Demote/relabel the setup-outcome check; add exit reason to My Trades
The "tracking/drift" chip compared the live target/stop/expired outcome cohort against the backtest's target/stop bucket (overall_qualified) — a like-for-like pipeline check — but sat directly under the portfolio monitor, which shows the promoted 3x-ATR-trailing book. That juxtaposition (plus "faithfully implementing it" copy) made a plumbing/QA signal read as validation of the ATR-trail strategy you actually trade. It validates neither the trailing-stop book nor real trades. - Move the check out of the monitor block into the "Track-record maintenance" disclosure, relabelled "Setup-outcome pipeline check" with copy that says it checks the setup-grading pipeline (no look-ahead/config/data drift), NOT the ATR-trail production book. The genuine live validation stays My Trades (real paper trades, same ATR-trail exits) up top. - Add a compact "Exit" column to My Trades showing close_reason (Stop/Trail/Target/Time/Manual) — the field was already plumbed to the frontend PaperTrade type, so this is frontend-only. tsc -b && vite build pass. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
@@ -1,7 +1,6 @@
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import { useMemo, useState } from 'react';
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import { useMutation, useQueryClient } from '@tanstack/react-query';
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import { useBacktestReport } from '../../hooks/useMarketRegime';
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import { usePerformance } from '../../hooks/usePerformance';
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import { triggerJob } from '../../api/admin';
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import { Button } from '../ui/Button';
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import { Callout } from '../ui/Callout';
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@@ -10,14 +9,6 @@ import { Section } from '../ui/Section';
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import { useToast } from '../ui/Toast';
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import type { BacktestCurvePoint, BacktestPortfolioMonitorRun } from '../../lib/types';
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// Need at least this many matured setups before a live-vs-backtest verdict means
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// anything; below it the live sample is too noisy to compare.
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const MIN_MATURED = 20;
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// Live expectancy this far (in R) below the backtest counts as drift, not noise.
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const DRIFT_TOLERANCE_R = 0.2;
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type TrackingStatus = 'building' | 'tracking' | 'drift' | 'no-backtest';
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function fmtR(v: number | null | undefined): string {
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if (v === null || v === undefined) return '—';
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return `${v > 0 ? '+' : ''}${v.toFixed(2)}R`;
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@@ -67,17 +58,6 @@ function Stat({ label, value, valueClass = 'text-gray-100', sub }: {
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);
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}
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function VerdictChip({ status }: { status: TrackingStatus }) {
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const styles: Record<TrackingStatus, { cls: string; label: string }> = {
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tracking: { cls: 'border-emerald-500/30 bg-emerald-500/15 text-emerald-300', label: '✓ tracking' },
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drift: { cls: 'border-amber-500/30 bg-amber-500/15 text-amber-300', label: '⚠ drift' },
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building: { cls: 'border-white/10 bg-white/[0.05] text-gray-400', label: 'building' },
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'no-backtest': { cls: 'border-white/10 bg-white/[0.05] text-gray-400', label: 'no backtest' },
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};
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const s = styles[status];
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return <span className={`shrink-0 rounded-full border px-2.5 py-1 text-xs font-medium ${s.cls}`}>{s.label}</span>;
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}
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function curvePath(
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points: BacktestCurvePoint[],
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min: number,
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@@ -158,7 +138,6 @@ function EquityCurveChart({ run }: { run: BacktestPortfolioMonitorRun }) {
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export function BacktestPanel() {
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const { data: report, isLoading } = useBacktestReport();
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const { data: perf } = usePerformance({ qualified_only: true });
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const queryClient = useQueryClient();
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const toast = useToast();
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const [selectedStrategy, setSelectedStrategy] = useState('');
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@@ -178,22 +157,6 @@ export function BacktestPanel() {
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[monitor, activeStrategy, activeLookback],
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);
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// Live matured qualified cohort vs the backtest's qualified expectancy — the
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// out-of-sample check that the running system faithfully implements the backtest.
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const liveAvgR = perf?.overall.avg_r ?? null;
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const liveN = perf?.overall.total ?? 0;
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const btAvgR = report?.overall_qualified.avg_r ?? null;
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let status: TrackingStatus = 'building';
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if (liveAvgR != null && liveN >= MIN_MATURED) {
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status = btAvgR == null ? 'no-backtest' : liveAvgR >= btAvgR - DRIFT_TOLERANCE_R ? 'tracking' : 'drift';
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}
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const verdictNote: Record<TrackingStatus, string> = {
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building: `Fewer than ~${MIN_MATURED} matured setups so far — until then the backtest is the edge estimate. This turns into a live check as setups age past their ~30-day window.`,
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'no-backtest': 'Run the backtest to get a baseline to compare the live record against.',
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tracking: 'Live setups are resolving in line with the backtest — the running system is faithfully implementing it.',
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drift: 'Live expectancy is running materially below the backtest — small-sample noise, a regime shift, or a live/backtest gap. Worth a look.',
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};
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const run = useMutation({
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mutationFn: () => triggerJob('backtest'),
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onSuccess: (res) => {
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@@ -208,7 +171,7 @@ export function BacktestPanel() {
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});
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return (
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<Section title="Is the strategy working?" hint="portfolio simulation vs S&P 500, validated against the live record">
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<Section title="Is the strategy working?" hint="portfolio simulation of the promoted strategy vs S&P 500">
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<div className="space-y-4">
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<div className="flex flex-wrap items-start justify-between gap-3">
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<Disclosure summary="How this is measured">
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@@ -320,25 +283,6 @@ export function BacktestPanel() {
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</div>
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)}
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{/* Live-vs-backtest validation: does the running system realize what the backtest promised? */}
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<div className="glass-sm space-y-2 p-4">
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<div className="flex flex-wrap items-center justify-between gap-x-6 gap-y-2">
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<div className="flex flex-wrap items-baseline gap-x-5 gap-y-1">
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<span className="text-sm text-gray-400">
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Live <span className={`num font-semibold ${rColor(liveAvgR)}`}>{fmtR(liveAvgR)}</span>
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</span>
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<span className="text-sm text-gray-400">
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Backtest <span className={`num font-semibold ${rColor(btAvgR)}`}>{fmtR(btAvgR)}</span>
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</span>
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<span className="text-xs text-gray-500">
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{liveN} matured{perf ? ` · ${perf.maturing} maturing` : ''} · qualified expectancy
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</span>
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</div>
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<VerdictChip status={status} />
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</div>
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<p className="text-[11px] leading-relaxed text-gray-500">{verdictNote[status]}</p>
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</div>
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{monitor.note && <p className="text-[11px] text-gray-600">{monitor.note}</p>}
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</div>
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) : (
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@@ -374,7 +318,7 @@ export function BacktestPanel() {
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<p className="text-[11px] text-gray-600">
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Strategy research — gate tuning, exit sweeps, factor rank-IC — now runs locally against a
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database snapshot (see README). This page keeps only what says whether the promoted strategy
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is worth trading and being delivered live.
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is worth trading; your realized results up top show what it is actually delivering.
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</p>
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</>
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)}
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