added rust engine and adapter pattern

test-typescript-strategy.js

@@ -0,0 +1,85 @@
+#!/usr/bin/env bun
+
+import { BacktestEngine } from './apps/stock/core/index.js';
+
+// Create a simple test configuration
+const config = {
+  name: 'TypeScript Strategy Test',
+  symbols: ['AA', 'AAS'],
+  startDate: '2024-01-01T00:00:00Z',
+  endDate: '2024-01-15T00:00:00Z',
+  initialCapital: 100000,
+  commission: 0.001,
+  slippage: 0.0001,
+  dataFrequency: '1d',
+};
+
+// Create the Rust engine
+const engine = new BacktestEngine(config);
+
+// Add TypeScript strategy with callback
+console.log('Adding TypeScript strategy with callback...');
+engine.addTypescriptStrategy(
+  'SMA Crossover',
+  'strategy-test-1',
+  { fastPeriod: 5, slowPeriod: 15 },
+  (callJson) => {
+    const call = JSON.parse(callJson);
+    console.log('TypeScript callback called:', call.method);
+    
+    if (call.method === 'on_market_data') {
+      const data = call.data;
+      console.log(`Market data for ${data.symbol}: close=${data.data?.close}`);
+      return JSON.stringify({ signals: [] });
+    } else if (call.method === 'on_fill') {
+      console.log('Fill received:', call.data);
+      return JSON.stringify({ signals: [] });
+    }
+    
+    return JSON.stringify({ signals: [] });
+  }
+);
+
+// Load some test market data
+const testData = [];
+const startDate = new Date('2024-01-01');
+for (let i = 0; i < 20; i++) {
+  const date = new Date(startDate);
+  date.setDate(date.getDate() + i);
+  
+  // Add data for both symbols
+  for (const symbol of ['AA', 'AAS']) {
+    const basePrice = symbol === 'AA' ? 100 : 50;
+    const price = basePrice + Math.sin(i / 3) * 5 + Math.random() * 2;
+    
+    testData.push({
+      symbol,
+      timestamp: date.getTime(),
+      type: 'bar',
+      open: price - 0.5,
+      high: price + 0.5,
+      low: price - 1,
+      close: price,
+      volume: 1000000,
+      vwap: price,
+    });
+  }
+}
+
+console.log(`Loading ${testData.length} market data points...`);
+engine.loadMarketData(testData);
+
+// Run the backtest
+console.log('Running backtest...');
+try {
+  const resultJson = engine.run();
+  const result = JSON.parse(resultJson);
+  
+  console.log('\nBacktest Results:');
+  console.log('Total trades:', result.trades?.length || 0);
+  console.log('Final equity:', result.equity_curve[result.equity_curve.length - 1]?.[1]);
+  console.log('Metrics:', result.metrics);
+  
+} catch (error) {
+  console.error('Backtest failed:', error);
+}