dropRef = useRef(null); + + const { data: cfgData, isLoading: cfgLoading } = useQuery({ + queryKey: ['paper-configs', configSearch], + queryFn: () => paperApi.configs({ pattern: configSearch || undefined, limit: 100 }), + staleTime: 60_000, + }); + + const qc = useQueryClient(); + const { mutate, isPending, error } = useMutation({ + mutationFn: () => paperApi.createSession(name.trim(), selectedConfig, parseFloat(capital) || 10000), + onSuccess: (data) => { + qc.invalidateQueries({ queryKey: ['paper-sessions'] }); + onCreated({ session_id: data.session_id, name: data.name }); + }, + }); + + // Close dropdown on outside click + useEffect(() => { + function handle(e: MouseEvent) { + if (dropRef.current && !dropRef.current.contains(e.target as Node)) { + setConfigOpen(false); + } + } + document.addEventListener('mousedown', handle); + return () => document.removeEventListener('mousedown', handle); + }, []); + + const filtered = cfgData?.configs ?? []; + const canSubmit = name.trim() && selectedConfig && parseFloat(capital) > 0; + + return ( +
+
e.stopPropagation()}> +
+

New Paper Trading Session

+ +
+ +
+ {/* Session name */} +
+ + setName(e.target.value)} + /> +
+ + {/* Strategy config */} +
+ +
+
setConfigOpen(!configOpen)} + style={{ + ...inputStyle, + cursor: 'pointer', + display: 'flex', + justifyContent: 'space-between', + alignItems: 'center', + userSelect: 'none', + }} + > + + {selectedConfig || 'Select or type config name…'} + + +
+ {configOpen && ( +
+
+ setConfigSearch(e.target.value)} + autoFocus + onClick={e => e.stopPropagation()} + /> +
+
+ {cfgLoading &&
Loading…
} + {/* Also allow manual entry */} + {configSearch && !filtered.find(c => c.name === configSearch) && ( +
{ setSelectedConfig(configSearch); setConfigOpen(false); }} + style={{ + padding: '9px 14px', cursor: 'pointer', fontSize: 13, + fontFamily: 'var(--font-mono)', color: 'var(--cyan)', + borderBottom: '1px solid var(--border)', + }} + > + Use "{configSearch}" directly +
+ )} + {filtered.map(c => ( +
{ setSelectedConfig(c.name); setConfigOpen(false); }} + style={{ + padding: '8px 14px', cursor: 'pointer', + fontSize: 13, fontFamily: 'var(--font-mono)', + color: c.name === selectedConfig ? 'var(--cyan)' : 'var(--text1)', + background: c.name === selectedConfig ? 'var(--cyan-dim)' : 'transparent', + display: 'flex', justifyContent: 'space-between', alignItems: 'center', + }} + onMouseEnter={e => (e.currentTarget.style.background = 'var(--bg2)')} + onMouseLeave={e => (e.currentTarget.style.background = c.name === selectedConfig ? 'var(--cyan-dim)' : 'transparent')} + > + {c.name} + {c.id != null && #{c.id}} +
+ ))} +
+
+ )} +
+
+ + {/* Capital */} +
+ + setCapital(e.target.value)} + /> +
+ + {error && ( +
+ {(error as Error).message} +
+ )} + +
+ + +
+
+
+
+ ); +} + +// ── Close Confirm Modal ─────────────────────────────────────────────────────── + +function CloseConfirmModal({ session, onClose, onConfirm }: { + session: PaperSession; + onClose: () => void; + onConfirm: () => void; +}) { + return ( +
+
e.stopPropagation()}> +
+ +

Close Session?

+
+

+ This will liquidate all Alpaca positions and permanently delete session + "{session.session_name}" and all its trade history. + This cannot be undone. +

+
+ + +
+
+
+ ); +} + +// ── Session List Item ───────────────────────────────────────────────────────── + +function SessionItem({ session, selected, onClick }: { + session: PaperSession; + selected: boolean; + onClick: () => void; +}) { + const pnlPct = session.total_pnl_pct; + return ( +
{ if (!selected) e.currentTarget.style.background = 'var(--bg2)'; }} + onMouseLeave={e => { if (!selected) e.currentTarget.style.background = 'transparent'; }} + > +
+ {session.session_name} + +
+
+ {session.config_path.replace('configs/experiments/', '')} +
+
+ + ${session.current_equity.toLocaleString('en-US', { maximumFractionDigits: 0 })} + + + {fmtPct(pnlPct)} + + {session.kill_switch && } + {session.latest_date && ( + {session.latest_date} + )} +
+
+ ); +} + +// ── Overview Tab ───────────────────────────────────────────────────────────── + +function OverviewTab({ session }: { session: PaperSession }) { + const { data, isLoading } = useQuery({ + queryKey: ['paper-equity', session.session_id], + queryFn: () => paperApi.equity(session.session_id), + refetchInterval: 60_000, + }); + + const snapshots = data?.snapshots ?? []; + const chartData = snapshots.map(s => ({ + date: s.date, + equity: s.equity, + pnl: s.total_pnl ?? 0, + drawdown: s.drawdown_pct ?? 0, + })); + + return ( +
+ {/* Stats grid */} +
+ + + 10 ? 'var(--red)' : session.drawdown_pct > 5 ? 'var(--gold)' : 'var(--green)'} + /> + +
+ + {/* Risk state */} +
+ + = 3 ? 'var(--red)' : 'var(--text1)'} + /> + 0 ? `${session.cooldown_remaining}d` : 'None'} + valueColor={session.cooldown_remaining > 0 ? 'var(--gold)' : 'var(--text1)'} + /> + +
+ + {/* Equity chart */} +
+
+ Equity Curve + + {snapshots.length} days + +
+ {isLoading && } + {!isLoading && chartData.length === 0 && ( +
+ No equity history yet. Run the session to start tracking. +
+ )} + {chartData.length > 0 && ( + + + + v.slice(5)} + interval="preserveStartEnd" + /> + `$${(v / 1000).toFixed(1)}k`} + width={58} + /> + [`$${Number(v).toLocaleString('en-US', { maximumFractionDigits: 2 })}`, 'Equity']} + labelStyle={{ color: 'var(--text2)' }} + /> + + + + + )} +
+ + {/* Daily snapshots table */} + {snapshots.length > 0 && ( +
+
+ Daily Snapshots (last 20) +
+
+ + + + {['Date', 'Equity', 'Cash', 'Mkt Val', 'Daily P&L', 'Total P&L', 'Drawdown', 'Positions'].map((h, hi) => ( + + ))} + + + + {[...snapshots].reverse().slice(0, 20).map((s, i) => ( + + + + + + + + + + + ))} + +
+ {h} +
{s.date}${s.equity.toLocaleString('en-US', { maximumFractionDigits: 0 })}${s.cash.toLocaleString('en-US', { maximumFractionDigits: 0 })}${s.market_value.toLocaleString('en-US', { maximumFractionDigits: 0 })}{fmtMoney(s.daily_pnl)}{fmtMoney(s.total_pnl)} 5 ? 'var(--red)' : 'var(--text2)' }}>{s.drawdown_pct?.toFixed(2) ?? '—'}%{s.open_position_count ?? '—'}
+
+
+ )} +
+ ); +} + +// ── Positions Tab ───────────────────────────────────────────────────────────── + +function PositionsTab({ session }: { session: PaperSession }) { + const { data, isLoading, error, refetch, isFetching } = useQuery({ + queryKey: ['paper-positions', session.session_id], + queryFn: () => paperApi.positions(session.session_id), + staleTime: 30_000, + }); + + const positions = data?.positions ?? []; + const brokerAvailable = data?.broker_available; + + return ( +
+
+ + {positions.length} open position{positions.length !== 1 ? 's' : ''} + + {brokerAvailable === false && ( + + Alpaca unavailable — showing local state only + + )} + +
+ + {isLoading && } + {error && } + + {!isLoading && positions.length === 0 && ( +
+ No open positions +
+ )} + + {positions.length > 0 && ( +
+
+ + + + {['Symbol', 'Qty', 'Entry', 'Current', 'P&L $', 'P&L %', 'Days', 'Stop', 'Target', 'Direction'].map(h => ( + + ))} + + + + {positions.map((p, i) => ( + + + + + + + + + + + + + ))} + +
+ {h} +
+ {p.symbol} + {p._ghost && GHOST} + {p.qty ?? '—'}{fmtPrice(p.avg_entry_price)}{fmtPrice(p.current_price)}{fmtMoney(p.unrealized_pl)}{fmtPct(p.unrealized_pl_pct)}{p.days_held ?? '—'}{fmtPrice(p.stop_price)}{fmtPrice(p.target_price)}{p.trade_direction ?? '—'}
+
+
+ )} +
+ ); +} + +// ── Trades Tab ──────────────────────────────────────────────────────────────── + +function TradesTab({ session }: { session: PaperSession }) { + const [lastN, setLastN] = useState(''); + + const { data, isLoading, error } = useQuery({ + queryKey: ['paper-trades', session.session_id, lastN], + queryFn: () => paperApi.trades(session.session_id, lastN ? parseInt(lastN) : undefined), + }); + + const trades = data?.trades ?? []; + const wins = trades.filter(t => t.net_pnl > 0).length; + const totalPnl = trades.reduce((s, t) => s + (t.net_pnl ?? 0), 0); + + return ( +
+
+ + {data?.total ?? 0} total trades + {trades.length > 0 && ` · Win Rate: ${((wins / trades.length) * 100).toFixed(0)}%`} + {trades.length > 0 && ` · P&L: `} + {trades.length > 0 && {fmtMoney(totalPnl, 0)}} + +
+ Show last: + {[10, 20, 50, 100].map(n => ( + + ))} + +
+
+ + {isLoading && } + {error && } + + {!isLoading && trades.length === 0 && ( +
+ No trades recorded yet +
+ )} + + {trades.length > 0 && ( +
+
+ + + + {['Symbol', 'Entry Date', 'Exit Date', 'Entry $', 'Exit $', 'Shares', 'Net P&L', 'R', 'Days', 'Reason'].map(h => ( + + ))} + + + + {trades.map((t, i) => ( + + + + + + + + + + + + + ))} + +
+ {h} +
{t.symbol}{t.entry_date ?? '—'}{t.exit_date}{fmtPrice(t.entry_price)}{fmtPrice(t.exit_price)}{t.shares}{fmtMoney(t.net_pnl)} + {t.r_multiple >= 0 ? '+' : ''}{t.r_multiple.toFixed(2)}R + {t.holding_days}d{t.exit_reason}
+
+
+ )} +
+ ); +} + +// ── Run Tab ─────────────────────────────────────────────────────────────────── + +function RunTab({ session, onTaskLaunched }: { + session: PaperSession; + onTaskLaunched: (task: PaperTask) => void; +}) { + const [date, setDate] = useState(''); + const [force, setForce] = useState(false); + const [runningOp, setRunningOp] = useState(null); + + const qc = useQueryClient(); + + const execOp = async (op: 'run' | 'run-close' | 'run-open' | 'run-all') => { + setRunningOp(op); + try { + let task: PaperTask; + const d = date || null; + if (op === 'run') task = await paperApi.run(session.session_id, d, force); + else if (op === 'run-close') task = await paperApi.runClose(session.session_id, d, force); + else if (op === 'run-open') task = await paperApi.runOpen(session.session_id, d, force); + else { + const result = await paperApi.runAll(); + task = result.tasks[0]; + } + onTaskLaunched(task); + qc.invalidateQueries({ queryKey: ['paper-tasks'] }); + } catch (err) { + alert((err as Error).message); + } finally { + setRunningOp(null); + } + }; + + const isActive = session.status === 'active'; + + return ( +
+ {!isActive && ( +
+ + Session is {session.status}. Resume to run operations. +
+ )} + {session.kill_switch && ( +
+ + Kill switch is active — all trading halted. +
+ )} + + {/* Options */} +
+
Options
+
+
+ + setDate(e.target.value)} + placeholder="Leave empty for today" + /> +
+ +
+
+ + {/* Run operations */} +
+ {/* run */} +
+
run
+
+ 전체 일일 처리: exit 판단 + 신규 이벤트 검색 + 진입 +
+ +
+ + {/* run-close */} +
+
run-close
+
+ 장 마감 직전: same-day 이벤트 → MOC 매수 +
+ +
+ + {/* run-open */} +
+
run-open
+
+ 장 시작 직후: 전날 exit + after-close 이벤트 → 시장가 매수 +
+ +
+ + {/* run-all */} +
+
run-all
+
+ 전체 활성 세션에 대해 일일 처리 실행 +
+ +
+
+
+ ); +} + +// ── Tasks Tab ───────────────────────────────────────────────────────────────── + +function TasksTab({ session, highlightTaskId }: { + session: PaperSession; + highlightTaskId?: string | null; +}) { + const [selectedTask, setSelectedTask] = useState(highlightTaskId ?? null); + + const { data, isLoading } = useQuery({ + queryKey: ['paper-tasks', session.session_name], + queryFn: () => paperApi.tasks(session.session_name), + refetchInterval: 3000, + }); + + const { data: logData } = useQuery({ + queryKey: ['paper-task-log', selectedTask], + queryFn: () => selectedTask ? paperApi.taskLog(selectedTask) : null, + enabled: !!selectedTask, + refetchInterval: (query) => { + const status = query.state.data?.status; + return status === 'running' ? 2000 : false; + }, + }); + + const tasks = data?.tasks ?? []; + + useEffect(() => { + if (highlightTaskId) setSelectedTask(highlightTaskId); + }, [highlightTaskId]); + + return ( +
+ {/* Task list */} +
+
+ Recent Tasks +
+ {isLoading &&
} + {tasks.length === 0 && !isLoading && ( +
+ No tasks yet +
+ )} + {tasks.map(t => ( +
setSelectedTask(t.task_id)} + style={{ + padding: '11px 16px', + cursor: 'pointer', + borderBottom: '1px solid var(--border)', + background: selectedTask === t.task_id ? 'var(--cyan-dim)' : 'transparent', + borderLeft: `3px solid ${selectedTask === t.task_id ? 'var(--cyan)' : 'transparent'}`, + }} + onMouseEnter={e => { if (selectedTask !== t.task_id) e.currentTarget.style.background = 'var(--bg2)'; }} + onMouseLeave={e => { if (selectedTask !== t.task_id) e.currentTarget.style.background = 'transparent'; }} + > +
+ + + {t.operation} + +
+
+ {t.started_at ? new Date(t.started_at).toLocaleString() : t.created_at} +
+ {t.error && ( +
+ {t.error} +
+ )} +
+ ))} +
+ + {/* Log viewer */} +
+ {!selectedTask && ( +
+ Select a task to view its log +
+ )} + {selectedTask && ( + <> + {/* Terminal title bar */} +
+
+
+
+
+
+
+ {logData && } + + {tasks.find(t => t.task_id === selectedTask)?.operation ?? selectedTask} + + {logData?.status === 'running' && ( + (live) + )} +
+
+ 
${logData?.status === 'running' ? '(waiting for output...)' : 'No output'}`,
+              }}
+            />
+          
+        )}
+
+
+ ); +} + +// ── Session Detail ──────────────────────────────────────────────────────────── + +type TabId = 'overview' | 'positions' | 'trades' | 'run' | 'tasks'; + +function SessionDetail({ session, onRefresh }: { + session: PaperSession; + onRefresh: () => void; +}) { + const [tab, setTab] = useState('overview'); + const [showClose, setShowClose] = useState(false); + const [latestTask, setLatestTask] = useState(null); + const qc = useQueryClient(); + + const pauseMut = useMutation({ + mutationFn: () => paperApi.pauseSession(session.session_id), + onSuccess: () => { qc.invalidateQueries({ queryKey: ['paper-sessions'] }); onRefresh(); }, + }); + + const resumeMut = useMutation({ + mutationFn: () => paperApi.resumeSession(session.session_id), + onSuccess: () => { qc.invalidateQueries({ queryKey: ['paper-sessions'] }); onRefresh(); }, + }); + + const closeMut = useMutation({ + mutationFn: () => paperApi.closeSession(session.session_id), + onSuccess: () => { qc.invalidateQueries({ queryKey: ['paper-sessions'] }); setShowClose(false); }, + }); + + const TABS: { id: TabId; label: string }[] = [ + { id: 'overview', label: 'Overview' }, + { id: 'positions', label: 'Positions' }, + { id: 'trades', label: 'Trades' }, + { id: 'run', label: 'Run' }, + { id: 'tasks', label: 'Tasks' }, + ]; + + function handleTaskLaunched(task: PaperTask) { + setLatestTask(task); + setTab('tasks'); + } + + return ( +
+ {/* Header */} +
+
+
+
+

{session.session_name}

+ + {session.kill_switch && } +
+
+ {session.config_path} · ID: {session.session_id} · Created {session.created_at.slice(0, 10)} +
+
+
+
+ {session.status === 'active' && ( + + )} + {session.status === 'paused' && ( + + )} + +
+
+ + {/* Tabs */} +
+ {TABS.map(t => ( + + ))} +
+ + {/* Tab content */} +
+ {tab === 'overview' && } + {tab === 'positions' && } + {tab === 'trades' && } + {tab === 'run' && } + {tab === 'tasks' && } +
+ + {showClose && ( + setShowClose(false)} + onConfirm={() => closeMut.mutate()} + /> + )} +
+ ); +} + +// ── Auto Daemon Badge (sidebar) ─────────────────────────────────────────────── + +function AutoDaemonBadge() { + const { data } = useQuery({ + queryKey: ['paper-auto-status'], + queryFn: () => paperApi.autoStatus(), + refetchInterval: 5000, + staleTime: 4000, + }); + if (!data) return null; + return ( + + + {data.running ? 'ON' : 'OFF'} + + ); +} + +// ── Auto Daemon Panel ──────────────────────────────────────────────────────── + +function fmtCountdown(secs: number): string { + if (secs <= 0) return 'now'; + const h = Math.floor(secs / 3600); + const m = Math.floor((secs % 3600) / 60); + const s = Math.floor(secs % 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 AutoDaemonPanel({ sessions }: { sessions: string[] }) { + const [showLog, setShowLog] = useState(false); + const [sessionFilter, setSessionFilter] = useState([]); + const [dryRun, setDryRun] = useState(false); + const [sessionDropOpen, setSessionDropOpen] = useState(false); + const logRef = useRef(null); + const qc = useQueryClient(); + + const { data, isLoading, refetch, isFetching } = useQuery({ + queryKey: ['paper-auto-status'], + queryFn: () => paperApi.autoStatus(), + refetchInterval: 5000, + }); + + const { data: logData, refetch: refetchLog } = useQuery({ + queryKey: ['paper-auto-log'], + queryFn: () => paperApi.autoLog(300), + enabled: showLog, + refetchInterval: showLog ? 3000 : false, + }); + + // Auto-scroll log to bottom + useEffect(() => { + if (logRef.current) logRef.current.scrollTop = logRef.current.scrollHeight; + }, [logData?.log]); + + const startMut = useMutation({ + mutationFn: () => paperApi.autoStart(sessionFilter.length > 0 ? sessionFilter : [], dryRun), + onSuccess: () => qc.invalidateQueries({ queryKey: ['paper-auto-status'] }), + onError: (e) => alert((e as Error).message), + }); + + const stopMut = useMutation({ + mutationFn: () => paperApi.autoStop(), + onSuccess: () => qc.invalidateQueries({ queryKey: ['paper-auto-status'] }), + onError: (e) => alert((e as Error).message), + }); + + const running = data?.running ?? false; + const pid = data?.pid; + const schedule = data?.schedule ?? []; + + // Live countdown — re-render every second + const [tick, setTick] = useState(0); + useEffect(() => { + const id = setInterval(() => setTick(t => t + 1), 1000); + return () => clearInterval(id); + }, []); + + const nextEvent = schedule.find(e => !e.past); + + return ( +
+ {/* Status + controls */} +
+ {/* Status card */} +
+
+ + + {running ? 'RUNNING' : 'STOPPED'} + + {running && ( + PID {pid} + )} + +
+ {running && nextEvent && ( +
+ Next: {nextEvent.label} +
+ + {nextEvent.et_time} · in{' '} + + {fmtCountdown(nextEvent.wait_secs - tick)} + + +
+ )} + {!running && ( +
Auto daemon not running
+ )} +
+ + {/* Controls */} +
+
+ Controls +
+
+ {/* Session filter */} + {!running && ( + <> +
+
+ Sessions (비워두면 모든 active 세션) +
+
+
setSessionDropOpen(!sessionDropOpen)} + style={{ ...inputStyle, cursor: 'pointer', display: 'flex', alignItems: 'center', justifyContent: 'space-between', fontSize: 13 }} + > + + {sessionFilter.length ? sessionFilter.join(', ') : 'All active sessions'} + + +
+ {sessionDropOpen && ( +
+
{ setSessionFilter([]); setSessionDropOpen(false); }} + style={{ padding: '8px 12px', fontSize: 13, cursor: 'pointer', color: !sessionFilter.length ? 'var(--cyan)' : 'var(--text2)', fontFamily: 'var(--font-mono)', borderBottom: '1px solid var(--border)' }} + > + All active sessions +
+ {sessions.map(s => ( +
{ + setSessionFilter(prev => + prev.includes(s) ? prev.filter(x => x !== s) : [...prev, s] + ); + }} + style={{ + padding: '8px 12px', fontSize: 13, cursor: 'pointer', fontFamily: 'var(--font-mono)', + display: 'flex', alignItems: 'center', gap: 8, + color: sessionFilter.includes(s) ? 'var(--cyan)' : 'var(--text1)', + background: sessionFilter.includes(s) ? 'var(--cyan-dim)' : 'transparent', + }} + > + + {s} +
+ ))} +
+ )} +
+
+ + + )} +
+ {!running && ( + + )} + {running && ( + + )} + +
+
+
+ + {/* Schedule */} +
+
+ Today's Schedule (ET) +
+ {schedule.map(ev => ( +
+
+
+
{ev.label}
+
{ev.et_time}
+
+
+ {ev.past ? '✓' : fmtCountdown(ev.wait_secs - tick)} +
+
+ ))} +
+
+ + {/* Log viewer */} + {showLog && ( +
+ {/* Terminal title bar */} +
+
+
+
+
+
+ + paper_auto.log + + {logData?.source && logData.source !== 'none' && !logData.tty && ( + + · {logData.source} + + )} + {logData && !logData.tty && ( + + · {logData.lines} lines + + )} + {running && !logData?.tty && ( + (live) + )} + {logData?.tty && ( + + (terminal output — cannot capture) + + )} +
+ 
${isLoading ? 'Loading…' : 'No log output yet.'}`,
+            }}
+          />
+
+ )} +
+ ); +} + +// ── Main Page ──────────────────────────────────────────────────────────────── + +export function PaperTradingPage() { + const [selectedId, setSelectedId] = useState(null); + const [view, setView] = useState<'session' | 'auto'>('session'); + const [showCreate, setShowCreate] = useState(false); + const qc = useQueryClient(); + + const { data, isLoading, error, refetch, isFetching } = useQuery({ + queryKey: ['paper-sessions'], + queryFn: () => paperApi.sessions(), + refetchInterval: 30_000, + }); + + const sessions = data?.sessions ?? []; + const selected = sessions.find(s => s.session_id === selectedId || s.session_name === selectedId) ?? null; + + // Auto-select first session + useEffect(() => { + if (!selectedId && sessions.length > 0) { + setSelectedId(sessions[0].session_id); + } + }, [sessions]); + + function handleCreated(s: { session_id: string; name: string }) { + setShowCreate(false); + qc.invalidateQueries({ queryKey: ['paper-sessions'] }); + setSelectedId(s.session_id); + } + + const activeCount = sessions.filter(s => s.status === 'active').length; + + return ( +
+ + + {/* Session sidebar */} +
+ {/* Sidebar header */} +
+
+
+ +

Paper Trading

+
+ +
+
+ + {sessions.length} sessions · {activeCount} active + + +
+
+ + {/* Auto daemon button */} +
setView(view === 'auto' ? 'session' : 'auto')} + style={{ + padding: '11px 16px', + cursor: 'pointer', + borderBottom: '1px solid var(--border)', + display: 'flex', alignItems: 'center', gap: 8, + background: view === 'auto' ? 'var(--cyan-dim)' : 'transparent', + borderLeft: `3px solid ${view === 'auto' ? 'var(--cyan)' : 'transparent'}`, + transition: 'all 0.1s', + }} + onMouseEnter={e => { if (view !== 'auto') e.currentTarget.style.background = 'var(--bg2)'; }} + onMouseLeave={e => { if (view !== 'auto') e.currentTarget.style.background = 'transparent'; }} + > + + + Auto Daemon + + +
+ + {/* Session list */} +
+ {isLoading &&
} + {error &&
} + {!isLoading && sessions.length === 0 && ( +
+ No sessions yet.
+ +
+ )} + {sessions.map(s => ( + { setView('session'); setSelectedId(s.session_id); }} + /> + ))} +
+
+ + {/* Main content area */} +
+ {/* Auto daemon view */} + {view === 'auto' && ( +
+
+ +

Auto Daemon

+ + ET 장 스케줄 자동 실행 + +
+ s.status === 'active').map(s => s.session_name)} + /> +
+ )} + + {/* Session view */} + {view === 'session' && !selected && !isLoading && ( +
+ +
Select a session
+
+ or{' '} + +
+
+ )} + {view === 'session' && selected && ( + { + qc.invalidateQueries({ queryKey: ['paper-sessions'] }); + qc.invalidateQueries({ queryKey: ['paper-session', selected.session_id] }); + }} + /> + )} +
+ + {showCreate && ( + setShowCreate(false)} + onCreated={handleCreated} + /> + )} +
+ ); +}