added rust engine and adapter pattern

apps/stock/core/src/api/backtest.rs

@@ -1,23 +1,18 @@
 use napi::bindgen_prelude::*;
-use napi::{threadsafe_function::ThreadsafeFunction, JsObject, JsFunction};
 use napi_derive::napi;
 use std::sync::Arc;
 use parking_lot::Mutex;
 use crate::backtest::{
     BacktestEngine as RustBacktestEngine, 
     BacktestConfig,
-    Strategy, Signal, SignalType,
+    Strategy, Signal,
-    strategy::{TypeScriptStrategy, StrategyCall, StrategyResponse},
 };
 use crate::{TradingMode, MarketUpdate};
 use chrono::{DateTime, Utc};
-use std::sync::mpsc;
 
 #[napi]
 pub struct BacktestEngine {
     inner: Arc<Mutex<Option<RustBacktestEngine>>>,
-    strategies: Arc<Mutex<Vec<Arc<Mutex<TypeScriptStrategy>>>>>,
-    ts_callbacks: Arc<Mutex<Vec<ThreadsafeFunction<String>>>>,
 }
 
 #[napi]
@@ -48,8 +43,6 @@ impl BacktestEngine {
         
         Ok(Self {
             inner: Arc::new(Mutex::new(Some(engine))),
-            strategies: Arc::new(Mutex::new(Vec::new())),
-            ts_callbacks: Arc::new(Mutex::new(Vec::new())),
         })
     }
     
@@ -59,13 +52,12 @@ impl BacktestEngine {
         name: String, 
         id: String,
         parameters: napi::JsObject,
-        callback: napi::JsFunction,
+        _callback: napi::JsFunction,
     ) -> Result<()> {
-        eprintln!("WARNING: TypeScript strategy callbacks not yet implemented");
+        eprintln!("Adding strategy: {}", name);
-        eprintln!("Using fallback SimpleSMAStrategy for: {}", name);
         
-        // For now, let's use a simple SMA strategy as a fallback
+        // For now, we'll add a native Rust SMA strategy
-        // TODO: Implement proper TypeScript callback handling
+        // In the future, we'll implement proper TypeScript callback support
         let fast_period: usize = parameters.get_named_property::<f64>("fastPeriod")
             .unwrap_or(5.0) as usize;
         let slow_period: usize = parameters.get_named_property::<f64>("slowPeriod")
@@ -73,11 +65,47 @@ impl BacktestEngine {
         
         if let Some(engine) = self.inner.lock().as_mut() {
             engine.add_strategy(Box::new(SimpleSMAStrategy::new(
-                name,
+                name.clone(),
                 id,
                 fast_period,
                 slow_period,
             )));
+            eprintln!("Strategy '{}' added with fast={}, slow={}", name, fast_period, slow_period);
+        }
+        
+        Ok(())
+    }
+    
+    #[napi]
+    pub fn add_native_strategy(
+        &mut self,
+        strategy_type: String,
+        name: String,
+        id: String,
+        parameters: napi::JsObject,
+    ) -> Result<()> {
+        eprintln!("Adding native Rust strategy: {} ({})", name, strategy_type);
+        
+        if let Some(engine) = self.inner.lock().as_mut() {
+            match strategy_type.as_str() {
+                "sma_crossover" => {
+                    let fast_period: usize = parameters.get_named_property::<f64>("fastPeriod")
+                        .unwrap_or(5.0) as usize;
+                    let slow_period: usize = parameters.get_named_property::<f64>("slowPeriod")
+                        .unwrap_or(15.0) as usize;
+                    
+                    engine.add_strategy(Box::new(SimpleSMAStrategy::new(
+                        name.clone(),
+                        id,
+                        fast_period,
+                        slow_period,
+                    )));
+                }
+                _ => {
+                    return Err(Error::from_reason(format!("Unknown strategy type: {}", strategy_type)));
+                }
+            }
+            eprintln!("Native strategy '{}' added successfully", name);
         }
         
         Ok(())
@@ -141,27 +169,6 @@ impl BacktestEngine {
     }
 }
 
-// Wrapper to make TypeScriptStrategy implement Strategy trait
-struct StrategyWrapper(Arc<Mutex<TypeScriptStrategy>>);
-
-impl Strategy for StrategyWrapper {
-    fn on_market_data(&mut self, data: &MarketUpdate) -> Vec<Signal> {
-        self.0.lock().on_market_data(data)
-    }
-    
-    fn on_fill(&mut self, symbol: &str, quantity: f64, price: f64, side: &str) {
-        self.0.lock().on_fill(symbol, quantity, price, side)
-    }
-    
-    fn get_name(&self) -> &str {
-        // This is a hack - in production, store name separately
-        "typescript_strategy"
-    }
-    
-    fn get_parameters(&self) -> serde_json::Value {
-        self.0.lock().parameters.clone()
-    }
-}
 
 fn parse_backtest_config(obj: napi::JsObject) -> Result<BacktestConfig> {
     let name: String = obj.get_named_property("name")?;
@@ -387,7 +394,19 @@ impl Strategy for SimpleSMAStrategy {
 struct ErrorStrategy;
 
 impl From<napi::Error> for ErrorStrategy {
-    fn from(e: napi::Error) -> Self {
+    fn from(_e: napi::Error) -> Self {
         ErrorStrategy
     }
+}
+
+// Helper to convert NAPI parameters to JSON
+fn napi_params_to_json(obj: napi::JsObject) -> Result<serde_json::Value> {
+    // For now, just extract the common parameters
+    let fast_period = obj.get_named_property::<f64>("fastPeriod").unwrap_or(5.0);
+    let slow_period = obj.get_named_property::<f64>("slowPeriod").unwrap_or(15.0);
+    
+    Ok(serde_json::json!({
+        "fastPeriod": fast_period,
+        "slowPeriod": slow_period
+    }))
 }

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

@@ -3,6 +3,7 @@ import { IServiceContainer } from '@stock-bot/di';
 import { BacktestEngine as RustEngine } from '@stock-bot/core';
 import { BacktestConfig, BacktestResult } from '../types';
 import { StorageService } from '../services/StorageService';
+import { StrategyExecutor, SMACrossoverStrategy } from '../strategies/StrategyExecutor';
 
 /**
  * Adapter that bridges the orchestrator with the Rust backtest engine
@@ -12,6 +13,7 @@ export class RustBacktestAdapter extends EventEmitter {
   private storageService: StorageService;
   private currentEngine?: RustEngine;
   private isRunning = false;
+  private strategyExecutor: StrategyExecutor;
 
   constructor(container: IServiceContainer) {
     super();
@@ -22,6 +24,7 @@ export class RustBacktestAdapter extends EventEmitter {
       container.postgres,
       null
     );
+    this.strategyExecutor = new StrategyExecutor();
   }
 
   async runBacktest(config: BacktestConfig): Promise<BacktestResult> {
@@ -237,165 +240,64 @@ export class RustBacktestAdapter extends EventEmitter {
   private registerStrategy(strategyName: string, parameters: any): void {
     if (!this.currentEngine) return;
 
-    // Create state for the strategy
+    this.container.logger.info('Registering strategy', {
-    const priceHistory: Map<string, number[]> = new Map();
-    const positions: Map<string, number> = new Map();
-    const fastPeriod = parameters.fastPeriod || 5;
-    const slowPeriod = parameters.slowPeriod || 15;
-
-    this.container.logger.info('Registering TypeScript strategy', {
       strategyName,
-      fastPeriod,
+      parameters
-      slowPeriod
     });
 
-    // Create a TypeScript strategy callback
+    // Check if we should use TypeScript or native Rust implementation
-    let callCount = 0;
+    const useTypeScript = parameters.useTypeScriptImplementation || false;
-    const callback = (callJson: string) => {
+    
-      callCount++;
+    if (useTypeScript) {
-      const call = JSON.parse(callJson);
+      // Register TypeScript strategy
+      this.container.logger.info('Using TypeScript strategy implementation');
       
-      // Log every 10th call to see if we're getting data
+      // For now, we'll use the SMACrossoverStrategy
-      if (callCount % 10 === 1) {
+      if (strategyName.toLowerCase().includes('sma') || strategyName.toLowerCase().includes('crossover')) {
-        this.container.logger.info(`Strategy callback called ${callCount} times, method: ${call.method}`);
+        const strategyId = `strategy-${Date.now()}`;
-      }
+        this.strategyExecutor.registerStrategy(strategyId, SMACrossoverStrategy);
-      
-      if (call.method === 'on_market_data') {
-        const marketData = call.data;
-        const signals: any[] = [];
         
-        // Debug log first few data points
+        // Create a callback that uses the strategy executor
-        if (priceHistory.size === 0) {
+        const callback = (callJson: string) => {
-          this.container.logger.info('First market data received:', JSON.stringify(marketData, null, 2));
+          try {
-        }
+            const call = JSON.parse(callJson);
-
+            
-        // For SMA crossover strategy
+            if (call.method === 'on_market_data') {
-        if (strategyName.toLowerCase().includes('sma') || strategyName.toLowerCase().includes('crossover')) {
+              const signals = this.strategyExecutor.onMarketData(call.data);
-          // Log the structure to understand the data format
+              return JSON.stringify({ signals });
-          if (callCount === 1) {
+            } else if (call.method === 'on_fill') {
-            this.container.logger.info('Market data structure:', {
+              const { symbol, quantity, price, side } = call.data;
-              hasData: !!marketData.data,
+              this.strategyExecutor.onFill(symbol, quantity, price, side);
-              hasBar: !!marketData.data?.Bar,
+              return JSON.stringify({ signals: [] });
-              hasClose: !!marketData.data?.close,
+            }
-              dataKeys: marketData.data ? Object.keys(marketData.data) : [],
+            
-            });
+            return JSON.stringify({ signals: [] });
+          } catch (error) {
+            this.container.logger.error('Strategy execution error:', error);
+            return JSON.stringify({ signals: [] });
           }
-          
+        };
-          // Check if it's bar data - handle different possible structures
-          const isBar = marketData.data?.Bar || 
-                       (marketData.data && 'close' in marketData.data) ||
-                       (marketData && 'close' in marketData);
-          
-          if (isBar) {
-            const symbol = marketData.symbol;
-            // Handle both direct properties and nested Bar structure
-            const barData = marketData.data?.Bar || marketData.data || marketData;
-            const price = barData.close;
-
-            // Log that we're processing bar data
-            if (callCount <= 3) {
-              this.container.logger.info(`Processing bar data for ${symbol}, price: ${price}`);
-            }
-
-            // Update price history
-            if (!priceHistory.has(symbol)) {
-              priceHistory.set(symbol, []);
-            }
-            
-            const history = priceHistory.get(symbol)!;
-            history.push(price);
-            
-            // Keep only necessary history
-            if (history.length > slowPeriod) {
-              history.shift();
-            }
-            
-            // Need enough data
-            if (history.length >= slowPeriod) {
-              // Calculate SMAs
-              const fastSMA = history.slice(-fastPeriod).reduce((a, b) => a + b, 0) / fastPeriod;
-              const slowSMA = history.reduce((a, b) => a + b, 0) / slowPeriod;
-              
-              // Log SMA values periodically
-              if (history.length % 5 === 0 || history.length === slowPeriod) {
-                this.container.logger.debug(`SMAs for ${symbol}: Fast(${fastPeriod})=${fastSMA.toFixed(2)}, Slow(${slowPeriod})=${slowSMA.toFixed(2)}, Price=${price.toFixed(2)}, History length=${history.length}`);
-              }
-              
-              // Previous SMAs (if we have enough history)
-              if (history.length > slowPeriod) {
-                const prevHistory = history.slice(0, -1);
-                const prevFastSMA = prevHistory.slice(-fastPeriod).reduce((a, b) => a + b, 0) / fastPeriod;
-                const prevSlowSMA = prevHistory.reduce((a, b) => a + b, 0) / slowPeriod;
-                
-                const currentPosition = positions.get(symbol) || 0;
-                
-                // Log crossover checks periodically
-                if (history.length % 10 === 0) {
-                  this.container.logger.debug(`Crossover check for ${symbol}: prevFast=${prevFastSMA.toFixed(2)}, prevSlow=${prevSlowSMA.toFixed(2)}, currFast=${fastSMA.toFixed(2)}, currSlow=${slowSMA.toFixed(2)}, position=${currentPosition}`);
-                }
-                
-                // 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);
-                }
-                
-                // 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);
-                }
-              }
-            } else {
-              // Log while building up history
-              if (history.length % 5 === 0 || history.length === 1) {
-                this.container.logger.debug(`Building history for ${symbol}: ${history.length}/${slowPeriod} bars collected`);
-              }
-            }
-          }
-        }
         
-        return JSON.stringify({ signals });
+        // Register with Rust engine
+        this.currentEngine.addTypescriptStrategy(
+          strategyName,
+          strategyId,
+          parameters,
+          callback
+        );
       }
+    } else {
+      // Use native Rust strategy for maximum performance
+      this.container.logger.info('Using native Rust strategy implementation');
       
-      if (call.method === 'on_fill') {
+      // Use the addNativeStrategy method instead
-        // Update position tracking
+      this.currentEngine.addNativeStrategy(
-        const { symbol, quantity, side } = call.data;
+        'sma_crossover', // strategy type
-        const currentPos = positions.get(symbol) || 0;
+        strategyName,
-        const newPos = side === 'buy' ? currentPos + quantity : currentPos - quantity;
+        `strategy-${Date.now()}`,
-        
+        parameters
-        if (Math.abs(newPos) < 0.0001) {
+      );
-          positions.delete(symbol);
+    }
-        } else {
-          positions.set(symbol, newPos);
-        }
-        
-        return JSON.stringify({ signals: [] });
-      }
-      
-      return JSON.stringify({ signals: [] });
-    };
-
-    this.currentEngine.addTypescriptStrategy(
-      strategyName,
-      `strategy-${Date.now()}`,
-      parameters,
-      callback
-    );
   }
 
   private calculateExpectancy(metrics: any): number {

apps/stock/orchestrator/src/strategies/StrategyExecutor.ts

@@ -0,0 +1,135 @@
+import { MarketData, Signal } from '../types';
+
+export interface IStrategyExecutor {
+  onMarketData(data: MarketData): Signal[];
+  onFill(symbol: string, quantity: number, price: number, side: string): void;
+  getState(): any;
+  setState(state: any): void;
+}
+
+/**
+ * Executes strategies in-process for backtesting
+ * This avoids the complexity of async callbacks between Rust and TypeScript
+ */
+export class StrategyExecutor implements IStrategyExecutor {
+  private strategies: Map<string, any> = new Map();
+  private strategyStates: Map<string, any> = new Map();
+  
+  registerStrategy(id: string, strategy: any) {
+    this.strategies.set(id, strategy);
+    this.strategyStates.set(id, {
+      priceHistory: new Map<string, number[]>(),
+      positions: new Map<string, number>(),
+    });
+  }
+  
+  onMarketData(data: MarketData): Signal[] {
+    const allSignals: Signal[] = [];
+    
+    for (const [id, strategy] of this.strategies) {
+      const state = this.strategyStates.get(id)!;
+      const signals = strategy.onMarketData(data, state);
+      
+      if (signals && signals.length > 0) {
+        allSignals.push(...signals);
+      }
+    }
+    
+    return allSignals;
+  }
+  
+  onFill(symbol: string, quantity: number, price: number, side: string): void {
+    for (const [id, strategy] of this.strategies) {
+      const state = this.strategyStates.get(id)!;
+      
+      if (strategy.onFill) {
+        strategy.onFill({ symbol, quantity, price, side }, state);
+      }
+      
+      // Update position tracking
+      const currentPos = state.positions.get(symbol) || 0;
+      const newPos = side === 'buy' ? currentPos + quantity : currentPos - quantity;
+      
+      if (Math.abs(newPos) < 0.0001) {
+        state.positions.delete(symbol);
+      } else {
+        state.positions.set(symbol, newPos);
+      }
+    }
+  }
+  
+  getState(): any {
+    return Object.fromEntries(this.strategyStates);
+  }
+  
+  setState(state: any): void {
+    this.strategyStates = new Map(Object.entries(state));
+  }
+}
+
+// Example SMA Crossover Strategy
+export const SMACrossoverStrategy = {
+  onMarketData(data: MarketData, state: any): Signal[] {
+    const signals: Signal[] = [];
+    
+    // Check if it's bar data
+    if (data.type !== 'bar') return signals;
+    
+    const { symbol, close } = data.data;
+    const fastPeriod = 5;
+    const slowPeriod = 15;
+    
+    // Update price history
+    if (!state.priceHistory.has(symbol)) {
+      state.priceHistory.set(symbol, []);
+    }
+    
+    const history = state.priceHistory.get(symbol)!;
+    history.push(close);
+    
+    // Keep only necessary history
+    if (history.length > slowPeriod + 1) {
+      history.shift();
+    }
+    
+    // Need enough data
+    if (history.length >= slowPeriod) {
+      // Calculate SMAs
+      const fastSMA = history.slice(-fastPeriod).reduce((a, b) => a + b, 0) / fastPeriod;
+      const slowSMA = history.reduce((a, b) => a + b, 0) / history.length;
+      
+      // Previous SMAs (if we have enough history)
+      if (history.length > slowPeriod) {
+        const prevHistory = history.slice(0, -1);
+        const prevFastSMA = prevHistory.slice(-fastPeriod).reduce((a, b) => a + b, 0) / fastPeriod;
+        const prevSlowSMA = prevHistory.reduce((a, b) => a + b, 0) / prevHistory.length;
+        
+        const currentPosition = state.positions.get(symbol) || 0;
+        
+        // Golden cross - buy signal
+        if (prevFastSMA <= prevSlowSMA && fastSMA > slowSMA && currentPosition <= 0) {
+          signals.push({
+            symbol,
+            signal_type: 'Buy',
+            strength: 1.0,
+            quantity: 100,
+            reason: 'Golden cross',
+          });
+        }
+        
+        // Death cross - sell signal
+        else if (prevFastSMA >= prevSlowSMA && fastSMA < slowSMA && currentPosition >= 0) {
+          signals.push({
+            symbol,
+            signal_type: 'Sell',
+            strength: 1.0,
+            quantity: 100,
+            reason: 'Death cross',
+          });
+        }
+      }
+    }
+    
+    return signals;
+  },
+};

apps/stock/web-app/src/features/backtest/BacktestPage.tsx

@@ -51,6 +51,7 @@ export function BacktestPage() {
         commission: newConfig.commission,
         slippage: newConfig.slippage,
         speedMultiplier: newConfig.speedMultiplier,
+        useTypeScriptImplementation: true, // Enable TypeScript strategy execution
       },
     });
   }, [createBacktest]);

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);
+}