Files
quantumbotx/static/js/backtesting.js
T
2026-05-19 19:41:49 +08:00

247 lines
11 KiB
JavaScript

// static/js/backtesting.js
document.addEventListener('DOMContentLoaded', () => {
const strategySelect = document.getElementById('strategy-select');
const paramsContainer = document.getElementById('params-container');
const form = document.getElementById('backtest-form');
const runBtn = document.getElementById('run-backtest-btn');
const resultsContainer = document.getElementById('results-container');
const resultsSummary = document.getElementById('results-summary');
const loadingSpinner = document.getElementById('loading-spinner');
let equityChart = null; // Variabel untuk menyimpan instance grafik
const resultsLog = document.getElementById('results-log');
// Muat strategi ke dropdown
async function loadStrategies() {
try {
const response = await fetch('/api/strategies');
if (!response.ok) throw new Error('Gagal memuat strategi.');
const strategies = await response.json();
strategySelect.innerHTML = '<option value="" disabled selected>Pilih sebuah strategi</option>';
strategies.forEach(strategy => {
const option = document.createElement('option');
option.value = strategy.id;
option.textContent = strategy.name;
strategySelect.appendChild(option);
});
} catch (error) {
console.error('Error loading strategies:', error);
strategySelect.innerHTML = '<option value="">Gagal memuat strategi</option>';
}
}
// Muat parameter saat strategi dipilih
strategySelect.addEventListener('change', async () => {
const strategyId = strategySelect.value;
paramsContainer.innerHTML = '<p class="text-sm text-gray-500">Memuat parameter...</p>';
if (!strategyId) {
paramsContainer.innerHTML = '';
return;
}
try {
const res = await fetch(`/api/strategies/${strategyId}/params`);
const params = await res.json();
paramsContainer.innerHTML = ''; // Kosongkan lagi
if (params.length > 0) {
params.forEach(param => {
paramsContainer.innerHTML += `
<div>
<label for="${param.name}" class="block text-sm font-medium text-gray-700">${param.label}</label>
<input type="${param.type || 'number'}" name="${param.name}" id="${param.name}" value="${param.default}" step="${param.step || 'any'}" class="mt-1 block w-full rounded-md border-gray-300 shadow-sm focus:border-indigo-500 focus:ring-indigo-500 sm:text-sm">
</div>`;
});
} else {
paramsContainer.innerHTML = '<p class="text-sm text-gray-500">Strategi ini tidak memiliki parameter kustom.</p>';
}
} catch (err) {
console.error('Gagal memuat parameter strategi:', err);
paramsContainer.innerHTML = '<p class="text-sm text-red-500">Gagal memuat parameter.</p>';
}
});
// Jalankan backtest saat form disubmit
form.addEventListener('submit', async (e) => {
e.preventDefault();
loadingSpinner.classList.remove('hidden');
resultsContainer.classList.add('hidden');
runBtn.disabled = true;
runBtn.textContent = 'Menjalankan...';
const formData = new FormData(form);
// Kumpulkan parameter kustom
const params = {};
// Ambil parameter dari form utama (SL/TP)
params['sl_pips'] = parseFloat(document.getElementById('sl_atr_multiplier').value);
params['tp_pips'] = parseFloat(document.getElementById('tp_atr_multiplier').value);
// Kumpulkan parameter strategi kustom
paramsContainer.querySelectorAll('input').forEach(input => {
const value = parseFloat(input.value);
// Pastikan hanya angka valid yang di-parse, selain itu ambil string
params[input.name] = isNaN(value) ? input.value : value;
});
formData.append('params', JSON.stringify(params));
try {
const response = await fetch('/api/backtest/run', {
method: 'POST',
body: formData, // Kirim sebagai multipart/form-data
});
const results = await response.json();
if (response.ok) {
displayResults(results);
} else {
alert(`Error: ${results.error}`);
}
} catch (err) {
console.error("Backtest failed:", err);
alert('Gagal terhubung ke server.');
} finally {
loadingSpinner.classList.add('hidden');
runBtn.disabled = false;
runBtn.textContent = 'Jalankan Backtest';
}
});
function displayResults(data) {
resultsContainer.classList.remove('hidden');
// Enhanced display with spread costs and protection info
const spreadCosts = data.total_spread_costs ?? 0;
const netProfit = data.net_profit_after_costs ?? data.total_profit_usd ?? 0;
const grossProfit = data.gross_profit_usd ?? (netProfit + spreadCosts);
const instrument = data.instrument || 'UNKNOWN';
// Check if protection was applied
const engineConfig = data.engine_config || {};
const instrumentConfig = engineConfig.instrument_config || {};
const maxRisk = instrumentConfig.max_risk_percent || 2.0;
const maxLot = instrumentConfig.max_lot_size || 10.0;
const spreadPips = instrumentConfig.typical_spread_pips || 2.0;
resultsSummary.innerHTML = `
<div class="p-4 bg-gray-50 rounded-lg">
<p class="text-sm text-gray-500">Instrument</p>
<p class="text-lg font-bold text-blue-600">${instrument}</p>
<p class="text-xs text-gray-400">Max Risk: ${maxRisk}%</p>
</div>
<div class="p-4 bg-gray-50 rounded-lg">
<p class="text-sm text-gray-500">Gross Profit</p>
<p class="text-2xl font-bold ${grossProfit >= 0 ? 'text-green-600' : 'text-red-600'}">${grossProfit.toFixed(2)} $</p>
<p class="text-xs text-gray-400">Before costs</p>
</div>
<div class="p-4 bg-gray-50 rounded-lg">
<p class="text-sm text-gray-500">Spread Costs</p>
<p class="text-2xl font-bold text-red-600">-${spreadCosts.toFixed(2)} $</p>
<p class="text-xs text-gray-400">${spreadPips} pips spread</p>
</div>
<div class="p-4 bg-gray-50 rounded-lg">
<p class="text-sm text-gray-500">Net Profit</p>
<p class="text-2xl font-bold ${netProfit >= 0 ? 'text-green-600' : 'text-red-600'}">${netProfit.toFixed(2)} $</p>
<p class="text-xs text-gray-400">After all costs</p>
</div>
<div class="p-4 bg-gray-50 rounded-lg">
<p class="text-sm text-gray-500">Max Drawdown</p>
<p class="text-2xl font-bold text-red-600">${data.max_drawdown_percent.toFixed(2)}%</p>
</div>
<div class="p-4 bg-gray-50 rounded-lg">
<p class="text-sm text-gray-500">Win Rate</p>
<p class="text-2xl font-bold text-blue-600">${data.win_rate_percent.toFixed(2)}%</p>
</div>
<div class="p-4 bg-gray-50 rounded-lg">
<p class="text-sm text-gray-500">Total Trades</p>
<p class="text-2xl font-bold">${data.total_trades}</p>
<p class="text-xs text-gray-400">Max Lot: ${maxLot}</p>
</div>
<div class="p-4 bg-gray-50 rounded-lg">
<p class="text-sm text-gray-500">Wins</p>
<p class="text-2xl font-bold">${data.wins}</p>
</div>
<div class="p-4 bg-gray-50 rounded-lg">
<p class="text-sm text-gray-500">Losses</p>
<p class="text-2xl font-bold">${data.losses}</p>
</div>
`;
// Tampilkan grafik kurva ekuitas
displayEquityChart(data.equity_curve);
// Enhanced trade log with spread costs
if (data.trades && data.trades.length > 0) {
let logHtml = '<h4 class="text-lg font-semibold mt-6 mb-2">20 Trade Terakhir (Enhanced Engine)</h4>';
logHtml += '<div class="text-xs font-mono border rounded p-2 bg-gray-50 max-h-64 overflow-y-auto">';
data.trades.forEach(trade => {
const profitClass = trade.profit > 0 ? 'text-green-600' : 'text-red-600';
const spreadCost = trade.spread_cost || 0;
const lotSize = trade.lot_size || 0;
const reason = trade.reason || 'N/A';
logHtml += `<p class="mb-1">`;
logHtml += `<span class="font-bold">${trade.position_type}</span> | `;
logHtml += `Entry: ${trade.entry.toFixed(4)} | `;
logHtml += `Exit: ${trade.exit.toFixed(4)} | `;
logHtml += `Lot: ${lotSize.toFixed(2)} | `;
logHtml += `Profit: <span class="${profitClass}">${trade.profit.toFixed(2)}</span> | `;
logHtml += `Spread: $${spreadCost.toFixed(2)} | `;
logHtml += `Reason: ${reason}`;
logHtml += `</p>`;
});
logHtml += '</div>';
// Add enhanced engine info
logHtml += '<div class="mt-4 p-3 bg-blue-50 rounded border border-blue-200">';
logHtml += '<h5 class="text-sm font-semibold text-blue-800 mb-2">🚀 Enhanced Engine Features Applied:</h5>';
logHtml += '<div class="text-xs text-blue-700 space-y-1">';
logHtml += `<p>✅ Realistic spread costs: ${spreadPips} pips per trade</p>`;
logHtml += `<p>✅ ATR-based position sizing with ${maxRisk}% max risk</p>`;
logHtml += `<p>✅ Instrument protection: ${maxLot} max lot size</p>`;
logHtml += `<p>✅ Slippage simulation included</p>`;
logHtml += `<p>💰 Total spread costs deducted: $${spreadCosts.toFixed(2)}</p>`;
logHtml += '</div></div>';
resultsLog.innerHTML = logHtml;
} else {
resultsLog.innerHTML = '';
}
}
function displayEquityChart(equityData) {
const ctx = document.getElementById('equity-chart').getContext('2d');
if (equityChart) {
equityChart.destroy(); // Hancurkan grafik lama sebelum membuat yang baru
}
equityChart = new Chart(ctx, {
type: 'line',
data: {
labels: Array.from({ length: equityData.length }, (_, i) => i + 1), // Label 1, 2, 3, ...
datasets: [{
label: 'Equity Curve',
data: equityData,
borderColor: 'rgb(59, 130, 246)',
backgroundColor: 'rgba(59, 130, 246, 0.1)',
borderWidth: 2,
fill: true,
tension: 0.1,
pointRadius: 0,
}]
},
options: {
responsive: true,
plugins: {
legend: { display: false },
title: { display: true, text: 'Pertumbuhan Modal (Equity Curve)' }
},
scales: { y: { beginAtZero: false } }
}
});
}
loadStrategies();
});