work on integrating new system

apps/stock/orchestrator/src/backtest/RustBacktestAdapter.ts

@@ -71,6 +71,25 @@ export class RustBacktestAdapter extends EventEmitter {
       const resultJson = this.currentEngine.run();
       const rustResult = JSON.parse(resultJson);
 
+      // Store OHLC data for each symbol
+      const ohlcData: Record<string, any[]> = {};
+      for (const symbol of config.symbols) {
+        const bars = await this.storageService.getHistoricalBars(
+          symbol,
+          new Date(config.startDate),
+          new Date(config.endDate),
+          config.dataFrequency || '1d'
+        );
+        ohlcData[symbol] = bars.map(bar => ({
+          timestamp: bar.timestamp.getTime(),
+          open: bar.open,
+          high: bar.high,
+          low: bar.low,
+          close: bar.close,
+          volume: bar.volume,
+        }));
+      }
+
       // Convert Rust result to orchestrator format
       const result: BacktestResult = {
         backtestId: `rust-${Date.now()}`,
@@ -109,6 +128,7 @@ export class RustBacktestAdapter extends EventEmitter {
         dailyReturns: this.calculateDailyReturns(rustResult.equity_curve),
         finalPositions: rustResult.final_positions || {},
         executionTime: Date.now() - startTime,
+        ohlcData,
       };
 
       this.emit('complete', result);
@@ -199,10 +219,16 @@ export class RustBacktestAdapter extends EventEmitter {
     // Create state for the strategy
     const priceHistory: Map<string, number[]> = new Map();
     const positions: Map<string, number> = new Map();
-    const fastPeriod = parameters.fastPeriod || 10;
-    const slowPeriod = parameters.slowPeriod || 30;
+    const fastPeriod = parameters.fastPeriod || 5;
+    const slowPeriod = parameters.slowPeriod || 15;
 
-    // Create a simple strategy based on the name
+    this.container.logger.info('Registering TypeScript strategy', {
+      strategyName,
+      fastPeriod,
+      slowPeriod
+    });
+
+    // Create a TypeScript strategy callback
     const callback = (callJson: string) => {
       const call = JSON.parse(callJson);
       
@@ -212,7 +238,7 @@ export class RustBacktestAdapter extends EventEmitter {
         
         // Debug log first few data points
         if (priceHistory.size === 0) {
-          console.log('First market data received:', JSON.stringify(marketData, null, 2));
+          this.container.logger.debug('First market data received:', marketData);
         }
 
         // For SMA crossover strategy
@@ -255,10 +281,12 @@ export class RustBacktestAdapter extends EventEmitter {
                 
                 // Golden cross - buy signal
                 if (prevFastSMA <= prevSlowSMA && fastSMA > slowSMA && currentPosition <= 0) {
+                  this.container.logger.info(`Golden cross detected for ${symbol} at price ${price}`);
                   signals.push({
                     symbol,
                     signal_type: 'Buy',
                     strength: 1.0,
+                    quantity: 100, // Fixed quantity for testing
                     reason: 'Golden cross'
                   });
                   positions.set(symbol, 1);
@@ -266,10 +294,12 @@ export class RustBacktestAdapter extends EventEmitter {
                 
                 // Death cross - sell signal
                 else if (prevFastSMA >= prevSlowSMA && fastSMA < slowSMA && currentPosition >= 0) {
+                  this.container.logger.info(`Death cross detected for ${symbol} at price ${price}`);
                   signals.push({
                     symbol,
                     signal_type: 'Sell',
                     strength: 1.0,
+                    quantity: 100, // Fixed quantity for testing
                     reason: 'Death cross'
                   });
                   positions.set(symbol, -1);

apps/stock/orchestrator/src/services/StorageService.ts

@@ -304,18 +304,18 @@ export class StorageService {
                    symbol === 'GOOGL' ? 120 : 100;
     
     while (currentTime <= endTime) {
-      // Random walk with trend
-      const trend = 0.0001; // Slight upward trend
-      const volatility = 0.002; // 0.2% volatility
+      // Random walk with trend - increased volatility for testing
+      const trend = 0.0002; // Slight upward trend
+      const volatility = 0.01; // 1% volatility (increased from 0.2%)
       const change = (Math.random() - 0.5 + trend) * volatility;
       
       basePrice *= (1 + change);
       
-      // Generate OHLC data
-      const open = basePrice * (1 + (Math.random() - 0.5) * 0.001);
+      // Generate OHLC data with more realistic volatility
+      const open = basePrice * (1 + (Math.random() - 0.5) * 0.005);
       const close = basePrice;
-      const high = Math.max(open, close) * (1 + Math.random() * 0.002);
-      const low = Math.min(open, close) * (1 - Math.random() * 0.002);
+      const high = Math.max(open, close) * (1 + Math.random() * 0.008);
+      const low = Math.min(open, close) * (1 - Math.random() * 0.008);
       const volume = 1000000 + Math.random() * 500000;
       
       bars.push({