work on integrating new system
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083dca500c
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063f4c8e27
8 changed files with 221 additions and 66 deletions
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@ -85,56 +85,74 @@ impl BacktestEngine {
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// Load market data
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self.load_market_data().await?;
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eprintln!("Event queue empty: {}, length: {}", self.event_queue.read().is_empty(), self.event_queue.read().len());
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eprintln!("Current time: {}, End time: {}", self.time_provider.now(), self.config.end_time);
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// Main event loop
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while !self.event_queue.read().is_empty() ||
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self.time_provider.now() < self.config.end_time
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{
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// Get next batch of events
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let current_time = self.time_provider.now();
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let events = self.event_queue.write().pop_until(current_time);
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for event in events {
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self.process_event(event).await?;
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let mut iteration = 0;
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while !self.event_queue.read().is_empty() {
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iteration += 1;
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if iteration <= 5 || iteration % 100 == 0 {
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eprintln!("Processing iteration {} at time {}", iteration, self.time_provider.now());
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}
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// Update portfolio value
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self.update_portfolio_value();
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// Check if we should advance time
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if self.event_queue.read().is_empty() {
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// Advance to next data point or end time
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if let Some(next_time) = self.get_next_event_time() {
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if next_time < self.config.end_time {
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self.advance_time(next_time);
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} else {
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break;
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}
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} else {
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break;
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// Get the next event's timestamp
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let next_event_time = self.event_queue.read()
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.peek_next()
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.map(|e| e.timestamp);
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if let Some(event_time) = next_event_time {
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// Advance time to the next event
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self.advance_time(event_time);
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// Get all events at this timestamp
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let current_time = self.time_provider.now();
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let events = self.event_queue.write().pop_until(current_time);
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for event in events {
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self.process_event(event).await?;
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}
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// Update portfolio value
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self.update_portfolio_value();
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} else {
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// No more events
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break;
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}
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}
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eprintln!("Backtest complete. Total trades: {}", self.total_trades);
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// Generate results
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Ok(self.generate_results())
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}
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async fn load_market_data(&mut self) -> Result<(), String> {
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eprintln!("load_market_data: Starting");
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let mut data_source = self.market_data_source.write();
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eprintln!("load_market_data: Seeking to start time: {}", self.config.start_time);
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// Seek to start time
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data_source.seek_to_time(self.config.start_time)?;
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eprintln!("load_market_data: Loading data");
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let mut count = 0;
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// Load all data into event queue
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while let Some(update) = data_source.get_next_update().await {
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if update.timestamp > self.config.end_time {
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break;
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}
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count += 1;
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if count % 100 == 0 {
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eprintln!("load_market_data: Loaded {} data points", count);
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}
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let event = BacktestEvent::market_data(update.timestamp, update);
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self.event_queue.write().push(event);
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}
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eprintln!("load_market_data: Complete. Loaded {} total data points", count);
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Ok(())
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}
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@ -391,8 +409,10 @@ impl BacktestEngine {
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}
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fn get_next_event_time(&self) -> Option<DateTime<Utc>> {
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// In a real implementation, this would look at the next market data point
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None
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// Get the timestamp of the next event in the queue
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self.event_queue.read()
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.peek_next()
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.map(|event| event.timestamp)
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}
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fn generate_results(&self) -> BacktestResult {
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