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6636054742
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| 6636054742 | |||
| 5f5529ef09 | |||
| 90cf21521f |
8 changed files with 738 additions and 0 deletions
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@ -13,6 +13,7 @@ import MeetKevinVideos from './pages/meetKevin/Videos';
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import MeetKevinVideoDetail from './pages/meetKevin/VideoDetail';
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import MeetKevinStocks from './pages/meetKevin/Stocks';
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import MeetKevinStockDetail from './pages/meetKevin/StockDetail';
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import MeetKevinStrategy from './pages/meetKevin/Strategy';
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export default function App() {
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return (
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@ -41,6 +42,7 @@ export default function App() {
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<Route path="meet-kevin/videos/:id" element={<MeetKevinVideoDetail />} />
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<Route path="meet-kevin/stocks" element={<MeetKevinStocks />} />
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<Route path="meet-kevin/stocks/:symbol" element={<MeetKevinStockDetail />} />
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<Route path="meet-kevin/strategy" element={<MeetKevinStrategy />} />
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</Route>
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{/* Catch-all redirect */}
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60
dashboard/src/api/meetKevinStrategy.ts
Normal file
60
dashboard/src/api/meetKevinStrategy.ts
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@ -0,0 +1,60 @@
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import client from './client';
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import type {
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BacktestRun,
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BacktestRunDetail,
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StrategyEquityCurve,
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StrategyPerformance,
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StrategyTicker,
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} from '../types/meetKevin';
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export async function runBacktest(params: {
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holding_days?: number;
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slippage_pct?: number;
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dedupe_policy?: 'roll' | 'ignore';
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initial_capital?: number;
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}): Promise<{ run_uuid: string; status: string }> {
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const { data } = await client.post('/meet-kevin/backtest/run', params);
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return data;
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}
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export async function listBacktestRuns(limit = 20): Promise<BacktestRun[]> {
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const { data } = await client.get('/meet-kevin/backtest/runs', {
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params: { limit },
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});
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return data;
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}
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export async function getBacktestRun(runUuid: string): Promise<BacktestRunDetail> {
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const { data } = await client.get(`/meet-kevin/backtest/runs/${runUuid}`);
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return data;
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}
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export async function getLatestBacktest(): Promise<BacktestRunDetail> {
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const { data } = await client.get('/meet-kevin/backtest/latest');
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return data;
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}
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export async function getStrategyTickers(): Promise<StrategyTicker[]> {
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const { data } = await client.get('/meet-kevin/strategy/tickers');
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return data;
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}
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export async function getStrategyEquityCurve(params: {
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from?: string;
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to?: string;
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include_benchmark?: 'spy';
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}): Promise<StrategyEquityCurve> {
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const { data } = await client.get('/meet-kevin/strategy/equity-curve', {
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params,
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});
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return data;
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}
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export async function getStrategyPerformance(): Promise<StrategyPerformance> {
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const { data } = await client.get('/meet-kevin/strategy/performance');
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return data;
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}
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export async function closeKevinPosition(symbol: string): Promise<void> {
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await client.post(`/meet-kevin/positions/${symbol}/close`);
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}
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@ -9,6 +9,7 @@ const navItems = [
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{ to: '/news', label: 'News', icon: 'M19 20H5a2 2 0 01-2-2V6a2 2 0 012-2h10a2 2 0 012 2v1m2 13a2 2 0 01-2-2V7m2 13a2 2 0 002-2V9a2 2 0 00-2-2h-2' },
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{ to: '/backtest', label: 'Backtest', icon: 'M9 19v-6a2 2 0 00-2-2H5a2 2 0 00-2 2v6a2 2 0 002 2h2a2 2 0 002-2zm0 0V9a2 2 0 012-2h2a2 2 0 012 2v10m-6 0a2 2 0 002 2h2a2 2 0 002-2m0 0V5a2 2 0 012-2h2a2 2 0 012 2v14a2 2 0 01-2 2h-2a2 2 0 01-2-2z' },
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{ to: '/meet-kevin', label: 'Meet Kevin', icon: 'M15 10l4.553-2.276A1 1 0 0121 8.618v6.764a1 1 0 01-1.447.894L15 14M5 18h8a2 2 0 002-2V8a2 2 0 00-2-2H5a2 2 0 00-2 2v8a2 2 0 002 2z' },
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{ to: '/meet-kevin/strategy', label: 'MK Strategy', icon: 'M9 19v-6a2 2 0 00-2-2H5a2 2 0 00-2 2v6a2 2 0 002 2h2a2 2 0 002-2zm0 0V9a2 2 0 012-2h2a2 2 0 012 2v10m-6 0a2 2 0 002 2h2a2 2 0 002-2m0 0V5a2 2 0 012-2h2a2 2 0 012 2v14a2 2 0 01-2 2h-2a2 2 0 01-2-2z' },
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];
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export function Layout() {
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122
dashboard/src/components/meetKevin/BacktestRunHistory.tsx
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122
dashboard/src/components/meetKevin/BacktestRunHistory.tsx
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@ -0,0 +1,122 @@
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import type { BacktestRun, BacktestRunStatus } from '../../types/meetKevin';
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const STATUS_BADGE: Record<BacktestRunStatus, { label: string; cls: string }> = {
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running: { label: 'Running', cls: 'bg-blue-600/30 text-blue-300 border-blue-500/40' },
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completed: { label: 'Completed', cls: 'bg-green-600/30 text-green-300 border-green-500/40' },
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failed: { label: 'Failed', cls: 'bg-red-600/30 text-red-300 border-red-500/40' },
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};
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function fmt(v: number | null | undefined, suffix = '%', decimals = 2): string {
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if (v == null) return '—';
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return `${v >= 0 ? '+' : ''}${v.toFixed(decimals)}${suffix}`;
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}
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interface Props {
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runs: BacktestRun[];
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isLoading: boolean;
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selectedRunUuid: string | null;
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onSelect: (runUuid: string) => void;
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}
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export function BacktestRunHistory({ runs, isLoading, selectedRunUuid, onSelect }: Props) {
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if (isLoading) {
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return (
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<div className="flex justify-center py-10">
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<span className="inline-block w-6 h-6 border-2 border-blue-400/30 border-t-blue-400 rounded-full animate-spin" />
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</div>
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);
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}
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if (runs.length === 0) {
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return (
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<div className="bg-slate-800 border border-slate-700 rounded-xl p-10 text-center text-slate-400">
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No backtest runs yet — click “Run Backtest” to start one.
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</div>
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);
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}
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return (
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<div className="bg-slate-800 border border-slate-700 rounded-xl overflow-hidden">
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<table className="w-full text-sm">
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<thead className="bg-slate-900/50">
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<tr>
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<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
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Started
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</th>
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<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
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Status
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</th>
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<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
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Return
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</th>
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<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
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Sharpe
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</th>
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<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
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Max DD
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</th>
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<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
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Alpha
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</th>
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<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
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Trades
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</th>
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<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
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Source
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</th>
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</tr>
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</thead>
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<tbody className="divide-y divide-slate-700">
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{runs.map((run) => {
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const badge = STATUS_BADGE[run.status];
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const m = run.metrics_json;
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const isSelected = run.run_uuid === selectedRunUuid;
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return (
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<tr
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key={run.run_uuid}
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onClick={() => onSelect(run.run_uuid)}
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className={`cursor-pointer transition-colors ${
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isSelected
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? 'bg-blue-600/10'
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: 'hover:bg-slate-700/30'
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}`}
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>
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<td className="px-5 py-3.5 text-slate-300 font-mono text-xs">
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{new Date(run.started_at).toLocaleString()}
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</td>
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<td className="px-5 py-3.5">
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<span className={`px-2 py-0.5 text-xs font-semibold uppercase rounded-md border ${badge.cls}`}>
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{badge.label}
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</span>
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{run.error_message && (
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<span className="ml-2 text-xs text-red-400 truncate max-w-[180px] inline-block align-middle">
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{run.error_message}
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</span>
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)}
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</td>
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<td className={`px-5 py-3.5 font-mono ${m && m.total_return_pct >= 0 ? 'text-green-400' : 'text-red-400'}`}>
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{m ? fmt(m.total_return_pct) : '—'}
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</td>
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<td className="px-5 py-3.5 text-slate-300 font-mono">
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{m?.sharpe_ratio != null ? m.sharpe_ratio.toFixed(2) : '—'}
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</td>
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<td className="px-5 py-3.5 font-mono text-red-400">
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{m?.max_drawdown_pct != null ? `${m.max_drawdown_pct.toFixed(2)}%` : '—'}
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</td>
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<td className={`px-5 py-3.5 font-mono ${m?.alpha_vs_spy_pct != null && m.alpha_vs_spy_pct >= 0 ? 'text-green-400' : 'text-red-400'}`}>
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{m ? fmt(m.alpha_vs_spy_pct) : '—'}
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</td>
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<td className="px-5 py-3.5 text-slate-300">
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{m?.trade_count ?? '—'}
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</td>
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<td className="px-5 py-3.5 text-slate-400 text-xs capitalize">
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{run.trigger_source}
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</td>
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</tr>
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);
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})}
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</tbody>
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</table>
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</div>
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);
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}
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108
dashboard/src/components/meetKevin/StrategyVsBenchmarkCurve.tsx
Normal file
108
dashboard/src/components/meetKevin/StrategyVsBenchmarkCurve.tsx
Normal file
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@ -0,0 +1,108 @@
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import { useEffect, useRef } from 'react';
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import { createChart, type IChartApi, LineSeries } from 'lightweight-charts';
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import type { EquityCurvePoint } from '../../types/meetKevin';
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interface Props {
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strategy: EquityCurvePoint[];
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benchmark: EquityCurvePoint[] | null;
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height?: number;
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}
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function toChartData(points: EquityCurvePoint[]) {
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const byDay = new Map<string, number>();
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for (const p of points) {
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const day = p.timestamp.split('T')[0];
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byDay.set(day, p.value);
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}
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return Array.from(byDay.entries())
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.sort(([a], [b]) => a.localeCompare(b))
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.map(([time, value]) => ({ time, value }));
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}
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export function StrategyVsBenchmarkCurve({ strategy, benchmark, height = 350 }: Props) {
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const containerRef = useRef<HTMLDivElement>(null);
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const chartRef = useRef<IChartApi | null>(null);
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useEffect(() => {
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if (!containerRef.current) return;
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const chart = createChart(containerRef.current, {
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height,
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layout: {
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background: { color: '#1e293b' },
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textColor: '#94a3b8',
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},
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grid: {
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vertLines: { color: '#334155' },
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horzLines: { color: '#334155' },
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},
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crosshair: { mode: 0 },
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rightPriceScale: { borderColor: '#475569' },
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timeScale: { borderColor: '#475569', timeVisible: true },
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});
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const strategySeries = chart.addSeries(LineSeries, {
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color: '#3b82f6',
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lineWidth: 2,
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title: 'Strategy',
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priceFormat: {
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type: 'custom',
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formatter: (price: number) =>
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'$' + price.toLocaleString('en-US', { minimumFractionDigits: 2 }),
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},
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});
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const benchmarkSeries = chart.addSeries(LineSeries, {
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color: '#94a3b8',
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lineWidth: 1,
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title: 'SPY',
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lineStyle: 1, // dashed
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priceFormat: {
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type: 'custom',
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formatter: (price: number) =>
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'$' + price.toLocaleString('en-US', { minimumFractionDigits: 2 }),
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},
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});
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chartRef.current = chart;
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if (strategy.length > 0) {
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strategySeries.setData(toChartData(strategy) as { time: string; value: number }[]);
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}
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if (benchmark && benchmark.length > 0) {
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benchmarkSeries.setData(toChartData(benchmark) as { time: string; value: number }[]);
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}
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chart.timeScale().fitContent();
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const handleResize = () => {
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if (containerRef.current) {
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chart.applyOptions({ width: containerRef.current.clientWidth });
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}
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};
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window.addEventListener('resize', handleResize);
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handleResize();
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return () => {
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window.removeEventListener('resize', handleResize);
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chart.remove();
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chartRef.current = null;
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};
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}, [height, strategy, benchmark]);
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return (
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<div className="space-y-2">
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<div className="flex items-center gap-4 text-xs text-slate-400">
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<span className="flex items-center gap-1.5">
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<span className="inline-block w-4 h-0.5 bg-blue-400" />
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Strategy
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</span>
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<span className="flex items-center gap-1.5">
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<span className="inline-block w-4 h-0.5 bg-slate-400 border-dashed" />
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SPY benchmark
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</span>
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</div>
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<div ref={containerRef} className="w-full rounded-lg overflow-hidden" />
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</div>
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);
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}
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141
dashboard/src/components/meetKevin/TickerScorecardTable.tsx
Normal file
141
dashboard/src/components/meetKevin/TickerScorecardTable.tsx
Normal file
|
|
@ -0,0 +1,141 @@
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import type { BridgeStatus, StrategyTicker } from '../../types/meetKevin';
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import { ActionChip } from './ActionChip';
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import { ConvictionBar } from './ConvictionBar';
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const BRIDGE_BADGE: Record<BridgeStatus, { label: string; cls: string }> = {
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emitted: { label: 'WOULD-TRADE', cls: 'bg-blue-600/30 text-blue-300 border-blue-500/40' },
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dry_run: { label: 'WOULD-TRADE', cls: 'bg-blue-600/30 text-blue-300 border-blue-500/40' },
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skipped_non_tradable: { label: 'NOT TRADABLE', cls: 'bg-slate-600/30 text-slate-400 border-slate-500/40' },
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skipped_blocklist: { label: 'BLOCKLISTED', cls: 'bg-rose-600/30 text-rose-300 border-rose-500/40' },
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skipped_caps: { label: 'CAP HIT', cls: 'bg-yellow-600/30 text-yellow-300 border-yellow-500/40' },
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deferred: { label: 'DEFERRED', cls: 'bg-slate-600/30 text-slate-400 border-slate-500/40' },
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broker_rejected: { label: 'REJECTED', cls: 'bg-red-600/30 text-red-300 border-red-500/40' },
|
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};
|
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interface Props {
|
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tickers: StrategyTicker[];
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isLoading: boolean;
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onClose: (symbol: string) => void;
|
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}
|
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|
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export function TickerScorecardTable({ tickers, isLoading, onClose }: Props) {
|
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if (isLoading) {
|
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return (
|
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<div className="flex justify-center py-16">
|
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<span className="inline-block w-8 h-8 border-2 border-blue-400/30 border-t-blue-400 rounded-full animate-spin" />
|
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</div>
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||||
);
|
||||
}
|
||||
|
||||
if (tickers.length === 0) {
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return (
|
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<div className="bg-slate-800 border border-slate-700 rounded-xl p-12 text-center text-slate-400">
|
||||
No ticker signals yet
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
||||
return (
|
||||
<div className="bg-slate-800 border border-slate-700 rounded-xl overflow-hidden">
|
||||
<table className="w-full text-sm">
|
||||
<thead className="bg-slate-900/50">
|
||||
<tr>
|
||||
<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
|
||||
Symbol
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</th>
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||||
<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
|
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Signal
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||||
</th>
|
||||
<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
|
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Conviction
|
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</th>
|
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<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
|
||||
Price
|
||||
</th>
|
||||
<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
|
||||
P&L
|
||||
</th>
|
||||
<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
|
||||
Status
|
||||
</th>
|
||||
<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
|
||||
Mentions
|
||||
</th>
|
||||
<th className="px-5 py-3 text-left text-xs text-slate-400 uppercase tracking-wide font-semibold">
|
||||
Last seen
|
||||
</th>
|
||||
<th className="px-5 py-3" />
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody className="divide-y divide-slate-700">
|
||||
{tickers.map((t) => {
|
||||
const badge = t.bridge_status ? BRIDGE_BADGE[t.bridge_status] : null;
|
||||
const pnl = t.unrealized_pnl_pct;
|
||||
return (
|
||||
<tr key={t.symbol} className="hover:bg-slate-700/30 transition-colors">
|
||||
<td className="px-5 py-3.5">
|
||||
<span className="font-mono font-bold text-white">${t.symbol}</span>
|
||||
{t.is_held && (
|
||||
<span className="ml-2 px-1.5 py-0.5 text-xs bg-green-600/20 text-green-400 border border-green-500/30 rounded">
|
||||
HOLDING
|
||||
</span>
|
||||
)}
|
||||
</td>
|
||||
<td className="px-5 py-3.5">
|
||||
<ActionChip action={t.latest_action} />
|
||||
</td>
|
||||
<td className="px-5 py-3.5">
|
||||
<div className="flex items-center gap-2 min-w-[120px]">
|
||||
<div className="flex-1">
|
||||
<ConvictionBar value={t.latest_conviction} />
|
||||
</div>
|
||||
<span className="text-xs text-slate-400 shrink-0">
|
||||
{(t.latest_conviction * 100).toFixed(0)}%
|
||||
</span>
|
||||
</div>
|
||||
</td>
|
||||
<td className="px-5 py-3.5 text-slate-300 font-mono">
|
||||
{t.current_price != null
|
||||
? `$${t.current_price.toLocaleString('en-US', { minimumFractionDigits: 2, maximumFractionDigits: 2 })}`
|
||||
: '—'}
|
||||
</td>
|
||||
<td className="px-5 py-3.5 font-mono">
|
||||
{pnl != null ? (
|
||||
<span className={pnl >= 0 ? 'text-green-400' : 'text-red-400'}>
|
||||
{pnl >= 0 ? '+' : ''}{pnl.toFixed(2)}%
|
||||
</span>
|
||||
) : (
|
||||
<span className="text-slate-500">—</span>
|
||||
)}
|
||||
</td>
|
||||
<td className="px-5 py-3.5">
|
||||
{badge ? (
|
||||
<span className={`px-2 py-0.5 text-xs font-semibold uppercase rounded-md border ${badge.cls}`}>
|
||||
{badge.label}
|
||||
</span>
|
||||
) : (
|
||||
<span className="text-slate-500">—</span>
|
||||
)}
|
||||
</td>
|
||||
<td className="px-5 py-3.5 text-slate-300">{t.mention_count}</td>
|
||||
<td className="px-5 py-3.5 text-slate-400">
|
||||
{new Date(t.last_mention_at).toLocaleDateString()}
|
||||
</td>
|
||||
<td className="px-5 py-3.5">
|
||||
{t.is_held && (
|
||||
<button
|
||||
onClick={() => onClose(t.symbol)}
|
||||
className="px-2.5 py-1 text-xs bg-red-600/20 hover:bg-red-600/40 text-red-300 border border-red-500/30 rounded transition-colors"
|
||||
>
|
||||
Close
|
||||
</button>
|
||||
)}
|
||||
</td>
|
||||
</tr>
|
||||
);
|
||||
})}
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
213
dashboard/src/pages/meetKevin/Strategy.tsx
Normal file
213
dashboard/src/pages/meetKevin/Strategy.tsx
Normal file
|
|
@ -0,0 +1,213 @@
|
|||
import { useState } from 'react';
|
||||
import { useQuery, useMutation, useQueryClient } from '@tanstack/react-query';
|
||||
import { TickerScorecardTable } from '../../components/meetKevin/TickerScorecardTable';
|
||||
import { BacktestRunHistory } from '../../components/meetKevin/BacktestRunHistory';
|
||||
import { StrategyVsBenchmarkCurve } from '../../components/meetKevin/StrategyVsBenchmarkCurve';
|
||||
import {
|
||||
runBacktest,
|
||||
listBacktestRuns,
|
||||
getBacktestRun,
|
||||
getStrategyTickers,
|
||||
getStrategyEquityCurve,
|
||||
getStrategyPerformance,
|
||||
closeKevinPosition,
|
||||
} from '../../api/meetKevinStrategy';
|
||||
import type { BacktestRunStatus } from '../../types/meetKevin';
|
||||
|
||||
function MetricCard({ label, value, color = 'text-white' }: { label: string; value: string; color?: string }) {
|
||||
return (
|
||||
<div className="bg-slate-800 border border-slate-700 rounded-xl p-5">
|
||||
<p className="text-xs text-slate-400 uppercase tracking-wide mb-1">{label}</p>
|
||||
<p className={`text-2xl font-semibold font-mono ${color}`}>{value}</p>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
||||
function fmt(v: number | null | undefined, suffix = '%', decimals = 2): string {
|
||||
if (v == null) return '—';
|
||||
return `${v >= 0 ? '+' : ''}${v.toFixed(decimals)}${suffix}`;
|
||||
}
|
||||
|
||||
const POLL_STATUSES: BacktestRunStatus[] = ['running'];
|
||||
|
||||
export default function MeetKevinStrategy() {
|
||||
const queryClient = useQueryClient();
|
||||
const [selectedRunUuid, setSelectedRunUuid] = useState<string | null>(null);
|
||||
|
||||
const { data: performance } = useQuery({
|
||||
queryKey: ['meet-kevin', 'strategy', 'performance'],
|
||||
queryFn: getStrategyPerformance,
|
||||
refetchInterval: 60_000,
|
||||
});
|
||||
|
||||
const { data: tickers, isLoading: tickersLoading } = useQuery({
|
||||
queryKey: ['meet-kevin', 'strategy', 'tickers'],
|
||||
queryFn: getStrategyTickers,
|
||||
refetchInterval: 60_000,
|
||||
});
|
||||
|
||||
const { data: equityCurve } = useQuery({
|
||||
queryKey: ['meet-kevin', 'strategy', 'equity-curve'],
|
||||
queryFn: () => getStrategyEquityCurve({ include_benchmark: 'spy' }),
|
||||
refetchInterval: 120_000,
|
||||
});
|
||||
|
||||
const { data: runs, isLoading: runsLoading } = useQuery({
|
||||
queryKey: ['meet-kevin', 'backtest', 'runs'],
|
||||
queryFn: () => listBacktestRuns(20),
|
||||
refetchInterval: 30_000,
|
||||
});
|
||||
|
||||
const { data: selectedRun } = useQuery({
|
||||
queryKey: ['meet-kevin', 'backtest', 'run', selectedRunUuid],
|
||||
queryFn: () => getBacktestRun(selectedRunUuid!),
|
||||
enabled: selectedRunUuid != null,
|
||||
refetchInterval: (query) => {
|
||||
const data = query.state.data;
|
||||
if (data && POLL_STATUSES.includes(data.status)) return 3_000;
|
||||
return false;
|
||||
},
|
||||
});
|
||||
|
||||
const backtestMutation = useMutation({
|
||||
mutationFn: runBacktest,
|
||||
onSuccess: (data) => {
|
||||
setSelectedRunUuid(data.run_uuid);
|
||||
void queryClient.invalidateQueries({ queryKey: ['meet-kevin', 'backtest', 'runs'] });
|
||||
},
|
||||
});
|
||||
|
||||
const closeMutation = useMutation({
|
||||
mutationFn: closeKevinPosition,
|
||||
onSuccess: () => {
|
||||
void queryClient.invalidateQueries({ queryKey: ['meet-kevin', 'strategy', 'tickers'] });
|
||||
},
|
||||
});
|
||||
|
||||
const equityData = selectedRun?.equity_curve_json ?? equityCurve?.strategy ?? [];
|
||||
const benchmarkData = selectedRun?.benchmark_curve_json ?? equityCurve?.benchmark ?? null;
|
||||
|
||||
return (
|
||||
<div className="space-y-6">
|
||||
{/* Page header */}
|
||||
<div className="flex items-center justify-between">
|
||||
<div>
|
||||
<h2 className="text-2xl font-bold text-white">Meet Kevin — Strategy</h2>
|
||||
<p className="text-sm text-slate-400 mt-0.5">
|
||||
Backtest history, ticker scorecard, and equity vs SPY
|
||||
</p>
|
||||
</div>
|
||||
<button
|
||||
onClick={() => backtestMutation.mutate({})}
|
||||
disabled={backtestMutation.isPending}
|
||||
className="flex items-center gap-2 px-4 py-2 bg-blue-600 hover:bg-blue-700 disabled:bg-slate-600 disabled:cursor-not-allowed text-white text-sm font-medium rounded-lg transition-colors"
|
||||
>
|
||||
{backtestMutation.isPending ? (
|
||||
<>
|
||||
<span className="inline-block w-4 h-4 border-2 border-white/30 border-t-white rounded-full animate-spin" />
|
||||
Running…
|
||||
</>
|
||||
) : (
|
||||
<>
|
||||
<svg className="w-4 h-4" fill="none" stroke="currentColor" viewBox="0 0 24 24">
|
||||
<path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2}
|
||||
d="M14.752 11.168l-3.197-2.132A1 1 0 0010 9.87v4.263a1 1 0 001.555.832l3.197-2.132a1 1 0 000-1.664z" />
|
||||
<path strokeLinecap="round" strokeLinejoin="round" strokeWidth={2}
|
||||
d="M21 12a9 9 0 11-18 0 9 9 0 0118 0z" />
|
||||
</svg>
|
||||
Run Backtest
|
||||
</>
|
||||
)}
|
||||
</button>
|
||||
</div>
|
||||
|
||||
{/* Headline metrics */}
|
||||
{performance && (
|
||||
<div className="grid grid-cols-2 md:grid-cols-4 xl:grid-cols-6 gap-4">
|
||||
<MetricCard
|
||||
label="Total Return"
|
||||
value={fmt(performance.total_return_pct)}
|
||||
color={performance.total_return_pct >= 0 ? 'text-green-400' : 'text-red-400'}
|
||||
/>
|
||||
<MetricCard
|
||||
label="Ann. Return"
|
||||
value={fmt(performance.annualized_return_pct)}
|
||||
color={(performance.annualized_return_pct ?? 0) >= 0 ? 'text-green-400' : 'text-red-400'}
|
||||
/>
|
||||
<MetricCard
|
||||
label="Sharpe"
|
||||
value={performance.sharpe_ratio != null ? performance.sharpe_ratio.toFixed(2) : '—'}
|
||||
color={(performance.sharpe_ratio ?? 0) >= 1 ? 'text-green-400' : 'text-yellow-400'}
|
||||
/>
|
||||
<MetricCard
|
||||
label="Max Drawdown"
|
||||
value={performance.max_drawdown_pct != null ? `${performance.max_drawdown_pct.toFixed(2)}%` : '—'}
|
||||
color="text-red-400"
|
||||
/>
|
||||
<MetricCard
|
||||
label="Alpha vs SPY"
|
||||
value={fmt(performance.alpha_vs_spy_pct)}
|
||||
color={(performance.alpha_vs_spy_pct ?? 0) >= 0 ? 'text-green-400' : 'text-red-400'}
|
||||
/>
|
||||
<MetricCard
|
||||
label="Open Positions"
|
||||
value={performance.open_positions.toString()}
|
||||
/>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* Equity curve */}
|
||||
{equityData.length > 0 && (
|
||||
<div className="bg-slate-800 border border-slate-700 rounded-xl p-6">
|
||||
<h3 className="text-lg font-semibold text-white mb-4">
|
||||
{selectedRunUuid ? 'Backtest Equity Curve' : 'Strategy vs SPY'}
|
||||
</h3>
|
||||
<StrategyVsBenchmarkCurve
|
||||
strategy={equityData}
|
||||
benchmark={benchmarkData}
|
||||
height={350}
|
||||
/>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* Ticker scorecard */}
|
||||
<div className="space-y-3">
|
||||
<h3 className="text-lg font-semibold text-white">Ticker Scorecard</h3>
|
||||
<TickerScorecardTable
|
||||
tickers={tickers ?? []}
|
||||
isLoading={tickersLoading}
|
||||
onClose={(symbol) => closeMutation.mutate(symbol)}
|
||||
/>
|
||||
</div>
|
||||
|
||||
{/* Backtest run history */}
|
||||
<div className="space-y-3">
|
||||
<h3 className="text-lg font-semibold text-white">Backtest History</h3>
|
||||
<BacktestRunHistory
|
||||
runs={runs ?? []}
|
||||
isLoading={runsLoading}
|
||||
selectedRunUuid={selectedRunUuid}
|
||||
onSelect={setSelectedRunUuid}
|
||||
/>
|
||||
</div>
|
||||
|
||||
{/* Selected run detail */}
|
||||
{selectedRun?.status === 'running' && (
|
||||
<div className="bg-slate-800 border border-slate-700 rounded-xl p-6 text-center">
|
||||
<span className="inline-block w-8 h-8 border-2 border-blue-400/30 border-t-blue-400 rounded-full animate-spin mb-3" />
|
||||
<p className="text-white font-medium">Backtest running…</p>
|
||||
<p className="text-sm text-slate-400 mt-1">Results will appear automatically</p>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{selectedRun?.status === 'failed' && (
|
||||
<div className="bg-red-900/20 border border-red-700 rounded-xl p-6">
|
||||
<p className="text-red-400 font-medium">Backtest Failed</p>
|
||||
<p className="text-sm text-red-300 mt-1">
|
||||
{selectedRun.error_message ?? 'An unknown error occurred'}
|
||||
</p>
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
|
@ -112,3 +112,94 @@ export interface DashboardData {
|
|||
count: number;
|
||||
}[];
|
||||
}
|
||||
|
||||
// --- Strategy + backtest types (v2) ---
|
||||
|
||||
export type BacktestRunStatus = 'running' | 'completed' | 'failed';
|
||||
|
||||
export interface BacktestTrade {
|
||||
symbol: string;
|
||||
entry_at: string;
|
||||
entry_price: number;
|
||||
exit_at: string | null;
|
||||
exit_price: number | null;
|
||||
qty: number;
|
||||
pnl_usd: number | null;
|
||||
pnl_pct: number | null;
|
||||
holding_days_actual: number | null;
|
||||
}
|
||||
|
||||
export interface BacktestMetrics {
|
||||
total_return_pct: number;
|
||||
annualized_return_pct: number | null;
|
||||
sharpe_ratio: number | null;
|
||||
max_drawdown_pct: number | null;
|
||||
win_rate: number | null;
|
||||
trade_count: number;
|
||||
alpha_vs_spy_pct: number | null;
|
||||
beta_vs_spy: number | null;
|
||||
winners: number | null;
|
||||
losers: number | null;
|
||||
best_trade_pct: number | null;
|
||||
worst_trade_pct: number | null;
|
||||
}
|
||||
|
||||
export interface BacktestRun {
|
||||
run_uuid: string;
|
||||
status: BacktestRunStatus;
|
||||
started_at: string;
|
||||
finished_at: string | null;
|
||||
trigger_source: 'manual' | 'scheduled';
|
||||
params_json: Record<string, unknown>;
|
||||
metrics_json: BacktestMetrics | null;
|
||||
error_message: string | null;
|
||||
}
|
||||
|
||||
export interface BacktestRunDetail extends BacktestRun {
|
||||
trades: BacktestTrade[];
|
||||
equity_curve_json: Array<{ timestamp: string; value: number }> | null;
|
||||
benchmark_curve_json: Array<{ timestamp: string; value: number }> | null;
|
||||
}
|
||||
|
||||
export type BridgeStatus =
|
||||
| 'emitted'
|
||||
| 'skipped_non_tradable'
|
||||
| 'skipped_blocklist'
|
||||
| 'skipped_caps'
|
||||
| 'deferred'
|
||||
| 'broker_rejected'
|
||||
| 'dry_run';
|
||||
|
||||
export interface StrategyTicker {
|
||||
symbol: string;
|
||||
latest_action: TickerAction;
|
||||
latest_conviction: number;
|
||||
mention_count: number;
|
||||
last_mention_at: string;
|
||||
bridge_status: BridgeStatus | null;
|
||||
is_held: boolean;
|
||||
current_price: number | null;
|
||||
unrealized_pnl_pct: number | null;
|
||||
}
|
||||
|
||||
export interface EquityCurvePoint {
|
||||
timestamp: string;
|
||||
value: number;
|
||||
}
|
||||
|
||||
export interface StrategyEquityCurve {
|
||||
strategy: EquityCurvePoint[];
|
||||
benchmark: EquityCurvePoint[] | null;
|
||||
}
|
||||
|
||||
export interface StrategyPerformance {
|
||||
total_return_pct: number;
|
||||
annualized_return_pct: number | null;
|
||||
sharpe_ratio: number | null;
|
||||
max_drawdown_pct: number | null;
|
||||
win_rate: number | null;
|
||||
trade_count: number;
|
||||
alpha_vs_spy_pct: number | null;
|
||||
open_positions: number;
|
||||
last_backtest_at: string | null;
|
||||
}
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue