646 lines
28 KiB
Dart
646 lines
28 KiB
Dart
import 'package:flutter/material.dart';
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import 'package:flutter_bloc/flutter_bloc.dart';
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import 'package:fl_chart/fl_chart.dart';
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import 'package:intl/intl.dart';
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import '../../../core/network/api_client.dart';
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import '../../../core/theme/app_theme.dart';
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import '../../../core/widgets/glass_container.dart';
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import '../../search/widgets/asset_search_dialog.dart';
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import '../cubit/backtest_cubit.dart';
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import '../models/backtest_history_entry_model.dart';
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import '../models/backtest_report_model.dart';
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import '../repositories/simulation_repository.dart';
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import '../utils/strategy_explanations.dart';
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import '../utils/strategy_parameter_definitions.dart';
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class BacktestVisualizerScreen extends StatelessWidget {
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final ApiClient apiClient;
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final String? initialIsin;
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const BacktestVisualizerScreen({
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super.key,
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required this.apiClient,
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this.initialIsin,
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});
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@override
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Widget build(BuildContext context) {
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return BlocProvider(
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create: (context) => BacktestCubit(repository: SimulationRepository(apiClient: apiClient)),
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child: _BacktestVisualizerContent(apiClient: apiClient, initialIsin: initialIsin),
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);
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}
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}
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class _BacktestVisualizerContent extends StatefulWidget {
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final ApiClient apiClient;
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final String? initialIsin;
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const _BacktestVisualizerContent({required this.apiClient, this.initialIsin});
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@override
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State<_BacktestVisualizerContent> createState() => _BacktestVisualizerContentState();
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}
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class _BacktestVisualizerContentState extends State<_BacktestVisualizerContent> {
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static const String _defaultIsin = 'US67066G1040'; // NVDA - only used until the user picks a real asset.
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String _selectedIsin = _defaultIsin;
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String _selectedAssetName = '';
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String _selectedStrategy = 'TrendPullbackFvg';
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String _selectedTimeframe = '1h';
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final List<String> _strategies = [
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'TrendPullbackFvg',
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'SmcLiquiditySweep',
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'VolatilitySqueeze',
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'MeanReversion',
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'SuperTrendMultiTf',
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'MacdCrossover',
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'MovingAverageCrossover',
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'RsiReversal',
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'DonchianBreakout',
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'VwapBounce',
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];
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// Yahoo Finance only retains fine-grained intraday history for a limited recent window (documented,
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// publicly-known limits: 1m ~7 days, 5m/15m/30m ~60 days), then serves 1h/1d/1wk bars over many years.
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// FinlyticSimulation.QuantSimulationEngine.ResolveYahooRange picks the matching fetch window per timeframe,
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// so a shorter timeframe here genuinely means "less total history available for this backtest" - see the
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// info tooltip on the TF field.
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final List<String> _timeframes = ['1m', '5m', '15m', '30m', '1h', '1d', '1wk'];
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@override
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void initState() {
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super.initState();
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_selectedIsin = widget.initialIsin ?? _defaultIsin;
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// Fire-and-forget: the history panel shows an explicit loading/empty/error state on its own, so the
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// initial screen build does not need to wait on this.
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context.read<BacktestCubit>().loadHistory(isin: _selectedIsin);
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}
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Future<void> _pickAsset() async {
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await showDialog(
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context: context,
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builder: (_) => AssetSearchDialog(
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apiClient: widget.apiClient,
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onAssetSelected: (isin, name) {
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setState(() {
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_selectedIsin = isin;
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_selectedAssetName = name;
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});
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context.read<BacktestCubit>().loadHistory(isin: isin, strategyKey: _selectedStrategy);
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// A saved parameter profile is scoped to (isin, strategyKey) - the overrides for the previous
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// asset almost certainly don't apply to this one.
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context.read<BacktestCubit>().resetParameterOverrides();
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},
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),
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);
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}
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void _runBacktest() {
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if (_selectedIsin.trim().isEmpty) return;
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context.read<BacktestCubit>().runBacktest(
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isin: _selectedIsin.trim(),
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symbol: '', // Left blank on purpose: FinlyticSimulation resolves the ticker from the ISIN itself.
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strategyKey: _selectedStrategy,
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timeframe: _selectedTimeframe,
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);
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}
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@override
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Widget build(BuildContext context) {
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return Scaffold(
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backgroundColor: AppTheme.darkBackground,
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appBar: AppBar(
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backgroundColor: Colors.transparent,
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elevation: 0,
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title: const Text('Quant & Backtest Engine', style: TextStyle(fontWeight: FontWeight.bold, fontSize: 18)),
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),
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body: SingleChildScrollView(
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padding: const EdgeInsets.all(16),
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child: Column(
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crossAxisAlignment: CrossAxisAlignment.start,
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children: [
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// Parameter Card
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GlassContainer(
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padding: const EdgeInsets.all(16),
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child: Column(
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crossAxisAlignment: CrossAxisAlignment.start,
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children: [
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const Text('Backtest Parameter', style: TextStyle(fontWeight: FontWeight.bold, fontSize: 14, color: Colors.white)),
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const SizedBox(height: 12),
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InkWell(
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onTap: _pickAsset,
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borderRadius: BorderRadius.circular(8),
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child: Container(
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width: double.infinity,
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padding: const EdgeInsets.symmetric(horizontal: 12, vertical: 12),
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decoration: BoxDecoration(
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color: Colors.white.withValues(alpha: 0.05),
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borderRadius: BorderRadius.circular(8),
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),
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child: Row(
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children: [
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Icon(Icons.search, size: 18, color: AppTheme.textMuted),
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const SizedBox(width: 10),
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Expanded(
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child: Column(
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crossAxisAlignment: CrossAxisAlignment.start,
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children: [
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Text(
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_selectedAssetName.isNotEmpty ? _selectedAssetName : 'Asset auswählen',
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style: const TextStyle(color: Colors.white, fontSize: 13, fontWeight: FontWeight.w600),
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),
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Text(_selectedIsin, style: TextStyle(color: AppTheme.textMuted, fontSize: 11)),
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],
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),
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),
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Icon(Icons.chevron_right_rounded, color: AppTheme.textMuted, size: 20),
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],
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),
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),
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),
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const SizedBox(height: 8),
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Row(
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children: [
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Expanded(
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flex: 2,
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child: DropdownButtonFormField<String>(
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initialValue: _selectedStrategy,
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dropdownColor: AppTheme.cardSurface,
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style: const TextStyle(color: Colors.white, fontSize: 12),
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decoration: InputDecoration(
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labelText: 'Strategie',
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labelStyle: TextStyle(color: AppTheme.textMuted, fontSize: 12),
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filled: true,
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fillColor: Colors.white.withValues(alpha: 0.05),
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contentPadding: const EdgeInsets.symmetric(horizontal: 8, vertical: 8),
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border: OutlineInputBorder(borderRadius: BorderRadius.circular(8)),
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),
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items: _strategies.map((s) => DropdownMenuItem(value: s, child: Text(s))).toList(),
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onChanged: (val) {
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if (val == null) return;
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setState(() => _selectedStrategy = val);
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context.read<BacktestCubit>().loadHistory(isin: _selectedIsin, strategyKey: val);
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// A bare parameter name (e.g. "Period") means something different per strategy -
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// overrides from the previous strategy must not silently carry over.
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context.read<BacktestCubit>().resetParameterOverrides();
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},
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),
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),
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const SizedBox(width: 4),
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IconButton(
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tooltip: 'Wie funktioniert diese Strategie?',
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icon: Icon(Icons.info_outline, color: AppTheme.accentCyan, size: 20),
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onPressed: () => StrategyExplanations.showStrategyDetails(context, _selectedStrategy),
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),
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const SizedBox(width: 4),
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Expanded(
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flex: 1,
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child: DropdownButtonFormField<String>(
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initialValue: _selectedTimeframe,
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dropdownColor: AppTheme.cardSurface,
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style: const TextStyle(color: Colors.white, fontSize: 12),
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decoration: InputDecoration(
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labelText: 'TF',
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labelStyle: TextStyle(color: AppTheme.textMuted, fontSize: 12),
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filled: true,
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fillColor: Colors.white.withValues(alpha: 0.05),
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contentPadding: const EdgeInsets.symmetric(horizontal: 8, vertical: 8),
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border: OutlineInputBorder(borderRadius: BorderRadius.circular(8)),
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),
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items: _timeframes.map((tf) => DropdownMenuItem(value: tf, child: Text(tf))).toList(),
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onChanged: (val) => setState(() => _selectedTimeframe = val ?? _selectedTimeframe),
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),
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),
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const SizedBox(width: 4),
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IconButton(
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tooltip:
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'Kerzen-Zeitrahmen für den Backtest. Yahoo Finance liefert feine Zeitrahmen nur für '
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'ein begrenztes, aktuelles Zeitfenster (1m ≈ 7 Tage, 5m/15m/30m ≈ 60 Tage), während '
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'1h/1d/1wk viele Jahre Historie abdecken - kürzere Zeitrahmen bedeuten also '
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'automatisch weniger verfügbare Backtest-Historie.',
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icon: Icon(Icons.info_outline, color: AppTheme.accentCyan, size: 20),
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onPressed: () => _showTimeframeInfo(context),
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),
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],
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),
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const SizedBox(height: 8),
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BlocBuilder<BacktestCubit, BacktestState>(
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builder: (context, state) => _buildParameterSection(state),
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),
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const SizedBox(height: 16),
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BlocBuilder<BacktestCubit, BacktestState>(
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builder: (context, state) {
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return SizedBox(
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width: double.infinity,
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child: ElevatedButton.icon(
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onPressed: state.isLoading ? null : _runBacktest,
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icon: state.isLoading
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? const SizedBox(width: 16, height: 16, child: CircularProgressIndicator(strokeWidth: 2, color: Colors.black))
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: const Icon(Icons.play_arrow),
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label: Text(state.isLoading ? 'Replay läuft...' : 'Backtest Ausführen'),
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style: ElevatedButton.styleFrom(
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backgroundColor: AppTheme.primaryEmerald,
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// Without an explicit foregroundColor, the default theme-derived text color on
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// this bright background was effectively invisible until the pressed-state
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// overlay darkened it enough to read - black is the established convention for
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// primaryEmerald buttons elsewhere in the app (e.g. admin_users_screen.dart).
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foregroundColor: Colors.black,
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padding: const EdgeInsets.symmetric(vertical: 14),
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),
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),
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);
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},
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),
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],
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),
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),
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const SizedBox(height: 16),
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BlocBuilder<BacktestCubit, BacktestState>(
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builder: (context, state) {
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return Column(
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crossAxisAlignment: CrossAxisAlignment.start,
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children: [
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if (state.errorMessage != null)
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Container(
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padding: const EdgeInsets.all(12),
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decoration: BoxDecoration(
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borderRadius: BorderRadius.circular(8),
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color: AppTheme.accentRed.withValues(alpha: 0.15),
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border: Border.all(color: AppTheme.accentRed),
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),
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child: Text(state.errorMessage!, style: TextStyle(color: AppTheme.accentRed)),
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),
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if (state.report != null) ...[
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if (state.isViewingHistoricalRun)
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Padding(
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padding: const EdgeInsets.only(bottom: 8),
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child: Row(
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children: [
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Icon(Icons.history, size: 14, color: AppTheme.accentCyan),
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const SizedBox(width: 6),
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Text('Aus dem Verlauf geladen', style: TextStyle(color: AppTheme.accentCyan, fontSize: 12, fontWeight: FontWeight.w600)),
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],
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),
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),
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_buildMetricsSummary(state.report!),
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const SizedBox(height: 16),
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_buildEquityCurveChart(state.report!),
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const SizedBox(height: 16),
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],
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_buildHistorySection(state),
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],
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);
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},
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),
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],
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),
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),
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);
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}
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void _showTimeframeInfo(BuildContext context) {
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showDialog(
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context: context,
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builder: (dialogContext) => AlertDialog(
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backgroundColor: AppTheme.cardSurface,
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shape: RoundedRectangleBorder(
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borderRadius: BorderRadius.circular(16),
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side: BorderSide(color: AppTheme.glassBorder),
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),
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title: const Text('Zeitrahmen (TF)', style: TextStyle(color: Colors.white, fontSize: 16, fontWeight: FontWeight.bold)),
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content: Text(
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'Der Zeitrahmen bestimmt, wie groß eine einzelne Kerze im Backtest ist (z. B. "1h" = eine Kerze pro Stunde).\n\n'
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'Warum nicht jeder Zeitrahmen die gleiche Historie liefert: Yahoo Finance speichert feine, '
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'minutengenaue Kursdaten nur für ein begrenztes, aktuelles Zeitfenster:\n\n'
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'• 1m: nur die letzten ~7 Tage\n'
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'• 5m / 15m / 30m: nur die letzten ~60 Tage\n'
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'• 1h: bis zu ~2 Jahre\n'
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'• 1d / 1wk: viele Jahre\n\n'
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'Ein Backtest auf "1m" liefert also automatisch nur sehr wenige Trades, weil kaum Historie '
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'verfügbar ist - für aussagekräftige Backtests eignen sich meist 1h, 1d oder 1wk besser.',
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style: TextStyle(color: AppTheme.textSecondary, fontSize: 13, height: 1.4),
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),
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actions: [
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TextButton(
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onPressed: () => Navigator.pop(dialogContext),
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child: const Text('Verstanden', style: TextStyle(color: Colors.white)),
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),
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],
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),
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);
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}
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/// "Erweiterte Parameter": lets the user override the currently selected strategy's tunable indicator
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/// parameters for this backtest run only (see `TechnicalContext.ParameterOverrides`), and optionally save
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/// the current set as a reusable profile for this (asset, strategy) pair. Renders nothing for a strategy
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/// with no tunable parameters defined.
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Widget _buildParameterSection(BacktestState state) {
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final defs = StrategyParameterDefinitions.forStrategy(_selectedStrategy);
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if (defs.isEmpty) return const SizedBox.shrink();
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return Theme(
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data: Theme.of(context).copyWith(dividerColor: Colors.transparent),
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child: ExpansionTile(
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tilePadding: EdgeInsets.zero,
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childrenPadding: const EdgeInsets.only(top: 4, bottom: 12),
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iconColor: AppTheme.textMuted,
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collapsedIconColor: AppTheme.textMuted,
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title: Text(
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'Erweiterte Parameter (${defs.length})',
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style: const TextStyle(color: Colors.white, fontSize: 13, fontWeight: FontWeight.w600),
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),
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children: [
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...defs.map((def) => _buildParameterRow(def, state)),
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const SizedBox(height: 8),
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Row(
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children: [
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Expanded(
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child: OutlinedButton.icon(
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onPressed: state.isParametersLoading
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? null
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: () => context
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.read<BacktestCubit>()
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.loadSavedParameters(isin: _selectedIsin, strategyKey: _selectedStrategy),
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icon: const Icon(Icons.folder_open_outlined, size: 16),
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label: const Text('Laden', style: TextStyle(fontSize: 12)),
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),
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),
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const SizedBox(width: 8),
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Expanded(
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child: OutlinedButton.icon(
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onPressed: state.isParametersLoading
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? null
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: () => context
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.read<BacktestCubit>()
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.saveCurrentParameters(isin: _selectedIsin, strategyKey: _selectedStrategy),
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icon: const Icon(Icons.save_outlined, size: 16),
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label: const Text('Speichern', style: TextStyle(fontSize: 12)),
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),
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),
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],
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),
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if (state.isParametersLoading) ...[
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const SizedBox(height: 10),
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const Center(child: SizedBox(height: 14, width: 14, child: CircularProgressIndicator(strokeWidth: 2))),
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] else if (state.parametersMessage != null) ...[
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const SizedBox(height: 8),
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Text(state.parametersMessage!, style: TextStyle(color: AppTheme.accentCyan, fontSize: 11)),
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],
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],
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),
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);
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}
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/// One full-width row per tunable parameter: a readable label (wraps instead of truncating), a tap-to-show
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/// info icon explaining what it controls, and a comfortably-sized value field - replaces the previous
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/// `Wrap` of fixed-140px fields with floating labels, which squeezed the (often long) German labels down to
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/// the point of being unreadable.
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Widget _buildParameterRow(StrategyParameterDef def, BacktestState state) {
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final currentValue = state.parameterOverrides[def.name] ?? def.defaultValue;
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final displayValue = def.isInteger ? currentValue.toStringAsFixed(0) : currentValue.toString();
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return Padding(
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padding: const EdgeInsets.only(bottom: 10),
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child: Row(
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crossAxisAlignment: CrossAxisAlignment.center,
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children: [
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Expanded(
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child: Row(
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children: [
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Expanded(
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child: Text(
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def.label,
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style: const TextStyle(color: Colors.white, fontSize: 13),
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),
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),
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const SizedBox(width: 6),
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Tooltip(
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message: def.hint,
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triggerMode: TooltipTriggerMode.tap,
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textStyle: const TextStyle(color: Colors.white, fontSize: 12),
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decoration: BoxDecoration(
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color: AppTheme.cardSurface,
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borderRadius: BorderRadius.circular(8),
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border: Border.all(color: AppTheme.glassBorder),
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),
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child: Icon(Icons.info_outline, size: 16, color: AppTheme.accentCyan),
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),
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],
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),
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),
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const SizedBox(width: 12),
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SizedBox(
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width: 92,
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child: TextFormField(
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// Forces the field to redraw with the new value after "Laden" replaces the whole override map -
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// a plain `initialValue` is otherwise only honored on the very first build.
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key: ValueKey('$_selectedIsin-$_selectedStrategy-${def.name}-$displayValue'),
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initialValue: displayValue,
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textAlign: TextAlign.center,
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style: const TextStyle(color: Colors.white, fontSize: 13),
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decoration: InputDecoration(
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isDense: true,
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filled: true,
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fillColor: Colors.white.withValues(alpha: 0.06),
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contentPadding: const EdgeInsets.symmetric(horizontal: 8, vertical: 12),
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border: OutlineInputBorder(
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borderRadius: BorderRadius.circular(8),
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borderSide: BorderSide(color: AppTheme.glassBorder),
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),
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),
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keyboardType: const TextInputType.numberWithOptions(decimal: true),
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onChanged: (text) {
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final parsed = double.tryParse(text.trim().replaceAll(',', '.'));
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if (parsed != null) {
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context.read<BacktestCubit>().setParameterOverride(def.name, parsed);
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}
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},
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),
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),
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],
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),
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);
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}
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Widget _buildHistorySection(BacktestState state) {
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return GlassContainer(
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padding: const EdgeInsets.all(16),
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child: Column(
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crossAxisAlignment: CrossAxisAlignment.start,
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children: [
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Row(
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children: [
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const Expanded(
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child: Text('Backtest-Verlauf für dieses Asset', style: TextStyle(fontWeight: FontWeight.bold, fontSize: 14, color: Colors.white)),
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),
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if (state.isHistoryLoading) const SizedBox(width: 14, height: 14, child: CircularProgressIndicator(strokeWidth: 2)),
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],
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),
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const SizedBox(height: 10),
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if (state.historyErrorMessage != null)
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Text(state.historyErrorMessage!, style: TextStyle(color: AppTheme.accentRed, fontSize: 12))
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else if (!state.isHistoryLoading && state.history.isEmpty)
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Text(
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'Für $_selectedIsin wurde noch kein Backtest ausgeführt.',
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style: TextStyle(color: AppTheme.textMuted, fontSize: 12),
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)
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else
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...state.history.map(_buildHistoryRow),
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],
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),
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);
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}
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|
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Widget _buildHistoryRow(BacktestHistoryEntryModel entry) {
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final isPositive = entry.totalReturnPercent >= 0;
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final returnColor = isPositive ? AppTheme.primaryEmerald : AppTheme.accentRed;
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|
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return InkWell(
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borderRadius: BorderRadius.circular(8),
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onTap: () => context.read<BacktestCubit>().viewHistoricalRun(entry.runId),
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child: Padding(
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|
padding: const EdgeInsets.symmetric(vertical: 8),
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child: Row(
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|
children: [
|
|
Expanded(
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|
child: Column(
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|
crossAxisAlignment: CrossAxisAlignment.start,
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children: [
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Text(
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|
'${entry.strategyKey} · ${entry.timeframe}',
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style: const TextStyle(color: Colors.white, fontSize: 13, fontWeight: FontWeight.w600),
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|
),
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|
Text(
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|
DateFormat('dd.MM.yy HH:mm').format(entry.createdAtUtc.toLocal()),
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|
style: TextStyle(color: AppTheme.textMuted, fontSize: 11),
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),
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],
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),
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),
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Text(
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|
'${entry.totalTrades} Trades',
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|
style: TextStyle(color: AppTheme.textMuted, fontSize: 11),
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|
),
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const SizedBox(width: 10),
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|
Text(
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|
'${isPositive ? '+' : ''}${entry.totalReturnPercent.toStringAsFixed(1)}%',
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style: TextStyle(color: returnColor, fontWeight: FontWeight.bold, fontSize: 13),
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|
),
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const SizedBox(width: 6),
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|
Icon(Icons.chevron_right_rounded, color: AppTheme.textMuted, size: 18),
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|
],
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),
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),
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|
);
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|
}
|
|
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|
Widget _buildMetricsSummary(BacktestReportModel report) {
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|
final isPositive = report.totalReturnPercent >= 0;
|
|
|
|
return GlassContainer(
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|
padding: const EdgeInsets.all(16),
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|
child: Column(
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|
crossAxisAlignment: CrossAxisAlignment.start,
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|
children: [
|
|
const Text('Performance Metriken', style: TextStyle(fontWeight: FontWeight.bold, fontSize: 14, color: Colors.white)),
|
|
const SizedBox(height: 12),
|
|
Row(
|
|
children: [
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|
Expanded(child: _buildMetricTile('Winrate', '${report.winRatePercent.toStringAsFixed(1)}%', report.winRatePercent >= 50 ? AppTheme.primaryEmerald : AppTheme.accentRed)),
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|
Expanded(child: _buildMetricTile('Profit Factor', report.profitFactor.toStringAsFixed(2), report.profitFactor >= 1.5 ? AppTheme.primaryEmerald : Colors.amber)),
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|
Expanded(child: _buildMetricTile('Gesamtrendite', '${isPositive ? '+' : ''}${report.totalReturnPercent.toStringAsFixed(1)}%', isPositive ? AppTheme.primaryEmerald : AppTheme.accentRed)),
|
|
Expanded(child: _buildMetricTile('Max Drawdown', '-${report.maxDrawdownPercent.toStringAsFixed(1)}%', Colors.orangeAccent)),
|
|
],
|
|
),
|
|
const SizedBox(height: 8),
|
|
Text(
|
|
report.totalTrades > 0
|
|
? 'Geprüft über ${report.totalTrades} Trades (${report.winningTrades} Gewinner / ${report.losingTrades} Verlierer).'
|
|
: 'Keine Trades in diesem Backtest-Zeitraum ausgeführt.',
|
|
style: TextStyle(color: AppTheme.textMuted, fontSize: 10),
|
|
),
|
|
],
|
|
),
|
|
);
|
|
}
|
|
|
|
Widget _buildMetricTile(String label, String value, Color color) {
|
|
return Column(
|
|
crossAxisAlignment: CrossAxisAlignment.start,
|
|
children: [
|
|
Text(label, style: TextStyle(color: AppTheme.textMuted, fontSize: 10)),
|
|
const SizedBox(height: 4),
|
|
Text(value, style: TextStyle(color: color, fontWeight: FontWeight.bold, fontSize: 15)),
|
|
],
|
|
);
|
|
}
|
|
|
|
Widget _buildEquityCurveChart(BacktestReportModel report) {
|
|
final equityCurve = report.equityCurve;
|
|
|
|
return GlassContainer(
|
|
padding: const EdgeInsets.all(16),
|
|
child: Column(
|
|
crossAxisAlignment: CrossAxisAlignment.start,
|
|
children: [
|
|
const Text('Simulierte Equity-Kurve (€)', style: TextStyle(fontWeight: FontWeight.bold, fontSize: 14, color: Colors.white)),
|
|
const SizedBox(height: 16),
|
|
if (equityCurve.isEmpty)
|
|
SizedBox(
|
|
height: 120,
|
|
child: Center(
|
|
child: Column(
|
|
mainAxisAlignment: MainAxisAlignment.center,
|
|
children: [
|
|
Icon(Icons.show_chart, size: 32, color: AppTheme.textMuted),
|
|
const SizedBox(height: 8),
|
|
Text(
|
|
'Keine Equity-Kurve für diesen Backtest verfügbar.',
|
|
style: TextStyle(color: AppTheme.textMuted, fontSize: 12),
|
|
),
|
|
],
|
|
),
|
|
),
|
|
)
|
|
else
|
|
SizedBox(
|
|
height: 200,
|
|
child: LineChart(
|
|
LineChartData(
|
|
gridData: FlGridData(
|
|
show: true,
|
|
drawVerticalLine: false,
|
|
getDrawingHorizontalLine: (_) => FlLine(color: Colors.white10, strokeWidth: 1),
|
|
),
|
|
titlesData: const FlTitlesData(show: false),
|
|
borderData: FlBorderData(show: false),
|
|
lineBarsData: [
|
|
LineChartBarData(
|
|
spots: [
|
|
for (int i = 0; i < equityCurve.length; i++) FlSpot(i.toDouble(), equityCurve[i].portfolioValue),
|
|
],
|
|
isCurved: true,
|
|
color: AppTheme.primaryEmerald,
|
|
barWidth: 2,
|
|
isStrokeCapRound: true,
|
|
dotData: const FlDotData(show: false),
|
|
belowBarData: BarAreaData(
|
|
show: true,
|
|
color: AppTheme.primaryEmerald.withValues(alpha: 0.15),
|
|
),
|
|
),
|
|
],
|
|
),
|
|
),
|
|
),
|
|
],
|
|
),
|
|
);
|
|
}
|
|
}
|