// src/web/ui/v2/static/js/pages/calibration_strategies.js
console.log("[calibration_strategies] script loaded ✅", new Date().toISOString());
let STRATEGY_CATALOG = [];
let strategySlots = [];
let selectedStrategyId = null;
let lastValidationResult = null;
const MAX_STRATEGIES = 10;
// =================================================
// WIZARD NAVIGATION
// =================================================
function enableNextStep() {
const btn = document.getElementById("next-step-btn");
if (!btn) return;
btn.classList.remove("btn-outline-secondary");
btn.classList.add("btn-outline-primary");
btn.setAttribute("aria-disabled", "false");
}
function disableNextStep() {
const btn = document.getElementById("next-step-btn");
if (!btn) return;
btn.classList.remove("btn-outline-primary");
btn.classList.add("btn-outline-secondary");
btn.setAttribute("aria-disabled", "true");
}
// =================================================
// UTILS
// =================================================
function loadContextFromLocalStorage() {
const symbol = localStorage.getItem("calibration.symbol");
const timeframe = localStorage.getItem("calibration.timeframe");
if (symbol) setVal("symbol", symbol);
if (timeframe) setVal("timeframe", timeframe);
// Step 2 snapshot (if stored)
const stop_type = localStorage.getItem("calibration.stop.type");
const stop_fraction = localStorage.getItem("calibration.stop.stop_fraction");
const atr_period = localStorage.getItem("calibration.stop.atr_period");
const atr_multiplier = localStorage.getItem("calibration.stop.atr_multiplier");
const risk_fraction = localStorage.getItem("calibration.risk.risk_fraction");
const max_position_fraction = localStorage.getItem("calibration.risk.max_position_fraction");
const max_drawdown_pct = localStorage.getItem("calibration.rules.max_drawdown_pct");
const daily_loss_limit_pct = localStorage.getItem("calibration.rules.daily_loss_limit_pct");
const max_consecutive_losses = localStorage.getItem("calibration.rules.max_consecutive_losses");
const cooldown_bars = localStorage.getItem("calibration.rules.cooldown_bars");
const account_equity = localStorage.getItem("calibration.account_equity");
if (stop_type) setVal("stop_type", stop_type);
if (stop_fraction) setVal("stop_fraction", stop_fraction);
if (atr_period) setVal("atr_period", atr_period);
if (atr_multiplier) setVal("atr_multiplier", atr_multiplier);
if (risk_fraction) setVal("risk_fraction", risk_fraction);
if (max_position_fraction) setVal("max_position_fraction", max_position_fraction);
if (max_drawdown_pct) setVal("max_drawdown_pct", max_drawdown_pct);
if (daily_loss_limit_pct) setVal("daily_loss_limit_pct", daily_loss_limit_pct);
if (max_consecutive_losses) setVal("max_consecutive_losses", max_consecutive_losses);
if (cooldown_bars) setVal("cooldown_bars", cooldown_bars);
if (account_equity) setVal("account_equity", account_equity);
// WF defaults (if stored)
const wf_train_days = localStorage.getItem("calibration.wf.train_days");
const wf_test_days = localStorage.getItem("calibration.wf.test_days");
const wf_step_days = localStorage.getItem("calibration.wf.step_days");
const wf_min_trades_test = localStorage.getItem("calibration.wf.min_trades_test");
if (wf_train_days) setVal("wf_train_days", wf_train_days);
if (wf_test_days) setVal("wf_test_days", wf_test_days);
if (wf_step_days) setVal("wf_step_days", wf_step_days);
if (wf_min_trades_test) setVal("wf_min_trades_test", wf_min_trades_test);
// Optional fees
const commission = localStorage.getItem("calibration.commission");
const slippage = localStorage.getItem("calibration.slippage");
if (commission) setVal("commission", commission);
if (slippage) setVal("slippage", slippage);
}
function setVal(id, v) {
const el = document.getElementById(id);
if (el) el.value = v;
}
function str(id) {
const el = document.getElementById(id);
return el ? String(el.value || "").trim() : "";
}
function num(id) {
const el = document.getElementById(id);
if (!el) return null;
const v = parseFloat(el.value);
return Number.isFinite(v) ? v : null;
}
function sleep(ms) {
return new Promise(res => setTimeout(res, ms));
}
// =================================================
// FETCH CATALOG
// =================================================
async function fetchCatalog() {
const symbol = str("symbol");
const timeframe = str("timeframe");
const res = await fetch(`/api/v2/calibration/strategies/catalog?symbol=${encodeURIComponent(symbol)}&timeframe=${encodeURIComponent(timeframe)}`);
if (!res.ok) throw new Error(`catalog failed: ${res.status}`);
const data = await res.json();
STRATEGY_CATALOG = data.strategies || [];
console.log("[catalog] strategies:", STRATEGY_CATALOG.map(s => s.strategy_id));
}
// =================================================
// UI RENDERING
// =================================================
function initSlots() {
strategySlots = [
{ strategy_id: null, parameters: {} }
];
}
function rerenderStrategySlots() {
const container = document.getElementById("strategies_container");
container.innerHTML = "";
const currentStrategies = strategySlots
.filter(s => s.strategy_id !== null);
strategySlots = [];
currentStrategies.forEach((slotData, index) => {
strategySlots.push({
strategy_id: slotData.strategy_id,
parameters: slotData.parameters || {}
});
renderStrategySlot(index);
});
// always one empty slot at end (if room)
if (strategySlots.length < MAX_STRATEGIES) {
strategySlots.push({ strategy_id: null, parameters: {} });
renderStrategySlot(strategySlots.length - 1);
}
updateCombinationCounter();
}
function renderStrategySlot(index) {
const container = document.getElementById("strategies_container");
const slot = document.createElement("div");
slot.className = "card p-3";
slot.id = `strategy_slot_${index}`;
slot.innerHTML = `
Combinations: 0
`;
container.appendChild(slot);
const select = document.getElementById(`strategy_select_${index}`);
const removeBtn = document.getElementById(`remove_strategy_${index}`);
// set initial value
select.value = strategySlots[index].strategy_id || "";
select.addEventListener("change", (e) => {
onStrategySelected(index, e.target.value);
});
removeBtn.addEventListener("click", () => {
removeStrategySlot(index);
});
// if already selected, render params
if (strategySlots[index].strategy_id) {
renderParametersOnly(index, strategySlots[index].strategy_id);
}
}
function onStrategySelected(index, strategyId) {
if (!strategyId) {
removeStrategySlot(index);
return;
}
strategySlots[index].strategy_id = strategyId;
renderParametersOnly(index, strategyId);
// Si es el último slot activo, añadir nuevo vacío
if (index === strategySlots.length - 1 &&
strategySlots.length < MAX_STRATEGIES) {
strategySlots.push({ strategy_id: null, parameters: {} });
renderStrategySlot(strategySlots.length - 1);
}
updateCombinationCounter();
}
function renderParametersOnly(index, strategyId) {
const paramsContainer = document.getElementById(`strategy_params_${index}`);
paramsContainer.innerHTML = "";
if (!strategyId) return;
const strategyMeta = STRATEGY_CATALOG.find(
s => s.strategy_id === strategyId
);
if (!strategyMeta || !strategyMeta.parameters_meta) return;
strategyMeta.parameters_meta.forEach(meta => {
const col = document.createElement("div");
col.className = "col-md-4";
let inputHtml = "";
const paramName = meta.name;
// INT / FLOAT
if (meta.type === "int" || meta.type === "float") {
inputHtml = `
`;
}
// ENUM
else if (meta.type === "enum") {
const options = (meta.choices || []).map(choice => `
`).join("");
inputHtml = `
`;
}
// BOOL
else if (meta.type === "bool") {
inputHtml = `
`;
}
col.innerHTML = `
${inputHtml}
`;
paramsContainer.appendChild(col);
});
validateParameterInputs();
}
function validateParameterInputs() {
let valid = true;
// Limpiar estados previos
document.querySelectorAll(".param-input").forEach(input => {
input.classList.remove("is-invalid");
});
strategySlots.forEach((slot, index) => {
if (!slot.strategy_id) return;
const strategyMeta = STRATEGY_CATALOG.find(
s => s.strategy_id === slot.strategy_id
);
if (!strategyMeta || !strategyMeta.parameters_meta) return;
strategyMeta.parameters_meta.forEach(meta => {
const el = document.getElementById(`${meta.name}_value_${index}`);
if (!el) return;
let raw = el.value;
let value = raw;
// 🔹 INT
if (meta.type === "int") {
value = parseInt(raw);
if (isNaN(value)) valid = false;
}
// 🔹 FLOAT
else if (meta.type === "float") {
value = parseFloat(raw);
if (isNaN(value)) valid = false;
}
// 🔹 BOOL
else if (meta.type === "bool") {
if (raw !== "true" && raw !== "false") valid = false;
}
// 🔹 ENUM
else if (meta.type === "enum") {
if (!meta.choices || !meta.choices.includes(raw)) {
valid = false;
}
}
// 🔹 Rango (solo números)
if ((meta.type === "int" || meta.type === "float") && !isNaN(value)) {
if (meta.min !== null && meta.min !== undefined && value < meta.min) {
valid = false;
}
if (meta.max !== null && meta.max !== undefined && value > meta.max) {
valid = false;
}
}
if (!valid) {
el.classList.add("is-invalid");
}
});
});
updateCombinationCounter();
return valid;
}
function updateCombinationCounter() {
let hasAnyStrategy = false;
strategySlots.forEach((slot, index) => {
if (!slot.strategy_id) return;
hasAnyStrategy = true;
const perStrategyEl = document.getElementById(`strategy_combo_${index}`);
if (perStrategyEl) {
perStrategyEl.textContent = "1";
}
});
const globalTotal = hasAnyStrategy ? 1 : 0;
const globalEl = document.getElementById("combination_counter");
if (globalEl) globalEl.textContent = globalTotal;
applyCombinationWarnings(globalTotal);
updateTimeEstimate(globalTotal);
return globalTotal;
}
function applyCombinationWarnings(total) {
const maxComb = parseInt(
document.getElementById("opt_max_combinations")?.value || 0
);
const counter = document.getElementById("combination_counter");
if (!counter) return;
counter.classList.remove("text-warning", "text-danger");
if (total > 10000) {
counter.classList.add("text-danger");
} else if (maxComb && total > maxComb) {
counter.classList.add("text-warning");
}
}
function updateTimeEstimate(totalComb) {
const trainDays = parseInt(
document.getElementById("wf_train_days")?.value || 0
);
const testDays = parseInt(
document.getElementById("wf_test_days")?.value || 0
);
const approxWindows = Math.max(
Math.floor(365 / testDays),
1
);
const operations = totalComb * approxWindows;
// 0.003s por combinación (estimación conservadora)
const seconds = operations * 0.003;
let label;
if (seconds < 60) {
label = `~ ${seconds.toFixed(1)} sec`;
} else if (seconds < 3600) {
label = `~ ${(seconds / 60).toFixed(1)} min`;
} else {
label = `~ ${(seconds / 3600).toFixed(1)} h`;
}
const el = document.getElementById("wf_time_estimate");
if (el) el.textContent = label;
}
function removeStrategySlot(index) {
strategySlots.splice(index, 1);
rerenderStrategySlots();
}
// =================================================
// PAYLOAD
// =================================================
function buildPayload() {
const symbol = str("symbol");
const timeframe = str("timeframe");
const stopType = str("stop_type");
if (!symbol || !timeframe) {
throw new Error("symbol/timeframe missing");
}
const stop = { type: stopType };
if (stopType === "fixed" || stopType === "trailing") {
stop.stop_fraction = (num("stop_fraction") ?? 1.0) / 100;
}
if (stopType === "atr") {
stop.atr_period = num("atr_period") ?? 14;
stop.atr_multiplier = num("atr_multiplier") ?? 3.0;
}
const risk_fraction = (num("risk_fraction") ?? 1.0) / 100;
const max_position_fraction = (num("max_position_fraction") ?? 95) / 100;
const global_rules = {
max_drawdown_pct: (num("max_drawdown_pct") ?? 20) / 100,
daily_loss_limit_pct: num("daily_loss_limit_pct") ? num("daily_loss_limit_pct") / 100 : null,
max_consecutive_losses: num("max_consecutive_losses"),
cooldown_bars: num("cooldown_bars"),
};
const wf_train_days = num("wf_train_days") ?? 120;
const wf_test_days = num("wf_test_days") ?? 30;
const wf_step_days = num("wf_step_days");
const wf_min_trades_test = num("wf_min_trades_test")
const strategies = collectSelectedStrategies();
return {
symbol,
timeframe,
account_equity: num("account_equity") ?? 10000,
stop,
risk: {
risk_fraction,
max_position_fraction,
},
global_rules,
strategies,
wf: {
train_days: wf_train_days,
test_days: wf_test_days,
step_days: wf_step_days,
min_trades_test: wf_min_trades_test,
},
commission: num("commission") ?? 0.001,
slippage: num("slippage") ?? 0.0005,
};
}
function collectSelectedStrategies() {
const strategies = [];
console.log("strategySlots:", strategySlots);
strategySlots.forEach((slot, index) => {
if (!slot.strategy_id) return;
const strategyMeta = STRATEGY_CATALOG.find(
s => s.strategy_id === slot.strategy_id
);
if (!strategyMeta) return;
const parameters = {};
strategyMeta.parameters_meta.forEach(meta => {
const el = document.getElementById(`${meta.name}_value_${index}`);
if (!el) return;
let value = el.value;
if (meta.type === "int") {
value = parseInt(value);
}
else if (meta.type === "float") {
value = parseFloat(value);
}
else if (meta.type === "bool") {
value = value === "true";
}
parameters[meta.name] = value;
});
strategies.push({
strategy_id: slot.strategy_id,
parameters: parameters
});
});
console.log("Collected strategies:", strategies);
return strategies;
}
async function fetchAvailableStrategies() {
const res = await fetch("/api/v2/calibration/strategies/catalog");
const data = await res.json();
return data.strategies || [];
}
function num(id) {
const el = document.getElementById(id);
if (!el) return null;
const val = el.value;
if (val === "" || val === null || val === undefined) return null;
const n = Number(val);
return Number.isFinite(n) ? n : null;
}
function str(id) {
const el = document.getElementById(id);
if (!el) return null;
const v = el.value;
return v === null || v === undefined ? null : String(v);
}
function setVal(id, value) {
const el = document.getElementById(id);
if (!el) return;
el.value = value ?? "";
}
function loadFromStep2() {
document.getElementById("risk_fraction").value =
localStorage.getItem("calibration.risk_fraction") ?? "";
document.getElementById("max_position_fraction").value =
localStorage.getItem("calibration.max_position_fraction") ?? "";
document.getElementById("stop_type").value =
localStorage.getItem("calibration.stop_type") ?? "fixed";
document.getElementById("stop_fraction").value =
localStorage.getItem("calibration.stop_fraction") ?? "";
document.getElementById("atr_period").value =
localStorage.getItem("calibration.atr_period") ?? "";
document.getElementById("atr_multiplier").value =
localStorage.getItem("calibration.atr_multiplier") ?? "";
document.getElementById("max_drawdown_pct").value =
localStorage.getItem("calibration.max_drawdown_pct") ?? "";
document.getElementById("daily_loss_limit_pct").value =
localStorage.getItem("calibration.daily_loss_limit_pct") ?? "";
document.getElementById("max_consecutive_losses").value =
localStorage.getItem("calibration.max_consecutive_losses") ?? "";
document.getElementById("cooldown_bars").value =
localStorage.getItem("calibration.cooldown_bars") ?? "";
// Forzar actualización de UI según stop heredado
setTimeout(() => {
updateStopUI();
}, 0);
console.log("[calibration_strategies] Parameters loaded from Step 2 ✅");
}
function updateStopUI() {
const type = document.getElementById("stop_type").value;
const stopFraction = document.getElementById("stop_fraction_group");
const atrPeriod = document.getElementById("atr_group");
const atrMultiplier = document.getElementById("atr_multiplier_group");
if (type === "fixed" || type === "trailing") {
stopFraction.classList.remove("d-none");
atrPeriod.classList.add("d-none");
atrMultiplier.classList.add("d-none");
}
if (type === "atr") {
stopFraction.classList.add("d-none");
atrPeriod.classList.remove("d-none");
atrMultiplier.classList.remove("d-none");
}
}
async function loadStrategyCatalog() {
const res = await fetch("/api/v2/calibration/strategies/catalog");
const data = await res.json();
STRATEGY_CATALOG = data.strategies;
}
function addStrategySlot() {
// Si ya hay un slot vacío al final, no crear otro
if (strategySlots.length > 0 &&
strategySlots[strategySlots.length - 1].strategy_id === null) {
return;
}
if (strategySlots.length >= MAX_STRATEGIES) return;
const index = strategySlots.length;
strategySlots.push({
strategy_id: null,
parameters: {}
});
renderStrategySlot(index);
}
// =================================================
// PROGRESS BAR
// =================================================
function startWF() {
document
.getElementById("wf_progress_card")
.classList.remove("d-none");
document.getElementById("wfProgressBar").style.width = "0%";
document.getElementById("wfProgressBar").innerText = "0%";
}
async function pollStatus(jobId) {
const interval = setInterval(async () => {
const res = await fetch(`/api/v2/calibration/strategies/status/${jobId}`);
const data = await res.json();
const bar = document.getElementById("wfProgressBar");
bar.style.width = data.progress + "%";
bar.innerText = data.progress + "%";
if (data.status === "done") {
clearInterval(interval);
bar.classList.remove("progress-bar-animated");
console.log("WF finished");
}
}, 1000);
}
// =================================================
// DIFFERENT RENDER PLOTS
// =================================================
function renderEquityAndReturns(strategyId, s, data) {
const equity = s.window_equity || [];
const ret = s.window_returns_pct || [];
const trd = s.window_trades || [];
const regimeWindows = s.window_regimes || s.diagnostics?.regimes?.by_window || [];
function regimeBgColor(regime) {
switch (regime) {
case "bull_strong":
return "rgba(0,114,178,0.20)";
case "bull_moderate":
return "rgba(0,114,178,0.10)";
case "bear_strong":
return "rgba(230,159,0,0.20)";
case "bear_moderate":
return "rgba(230,159,0,0.10)";
default:
return "rgba(150,150,150,0.12)";
}
}
function buildRegimeBackgroundShapes(regimeWindows, topYRef = "paper") {
if (!Array.isArray(regimeWindows) || regimeWindows.length === 0) return [];
const shapes = [];
regimeWindows.forEach((w, idx) => {
const x0 = idx - 0.5;
const x1 = idx + 0.5;
shapes.push({
type: "rect",
xref: "x",
yref: topYRef,
x0,
x1,
y0: 0.60, // mismo inicio que domain del gráfico superior
y1: 1.00, // mismo final que domain del gráfico superior
fillcolor: regimeBgColor(w.regime_detail || w.regime),
line: { width: 0 },
layer: "below"
});
});
return shapes;
}
// X común (windows)
const n = Math.max(equity.length, ret.length, trd.length);
const x = Array.from({ length: n }, (_, i) => i);
// ---- Escalado para alinear visualmente el 0 (returns) con el 0 (trades) ----
const retMax = Math.max(0, ...ret);
const retMin = Math.min(0, ...ret);
const minTrades = data.config?.wf?.min_trades_test ?? 10;
const trdMaxRaw = Math.max(0, ...trd);
const trdMax = Math.max(trdMaxRaw, minTrades);
const retPosSpan = Math.max(1e-9, retMax);
const retNegSpan = Math.abs(retMin);
const trdNegSpan = (retNegSpan / retPosSpan) * trdMax;
const y1Range = [retMin, retMax];
const y2Range = [-trdNegSpan, trdMax];
// ---- Trazas ----
const equityTrace = {
x,
y: equity,
type: "scatter",
mode: "lines",
name: "Equity",
xaxis: "x",
yaxis: "y"
};
const returnsTrace = {
x,
y: ret,
type: "bar",
name: "Return %",
marker: { color: "#3b82f6" },
xaxis: "x2",
yaxis: "y2",
offsetgroup: "returns",
alignmentgroup: "bottom"
};
const tradesTrace = {
x,
y: trd,
type: "bar",
name: "Trades",
marker: { color: "#f59e0b" },
xaxis: "x2",
yaxis: "y3",
offsetgroup: "trades",
alignmentgroup: "bottom"
};
const regimeShapesTop = buildRegimeBackgroundShapes(regimeWindows);
// ---- Layout ----
const layout = {
grid: { rows: 2, columns: 1, pattern: "independent" },
// IMPORTANTE: share X de verdad (pan/zoom sincronizado)
xaxis: { matches: "x2", showgrid: true },
xaxis2: { matches: "x", showgrid: true },
// Dominios (más altura para ver mejor)
// Ajusta estos números a gusto:
yaxis: {
domain: [0.60, 1.00],
title: "Equity",
showgrid: true,
rangemode: "tozero"
},
xaxis: {
domain: [0.00, 1.00],
anchor: "y"
},
yaxis2: {
domain: [0.00, 0.25],
title: "Return %",
range: y1Range,
zeroline: true,
zerolinewidth: 2,
showgrid: true
},
xaxis2: {
domain: [0.00, 1.00],
anchor: "y2",
title: "Windows"
},
yaxis3: {
title: "Trades",
overlaying: "y2",
side: "right",
range: y2Range,
zeroline: true,
zerolinewidth: 2,
showgrid: false
},
// Barras lado a lado
barmode: "group",
bargap: 0.2,
shapes: [
...regimeShapesTop,
{
type: "line",
x0: -0.5,
x1: n - 0.5,
y0: minTrades,
y1: minTrades,
xref: "x2",
yref: "y3",
line: { color: "red", width: 2, dash: "dash" }
}
],
legend: { orientation: "h" },
margin: { t: 50, r: 70, l: 70, b: 50 }
};
const topDomain = layout.yaxis.domain; // [start,end]
const botDomain = layout.yaxis2.domain; // [start,end]
layout.annotations = [
{
text: `Equity — ${strategyId}`,
x: 0.5, xref: "paper",
y: topDomain[1] + 0.05, yref: "paper",
showarrow: false,
font: { size: 16 }
},
{
text: `Returns & Trades — ${strategyId}`,
x: 0.5, xref: "paper",
y: botDomain[1] + 0.05, yref: "paper",
showarrow: false,
font: { size: 16 }
}
];
Plotly.newPlot("plot_strategy", [equityTrace, returnsTrace, tradesTrace], layout, {
displayModeBar: true,
responsive: true
});
const gd = document.getElementById("plot_strategy");
// Limpia listeners anteriores (si re-renderizas)
gd.removeAllListeners?.("plotly_relayout");
// Flag para evitar bucles cuando hacemos relayout desde el listener
gd.__syncing = false;
function clamp01(v) {
return Math.max(0, Math.min(1, v));
}
function zeroFrac(min, max) {
const span = max - min;
if (!isFinite(span) || span <= 1e-12) return 0;
return clamp01((0 - min) / span);
}
// Dado un max fijo y una fracción f (posición del 0), calcula el min
function minFromMaxAndFrac(max, f) {
const denom = Math.max(1e-9, (1 - f));
return -(f / denom) * max;
}
gd.on("plotly_relayout", (ev) => {
if (gd.__syncing) return;
const update = {};
// ===== 0) DETECTAR AUTOSCALE / RESET (prioridad máxima) =====
// Plotly puede indicar autoscale de varias maneras.
const autoscaleTriggered =
ev["yaxis2.autorange"] === true ||
ev["yaxis3.autorange"] === true ||
ev["yaxis.autorange"] === true ||
ev["xaxis.autorange"] === true ||
ev["xaxis2.autorange"] === true ||
ev["autosize"] === true ||
ev["resetScale2d"] === true ||
ev["xaxis.range[0]"] === undefined && ev["xaxis.range[1]"] === undefined && ev["yaxis.range[0]"] === undefined && ev["yaxis.range[1]"] === undefined
? false
: false;
// Si el usuario pulsa Autoscale/Reset, queremos SIEMPRE:
// - Reforzar yaxis2/yaxis3 con tus rangos calculados (0 alineado)
// - Volver a dibujar la línea minTrades
// - (Opcional) dejar X en autorange en ambos
if (
ev["yaxis2.autorange"] === true ||
ev["yaxis3.autorange"] === true ||
ev["yaxis.autorange"] === true ||
ev["xaxis.autorange"] === true ||
ev["xaxis2.autorange"] === true ||
ev["resetScale2d"] === true
) {
// update["yaxis2.autorange"] = false;
// update["yaxis3.autorange"] = false;
update["yaxis2.range"] = y1Range;
update["yaxis3.range"] = y2Range;
// Asegura que la línea de Min Trades se vea SIEMPRE
update["shapes[0].type"] = "line";
update["shapes[0].xref"] = "x2";
update["shapes[0].yref"] = "y3";
update["shapes[0].x0"] = -0.5;
update["shapes[0].x1"] = n - 0.5;
update["shapes[0].y0"] = minTrades;
update["shapes[0].y1"] = minTrades;
update["shapes[0].line.color"] = "red";
update["shapes[0].line.width"] = 2;
update["shapes[0].line.dash"] = "dash";
// Mantén X sincronizado también tras autoscale
// if (ev["xaxis.autorange"] === true || ev["xaxis2.autorange"] === true || ev["resetScale2d"] === true) {
// update["xaxis.autorange"] = true;
// update["xaxis2.autorange"] = true;
// }
gd.__syncing = true;
Plotly.relayout(gd, update).finally(() => {
gd.__syncing = false;
});
return; // IMPORTANTÍSIMO: no seguimos con el resto de sincronizaciones
}
// ===== 1) Sync X arriba/abajo (pan/zoom normal) =====
if (ev["xaxis2.range[0]"] !== undefined && ev["xaxis2.range[1]"] !== undefined) {
update["xaxis.range"] = [ev["xaxis2.range[0]"], ev["xaxis2.range[1]"]];
update["xaxis.autorange"] = false;
}
if (ev["xaxis.range[0]"] !== undefined && ev["xaxis.range[1]"] !== undefined) {
update["xaxis2.range"] = [ev["xaxis.range[0]"], ev["xaxis.range[1]"]];
update["xaxis2.autorange"] = false;
}
// ===== 2) Mantener 0 alineado cuando pan/zoom en Y2 o Y3 =====
const y2Changed = ev["yaxis2.range[0]"] !== undefined && ev["yaxis2.range[1]"] !== undefined;
const y3Changed = ev["yaxis3.range[0]"] !== undefined && ev["yaxis3.range[1]"] !== undefined;
const full = gd._fullLayout || {};
const curY2 = full.yaxis2?.range || y1Range;
const curY3 = full.yaxis3?.range || y2Range;
if (y2Changed && !y3Changed) {
const newY2 = [ev["yaxis2.range[0]"], ev["yaxis2.range[1]"]];
const f = zeroFrac(newY2[0], newY2[1]);
const y3MaxKeep = (curY3 && curY3.length === 2) ? curY3[1] : y2Range[1];
const y3Min = minFromMaxAndFrac(y3MaxKeep, f);
update["yaxis2.autorange"] = false;
update["yaxis3.autorange"] = false;
update["yaxis2.range"] = newY2;
update["yaxis3.range"] = [y3Min, y3MaxKeep];
}
if (y3Changed && !y2Changed) {
const newY3 = [ev["yaxis3.range[0]"], ev["yaxis3.range[1]"]];
const f = zeroFrac(newY3[0], newY3[1]);
const y2MaxKeep = (curY2 && curY2.length === 2) ? curY2[1] : y1Range[1];
const y2Min = minFromMaxAndFrac(y2MaxKeep, f);
update["yaxis2.autorange"] = false;
update["yaxis3.autorange"] = false;
update["yaxis3.range"] = newY3;
update["yaxis2.range"] = [y2Min, y2MaxKeep];
}
// Si ambos cambian (zoom box), prioriza el zeroFrac de y2
if (y2Changed && y3Changed) {
const newY2 = [ev["yaxis2.range[0]"], ev["yaxis2.range[1]"]];
const f = zeroFrac(newY2[0], newY2[1]);
const newY3 = [ev["yaxis3.range[0]"], ev["yaxis3.range[1]"]];
const y3MaxKeep = newY3[1];
const y3Min = minFromMaxAndFrac(y3MaxKeep, f);
update["yaxis2.autorange"] = false;
update["yaxis3.autorange"] = false;
update["yaxis2.range"] = newY2;
update["yaxis3.range"] = [y3Min, y3MaxKeep];
}
// ===== 3) Re-asegurar la línea minTrades (por si Plotly la toca en relayouts) =====
// (No molesta y evita que desaparezca en algunos reset)
update["shapes[0].y0"] = minTrades;
update["shapes[0].y1"] = minTrades;
if (Object.keys(update).length === 0) return;
gd.__syncing = true;
Plotly.relayout(gd, update).finally(() => {
gd.__syncing = false;
});
});
}
function renderRollingSharpe(strategyId, s, data) {
const roll = s.diagnostics?.rolling?.rolling_sharpe_like || [];
const x = roll.map((_, i) => i + 1);
const k = s.diagnostics?.rolling?.rolling_window ?? "?";
Plotly.newPlot(
"plot_strategy",
[
{
x,
y: roll,
type: "scatter",
mode: "lines+markers",
name: `Rolling Sharpe-like (k=${k})`
}
],
{
margin: { t: 60, r: 40, l: 60, b: 50 },
title: { text: `Rolling Sharpe-like — ${strategyId}`, x: 0.5 }, // ✅ centrado + dinámico
xaxis: { title: "Window", showgrid: true, zeroline: false },
yaxis: { title: "Sharpe-like", showgrid: true, zeroline: true, zerolinewidth: 2 },
legend: { orientation: "h" }
},
{ responsive: true, displayModeBar: true }
);
}
function renderOOSReturnsDistribution(strategyId, s, data) {
const edges = s.diagnostics?.distribution?.hist_bin_edges || [];
const counts = s.diagnostics?.distribution?.hist_counts || [];
const centers = edges.map((_, i) => (edges[i] + edges[i + 1]) / 2);
Plotly.newPlot("plot_strategy", [{
x: centers,
y: counts,
type: "bar",
name: "OOS Return% (bins)"
}], {
margin: { t: 40 },
title: { text: `OOS Returns Distribution — ${strategyId}`, x: 0.5 }, // ✅ centrado + dinámico
xaxis: { title: "Return % (window)" },
yaxis: { title: "Count" }
});
}
function renderDrawdownEvolution(strategyId, s, data) {
const dd = s.diagnostics?.drawdown?.drawdown_pct || [];
const x = dd.map((_, i) => i);
Plotly.newPlot("plot_strategy", [{
x,
y: dd,
type: "scatter",
mode: "lines",
name: "Drawdown %"
}], {
margin: { t: 40 },
title: { text: `Drawdown Evolution — ${strategyId}`, x: 0.5 }, // ✅ centrado + dinámico
xaxis: { title: "Point (initial + windows)" },
yaxis: { title: "Drawdown %", zeroline: true }
});
}
function renderTradeDensity(strategyId, s, data) {
const tpw = s.diagnostics?.trades?.trades_per_window || [];
const tpd = s.diagnostics?.trades?.trades_per_day || [];
const x = tpw.map((_, i) => i + 1);
const tpwMax = Math.max(0, ...tpw);
const tpdMax = Math.max(0, ...tpd);
Plotly.newPlot("plot_strategy", [
{
x,
y: tpw,
type: "bar",
name: "Trades / window",
yaxis: "y"
},
{
x,
y: tpd,
type: "scatter",
mode: "lines+markers",
name: "Trades / day",
yaxis: "y2"
}
], {
margin: { t: 40 },
title: { text: `Trade Density — ${strategyId}`, x: 0.5 },
barmode: "group",
xaxis: { title: "Window" },
yaxis: {
title: "Trades / window",
range: [0, tpwMax],
zeroline: true,
zerolinewidth: 2
},
yaxis2: {
title: "Trades / day",
overlaying: "y",
side: "right",
range: [0, tpdMax],
zeroline: true,
zerolinewidth: 2
}
});
}
// =================================================
// RENDER RESULTS
// =================================================
function renderStrategiesList(strategies) {
const list = document.getElementById("strategies_list");
if (!list) return;
list.innerHTML = "";
strategies.forEach((s) => {
const col = document.createElement("div");
col.className = "col-12 col-lg-6";
col.setAttribute("data-strategy-item", "1");
const defaultGrid = s.default_grid || {};
const defaultGridText = JSON.stringify(defaultGrid, null, 2);
col.innerHTML = `
`;
list.appendChild(col);
});
}
function setBadge(status) {
const badge = document.getElementById("strategies_status_badge");
if (!badge) return;
badge.classList.remove("bg-secondary", "bg-success", "bg-warning", "bg-danger");
badge.classList.add(
status === "ok" ? "bg-success" : status === "warning" ? "bg-warning" : status === "fail" ? "bg-danger" : "bg-secondary"
);
badge.textContent = status ? status.toUpperCase() : "—";
}
function renderResultsTable(data) {
const wrap = document.getElementById("strategies_table_wrap");
if (!wrap) return;
const rows = [];
(data.results || []).forEach((r) => {
rows.push(`
| ${r.strategy_id} |
${r.status} |
${r.n_windows} |
${Number(r.oos_total_return_pct).toFixed(2)}% |
${Number(r.oos_max_dd_worst_pct).toFixed(2)}% |
${Number(r.oos_final_equity).toFixed(2)} |
${r.message || ""}
${Array.isArray(r.warnings) && r.warnings.length ? ` ${r.warnings.map(escapeHtml).join(" · ")} ` : ""}
|
`);
});
wrap.innerHTML = `
| Strategy |
Status |
Windows |
OOS return |
Worst DD |
Final equity |
Message |
${rows.join("")}
`;
}
function populatePlotSelector(data) {
const sel = document.getElementById("plot_strategy_select");
if (!sel) return;
sel.innerHTML = "";
// ✅ usar results, no series (para que aparezcan también warning/fail)
const ids = (data.results || []).map(r => r.strategy_id);
ids.forEach((sid) => {
const opt = document.createElement("option");
opt.value = sid;
opt.textContent = sid;
sel.appendChild(opt);
});
sel.onchange = () => {
const sid = sel.value;
selectStrategy(sid, data);
};
if (ids.length > 0) {
sel.value = selectedStrategyId || ids[0];
}
}
function selectStrategy(strategyId, data) {
if (!strategyId || !data) return;
// Actualiza selectedStrategyId
selectedStrategyId = strategyId;
const row = (data.results || []).find(r => r.strategy_id === strategyId);
// 1) Alerts por status (siempre explícito)
if (row?.status === "warning") {
showPlotAlert("warning", `WARNING — ${strategyId}`, row.message || "Strategy warning.", row.warnings);
} else if (row?.status === "fail") {
showPlotAlert("danger", `FAIL — ${strategyId}`, row.message || "Strategy failed.", row.warnings);
} else {
clearPlotAlert();
}
// 2) Si el backend indica que NO hay serie, no intentamos renderizar
if (row && row.series_available === false) {
showPlotAlert(
row.status === "fail" ? "danger" : "warning",
`${(row.status || "warning").toUpperCase()} — ${strategyId}`,
row.series_error || row.message || "No chart series available for this strategy.",
row.warnings
);
clearPlots();
highlightSelectedRow(strategyId);
return;
}
// 3) Verificar si los datos de la estrategia están disponibles
const strategyData = data?.series?.strategies?.[selectedStrategyId];
if (!strategyData) {
showPlotAlert(
"warning",
`No data available — ${strategyId}`,
"Strategy data not available for rendering.",
[]
);
clearPlots();
highlightSelectedRow(strategyId);
return;
}
// 4) Mantén el gráfico previamente seleccionado en el dropdown
const chartType = document.getElementById("plot_strategy_select").value;
renderChart(chartType, selectedStrategyId, strategyData, data); // Renderiza el gráfico correctamente
renderRegimeSummary(selectedStrategyId, strategyData, data);
highlightSelectedRow(strategyId);
// scroll automático al gráfico
document.getElementById("plot_strategy")?.scrollIntoView({
behavior: "smooth",
block: "start"
});
}
function renderValidateResponse(data) {
lastValidationResult = data;
// -------------------------------
// 1️⃣ Badge + message
// -------------------------------
const badge = document.getElementById("strategies_status_badge");
const msg = document.getElementById("strategies_message");
badge.textContent = data.status ?? "—";
badge.className = "badge";
if (data.status === "ok") badge.classList.add("bg-success");
else if (data.status === "warning") badge.classList.add("bg-warning");
else badge.classList.add("bg-danger");
msg.textContent = data.message ?? "";
// -------------------------------
// 2️⃣ Debug JSON
// -------------------------------
document.getElementById("strategies_debug").textContent =
JSON.stringify(data, null, 2);
// -------------------------------
// 3️⃣ Plots (primera estrategia por ahora)
// -------------------------------
if (data.results && data.results.length > 0) {
if (!selectedStrategyId) {
selectedStrategyId = data.results[0].strategy_id;
}
selectStrategy(selectedStrategyId, data);
}
// -------------------------------
// 4️⃣ Table
// -------------------------------
const wrap = document.getElementById("strategies_table_wrap");
wrap.innerHTML = "";
if (data.results) {
let html = `
| Strategy |
Status |
OOS Return % |
OOS Max DD % |
Windows |
Best Regime |
`;
for (const r of data.results) {
let bestRegime = "-";
const strat = data?.series?.strategies?.[r.strategy_id];
const perf = strat?.diagnostics?.regimes?.performance;
if (perf) {
const entries = ["bull", "sideways", "bear"]
.map(k => ({
regime: k,
val: perf?.[k]?.mean_return_pct ?? -Infinity
}));
entries.sort((a,b)=>b.val-a.val);
if (entries[0].val > -Infinity) {
bestRegime = entries[0].regime;
}
}
html += `
|
${r.strategy_id}
|
${r.status} |
${r.oos_total_return_pct?.toFixed(2)} |
${r.oos_max_dd_worst_pct?.toFixed(2)} |
${r.n_windows} |
${bestRegime} |
`;
// 🔸 Mostrar warnings debajo de la fila si existen
if (r.warnings && r.warnings.length > 0) {
html += `
${r.warnings.map(w => `- ${w}
`).join("")}
|
`;
}
}
html += "
";
wrap.innerHTML = html;
document.querySelectorAll(".strategy-row").forEach(el => {
el.addEventListener("click", function () {
console.log("Clicked:", selectedStrategyId);
selectedStrategyId = this.dataset.strategy;
selectStrategy(selectedStrategyId, lastValidationResult);
});
});
}
}
function renderChart(chartType, strategyId, s, data) {
switch (chartType) {
case "equity":
renderEquityAndReturns(strategyId, s, data);
break;
case "rolling_sharpe":
renderRollingSharpe(strategyId, s, data);
break;
case "hist_oos_returns":
renderOOSReturnsDistribution(strategyId, s, data);
break;
case "drawdown":
renderDrawdownEvolution(strategyId, s, data);
break;
case "trade_density":
renderTradeDensity(strategyId, s, data);
break;
default:
renderEquityAndReturns(strategyId, s, data);
break;
}
}
function highlightSelectedRow(strategyId) {
document.querySelectorAll(".strategy-row").forEach(el => {
el.style.backgroundColor = "";
});
const active = document.querySelector(
`.strategy-row[data-strategy="${strategyId}"]`
);
if (active) {
active.style.backgroundColor = "#e6f0ff";
}
}
async function validateStrategies() {
console.log("[calibration_strategies] validateStrategies() START");
const bar = document.getElementById("wfProgressBar");
const txt = document.getElementById("wf_progress_text");
const setProgress = (pct, text) => {
const p = Math.max(0, Math.min(100, Number(pct || 0)));
bar.style.width = `${p}%`;
bar.textContent = `${p}%`;
if (text) txt.textContent = text;
};
if (!validateParameterInputs()) {
alert("Please fix parameter errors before running WF.");
return;
}
try {
// 0) Reset UI
setProgress(0, "Starting...");
// 1) Construye payload igual que antes (usa tu función existente)
const payload = buildPayload(); // <-- NO CAMBIES tu builder, reutilízalo
// 2) Arranca job async
const runResp = await fetch("/api/v2/calibration/strategies/run", {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify(payload),
});
if (!runResp.ok) {
const errText = await runResp.text();
throw new Error(`Run failed: ${runResp.status} ${errText}`);
}
const { job_id } = await runResp.json();
if (!job_id) throw new Error("No job_id returned from /run");
// 3) Poll status
const pollEveryMs = 500;
const maxMinutes = 30;
const maxPolls = Math.ceil((maxMinutes * 60 * 1000) / pollEveryMs);
for (let i = 0; i < maxPolls; i++) {
await new Promise((r) => setTimeout(r, pollEveryMs));
const stResp = await fetch(`/api/v2/calibration/strategies/status/${job_id}`);
if (!stResp.ok) continue;
const st = await stResp.json();
const pct = st.progress ?? 0;
const cw = st.current_window ?? 0;
const tw = st.total_windows ?? 0;
const label =
tw > 0
? `WF running... window ${cw}/${tw}`
: "WF running...";
setProgress(pct, label);
if (st.status === "done") {
setProgress(100, "WF completed ✅");
// 4) Renderiza resultados usando el MISMO renderer que usabas con /validate
// (ojo: el resultado viene dentro de st.result)
if (!st.result) throw new Error("Job done but no result in status payload");
renderValidateResponse(st.result); // <-- usa tu función existente de render (plots, tablas, etc.)
console.log("[calibration_strategies] validateStrategies() DONE ok");
return;
}
if (st.status === "unknown") {
setProgress(0, "Unknown job (server lost state?)");
break;
}
}
throw new Error("Timeout waiting for WF job to finish");
} catch (err) {
console.error(err);
// deja un estado visible
const txt = document.getElementById("wf_progress_text");
if (txt) txt.textContent = `Error: ${err.message}`;
console.log("[calibration_strategies] validateStrategies() DONE fail");
}
}
async function generateReport() {
console.log("[calibration_strategies] generateReport() START");
let payload;
try {
payload = buildPayload();
} catch (e) {
alert(e.message);
return;
}
const res = await fetch("/api/v2/calibration/strategies/report", {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify(payload),
});
const data = await res.json();
if (data.url) {
const viewer = document.getElementById("pdf_viewer_section");
const frame = document.getElementById("pdf_frame");
frame.src = data.url;
viewer.classList.remove("d-none");
viewer.scrollIntoView({ behavior: "smooth" });
} else {
alert("Failed to generate report");
}
}
function wireButtons() {
document.getElementById("validate_strategies_btn")?.addEventListener("click", validateStrategies);
document.getElementById("report_strategies_btn")?.addEventListener("click", generateReport);
document.getElementById("refresh_strategies_btn")?.addEventListener("click", async () => {
const strategies = await fetchAvailableStrategies();
renderStrategiesList(strategies);
});
document.getElementById("load_step2_btn")?.addEventListener("click", () => {
loadContextFromLocalStorage();
});
document.getElementById("close_pdf_btn")?.addEventListener("click", () => {
const viewer = document.getElementById("pdf_viewer_section");
const frame = document.getElementById("pdf_frame");
frame.src = "";
viewer.classList.add("d-none");
});
}
function applyInheritedLock() {
const locked = document.getElementById("lock_inherited").checked;
const fields = document.querySelectorAll(".inherited-field");
fields.forEach(f => {
f.disabled = locked;
if (locked) {
f.classList.add("bg-light");
} else {
f.classList.remove("bg-light");
}
});
}
async function init() {
await loadStrategyCatalog();
addStrategySlot();
loadContextFromLocalStorage();
loadFromStep2();
applyInheritedLock();
document.getElementById("stop_type")
.addEventListener("change", updateStopUI);
wireButtons();
document.getElementById("plot_strategy_select").addEventListener("change", function() {
const chartType = this.value;
const strategyData = lastValidationResult.series.strategies[selectedStrategyId];
// Verifica que selectedStrategyId tenga el valor correcto
console.log("selectedStrategyId:", selectedStrategyId);
console.log("Strategy Data:", strategyData);
renderChart(chartType, selectedStrategyId, strategyData, lastValidationResult);
});
const strategies = await fetchAvailableStrategies();
renderStrategiesList(strategies);
// Pre-select 1 strategy by default (moving_average) if exists
setTimeout(() => {
const first = document.querySelector('input[type=checkbox][data-strategy-id="moving_average"]');
if (first) first.checked = true;
}, 0);
}
// =================================================
// MARKET REGIME
// =================================================
function fmtPct(v, digits = 2) {
const n = Number(v ?? 0);
return `${n.toFixed(digits)}%`;
}
function fmtNum(v, digits = 2) {
const n = Number(v ?? 0);
return n.toFixed(digits);
}
function regimeBadgeClass(regime) {
switch (regime) {
case "bull":
case "bull_moderate":
case "bull_strong":
return "bg-blue-lt text-blue";
case "bear":
case "bear_moderate":
case "bear_strong":
return "bg-orange-lt text-orange";
default:
return "bg-secondary-lt text-secondary";
}
}
function regimeLabel(regime) {
switch (regime) {
case "bull_strong": return "Bull strong";
case "bull_moderate": return "Bull moderate";
case "bear_strong": return "Bear strong";
case "bear_moderate": return "Bear moderate";
case "bull": return "Bull";
case "bear": return "Bear";
default: return "Sideways";
}
}
function ensureRegimeContainer() {
let el = document.getElementById("regime_analysis_wrap");
if (el) return el;
const anchor = document.getElementById("plot_strategy");
if (!anchor || !anchor.parentElement) return null;
el = document.createElement("div");
el.id = "regime_analysis_wrap";
el.className = "mt-4";
anchor.parentElement.appendChild(el);
return el;
}
function clearRegimeSummary() {
const el = document.getElementById("regime_analysis_wrap");
if (el) el.innerHTML = "";
}
function getBestRegime(perf) {
const candidates = ["bull", "sideways", "bear"]
.map((k) => ({
regime: k,
n_windows: Number(perf?.[k]?.n_windows ?? 0),
mean_return_pct: Number(perf?.[k]?.mean_return_pct ?? -Infinity),
}))
.filter((x) => x.n_windows > 0);
if (!candidates.length) return null;
candidates.sort((a, b) => b.mean_return_pct - a.mean_return_pct);
return candidates[0].regime;
}
function renderRegimeSummary(strategyId, s, data) {
const wrap = ensureRegimeContainer();
if (!wrap) return;
const regimesDiag = s?.diagnostics?.regimes || {};
const perf = regimesDiag.performance?.group || {};
const perfDetail = regimesDiag.performance?.detail || {};
const byWindow = s?.window_regimes || regimesDiag.by_window || [];
const cfg = regimesDiag.config || data?.regimes?.config || {};
const bestRegime = getBestRegime(perf);
const detailOrderTop = ["bull_moderate", "bear_moderate"];
const detailOrderBottom = ["bull_strong", "sideways", "bear_strong"];
function renderDetailCard(regime, extraClass = "") {
const p = perfDetail?.[regime] || {};
return `
`;
}
const topCards = detailOrderTop
.map((regime) => renderDetailCard(regime, "col-md-6"))
.join("");
const bottomCards = detailOrderBottom
.map((regime) => renderDetailCard(regime, "col-md-4"))
.join("");
const rows = byWindow.map((w) => `
| ${Number(w.window ?? 0)} |
${regimeLabel(w.regime_detail || w.regime)}
|
${fmtPct(Number(w.bull_strong_pct ?? 0) * 100.0)} |
${fmtPct(Number(w.bull_moderate_pct ?? 0) * 100.0)} |
${fmtPct(Number(w.sideways_detail_pct ?? 0) * 100.0)} |
${fmtPct(Number(w.bear_moderate_pct ?? 0) * 100.0)} |
${fmtPct(Number(w.bear_strong_pct ?? 0) * 100.0)} |
`).join("");
wrap.innerHTML = `
| Window |
Majority regime |
Bull strong % |
Bull mod % |
Sideways % |
Bear mod % |
Bear strong % |
${rows || `| No regime data available. |
`}
`;
}
// =================================================
// PLOT ALERTS (Tabler) + SAFE PLOT CLEAR
// =================================================
function ensurePlotAlertContainer() {
// Lo colocamos antes del primer plot si existe
let el = document.getElementById("plot_alert");
if (el) return el;
const anchor = document.getElementById("plot_strategy");
if (!anchor || !anchor.parentElement) return null;
el = document.createElement("div");
el.id = "plot_alert";
el.className = "mb-3";
anchor.parentElement.insertBefore(el, anchor);
return el;
}
function escapeHtml(str) {
return String(str ?? "")
.replaceAll("&", "&")
.replaceAll("<", "<")
.replaceAll(">", ">")
.replaceAll('"', """)
.replaceAll("'", "'");
}
function showPlotAlert(type, title, message, warnings) {
const el = ensurePlotAlertContainer();
if (!el) return;
const warnHtml = Array.isArray(warnings) && warnings.length
? `${warnings.map(w => `- ${escapeHtml(w)}
`).join("")}
`
: "";
el.innerHTML = `
${escapeHtml(title)}
${escapeHtml(message || "")}
${warnHtml}
`;
}
function clearPlotAlert() {
const el = document.getElementById("plot_alert");
if (el) el.innerHTML = "";
}
function clearPlots() {
const eq = document.getElementById("plot_strategy");
if (eq) eq.innerHTML = "";
clearRegimeSummary();
}
document.getElementById("lock_inherited")
.addEventListener("change", applyInheritedLock);
init();