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signal-platform/frontend/src/components/signals/TrackRecordPanel.tsx
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dennisthiessen b00e482258
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add backtest report UI to the Track Record tab
New BacktestPanel: shows qualified hit-rate/expectancy vs the all-setups baseline,
a by-direction breakdown, and the probability calibration table (predicted vs
realized, over-confident buckets flagged amber). Includes a "Run backtest" button
that triggers the job and a plain explanation of the method and its limits.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-15 20:16:12 +02:00

249 lines
9.9 KiB
TypeScript
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import { useState } from 'react';
import { useMutation, useQueryClient } from '@tanstack/react-query';
import { useActivation } from '../../hooks/useActivation';
import { activationSummary } from '../../lib/qualification';
import { usePerformance } from '../../hooks/usePerformance';
import { triggerJob, resetTrackRecord } from '../../api/admin';
import { Button } from '../ui/Button';
import { Callout } from '../ui/Callout';
import { Disclosure } from '../ui/Disclosure';
import { Section } from '../ui/Section';
import { SkeletonCard } from '../ui/Skeleton';
import { useToast } from '../ui/Toast';
import { RECOMMENDATION_ACTION_LABELS } from '../../lib/recommendation';
import { BacktestPanel } from './BacktestPanel';
import type { OutcomeBucketStats } from '../../lib/types';
function fmtR(value: number | null): string {
if (value === null) return '—';
return `${value > 0 ? '+' : ''}${value.toFixed(2)}R`;
}
function fmtPct(value: number | null): string {
return value === null ? '—' : `${value.toFixed(1)}%`;
}
function rColor(value: number | null): string {
if (value === null) return 'text-gray-400';
if (value > 0) return 'text-emerald-400';
if (value < 0) return 'text-red-400';
return 'text-gray-300';
}
function StatCard({ label, value, valueClass = 'text-gray-100', sub }: {
label: string;
value: string;
valueClass?: string;
sub?: string;
}) {
return (
<div className="glass p-5">
<p className="section-index">{label}</p>
<p className={`num mt-2 text-2xl font-semibold ${valueClass}`}>{value}</p>
{sub && <p className="mt-1 text-xs text-gray-500">{sub}</p>}
</div>
);
}
function actionLabel(key: string): string {
return RECOMMENDATION_ACTION_LABELS[key as keyof typeof RECOMMENDATION_ACTION_LABELS] ?? key;
}
function BreakdownTable({ rows, labelHeader, mapLabel }: {
rows: Record<string, OutcomeBucketStats>;
labelHeader: string;
mapLabel?: (key: string) => string;
}) {
const entries = Object.entries(rows);
if (entries.length === 0) {
return <Callout variant="empty">No evaluated setups in this breakdown yet.</Callout>;
}
return (
<div className="glass overflow-x-auto">
<table className="w-full text-sm">
<thead>
<tr className="border-b border-white/[0.06] text-left text-xs uppercase tracking-wider text-gray-500">
<th className="px-4 py-3">{labelHeader}</th>
<th className="px-4 py-3 text-right">Setups</th>
<th className="px-4 py-3 text-right">Wins</th>
<th className="px-4 py-3 text-right">Losses</th>
<th className="px-4 py-3 text-right">Expired</th>
<th className="px-4 py-3 text-right">Hit Rate</th>
<th className="px-4 py-3 text-right">Avg R</th>
<th className="px-4 py-3 text-right">Total R</th>
</tr>
</thead>
<tbody>
{entries.map(([key, stats]) => (
<tr key={key} className="border-b border-white/[0.04] transition-colors duration-150 hover:bg-white/[0.03]">
<td className="px-4 py-3 font-medium text-gray-200">{mapLabel ? mapLabel(key) : key}</td>
<td className="num px-4 py-3 text-right text-gray-300">{stats.total}</td>
<td className="num px-4 py-3 text-right text-emerald-400">{stats.wins}</td>
<td className="num px-4 py-3 text-right text-red-400">{stats.losses}</td>
<td className="num px-4 py-3 text-right text-gray-400">{stats.expired}</td>
<td className="num px-4 py-3 text-right text-gray-200">{fmtPct(stats.hit_rate)}</td>
<td className={`num px-4 py-3 text-right ${rColor(stats.avg_r)}`}>{fmtR(stats.avg_r)}</td>
<td className={`num px-4 py-3 text-right ${rColor(stats.total_r)}`}>{fmtR(stats.total_r)}</td>
</tr>
))}
</tbody>
</table>
</div>
);
}
export function TrackRecordPanel() {
const [qualifiedOnly, setQualifiedOnly] = useState(true);
const activation = useActivation();
const { data, isLoading, isError, error } = usePerformance(
qualifiedOnly ? { qualified_only: true } : undefined,
);
const queryClient = useQueryClient();
const toast = useToast();
const evaluateMutation = useMutation({
mutationFn: () => triggerJob('outcome_evaluator'),
onSuccess: () => {
toast.addToast('success', 'Outcome evaluation triggered. Stats will refresh shortly.');
setTimeout(() => queryClient.invalidateQueries({ queryKey: ['performance'] }), 3000);
},
onError: () => {
toast.addToast('error', 'Failed to trigger outcome evaluation');
},
});
const resetMutation = useMutation({
mutationFn: () => resetTrackRecord(),
onSuccess: (data) => {
toast.addToast('success', `Track record reset — ${data.trade_setups} setups cleared. Run the scanner to rebuild.`);
queryClient.invalidateQueries({ queryKey: ['performance'] });
queryClient.invalidateQueries({ queryKey: ['trades'] });
},
onError: () => {
toast.addToast('error', 'Failed to reset track record');
},
});
const onReset = () => {
if (
window.confirm(
'Reset the track record? This permanently deletes ALL trade setups and their outcomes. ' +
'Live setups will regenerate on the next R:R scan. This cannot be undone.',
)
) {
resetMutation.mutate();
}
};
return (
<div className="space-y-6">
<div className="glass-sm flex flex-wrap items-center justify-between gap-3 px-4 py-3">
<label className="flex cursor-pointer items-center gap-2.5 text-sm text-gray-300">
<input
type="checkbox"
checked={qualifiedOnly}
onChange={(e) => setQualifiedOnly(e.target.checked)}
className="h-4 w-4 cursor-pointer accent-blue-400"
/>
<span>
Qualified signals only
{activation.data && (
<span className="num ml-2 text-xs text-gray-500">{activationSummary(activation.data)}</span>
)}
</span>
</label>
<p className="text-xs text-gray-500">Confidence breakdown always covers all setups.</p>
</div>
<div className="flex items-start justify-between gap-4">
<Disclosure summary="How outcomes are measured">
<p className="text-xs text-gray-400">
Each setup is replayed against the daily bars after its detection: a{' '}
<span className="text-emerald-400">win</span> means the target was reached before the
stop, a <span className="text-red-400">loss</span> means the stop was hit first (bars
where both levels fall inside the same day count conservatively as losses). Setups with
neither level hit within 30 trading days <span className="text-gray-300">expire</span> at
0R. Avg R is the expectancy per trade: wins earn their R:R ratio, losses cost 1R a
positive value means the signals have been profitable on a risk-adjusted basis. The
evaluator runs nightly after OHLCV collection.
</p>
</Disclosure>
<div className="flex shrink-0 items-center gap-2">
<Button onClick={() => evaluateMutation.mutate()} loading={evaluateMutation.isPending}>
{evaluateMutation.isPending ? 'Evaluating…' : 'Evaluate Now'}
</Button>
<Button variant="danger" onClick={onReset} loading={resetMutation.isPending}>
{resetMutation.isPending ? 'Resetting…' : 'Reset'}
</Button>
</div>
</div>
{isLoading && (
<div className="grid gap-4 sm:grid-cols-2 lg:grid-cols-4">
<SkeletonCard /><SkeletonCard /><SkeletonCard /><SkeletonCard />
</div>
)}
{isError && (
<Callout variant="error">
{error instanceof Error ? error.message : 'Failed to load performance stats'}
</Callout>
)}
{data && data.overall.total === 0 && (
<Callout variant="empty">
{qualifiedOnly
? 'No evaluated setups meet the activation thresholds yet. Untick "Qualified signals only" to see all evaluated setups, or wait for more outcomes.'
: 'No evaluated setups yet. Outcomes appear once setups are old enough for their stop or target to be hit — the evaluator runs nightly, or click Evaluate Now.'}
{data.pending > 0 && ` ${data.pending} setup${data.pending === 1 ? '' : 's'} pending evaluation.`}
</Callout>
)}
{data && data.overall.total > 0 && (
<>
<div className="grid gap-4 sm:grid-cols-2 lg:grid-cols-4">
<StatCard
label="Hit Rate"
value={fmtPct(data.overall.hit_rate)}
sub={`${data.overall.wins} wins / ${data.overall.losses} losses`}
/>
<StatCard
label="Expectancy"
value={fmtR(data.overall.avg_r)}
valueClass={rColor(data.overall.avg_r)}
sub="average R per trade"
/>
<StatCard
label="Total R"
value={fmtR(data.overall.total_r)}
valueClass={rColor(data.overall.total_r)}
sub="cumulative risk-adjusted result"
/>
<StatCard
label="Evaluated"
value={String(data.overall.total)}
sub={`${data.pending} pending · ${data.overall.expired} expired`}
/>
</div>
<Section title="By Direction">
<BreakdownTable rows={data.by_direction} labelHeader="Direction" />
</Section>
<Section title="By Recommended Action">
<BreakdownTable rows={data.by_action} labelHeader="Action" mapLabel={actionLabel} />
</Section>
<Section title="By Confidence" hint="at detection time">
<BreakdownTable rows={data.by_confidence} labelHeader="Confidence" />
</Section>
</>
)}
<div className="border-t border-white/[0.06] pt-2" />
<BacktestPanel />
</div>
);
}