286 lines
10 KiB
TypeScript
286 lines
10 KiB
TypeScript
'use client';
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import { useEffect, useMemo, useState } from 'react';
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import { EquityCurveChart } from '@/components/EquityCurveChart';
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import { runBacktest, type BacktestResponse, type BacktestTrade } from '@/lib/analytics-api';
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type TradeRecord = {
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id: string;
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date: string;
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odds: number;
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isWin: boolean;
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stake: number;
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altitude: number;
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handicap: number;
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weather: string;
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recentWinRate: number;
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market: string;
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};
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const history: TradeRecord[] = [];
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const emptyBacktestResult: BacktestResponse = {
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matched: 0,
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total: 0,
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hit_count: 0,
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win_rate: 0,
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final_capital: 10000,
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net_profit: 0,
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roi_percent: 0,
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max_drawdown_percent: 0,
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equity_curve: [{ ts: 'start', capital: 10000 }],
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};
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function toLocalISOString(date: string): string {
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return new Date(`${date}T15:00:00+08:00`).toISOString();
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}
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function fallbackRun(trades: TradeRecord[]) {
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let capital = 10000;
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const points: { ts: string; capital: number }[] = [{ ts: 'start', capital }];
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let wins = 0;
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for (const trade of trades) {
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const pnl = trade.isWin ? trade.stake * (trade.odds - 1) : -trade.stake;
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capital += pnl;
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if (trade.isWin) wins += 1;
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points.push({ ts: trade.date, capital: Number(capital.toFixed(2)) });
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}
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const hitRate = trades.length > 0 ? (wins / trades.length) * 100 : 0;
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const stakeTotal = trades.length * 100;
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const roi = stakeTotal > 0 ? ((capital - 10000) / stakeTotal) * 100 : 0;
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const maxDrawdown = points.reduce((acc, point, idx) => {
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const maxBefore = Math.max(...points.slice(0, idx + 1).map((item) => item.capital));
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const dd = ((maxBefore - point.capital) / maxBefore) * 100;
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return Math.max(acc, dd);
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}, 0);
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return {
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matched: trades.length,
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total: trades.length,
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hit_count: wins,
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win_rate: Number(hitRate.toFixed(4)),
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final_capital: Number(capital.toFixed(4)),
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net_profit: Number((capital - 10000).toFixed(4)),
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roi_percent: Number(roi.toFixed(4)),
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max_drawdown_percent: Number(maxDrawdown.toFixed(4)),
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equity_curve: points,
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} as BacktestResponse;
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}
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export default function BacktestingPage() {
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const [altMin, setAltMin] = useState(1400);
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const [altMax, setAltMax] = useState(2200);
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const [handicapMin, setHandicapMin] = useState(-2);
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const [handicapMax, setHandicapMax] = useState(0);
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const [weather, setWeather] = useState('全部');
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const [minRecentWinRate, setMinRecentWinRate] = useState(0.5);
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const [loading, setLoading] = useState(true);
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const [errorMessage, setErrorMessage] = useState('');
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const [result, setResult] = useState<BacktestResponse>(emptyBacktestResult);
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const filtered = useMemo(() => {
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return history.filter((trade) => {
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if (trade.altitude < altMin || trade.altitude > altMax) return false;
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if (trade.handicap < handicapMin || trade.handicap > handicapMax) return false;
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if (weather !== '全部' && trade.weather !== weather) return false;
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if (trade.recentWinRate < minRecentWinRate) return false;
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return true;
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});
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}, [altMin, altMax, handicapMin, handicapMax, weather, minRecentWinRate]);
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const requestPayload = useMemo(
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() => ({
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initial_capital: 10000,
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strategy: {
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weather: weather === '全部' ? null : weather,
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altitude_min_meters: altMin,
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altitude_max_meters: altMax,
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handicap_min: handicapMin,
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handicap_max: handicapMax,
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recent_win_rate_min: minRecentWinRate,
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recent_win_rate_max: null,
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market_types: null,
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start_at: null,
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end_at: null,
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},
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historical_trades: history.map<BacktestTrade>((trade) => ({
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trade_id: trade.id,
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settled_at: toLocalISOString(trade.date),
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odds: trade.odds,
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is_win: trade.isWin,
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stake: trade.stake,
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altitude_meters: trade.altitude,
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handicap: trade.handicap,
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weather: trade.weather,
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recent_form_win_rate: trade.recentWinRate,
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market_type: trade.market,
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selection: 'home',
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})),
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}),
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[altMin, altMax, handicapMin, handicapMax, weather, minRecentWinRate],
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);
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useEffect(() => {
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let active = true;
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setLoading(true);
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const execute = async () => {
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if (history.length === 0) {
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if (active) {
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setResult(emptyBacktestResult);
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setErrorMessage('尚無真實已結算推薦注單；不展示匿名範例勝率或模擬報酬率。');
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setLoading(false);
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}
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return;
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}
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try {
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const data = await runBacktest(requestPayload);
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if (active) {
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setResult(data);
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setErrorMessage('');
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}
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} catch (error) {
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if (!active) return;
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setErrorMessage(error instanceof Error ? error.message : '回測服務無法連線，改用本機試算');
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setResult(fallbackRun(filtered));
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} finally {
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if (active) {
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setLoading(false);
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}
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}
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};
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execute();
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return () => {
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active = false;
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};
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}, [filtered, requestPayload]);
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return (
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<div className="space-y-4">
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<h2 className="dot-matrix text-2xl text-[#7d2a15]">自訂策略回測引擎</h2>
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<section className="panel-glow rounded-2xl border-dashed p-4">
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<p className="text-sm leading-6 text-[#7a5b46]">
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目前尚無真實已結算推薦注單可回測，因此本頁不展示匿名範例勝率或模擬報酬率。正式績效只會來自「公開收益帳本」內已結算推薦。
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</p>
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</section>
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<section className="panel-glow rounded-2xl p-4">
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<h3 className="dot-matrix text-lg text-[#7d2a15]">策略條件設定</h3>
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<div className="mt-3 grid gap-3 md:grid-cols-2">
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<label className="text-sm text-[#7a5b46]">
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海拔下限（m）
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<input
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className="mt-2 w-full rounded-lg border border-[#e0c6a8] bg-white/70 px-3 py-2"
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type="number"
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value={altMin}
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onChange={(event) => setAltMin(Number(event.target.value))}
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/>
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</label>
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<label className="text-sm text-[#7a5b46]">
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海拔上限（m）
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<input
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className="mt-2 w-full rounded-lg border border-[#e0c6a8] bg-white/70 px-3 py-2"
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type="number"
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value={altMax}
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onChange={(event) => setAltMax(Number(event.target.value))}
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/>
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</label>
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<label className="text-sm text-[#7a5b46]">
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讓球下限
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<input
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className="mt-2 w-full rounded-lg border border-[#e0c6a8] bg-white/70 px-3 py-2"
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type="number"
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value={handicapMin}
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onChange={(event) => setHandicapMin(Number(event.target.value))}
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/>
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</label>
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<label className="text-sm text-[#7a5b46]">
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讓球上限
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<input
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className="mt-2 w-full rounded-lg border border-[#e0c6a8] bg-white/70 px-3 py-2"
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type="number"
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value={handicapMax}
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onChange={(event) => setHandicapMax(Number(event.target.value))}
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/>
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</label>
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<label className="text-sm text-[#7a5b46]">
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天氣
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<select
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className="mt-2 w-full rounded-lg border border-[#e0c6a8] bg-white/70 px-3 py-2"
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value={weather}
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onChange={(event) => setWeather(event.target.value)}
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>
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<option value="全部">全部</option>
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<option value="乾燥">乾燥</option>
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<option value="潮濕">潮濕</option>
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<option value="中高濕">中高濕</option>
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</select>
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</label>
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<label className="text-sm text-[#7a5b46]">
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近期勝率下限
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<input
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className="mt-2 w-full"
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type="range"
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min={0}
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max={1}
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step={0.01}
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value={minRecentWinRate}
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onChange={(event) => setMinRecentWinRate(Number(event.target.value))}
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/>
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<p className="text-xs text-[#7a5b46]">{(minRecentWinRate * 100).toFixed(0)}%</p>
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</label>
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</div>
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</section>
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<section className="grid gap-4 md:grid-cols-3">
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<article className="panel-glow rounded-2xl p-4">
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<p className="text-sm text-[#7a5b46]">已結算樣本數</p>
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<p className="mt-2 text-2xl font-semibold text-[#7d2a15]">{result.matched}</p>
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</article>
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<article className="panel-glow rounded-2xl p-4">
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<p className="text-sm text-[#7a5b46]">實證勝率</p>
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<p className="mt-2 text-2xl font-semibold text-[#7d2a15]">{result.win_rate.toFixed(1)}%</p>
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</article>
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<article className="panel-glow rounded-2xl p-4">
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<p className="text-sm text-[#7a5b46]">實證報酬率</p>
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<p className="mt-2 text-2xl font-semibold text-[#7d2a15]">{result.roi_percent.toFixed(2)}%</p>
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</article>
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</section>
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<section className="panel-glow rounded-2xl p-4">
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<p className="dot-matrix text-sm text-[#7d2a15]">
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命中：{result.hit_count} / {result.total}
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{' '}
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| 最終資金：{result.final_capital.toFixed(2)}
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| 淨利：{result.net_profit.toFixed(2)}
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</p>
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{loading ? <p className="mt-1 text-xs text-[#a16b4f]">回測引擎計算中…</p> : null}
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{errorMessage ? <p className="mt-1 text-xs text-[#8c2f2f]">{errorMessage}</p> : null}
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</section>
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<EquityCurveChart
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title="資金成長曲線"
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points={result.equity_curve}
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maxDrawdown={result.max_drawdown_percent}
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/>
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<section className="panel-glow rounded-2xl p-4">
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<h3 className="dot-matrix text-lg text-[#7d2a15]">交易明細（依條件）</h3>
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<ul className="mt-3 space-y-2 text-sm text-[#7a5b46]">
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{filtered.map((trade) => (
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<li key={trade.id} className="rounded-lg bg-white/70 p-3">
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{trade.id}｜{trade.date}｜{trade.market}｜讓球 {trade.handicap}｜海拔 {trade.altitude}m｜
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{trade.isWin ? '勝' : '敗'}｜賠率 {trade.odds}
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</li>
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))}
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{filtered.length === 0 ? <li className="rounded-lg bg-white/70 p-3">尚無真實已結算交易，不顯示示範注單。</li> : null}
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</ul>
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</section>
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</div>
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);
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}
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