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feat: wavelets simulation

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This commit is contained in:
OpenSquared
2026-07-20 21:43:35 +02:00
parent 28f7c77103
commit 52890f4d1d
4 changed files with 96 additions and 28 deletions
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37
frontend/src/pages/WaveletsSimulation.tsx
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@@ -4,7 +4,7 @@ import { Waves, Play, Save, Trash2, X } from 'lucide-react'
import clsx from 'clsx'
import { api } from '../hooks/useApi'
import {
WaveletTriggerKind, WaveletPositionMode, WaveletExitVariant, WaveletOptimizationResult,
WaveletTriggerKind, WaveletPositionMode, WaveletExitVariant, WaveletOptimizationResult, WaveletDateRange,
WAVELET_TRIGGER_KINDS, runFullOptimization, formatBandIndex,
} from '../lib/waveletTrade'
@@ -57,6 +57,9 @@ export default function WaveletsSimulation() {
// ── Form state ──────────────────────────────────────────────────────────────
const [selectedInstruments, setSelectedInstruments] = useState<Set<string>>(new Set())
const [period, setPeriod] = useState('2y')
const [useCustomRange, setUseCustomRange] = useState(false)
const [customStart, setCustomStart] = useState('2013-01-01')
const [customEnd, setCustomEnd] = useState('2019-12-31')
const [levels, setLevels] = useState(4)
const [lookbacks, setLookbacks] = useState<number[]>([90, 130])
const [wavelets, setWavelets] = useState<Set<string>>(new Set(['gmw']))
@@ -94,17 +97,21 @@ export default function WaveletsSimulation() {
const runOptimization = async () => {
if (selectedInstruments.size === 0 || lookbacks.length === 0 || wavelets.size === 0 || kinds.size === 0) return
if (useCustomRange && !customStart) return
setRunning(true)
setFailures([])
setResults([])
setExpandedRow(null)
const dateRange: WaveletDateRange = useCustomRange ? { startDate: customStart, endDate: customEnd || undefined } : null
// Create the persisted run up-front so results can be appended incrementally —
// a run spanning many combos shouldn't lose progress to a refresh/interruption.
const form = {
instruments: [...selectedInstruments], period, levels, wavelets: [...wavelets],
lookbacks, bands: [...bands], kinds: [...kinds], modes: [...modes],
takeProfits, stopLosses, method, filterBand,
customRange: dateRange,
}
const created = await api.post('/wavelet/simulations', { name: simName, form, results: [] }).then(r => r.data)
setActiveSimId(created.id)
@@ -126,6 +133,7 @@ export default function WaveletsSimulation() {
},
method,
filterBand,
dateRange,
)
setRunning(false)
qc.invalidateQueries({ queryKey: ['wavelet-simulations'] })
@@ -212,11 +220,26 @@ export default function WaveletsSimulation() {
<div className="grid grid-cols-4 gap-4 text-xs">
<div>
<div className="text-slate-500 mb-1">Période</div>
<select value={period} onChange={e => setPeriod(e.target.value)}
className="bg-dark-900 border border-slate-700/40 rounded px-2 py-1 text-white w-full">
{['6mo', '1y', '2y', '5y'].map(p => <option key={p} value={p}>{p}</option>)}
</select>
<div className="flex items-center justify-between mb-1">
<span className="text-slate-500">Période</span>
<label className="flex items-center gap-1 cursor-pointer text-slate-500">
<input type="checkbox" checked={useCustomRange} onChange={e => setUseCustomRange(e.target.checked)} /> Personnalisée
</label>
</div>
{useCustomRange ? (
<div className="flex items-center gap-1">
<input type="date" value={customStart} onChange={e => setCustomStart(e.target.value)}
className="bg-dark-900 border border-slate-700/40 rounded px-1.5 py-1 text-white w-full" />
<span className="text-slate-600">→</span>
<input type="date" value={customEnd} onChange={e => setCustomEnd(e.target.value)}
className="bg-dark-900 border border-slate-700/40 rounded px-1.5 py-1 text-white w-full" />
</div>
) : (
<select value={period} onChange={e => setPeriod(e.target.value)}
className="bg-dark-900 border border-slate-700/40 rounded px-2 py-1 text-white w-full">
{['6mo', '1y', '2y', '5y'].map(p => <option key={p} value={p}>{p}</option>)}
</select>
)}
</div>
<div>
<div className="text-slate-500 mb-1">Niveaux</div>
@@ -316,7 +339,7 @@ export default function WaveletsSimulation() {
</div>
</div>
<button onClick={runOptimization} disabled={running || selectedInstruments.size === 0}
<button onClick={runOptimization} disabled={running || selectedInstruments.size === 0 || (useCustomRange && !customStart)}
className="flex items-center gap-1.5 px-4 py-2 rounded bg-blue-600 hover:bg-blue-500 text-white text-sm font-medium disabled:opacity-40 transition-colors">
<Play className="w-4 h-4" /> {running ? 'Optimisation en cours…' : "Lancer l'optimisation"}
</button>