Files
trader-bot/frontend/src/components/Backtest/BacktestForm.tsx
tika adbc41102e fix: aligner les candles du chart avec la période du backtest
Bug: les markers BUY/SELL du chart utilisaient les timestamps des trades
du backtest mais les candles étaient fetchées séparément (500 candles récentes),
causant un désalignement visuel.

- Backend: /backtest retourne désormais les candles exactes du DataFrame analysé
- Frontend: Backtest.tsx utilise result.candles directement (suppression du
  fetchCandles séparé)
- Ajout: sérialisation reason/OB/LL sur les trades, overlays OB/LL bornés
  dans le temps, trade reasons expandables, filtre HTF, badge tendance HTF

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-01 01:23:42 +01:00

212 lines
7.3 KiB
TypeScript

import { useState } from 'react'
import { FlaskConical, Loader2 } from 'lucide-react'
import type { BacktestResult } from '../../lib/api'
import { runBacktest } from '../../lib/api'
interface Props {
onResult: (result: BacktestResult) => void
}
const INSTRUMENTS = [
'EUR_USD', 'GBP_USD', 'USD_JPY', 'USD_CHF', 'AUD_USD', 'USD_CAD',
'GBP_JPY', 'EUR_JPY', 'SPX500_USD', 'NAS100_USD', 'XAU_USD',
]
const GRANULARITIES = ['M1', 'M5', 'M15', 'M30', 'H1', 'H4', 'D']
const HTF_MAP: Record<string, string> = {
M1: 'M5', M5: 'M15', M15: 'H1', M30: 'H1', H1: 'H4', H4: 'D', D: 'D',
}
export default function BacktestForm({ onResult }: Props) {
const [loading, setLoading] = useState(false)
const [error, setError] = useState<string | null>(null)
const [form, setForm] = useState({
instrument: 'EUR_USD',
granularity: 'H1',
candle_count: 500,
initial_balance: 10000,
risk_percent: 1.0,
rr_ratio: 2.0,
swing_strength: 5,
liquidity_tolerance_pips: 2.0,
spread_pips: 1.5,
})
const [strategies, setStrategies] = useState<string[]>(['order_block_sweep'])
const [filters, setFilters] = useState<string[]>([])
const [htfEmaFast, setHtfEmaFast] = useState(20)
const [htfEmaSlow, setHtfEmaSlow] = useState(50)
const handleChange = (key: string, value: string | number) => {
setForm((prev) => ({ ...prev, [key]: value }))
}
const toggleStrategy = (name: string) => {
setStrategies((prev) =>
prev.includes(name) ? prev.filter((s) => s !== name) : [...prev, name]
)
}
const toggleFilter = (name: string) => {
setFilters((prev) =>
prev.includes(name) ? prev.filter((f) => f !== name) : [...prev, name]
)
}
const handleSubmit = async (e: React.FormEvent) => {
e.preventDefault()
setLoading(true)
setError(null)
try {
const result = await runBacktest({
...form,
strategies,
filters,
...(filters.includes('htf_trend_filter') ? { htf_ema_fast: htfEmaFast, htf_ema_slow: htfEmaSlow } : {}),
})
onResult(result)
} catch (err: unknown) {
const msg = err instanceof Error ? err.message : 'Erreur inconnue'
setError(msg)
} finally {
setLoading(false)
}
}
const Field = ({
label, name, type = 'number', options, value, onChange,
}: {
label: string; name: string; type?: string; options?: string[]
value?: number; onChange?: (v: number) => void
}) => (
<div>
<label className="block text-xs text-[#64748b] mb-1">{label}</label>
{options ? (
<select
value={form[name as keyof typeof form]}
onChange={(e) => handleChange(name, e.target.value)}
className="w-full bg-[#0f1117] border border-[#2a2d3e] rounded-lg px-3 py-2 text-sm text-white focus:outline-none focus:border-[#6366f1]"
>
{options.map((o) => <option key={o} value={o}>{o}</option>)}
</select>
) : (
<input
type={type}
step="any"
value={value ?? form[name as keyof typeof form]}
onChange={(e) => {
const v = parseFloat(e.target.value) || 0
if (onChange) onChange(v)
else handleChange(name, v)
}}
className="w-full bg-[#0f1117] border border-[#2a2d3e] rounded-lg px-3 py-2 text-sm text-white focus:outline-none focus:border-[#6366f1]"
/>
)}
</div>
)
const Checkbox = ({
label, checked, onChange, description,
}: {
label: string; checked: boolean; onChange: () => void; description?: string
}) => (
<label className="flex items-start gap-2 cursor-pointer group">
<input
type="checkbox"
checked={checked}
onChange={onChange}
className="mt-0.5 accent-[#6366f1] w-3.5 h-3.5"
/>
<div>
<span className="text-sm text-white group-hover:text-[#6366f1] transition-colors">{label}</span>
{description && <p className="text-[10px] text-[#64748b] mt-0.5">{description}</p>}
</div>
</label>
)
return (
<form onSubmit={handleSubmit} className="bg-[#1a1d27] border border-[#2a2d3e] rounded-xl p-5 space-y-4">
<h2 className="text-sm font-semibold text-[#64748b] uppercase tracking-wider mb-4">
Parametres du backtest
</h2>
<div className="grid grid-cols-2 gap-3">
<Field label="Instrument" name="instrument" options={INSTRUMENTS} />
<Field label="Timeframe" name="granularity" options={GRANULARITIES} />
<Field label="Nombre de bougies" name="candle_count" />
<Field label="Capital initial ($)" name="initial_balance" />
<Field label="Risque par trade (%)" name="risk_percent" />
<Field label="Ratio R:R" name="rr_ratio" />
<Field label="Swing strength" name="swing_strength" />
<Field label="Tolerance liquidite (pips)" name="liquidity_tolerance_pips" />
<Field label="Spread (pips)" name="spread_pips" />
</div>
{/* Limite données info */}
{(form.granularity === 'M1' || form.granularity === 'M5') && (
<div className="text-[10px] text-[#64748b] bg-[#0f1117] rounded-lg px-3 py-2 border border-[#2a2d3e]">
{form.granularity === 'M1' ? 'M1 : donnees limitees a 7 jours' : 'M5 : donnees limitees a 60 jours'}
</div>
)}
{/* Stratégies */}
<div className="border-t border-[#2a2d3e] pt-3">
<h3 className="text-[10px] text-[#64748b] uppercase tracking-wider mb-2">Strategies</h3>
<Checkbox
label="Order Block + Liquidity Sweep"
description="ICT : Equal H/L, sweep et entree sur OB"
checked={strategies.includes('order_block_sweep')}
onChange={() => toggleStrategy('order_block_sweep')}
/>
</div>
{/* Filtres */}
<div className="border-t border-[#2a2d3e] pt-3">
<h3 className="text-[10px] text-[#64748b] uppercase tracking-wider mb-2">Filtres</h3>
<Checkbox
label="Filtre tendance HTF"
description={`Trades uniquement dans le sens de la tendance ${HTF_MAP[form.granularity] ?? ''} (EMA cross)`}
checked={filters.includes('htf_trend_filter')}
onChange={() => toggleFilter('htf_trend_filter')}
/>
{filters.includes('htf_trend_filter') && (
<div className="grid grid-cols-2 gap-3 mt-2 ml-5">
<Field
label="EMA rapide"
name="htf_ema_fast"
value={htfEmaFast}
onChange={setHtfEmaFast}
/>
<Field
label="EMA lente"
name="htf_ema_slow"
value={htfEmaSlow}
onChange={setHtfEmaSlow}
/>
</div>
)}
</div>
{error && (
<div className="text-sm text-[#ef5350] bg-[#ef535020] border border-[#ef535033] rounded-lg px-3 py-2">
{error}
</div>
)}
<button
type="submit"
disabled={loading || strategies.length === 0}
className="w-full flex items-center justify-center gap-2 py-2.5 bg-[#6366f1] hover:bg-[#4f46e5] text-white text-sm font-medium rounded-lg transition-colors disabled:opacity-60"
>
{loading ? (
<><Loader2 size={16} className="animate-spin" /> Backtesting...</>
) : (
<><FlaskConical size={16} /> Lancer le backtest</>
)}
</button>
</form>
)
}