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120
.dockerignore
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@ -1,60 +1,60 @@
# Node.js
node_modules/
npm-debug.log*
yarn-debug.log*
yarn-error.log*
.pnpm-debug.log*
# Build outputs
dist/
build/
.turbo/
.next/
# Environment files
.env
.env.local
.env.development.local
.env.test.local
.env.production.local
# IDE
.vscode/
.idea/
*.swp
*.swo
# OS
.DS_Store
Thumbs.db
# Logs
logs/
*.log
# Git
.git/
.gitignore
# Documentation
README.md
DOCKER.md
docs/
# Docker
Dockerfile*
docker-compose*
.dockerignore
# Cache
.cache/
.temp/
.tmp/
# Test coverage
coverage/
.nyc_output/
# Misc
*.tgz
*.tar.gz
# Node.js
node_modules/
npm-debug.log*
yarn-debug.log*
yarn-error.log*
.pnpm-debug.log*
# Build outputs
dist/
build/
.turbo/
.next/
# Environment files
.env
.env.local
.env.development.local
.env.test.local
.env.production.local
# IDE
.vscode/
.idea/
*.swp
*.swo
# OS
.DS_Store
Thumbs.db
# Logs
logs/
*.log
# Git
.git/
.gitignore
# Documentation
README.md
DOCKER.md
docs/
# Docker
Dockerfile*
docker-compose*
.dockerignore
# Cache
.cache/
.temp/
.tmp/
# Test coverage
coverage/
.nyc_output/
# Misc
*.tgz
*.tar.gz

224
.gitignore vendored
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@ -1,112 +1,112 @@
# Dependencies
node_modules/
.pnp
.pnp.js
# Production builds
dist/
build/
.next/
*.js.map
*.d.ts
# Environment variables
.env
.env.local
.env.development.local
.env.test.local
.env.production.local
# Logs
npm-debug.log*
yarn-debug.log*
yarn-error.log*
bun-debug.log*
bun-error.log*
*.log
# Runtime data
pids
*.pid
*.seed
*.pid.lock
*.tsbuildinfo
# Coverage directory used by tools like istanbul
coverage/
*.lcov
# Dependency directories
.pnpm-store/
# Optional npm cache directory
.npm
# Optional eslint cache
.eslintcache
# Optional stylelint cache
.stylelintcache
# Microbundle cache
.rpt2_cache/
.rts2_cache_cjs/
.rts2_cache_es/
.rts2_cache_umd/
# Optional REPL history
.node_repl_history
# Output of 'npm pack'
*.tgz
# Yarn Integrity file
.yarn-integrity
# parcel-bundler cache (https://parceljs.org/)
.cache
.parcel-cache
# Next.js build output
.next
# Nuxt.js build / generate output
.nuxt
# Storybook build outputs
.out
.storybook-out
# Temporary folders
tmp/
temp/
# Editor directories and files
.idea/
*.swp
*.swo
*~
# OS generated files
.DS_Store
.DS_Store?
._*
.Spotlight-V100
.Trashes
ehthumbs.db
Thumbs.db
# Trading bot specific
.data/
.backtest-results/
.logs/
.old/
.mongo/
.chat/
*.db
*.sqlite
*.sqlite3
# Turbo
.turbo
# Dependencies
node_modules/
.pnp
.pnp.js
# Production builds
dist/
build/
.next/
*.js.map
*.d.ts
# Environment variables
.env
.env.local
.env.development.local
.env.test.local
.env.production.local
# Logs
npm-debug.log*
yarn-debug.log*
yarn-error.log*
bun-debug.log*
bun-error.log*
*.log
# Runtime data
pids
*.pid
*.seed
*.pid.lock
*.tsbuildinfo
# Coverage directory used by tools like istanbul
coverage/
*.lcov
# Dependency directories
.pnpm-store/
# Optional npm cache directory
.npm
# Optional eslint cache
.eslintcache
# Optional stylelint cache
.stylelintcache
# Microbundle cache
.rpt2_cache/
.rts2_cache_cjs/
.rts2_cache_es/
.rts2_cache_umd/
# Optional REPL history
.node_repl_history
# Output of 'npm pack'
*.tgz
# Yarn Integrity file
.yarn-integrity
# parcel-bundler cache (https://parceljs.org/)
.cache
.parcel-cache
# Next.js build output
.next
# Nuxt.js build / generate output
.nuxt
# Storybook build outputs
.out
.storybook-out
# Temporary folders
tmp/
temp/
# Editor directories and files
.idea/
*.swp
*.swo
*~
# OS generated files
.DS_Store
.DS_Store?
._*
.Spotlight-V100
.Trashes
ehthumbs.db
Thumbs.db
# Trading bot specific
.data/
.backtest-results/
.logs/
.old/
.mongo/
.chat/
*.db
*.sqlite
*.sqlite3
# Turbo
.turbo

38
.gitlab-ci.yml
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@ -1,19 +1,19 @@
stages:
- build
- test
- deploy
- review
- dast
- staging
- canary
- production
- incremental rollout 10%
- incremental rollout 25%
- incremental rollout 50%
- incremental rollout 100%
- performance
- cleanup
sast:
stage: test
include:
- template: Auto-DevOps.gitlab-ci.yml
stages:
- build
- test
- deploy
- review
- dast
- staging
- canary
- production
- incremental rollout 10%
- incremental rollout 25%
- incremental rollout 50%
- incremental rollout 100%
- performance
- cleanup
sast:
stage: test
include:
- template: Auto-DevOps.gitlab-ci.yml

46
.vscode/settings.json vendored
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@ -1,24 +1,24 @@
{
"yaml.schemas": {
"https://raw.githubusercontent.com/compose-spec/compose-spec/master/schema/compose-spec.json": [
"docker-compose*.yml",
"docker-compose*.yaml"
],
"https://json.schemastore.org/grafana-dashboard-5.x.json": [
"monitoring/grafana/provisioning/datasources/*.yml"
],
"https://json.schemastore.org/kustomization.json": [
"k8s/**/kustomization.yml"
]
},
"yaml.customTags": [
"!datasources",
"!dashboard",
"!notification",
"!template"
],
"yaml.validate": true,
"yaml.completion": true,
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{
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"docker-compose*.yaml"
],
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"monitoring/grafana/provisioning/datasources/*.yml"
],
"https://json.schemastore.org/kustomization.json": [
"k8s/**/kustomization.yml"
]
},
"yaml.customTags": [
"!datasources",
"!dashboard",
"!notification",
"!template"
],
"yaml.validate": true,
"yaml.completion": true,
"yaml.hover": true,
"yaml.format.enable": true
}

38
.vscode/tasks.json vendored
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@ -1,19 +1,19 @@
{
"version": "2.0.0",
"tasks": [
{
"label": "Start Data Service",
"type": "shell",
"command": "bun",
"args": [
"run",
"dev"
],
"group": "build",
"isBackground": true,
"problemMatcher": [
"$tsc"
]
}
]
}
{
"version": "2.0.0",
"tasks": [
{
"label": "Start Data Service",
"type": "shell",
"command": "bun",
"args": [
"run",
"dev"
],
"group": "build",
"isBackground": true,
"problemMatcher": [
"$tsc"
]
}
]
}

754
DEVELOPMENT-ROADMAP.md
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@ -1,377 +1,377 @@
# 📋 Stock Bot Development Roadmap
*Last Updated: June 2025*
## 🎯 Overview
This document outlines the development plan for the Stock Bot platform, focusing on building a robust data pipeline from market data providers through processing layers to trading execution. The plan emphasizes establishing solid foundational layers before adding advanced features.
## 🏗️ Architecture Philosophy
```
Raw Data → Clean Data → Insights → Strategies → Execution → Monitoring
```
Our approach prioritizes:
- **Data Quality First**: Clean, validated data is the foundation
- **Incremental Complexity**: Start simple, add sophistication gradually
- **Monitoring Everything**: Observability at each layer
- **Fault Tolerance**: Graceful handling of failures and data gaps
---
## 📊 Phase 1: Data Foundation Layer (Current Focus)
### 1.1 Data Service & Providers ✅ **In Progress**
**Current Status**: Basic structure in place, needs enhancement
**Core Components**:
- `apps/data-service` - Central data orchestration service
- Provider implementations:
- `providers/yahoo.provider.ts` ✅ Basic implementation
- `providers/quotemedia.provider.ts` ✅ Basic implementation
- `providers/proxy.provider.ts` ✅ Proxy/fallback logic
**Immediate Tasks**:
1. **Enhance Provider Reliability**
```typescript
// libs/data-providers (NEW LIBRARY NEEDED)
interface DataProvider {
getName(): string;
getQuote(symbol: string): Promise<Quote>;
getHistorical(symbol: string, period: TimePeriod): Promise<OHLCV[]>;
isHealthy(): Promise<boolean>;
getRateLimit(): RateLimitInfo;
}
```
2. **Add Rate Limiting & Circuit Breakers**
- Implement in `libs/http` client
- Add provider-specific rate limits
- Circuit breaker pattern for failed providers
3. **Data Validation Layer**
```typescript
// libs/data-validation (NEW LIBRARY NEEDED)
- Price reasonableness checks
- Volume validation
- Timestamp validation
- Missing data detection
```
4. **Provider Registry Enhancement**
- Dynamic provider switching
- Health-based routing
- Cost optimization (free → paid fallback)
### 1.2 Raw Data Storage
**Storage Strategy**:
- **QuestDB**: Real-time market data (OHLCV, quotes)
- **MongoDB**: Provider responses, metadata, configurations
- **PostgreSQL**: Processed/clean data, trading records
**Schema Design**:
```sql
-- QuestDB Time-Series Tables
raw_quotes (timestamp, symbol, provider, bid, ask, last, volume)
raw_ohlcv (timestamp, symbol, provider, open, high, low, close, volume)
provider_health (timestamp, provider, latency, success_rate, error_rate)
-- MongoDB Collections
provider_responses: { provider, symbol, timestamp, raw_response, status }
data_quality_metrics: { symbol, date, completeness, accuracy, issues[] }
```
**Immediate Implementation**:
1. Enhance `libs/questdb-client` with streaming inserts
2. Add data retention policies
3. Implement data compression strategies
---
## 🧹 Phase 2: Data Processing & Quality Layer
### 2.1 Data Cleaning Service ⚡ **Next Priority**
**New Service**: `apps/processing-service`
**Core Responsibilities**:
1. **Data Normalization**
- Standardize timestamps (UTC)
- Normalize price formats
- Handle split/dividend adjustments
2. **Quality Checks**
- Outlier detection (price spikes, volume anomalies)
- Gap filling strategies
- Cross-provider validation
3. **Data Enrichment**
- Calculate derived metrics (returns, volatility)
- Add technical indicators
- Market session classification
**Library Enhancements Needed**:
```typescript
// libs/data-frame (ENHANCE EXISTING)
class MarketDataFrame {
// Add time-series specific operations
fillGaps(strategy: GapFillStrategy): MarketDataFrame;
detectOutliers(method: OutlierMethod): OutlierReport;
normalize(): MarketDataFrame;
calculateReturns(period: number): MarketDataFrame;
}
// libs/data-quality (NEW LIBRARY)
interface QualityMetrics {
completeness: number;
accuracy: number;
timeliness: number;
consistency: number;
issues: QualityIssue[];
}
```
### 2.2 Technical Indicators Library
**Enhance**: `libs/strategy-engine` or create `libs/technical-indicators`
**Initial Indicators**:
- Moving averages (SMA, EMA, VWAP)
- Momentum (RSI, MACD, Stochastic)
- Volatility (Bollinger Bands, ATR)
- Volume (OBV, Volume Profile)
```typescript
// Implementation approach
interface TechnicalIndicator<T = number> {
name: string;
calculate(data: OHLCV[]): T[];
getSignal(current: T, previous: T[]): Signal;
}
```
---
## 🧠 Phase 3: Analytics & Strategy Layer
### 3.1 Strategy Engine Enhancement
**Current**: Basic structure exists in `libs/strategy-engine`
**Enhancements Needed**:
1. **Strategy Framework**
```typescript
abstract class TradingStrategy {
abstract analyze(data: MarketData): StrategySignal[];
abstract getRiskParams(): RiskParameters;
backtest(historicalData: MarketData[]): BacktestResults;
}
```
2. **Signal Generation**
- Entry/exit signals
- Position sizing recommendations
- Risk-adjusted scores
3. **Strategy Types to Implement**:
- Mean reversion
- Momentum/trend following
- Statistical arbitrage
- Volume-based strategies
### 3.2 Backtesting Engine
**New Service**: Enhanced `apps/strategy-service`
**Features**:
- Historical simulation
- Performance metrics calculation
- Risk analysis
- Strategy comparison
---
## ⚡ Phase 4: Execution Layer
### 4.1 Portfolio Management
**Enhance**: `apps/portfolio-service`
**Core Features**:
- Position tracking
- Risk monitoring
- P&L calculation
- Margin management
### 4.2 Order Management
**New Service**: `apps/order-service`
**Responsibilities**:
- Order validation
- Execution routing
- Fill reporting
- Trade reconciliation
### 4.3 Risk Management
**New Library**: `libs/risk-engine`
**Risk Controls**:
- Position limits
- Drawdown limits
- Correlation limits
- Volatility scaling
---
## 📚 Library Improvements Roadmap
### Immediate (Phase 1-2)
1. **`libs/http`** ✅ **Current Priority**
- [ ] Rate limiting middleware
- [ ] Circuit breaker pattern
- [ ] Request/response caching
- [ ] Retry strategies with exponential backoff
2. **`libs/questdb-client`**
- [ ] Streaming insert optimization
- [ ] Batch insert operations
- [ ] Connection pooling
- [ ] Query result caching
3. **`libs/logger`** ✅ **Recently Updated**
- [x] Migrated to `getLogger()` pattern
- [ ] Performance metrics logging
- [ ] Structured trading event logging
4. **`libs/data-frame`**
- [ ] Time-series operations
- [ ] Financial calculations
- [ ] Memory optimization for large datasets
### Medium Term (Phase 3)
5. **`libs/cache`**
- [ ] Market data caching strategies
- [ ] Cache warming for frequently accessed symbols
- [ ] Distributed caching support
6. **`libs/config`**
- [ ] Strategy-specific configurations
- [ ] Dynamic configuration updates
- [ ] Environment-specific overrides
### Long Term (Phase 4+)
7. **`libs/vector-engine`**
- [ ] Market similarity analysis
- [ ] Pattern recognition
- [ ] Correlation analysis
---
## 🎯 Immediate Next Steps (Next 2 Weeks)
### Week 1: Data Provider Hardening
1. **Enhance HTTP Client** (`libs/http`)
- Implement rate limiting
- Add circuit breaker pattern
- Add comprehensive error handling
2. **Provider Reliability** (`apps/data-service`)
- Add health checks for all providers
- Implement fallback logic
- Add provider performance monitoring
3. **Data Validation**
- Create `libs/data-validation`
- Implement basic price/volume validation
- Add data quality metrics
### Week 2: Processing Foundation
1. **Start Processing Service** (`apps/processing-service`)
- Basic data cleaning pipeline
- Outlier detection
- Gap filling strategies
2. **QuestDB Optimization** (`libs/questdb-client`)
- Implement streaming inserts
- Add batch operations
- Optimize for time-series data
3. **Technical Indicators**
- Start `libs/technical-indicators`
- Implement basic indicators (SMA, EMA, RSI)
---
## 📊 Success Metrics
### Phase 1 Completion Criteria
- [ ] 99.9% data provider uptime
- [ ] <500ms average data latency
- [ ] Zero data quality issues for major symbols
- [ ] All providers monitored and health-checked
### Phase 2 Completion Criteria
- [ ] Automated data quality scoring
- [ ] Gap-free historical data for 100+ symbols
- [ ] Real-time technical indicator calculation
- [ ] Processing latency <100ms
### Phase 3 Completion Criteria
- [ ] 5+ implemented trading strategies
- [ ] Comprehensive backtesting framework
- [ ] Performance analytics dashboard
---
## 🚨 Risk Mitigation
### Data Risks
- **Provider Failures**: Multi-provider fallback strategy
- **Data Quality**: Automated validation and alerting
- **Rate Limits**: Smart request distribution
### Technical Risks
- **Scalability**: Horizontal scaling design
- **Latency**: Optimize critical paths early
- **Data Loss**: Comprehensive backup strategies
### Operational Risks
- **Monitoring**: Full observability stack (Grafana, Loki, Prometheus)
- **Alerting**: Critical issue notifications
- **Documentation**: Keep architecture docs current
---
## 💡 Innovation Opportunities
### Machine Learning Integration
- Predictive models for data quality
- Anomaly detection in market data
- Strategy parameter optimization
### Real-time Processing
- Stream processing with Kafka/Pulsar
- Event-driven architecture
- WebSocket data feeds
### Advanced Analytics
- Market microstructure analysis
- Alternative data integration
- Cross-asset correlation analysis
---
*This roadmap is a living document that will evolve as we learn and adapt. Focus remains on building solid foundations before adding complexity.*
**Next Review**: End of June 2025
# 📋 Stock Bot Development Roadmap
*Last Updated: June 2025*
## 🎯 Overview
This document outlines the development plan for the Stock Bot platform, focusing on building a robust data pipeline from market data providers through processing layers to trading execution. The plan emphasizes establishing solid foundational layers before adding advanced features.
## 🏗️ Architecture Philosophy
```
Raw Data → Clean Data → Insights → Strategies → Execution → Monitoring
```
Our approach prioritizes:
- **Data Quality First**: Clean, validated data is the foundation
- **Incremental Complexity**: Start simple, add sophistication gradually
- **Monitoring Everything**: Observability at each layer
- **Fault Tolerance**: Graceful handling of failures and data gaps
---
## 📊 Phase 1: Data Foundation Layer (Current Focus)
### 1.1 Data Service & Providers ✅ **In Progress**
**Current Status**: Basic structure in place, needs enhancement
**Core Components**:
- `apps/data-service` - Central data orchestration service
- Provider implementations:
- `providers/yahoo.provider.ts` ✅ Basic implementation
- `providers/quotemedia.provider.ts` ✅ Basic implementation
- `providers/proxy.provider.ts` ✅ Proxy/fallback logic
**Immediate Tasks**:
1. **Enhance Provider Reliability**
```typescript
// libs/data-providers (NEW LIBRARY NEEDED)
interface DataProvider {
getName(): string;
getQuote(symbol: string): Promise<Quote>;
getHistorical(symbol: string, period: TimePeriod): Promise<OHLCV[]>;
isHealthy(): Promise<boolean>;
getRateLimit(): RateLimitInfo;
}
```
2. **Add Rate Limiting & Circuit Breakers**
- Implement in `libs/http` client
- Add provider-specific rate limits
- Circuit breaker pattern for failed providers
3. **Data Validation Layer**
```typescript
// libs/data-validation (NEW LIBRARY NEEDED)
- Price reasonableness checks
- Volume validation
- Timestamp validation
- Missing data detection
```
4. **Provider Registry Enhancement**
- Dynamic provider switching
- Health-based routing
- Cost optimization (free → paid fallback)
### 1.2 Raw Data Storage
**Storage Strategy**:
- **QuestDB**: Real-time market data (OHLCV, quotes)
- **MongoDB**: Provider responses, metadata, configurations
- **PostgreSQL**: Processed/clean data, trading records
**Schema Design**:
```sql
-- QuestDB Time-Series Tables
raw_quotes (timestamp, symbol, provider, bid, ask, last, volume)
raw_ohlcv (timestamp, symbol, provider, open, high, low, close, volume)
provider_health (timestamp, provider, latency, success_rate, error_rate)
-- MongoDB Collections
provider_responses: { provider, symbol, timestamp, raw_response, status }
data_quality_metrics: { symbol, date, completeness, accuracy, issues[] }
```
**Immediate Implementation**:
1. Enhance `libs/questdb-client` with streaming inserts
2. Add data retention policies
3. Implement data compression strategies
---
## 🧹 Phase 2: Data Processing & Quality Layer
### 2.1 Data Cleaning Service ⚡ **Next Priority**
**New Service**: `apps/processing-service`
**Core Responsibilities**:
1. **Data Normalization**
- Standardize timestamps (UTC)
- Normalize price formats
- Handle split/dividend adjustments
2. **Quality Checks**
- Outlier detection (price spikes, volume anomalies)
- Gap filling strategies
- Cross-provider validation
3. **Data Enrichment**
- Calculate derived metrics (returns, volatility)
- Add technical indicators
- Market session classification
**Library Enhancements Needed**:
```typescript
// libs/data-frame (ENHANCE EXISTING)
class MarketDataFrame {
// Add time-series specific operations
fillGaps(strategy: GapFillStrategy): MarketDataFrame;
detectOutliers(method: OutlierMethod): OutlierReport;
normalize(): MarketDataFrame;
calculateReturns(period: number): MarketDataFrame;
}
// libs/data-quality (NEW LIBRARY)
interface QualityMetrics {
completeness: number;
accuracy: number;
timeliness: number;
consistency: number;
issues: QualityIssue[];
}
```
### 2.2 Technical Indicators Library
**Enhance**: `libs/strategy-engine` or create `libs/technical-indicators`
**Initial Indicators**:
- Moving averages (SMA, EMA, VWAP)
- Momentum (RSI, MACD, Stochastic)
- Volatility (Bollinger Bands, ATR)
- Volume (OBV, Volume Profile)
```typescript
// Implementation approach
interface TechnicalIndicator<T = number> {
name: string;
calculate(data: OHLCV[]): T[];
getSignal(current: T, previous: T[]): Signal;
}
```
---
## 🧠 Phase 3: Analytics & Strategy Layer
### 3.1 Strategy Engine Enhancement
**Current**: Basic structure exists in `libs/strategy-engine`
**Enhancements Needed**:
1. **Strategy Framework**
```typescript
abstract class TradingStrategy {
abstract analyze(data: MarketData): StrategySignal[];
abstract getRiskParams(): RiskParameters;
backtest(historicalData: MarketData[]): BacktestResults;
}
```
2. **Signal Generation**
- Entry/exit signals
- Position sizing recommendations
- Risk-adjusted scores
3. **Strategy Types to Implement**:
- Mean reversion
- Momentum/trend following
- Statistical arbitrage
- Volume-based strategies
### 3.2 Backtesting Engine
**New Service**: Enhanced `apps/strategy-service`
**Features**:
- Historical simulation
- Performance metrics calculation
- Risk analysis
- Strategy comparison
---
## ⚡ Phase 4: Execution Layer
### 4.1 Portfolio Management
**Enhance**: `apps/portfolio-service`
**Core Features**:
- Position tracking
- Risk monitoring
- P&L calculation
- Margin management
### 4.2 Order Management
**New Service**: `apps/order-service`
**Responsibilities**:
- Order validation
- Execution routing
- Fill reporting
- Trade reconciliation
### 4.3 Risk Management
**New Library**: `libs/risk-engine`
**Risk Controls**:
- Position limits
- Drawdown limits
- Correlation limits
- Volatility scaling
---
## 📚 Library Improvements Roadmap
### Immediate (Phase 1-2)
1. **`libs/http`** ✅ **Current Priority**
- [ ] Rate limiting middleware
- [ ] Circuit breaker pattern
- [ ] Request/response caching
- [ ] Retry strategies with exponential backoff
2. **`libs/questdb-client`**
- [ ] Streaming insert optimization
- [ ] Batch insert operations
- [ ] Connection pooling
- [ ] Query result caching
3. **`libs/logger`** ✅ **Recently Updated**
- [x] Migrated to `getLogger()` pattern
- [ ] Performance metrics logging
- [ ] Structured trading event logging
4. **`libs/data-frame`**
- [ ] Time-series operations
- [ ] Financial calculations
- [ ] Memory optimization for large datasets
### Medium Term (Phase 3)
5. **`libs/cache`**
- [ ] Market data caching strategies
- [ ] Cache warming for frequently accessed symbols
- [ ] Distributed caching support
6. **`libs/config`**
- [ ] Strategy-specific configurations
- [ ] Dynamic configuration updates
- [ ] Environment-specific overrides
### Long Term (Phase 4+)
7. **`libs/vector-engine`**
- [ ] Market similarity analysis
- [ ] Pattern recognition
- [ ] Correlation analysis
---
## 🎯 Immediate Next Steps (Next 2 Weeks)
### Week 1: Data Provider Hardening
1. **Enhance HTTP Client** (`libs/http`)
- Implement rate limiting
- Add circuit breaker pattern
- Add comprehensive error handling
2. **Provider Reliability** (`apps/data-service`)
- Add health checks for all providers
- Implement fallback logic
- Add provider performance monitoring
3. **Data Validation**
- Create `libs/data-validation`
- Implement basic price/volume validation
- Add data quality metrics
### Week 2: Processing Foundation
1. **Start Processing Service** (`apps/processing-service`)
- Basic data cleaning pipeline
- Outlier detection
- Gap filling strategies
2. **QuestDB Optimization** (`libs/questdb-client`)
- Implement streaming inserts
- Add batch operations
- Optimize for time-series data
3. **Technical Indicators**
- Start `libs/technical-indicators`
- Implement basic indicators (SMA, EMA, RSI)
---
## 📊 Success Metrics
### Phase 1 Completion Criteria
- [ ] 99.9% data provider uptime
- [ ] <500ms average data latency
- [ ] Zero data quality issues for major symbols
- [ ] All providers monitored and health-checked
### Phase 2 Completion Criteria
- [ ] Automated data quality scoring
- [ ] Gap-free historical data for 100+ symbols
- [ ] Real-time technical indicator calculation
- [ ] Processing latency <100ms
### Phase 3 Completion Criteria
- [ ] 5+ implemented trading strategies
- [ ] Comprehensive backtesting framework
- [ ] Performance analytics dashboard
---
## 🚨 Risk Mitigation
### Data Risks
- **Provider Failures**: Multi-provider fallback strategy
- **Data Quality**: Automated validation and alerting
- **Rate Limits**: Smart request distribution
### Technical Risks
- **Scalability**: Horizontal scaling design
- **Latency**: Optimize critical paths early
- **Data Loss**: Comprehensive backup strategies
### Operational Risks
- **Monitoring**: Full observability stack (Grafana, Loki, Prometheus)
- **Alerting**: Critical issue notifications
- **Documentation**: Keep architecture docs current
---
## 💡 Innovation Opportunities
### Machine Learning Integration
- Predictive models for data quality
- Anomaly detection in market data
- Strategy parameter optimization
### Real-time Processing
- Stream processing with Kafka/Pulsar
- Event-driven architecture
- WebSocket data feeds
### Advanced Analytics
- Market microstructure analysis
- Alternative data integration
- Cross-asset correlation analysis
---
*This roadmap is a living document that will evolve as we learn and adapt. Focus remains on building solid foundations before adding complexity.*
**Next Review**: End of June 2025

322
SETUP-COMPLETE.md
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@ -1,161 +1,161 @@
# 🚀 Trading Bot Docker Infrastructure Setup Complete!
Your Docker infrastructure has been successfully configured. Here's what you have:
## 📦 What's Included
### Core Services
- **🐉 Dragonfly**: Redis-compatible cache and event streaming (Port 6379)
- **🐘 PostgreSQL**: Operational database with complete trading schema (Port 5432)
- **📊 QuestDB**: Time-series database for market data (Ports 9000, 8812, 9009)
- **🍃 MongoDB**: Document storage for sentiment analysis and raw documents (Port 27017)
### Admin Tools
- **🔧 Redis Insight**: Dragonfly management GUI (Port 8001)
- **🛠️ PgAdmin**: PostgreSQL administration (Port 8080)
- **🍃 Mongo Express**: MongoDB document browser (Port 8081)
### Monitoring (Optional)
- **📈 Prometheus**: Metrics collection (Port 9090)
- **📊 Grafana**: Dashboards and alerting (Port 3000)
## 🏁 Getting Started
### Step 1: Start Docker Desktop
Make sure Docker Desktop is running on your Windows machine.
### Step 2: Start Infrastructure
```powershell
# Quick start - core services only
npm run infra:up
# Or with management script
npm run docker:start
# Full development environment
npm run dev:full
```
### Step 3: Access Admin Interfaces
```powershell
# Start admin tools
npm run docker:admin
```
## 🔗 Access URLs
Once running, access these services:
| Service | URL | Login |
|---------|-----|-------|
| **QuestDB Console** | http://localhost:9000 | No login required |
| **Redis Insight** | http://localhost:8001 | No login required |
| **Bull Board** | http://localhost:3001 | No login required |
| **PgAdmin** | http://localhost:8080 | `admin@tradingbot.local` / `admin123` |
| **Mongo Express** | http://localhost:8081 | `admin` / `admin123` |
| **Prometheus** | http://localhost:9090 | No login required |
| **Grafana** | http://localhost:3000 | `admin` / `admin123` |
| **Bull Board** | http://localhost:3001 | No login required |
## 📊 Database Connections
### From Your Trading Services
Update your `.env` file:
```env
# Dragonfly (Redis replacement)
DRAGONFLY_HOST=localhost
DRAGONFLY_PORT=6379
# PostgreSQL
POSTGRES_HOST=localhost
POSTGRES_PORT=5432
POSTGRES_DB=trading_bot
POSTGRES_USER=trading_user
POSTGRES_PASSWORD=trading_pass_dev
# QuestDB
QUESTDB_HOST=localhost
QUESTDB_PORT=8812
QUESTDB_DB=qdb
# MongoDB
MONGODB_HOST=localhost
MONGODB_PORT=27017
MONGODB_DB=trading_documents
MONGODB_USER=trading_admin
MONGODB_PASSWORD=trading_mongo_dev
```
### Database Schema
PostgreSQL includes these pre-configured schemas:
- `trading.*` - Orders, positions, executions, accounts
- `strategy.*` - Strategies, signals, performance metrics
- `risk.*` - Risk limits, events, monitoring
- `audit.*` - System events, health checks, configuration
## 🛠️ Management Commands
```powershell
# Basic operations
npm run docker:start # Start core services
npm run docker:stop # Stop all services
npm run docker:status # Check service status
npm run docker:logs # View all logs
npm run docker:reset # Reset all data (destructive!)
# Additional services
npm run docker:admin # Start admin interfaces
npm run docker:monitoring # Start Prometheus & Grafana
# Development workflows
npm run dev:full # Infrastructure + admin + your services
npm run dev:clean # Reset + restart everything
# Direct PowerShell script access
./scripts/docker.ps1 start
./scripts/docker.ps1 logs -Service dragonfly
./scripts/docker.ps1 help
```
## ✅ Next Steps
1. **Start Docker Desktop** if not already running
2. **Run**: `npm run docker:start` to start core infrastructure
3. **Run**: `npm run docker:admin` to start admin tools
4. **Update** your environment variables to use the Docker services
5. **Test** Dragonfly connection in your EventPublisher service
6. **Verify** database schema in PgAdmin
7. **Start** your trading services with the new infrastructure
## 🎯 Ready for Integration
Your EventPublisher service is already configured to use Dragonfly. The infrastructure supports:
- ✅ **Event Streaming**: Dragonfly handles Redis Streams for real-time events
- ✅ **Caching**: High-performance caching with better memory efficiency
- ✅ **Operational Data**: PostgreSQL with complete trading schemas
- ✅ **Time-Series Data**: QuestDB for market data and analytics
- ✅ **Monitoring**: Full observability stack ready
- ✅ **Admin Tools**: Web-based management interfaces
The system is designed to scale from development to production with the same Docker configuration.
## 🔧 Troubleshooting
If you encounter issues:
```powershell
# Check Docker status
docker --version
docker-compose --version
# Verify services
npm run docker:status
# View specific service logs
./scripts/docker.ps1 logs -Service dragonfly
# Reset if needed
npm run docker:reset
```
**Happy Trading! 🚀📈**
# 🚀 Trading Bot Docker Infrastructure Setup Complete!
Your Docker infrastructure has been successfully configured. Here's what you have:
## 📦 What's Included
### Core Services
- **🐉 Dragonfly**: Redis-compatible cache and event streaming (Port 6379)
- **🐘 PostgreSQL**: Operational database with complete trading schema (Port 5432)
- **📊 QuestDB**: Time-series database for market data (Ports 9000, 8812, 9009)
- **🍃 MongoDB**: Document storage for sentiment analysis and raw documents (Port 27017)
### Admin Tools
- **🔧 Redis Insight**: Dragonfly management GUI (Port 8001)
- **🛠️ PgAdmin**: PostgreSQL administration (Port 8080)
- **🍃 Mongo Express**: MongoDB document browser (Port 8081)
### Monitoring (Optional)
- **📈 Prometheus**: Metrics collection (Port 9090)
- **📊 Grafana**: Dashboards and alerting (Port 3000)
## 🏁 Getting Started
### Step 1: Start Docker Desktop
Make sure Docker Desktop is running on your Windows machine.
### Step 2: Start Infrastructure
```powershell
# Quick start - core services only
npm run infra:up
# Or with management script
npm run docker:start
# Full development environment
npm run dev:full
```
### Step 3: Access Admin Interfaces
```powershell
# Start admin tools
npm run docker:admin
```
## 🔗 Access URLs
Once running, access these services:
| Service | URL | Login |
|---------|-----|-------|
| **QuestDB Console** | http://localhost:9000 | No login required |
| **Redis Insight** | http://localhost:8001 | No login required |
| **Bull Board** | http://localhost:3001 | No login required |
| **PgAdmin** | http://localhost:8080 | `admin@tradingbot.local` / `admin123` |
| **Mongo Express** | http://localhost:8081 | `admin` / `admin123` |
| **Prometheus** | http://localhost:9090 | No login required |
| **Grafana** | http://localhost:3000 | `admin` / `admin123` |
| **Bull Board** | http://localhost:3001 | No login required |
## 📊 Database Connections
### From Your Trading Services
Update your `.env` file:
```env
# Dragonfly (Redis replacement)
DRAGONFLY_HOST=localhost
DRAGONFLY_PORT=6379
# PostgreSQL
POSTGRES_HOST=localhost
POSTGRES_PORT=5432
POSTGRES_DB=trading_bot
POSTGRES_USER=trading_user
POSTGRES_PASSWORD=trading_pass_dev
# QuestDB
QUESTDB_HOST=localhost
QUESTDB_PORT=8812
QUESTDB_DB=qdb
# MongoDB
MONGODB_HOST=localhost
MONGODB_PORT=27017
MONGODB_DB=trading_documents
MONGODB_USER=trading_admin
MONGODB_PASSWORD=trading_mongo_dev
```
### Database Schema
PostgreSQL includes these pre-configured schemas:
- `trading.*` - Orders, positions, executions, accounts
- `strategy.*` - Strategies, signals, performance metrics
- `risk.*` - Risk limits, events, monitoring
- `audit.*` - System events, health checks, configuration
## 🛠️ Management Commands
```powershell
# Basic operations
npm run docker:start # Start core services
npm run docker:stop # Stop all services
npm run docker:status # Check service status
npm run docker:logs # View all logs
npm run docker:reset # Reset all data (destructive!)
# Additional services
npm run docker:admin # Start admin interfaces
npm run docker:monitoring # Start Prometheus & Grafana
# Development workflows
npm run dev:full # Infrastructure + admin + your services
npm run dev:clean # Reset + restart everything
# Direct PowerShell script access
./scripts/docker.ps1 start
./scripts/docker.ps1 logs -Service dragonfly
./scripts/docker.ps1 help
```
## ✅ Next Steps
1. **Start Docker Desktop** if not already running
2. **Run**: `npm run docker:start` to start core infrastructure
3. **Run**: `npm run docker:admin` to start admin tools
4. **Update** your environment variables to use the Docker services
5. **Test** Dragonfly connection in your EventPublisher service
6. **Verify** database schema in PgAdmin
7. **Start** your trading services with the new infrastructure
## 🎯 Ready for Integration
Your EventPublisher service is already configured to use Dragonfly. The infrastructure supports:
- ✅ **Event Streaming**: Dragonfly handles Redis Streams for real-time events
- ✅ **Caching**: High-performance caching with better memory efficiency
- ✅ **Operational Data**: PostgreSQL with complete trading schemas
- ✅ **Time-Series Data**: QuestDB for market data and analytics
- ✅ **Monitoring**: Full observability stack ready
- ✅ **Admin Tools**: Web-based management interfaces
The system is designed to scale from development to production with the same Docker configuration.
## 🔧 Troubleshooting
If you encounter issues:
```powershell
# Check Docker status
docker --version
docker-compose --version
# Verify services
npm run docker:status
# View specific service logs
./scripts/docker.ps1 logs -Service dragonfly
# Reset if needed
npm run docker:reset
```
**Happy Trading! 🚀📈**

1650
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@ -1,17 +1,17 @@
# Editor configuration, see https://editorconfig.org
root = true
[*]
charset = utf-8
indent_style = space
indent_size = 2
insert_final_newline = true
trim_trailing_whitespace = true
[*.ts]
quote_type = single
ij_typescript_use_double_quotes = false
[*.md]
max_line_length = off
trim_trailing_whitespace = false
# Editor configuration, see https://editorconfig.org
root = true
[*]
charset = utf-8
indent_style = space
indent_size = 2
insert_final_newline = true
trim_trailing_whitespace = true
[*.ts]
quote_type = single
ij_typescript_use_double_quotes = false
[*.md]
max_line_length = off
trim_trailing_whitespace = false

84
apps/dashboard/.gitignore vendored
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@ -1,42 +1,42 @@
# See https://docs.github.com/get-started/getting-started-with-git/ignoring-files for more about ignoring files.
# Compiled output
/dist
/tmp
/out-tsc
/bazel-out
# Node
/node_modules
npm-debug.log
yarn-error.log
# IDEs and editors
.idea/
.project
.classpath
.c9/
*.launch
.settings/
*.sublime-workspace
# Visual Studio Code
.vscode/*
!.vscode/settings.json
!.vscode/tasks.json
!.vscode/launch.json
!.vscode/extensions.json
.history/*
# Miscellaneous
/.angular/cache
.sass-cache/
/connect.lock
/coverage
/libpeerconnection.log
testem.log
/typings
# System files
.DS_Store
Thumbs.db
# See https://docs.github.com/get-started/getting-started-with-git/ignoring-files for more about ignoring files.
# Compiled output
/dist
/tmp
/out-tsc
/bazel-out
# Node
/node_modules
npm-debug.log
yarn-error.log
# IDEs and editors
.idea/
.project
.classpath
.c9/
*.launch
.settings/
*.sublime-workspace
# Visual Studio Code
.vscode/*
!.vscode/settings.json
!.vscode/tasks.json
!.vscode/launch.json
!.vscode/extensions.json
.history/*
# Miscellaneous
/.angular/cache
.sass-cache/
/connect.lock
/coverage
/libpeerconnection.log
testem.log
/typings
# System files
.DS_Store
Thumbs.db

8
apps/dashboard/.postcssrc.json
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@ -1,5 +1,5 @@
{
"plugins": {
"@tailwindcss/postcss": {}
}
{
"plugins": {
"@tailwindcss/postcss": {}
}
}

8
apps/dashboard/.vscode/extensions.json vendored
View file

@ -1,4 +1,4 @@
{
// For more information, visit: https://go.microsoft.com/fwlink/?linkid=827846
"recommendations": ["angular.ng-template"]
}
{
// For more information, visit: https://go.microsoft.com/fwlink/?linkid=827846
"recommendations": ["angular.ng-template"]
}

40
apps/dashboard/.vscode/launch.json vendored
View file

@ -1,20 +1,20 @@
{
// For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
"version": "0.2.0",
"configurations": [
{
"name": "ng serve",
"type": "chrome",
"request": "launch",
"preLaunchTask": "npm: start",
"url": "http://localhost:4200/"
},
{
"name": "ng test",
"type": "chrome",
"request": "launch",
"preLaunchTask": "npm: test",
"url": "http://localhost:9876/debug.html"
}
]
}
{
// For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
"version": "0.2.0",
"configurations": [
{
"name": "ng serve",
"type": "chrome",
"request": "launch",
"preLaunchTask": "npm: start",
"url": "http://localhost:4200/"
},
{
"name": "ng test",
"type": "chrome",
"request": "launch",
"preLaunchTask": "npm: test",
"url": "http://localhost:9876/debug.html"
}
]
}

84
apps/dashboard/.vscode/tasks.json vendored
View file

@ -1,42 +1,42 @@
{
// For more information, visit: https://go.microsoft.com/fwlink/?LinkId=733558
"version": "2.0.0",
"tasks": [
{
"type": "npm",
"script": "start",
"isBackground": true,
"problemMatcher": {
"owner": "typescript",
"pattern": "$tsc",
"background": {
"activeOnStart": true,
"beginsPattern": {
"regexp": "(.*?)"
},
"endsPattern": {
"regexp": "bundle generation complete"
}
}
}
},
{
"type": "npm",
"script": "test",
"isBackground": true,
"problemMatcher": {
"owner": "typescript",
"pattern": "$tsc",
"background": {
"activeOnStart": true,
"beginsPattern": {
"regexp": "(.*?)"
},
"endsPattern": {
"regexp": "bundle generation complete"
}
}
}
}
]
}
{
// For more information, visit: https://go.microsoft.com/fwlink/?LinkId=733558
"version": "2.0.0",
"tasks": [
{
"type": "npm",
"script": "start",
"isBackground": true,
"problemMatcher": {
"owner": "typescript",
"pattern": "$tsc",
"background": {
"activeOnStart": true,
"beginsPattern": {
"regexp": "(.*?)"
},
"endsPattern": {
"regexp": "bundle generation complete"
}
}
}
},
{
"type": "npm",
"script": "test",
"isBackground": true,
"problemMatcher": {
"owner": "typescript",
"pattern": "$tsc",
"background": {
"activeOnStart": true,
"beginsPattern": {
"regexp": "(.*?)"
},
"endsPattern": {
"regexp": "bundle generation complete"
}
}
}
}
]
}

118
apps/dashboard/README.md
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@ -1,59 +1,59 @@
# TradingDashboard
This project was generated using [Angular CLI](https://github.com/angular/angular-cli) version 20.0.0.
## Development server
To start a local development server, run:
```bash
ng serve
```
Once the server is running, open your browser and navigate to `http://localhost:4200/`. The application will automatically reload whenever you modify any of the source files.
## Code scaffolding
Angular CLI includes powerful code scaffolding tools. To generate a new component, run:
```bash
ng generate component component-name
```
For a complete list of available schematics (such as `components`, `directives`, or `pipes`), run:
```bash
ng generate --help
```
## Building
To build the project run:
```bash
ng build
```
This will compile your project and store the build artifacts in the `dist/` directory. By default, the production build optimizes your application for performance and speed.
## Running unit tests
To execute unit tests with the [Karma](https://karma-runner.github.io) test runner, use the following command:
```bash
ng test
```
## Running end-to-end tests
For end-to-end (e2e) testing, run:
```bash
ng e2e
```
Angular CLI does not come with an end-to-end testing framework by default. You can choose one that suits your needs.
## Additional Resources
For more information on using the Angular CLI, including detailed command references, visit the [Angular CLI Overview and Command Reference](https://angular.dev/tools/cli) page.
# TradingDashboard
This project was generated using [Angular CLI](https://github.com/angular/angular-cli) version 20.0.0.
## Development server
To start a local development server, run:
```bash
ng serve
```
Once the server is running, open your browser and navigate to `http://localhost:4200/`. The application will automatically reload whenever you modify any of the source files.
## Code scaffolding
Angular CLI includes powerful code scaffolding tools. To generate a new component, run:
```bash
ng generate component component-name
```
For a complete list of available schematics (such as `components`, `directives`, or `pipes`), run:
```bash
ng generate --help
```
## Building
To build the project run:
```bash
ng build
```
This will compile your project and store the build artifacts in the `dist/` directory. By default, the production build optimizes your application for performance and speed.
## Running unit tests
To execute unit tests with the [Karma](https://karma-runner.github.io) test runner, use the following command:
```bash
ng test
```
## Running end-to-end tests
For end-to-end (e2e) testing, run:
```bash
ng e2e
```
Angular CLI does not come with an end-to-end testing framework by default. You can choose one that suits your needs.
## Additional Resources
For more information on using the Angular CLI, including detailed command references, visit the [Angular CLI Overview and Command Reference](https://angular.dev/tools/cli) page.

182
apps/dashboard/angular.json
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@ -1,91 +1,91 @@
{
"$schema": "./node_modules/@angular/cli/lib/config/schema.json",
"version": 1,
"cli": {
"packageManager": "npm"
},
"newProjectRoot": "projects",
"projects": {
"trading-dashboard": {
"projectType": "application", "schematics": {
"@schematics/angular:component": {
"style": "css"
}
},
"root": "",
"sourceRoot": "src",
"prefix": "app",
"architect": { "build": {
"builder": "@angular/build:application",
"options": {
"browser": "src/main.ts",
"tsConfig": "tsconfig.app.json",
"inlineStyleLanguage": "css",
"assets": [
{
"glob": "**/*",
"input": "public"
}
],
"styles": [
"src/styles.css"
]
},
"configurations": {
"production": {
"budgets": [
{
"type": "initial",
"maximumWarning": "500kB",
"maximumError": "1MB"
},
{
"type": "anyComponentStyle",
"maximumWarning": "4kB",
"maximumError": "8kB"
}
],
"outputHashing": "all"
},
"development": {
"optimization": false,
"extractLicenses": false,
"sourceMap": false
}
},
"defaultConfiguration": "production"
},
"serve": {
"builder": "@angular/build:dev-server",
"configurations": {
"production": {
"buildTarget": "trading-dashboard:build:production"
},
"development": {
"buildTarget": "trading-dashboard:build:development"
}
},
"defaultConfiguration": "development"
},
"extract-i18n": {
"builder": "@angular/build:extract-i18n"
}, "test": {
"builder": "@angular/build:karma",
"options": {
"tsConfig": "tsconfig.spec.json",
"inlineStyleLanguage": "css",
"assets": [
{
"glob": "**/*",
"input": "public"
}
],
"styles": [
"src/styles.css"
]
}
}
}
}
}
}
{
"$schema": "./node_modules/@angular/cli/lib/config/schema.json",
"version": 1,
"cli": {
"packageManager": "npm"
},
"newProjectRoot": "projects",
"projects": {
"trading-dashboard": {
"projectType": "application", "schematics": {
"@schematics/angular:component": {
"style": "css"
}
},
"root": "",
"sourceRoot": "src",
"prefix": "app",
"architect": { "build": {
"builder": "@angular/build:application",
"options": {
"browser": "src/main.ts",
"tsConfig": "tsconfig.app.json",
"inlineStyleLanguage": "css",
"assets": [
{
"glob": "**/*",
"input": "public"
}
],
"styles": [
"src/styles.css"
]
},
"configurations": {
"production": {
"budgets": [
{
"type": "initial",
"maximumWarning": "500kB",
"maximumError": "1MB"
},
{
"type": "anyComponentStyle",
"maximumWarning": "4kB",
"maximumError": "8kB"
}
],
"outputHashing": "all"
},
"development": {
"optimization": false,
"extractLicenses": false,
"sourceMap": false
}
},
"defaultConfiguration": "production"
},
"serve": {
"builder": "@angular/build:dev-server",
"configurations": {
"production": {
"buildTarget": "trading-dashboard:build:production"
},
"development": {
"buildTarget": "trading-dashboard:build:development"
}
},
"defaultConfiguration": "development"
},
"extract-i18n": {
"builder": "@angular/build:extract-i18n"
}, "test": {
"builder": "@angular/build:karma",
"options": {
"tsConfig": "tsconfig.spec.json",
"inlineStyleLanguage": "css",
"assets": [
{
"glob": "**/*",
"input": "public"
}
],
"styles": [
"src/styles.css"
]
}
}
}
}
}
}

88
apps/dashboard/package.json
View file

@ -1,44 +1,44 @@
{
"name": "trading-dashboard",
"version": "0.0.0",
"scripts": {
"ng": "ng",
"start": "ng serve",
"devvvv": "ng serve --port 5173 --host 0.0.0.0",
"build": "ng build",
"watch": "ng build --watch --configuration development",
"test": "ng test"
},
"private": true,
"dependencies": {
"@angular/animations": "^20.0.0",
"@angular/cdk": "^20.0.1",
"@angular/common": "^20.0.0",
"@angular/compiler": "^20.0.0",
"@angular/core": "^20.0.0",
"@angular/forms": "^20.0.0",
"@angular/material": "^20.0.1",
"@angular/platform-browser": "^20.0.0",
"@angular/router": "^20.0.0",
"rxjs": "~7.8.2",
"tslib": "^2.8.1",
"zone.js": "~0.15.1"
},
"devDependencies": {
"@angular/build": "^20.0.0",
"@angular/cli": "^20.0.0",
"@angular/compiler-cli": "^20.0.0",
"@tailwindcss/postcss": "^4.1.8",
"@types/jasmine": "~5.1.8",
"autoprefixer": "^10.4.21",
"jasmine-core": "~5.7.1",
"karma": "~6.4.4",
"karma-chrome-launcher": "~3.2.0",
"karma-coverage": "~2.2.1",
"karma-jasmine": "~5.1.0",
"karma-jasmine-html-reporter": "~2.1.0",
"postcss": "^8.5.4",
"tailwindcss": "^4.1.8",
"typescript": "~5.8.3"
}
}
{
"name": "trading-dashboard",
"version": "0.0.0",
"scripts": {
"ng": "ng",
"start": "ng serve",
"devvvv": "ng serve --port 5173 --host 0.0.0.0",
"build": "ng build",
"watch": "ng build --watch --configuration development",
"test": "ng test"
},
"private": true,
"dependencies": {
"@angular/animations": "^20.0.0",
"@angular/cdk": "^20.0.1",
"@angular/common": "^20.0.0",
"@angular/compiler": "^20.0.0",
"@angular/core": "^20.0.0",
"@angular/forms": "^20.0.0",
"@angular/material": "^20.0.1",
"@angular/platform-browser": "^20.0.0",
"@angular/router": "^20.0.0",
"rxjs": "~7.8.2",
"tslib": "^2.8.1",
"zone.js": "~0.15.1"
},
"devDependencies": {
"@angular/build": "^20.0.0",
"@angular/cli": "^20.0.0",
"@angular/compiler-cli": "^20.0.0",
"@tailwindcss/postcss": "^4.1.8",
"@types/jasmine": "~5.1.8",
"autoprefixer": "^10.4.21",
"jasmine-core": "~5.7.1",
"karma": "~6.4.4",
"karma-chrome-launcher": "~3.2.0",
"karma-coverage": "~2.2.1",
"karma-jasmine": "~5.1.0",
"karma-jasmine-html-reporter": "~2.1.0",
"postcss": "^8.5.4",
"tailwindcss": "^4.1.8",
"typescript": "~5.8.3"
}
}

32
apps/dashboard/src/app/app.config.ts
View file

@ -1,16 +1,16 @@
import { ApplicationConfig, provideBrowserGlobalErrorListeners, provideZonelessChangeDetection } from '@angular/core';
import { provideRouter } from '@angular/router';
import { provideHttpClient } from '@angular/common/http';
import { provideAnimationsAsync } from '@angular/platform-browser/animations/async';
import { routes } from './app.routes';
export const appConfig: ApplicationConfig = {
providers: [
provideBrowserGlobalErrorListeners(),
provideZonelessChangeDetection(),
provideRouter(routes),
provideHttpClient(),
provideAnimationsAsync()
]
};
import { ApplicationConfig, provideBrowserGlobalErrorListeners, provideZonelessChangeDetection } from '@angular/core';
import { provideRouter } from '@angular/router';
import { provideHttpClient } from '@angular/common/http';
import { provideAnimationsAsync } from '@angular/platform-browser/animations/async';
import { routes } from './app.routes';
export const appConfig: ApplicationConfig = {
providers: [
provideBrowserGlobalErrorListeners(),
provideZonelessChangeDetection(),
provideRouter(routes),
provideHttpClient(),
provideAnimationsAsync()
]
};

348
apps/dashboard/src/app/app.css
View file

@ -1,174 +1,174 @@
/* Custom Angular Material integration styles */
/* Sidenav styles */
.mat-sidenav-container {
background-color: transparent;
}
.mat-sidenav {
border-radius: 0;
width: 16rem;
background-color: white !important;
border-right: 1px solid #e5e7eb !important;
}
/* Toolbar styles */
.mat-toolbar {
background-color: white;
color: #374151;
box-shadow: 0 1px 2px 0 rgb(0 0 0 / 0.05);
}
/* Button styles */
.mat-mdc-button.nav-button {
width: 100%;
text-align: left;
justify-content: flex-start;
padding: 0.75rem 1rem;
border-radius: 0.375rem;
margin-bottom: 0.25rem;
background-color: transparent;
transition: background-color 0.15s ease-in-out;
}
.mat-mdc-button.nav-button:hover {
background-color: #f3f4f6;
}
.mat-mdc-button.nav-button.bg-blue-50 {
background-color: #eff6ff !important;
color: #1d4ed8 !important;
}
/* Card styles */
.mat-mdc-card {
border-radius: 0.5rem;
box-shadow: 0 1px 2px 0 rgb(0 0 0 / 0.05);
border: 1px solid #f3f4f6;
background-color: white !important;
}
/* Tab styles */
.mat-mdc-tab-group .mat-mdc-tab-header {
border-bottom: 1px solid #e5e7eb;
}
.mat-mdc-tab-label {
color: #6b7280;
}
.mat-mdc-tab-label:hover {
color: #111827;
}
.mat-mdc-tab-label-active {
color: #2563eb;
font-weight: 500;
}
/* Chip styles for status indicators */
.mat-mdc-chip-set .mat-mdc-chip {
background-color: white;
border: 1px solid #e5e7eb;
}
.chip-green {
background-color: #dcfce7 !important;
color: #166534 !important;
border: 1px solid #bbf7d0 !important;
}
.chip-blue {
background-color: #dbeafe !important;
color: #1e40af !important;
border: 1px solid #bfdbfe !important;
}
.status-chip-active {
background-color: #dcfce7;
color: #166534;
padding: 0.25rem 0.5rem;
border-radius: 9999px;
font-size: 0.75rem;
font-weight: 500;
display: inline-block;
}
.status-chip-medium {
background-color: #dbeafe;
color: #1e40af;
padding: 0.25rem 0.5rem;
border-radius: 9999px;
font-size: 0.75rem;
font-weight: 500;
}
/* Table styles */
.mat-mdc-table {
border-radius: 0.5rem;
overflow: hidden;
border: 1px solid #f3f4f6;
background-color: white;
}
.mat-mdc-header-row {
background-color: #f9fafb;
}
.mat-mdc-header-cell {
font-weight: 500;
color: #374151;
font-size: 0.875rem;
}
.mat-mdc-cell {
color: #111827;
font-size: 0.875rem;
padding: 1rem 0;
}
.mat-mdc-row:hover {
background-color: #f9fafb;
transition: background-color 0.15s ease;
}
/* Custom utility classes for the dashboard */
.portfolio-card {
background-color: white !important;
border-radius: 0.5rem;
box-shadow: 0 1px 2px 0 rgb(0 0 0 / 0.05);
border: 1px solid #f3f4f6;
padding: 1.5rem;
}
.metric-value {
font-size: 1.5rem;
font-weight: 700;
}
.metric-label {
font-size: 0.875rem;
color: #6b7280;
margin-top: 0.25rem;
}
.metric-change-positive {
color: #16a34a;
font-weight: 500;
}
.metric-change-negative {
color: #dc2626;
font-weight: 500;
}
/* Responsive styles */
@media (max-width: 768px) {
.mat-sidenav {
width: 100%;
}
.hide-mobile {
display: none;
}
}
/* Custom Angular Material integration styles */
/* Sidenav styles */
.mat-sidenav-container {
background-color: transparent;
}
.mat-sidenav {
border-radius: 0;
width: 16rem;
background-color: white !important;
border-right: 1px solid #e5e7eb !important;
}
/* Toolbar styles */
.mat-toolbar {
background-color: white;
color: #374151;
box-shadow: 0 1px 2px 0 rgb(0 0 0 / 0.05);
}
/* Button styles */
.mat-mdc-button.nav-button {
width: 100%;
text-align: left;
justify-content: flex-start;
padding: 0.75rem 1rem;
border-radius: 0.375rem;
margin-bottom: 0.25rem;
background-color: transparent;
transition: background-color 0.15s ease-in-out;
}
.mat-mdc-button.nav-button:hover {
background-color: #f3f4f6;
}
.mat-mdc-button.nav-button.bg-blue-50 {
background-color: #eff6ff !important;
color: #1d4ed8 !important;
}
/* Card styles */
.mat-mdc-card {
border-radius: 0.5rem;
box-shadow: 0 1px 2px 0 rgb(0 0 0 / 0.05);
border: 1px solid #f3f4f6;
background-color: white !important;
}
/* Tab styles */
.mat-mdc-tab-group .mat-mdc-tab-header {
border-bottom: 1px solid #e5e7eb;
}
.mat-mdc-tab-label {
color: #6b7280;
}
.mat-mdc-tab-label:hover {
color: #111827;
}
.mat-mdc-tab-label-active {
color: #2563eb;
font-weight: 500;
}
/* Chip styles for status indicators */
.mat-mdc-chip-set .mat-mdc-chip {
background-color: white;
border: 1px solid #e5e7eb;
}
.chip-green {
background-color: #dcfce7 !important;
color: #166534 !important;
border: 1px solid #bbf7d0 !important;
}
.chip-blue {
background-color: #dbeafe !important;
color: #1e40af !important;
border: 1px solid #bfdbfe !important;
}
.status-chip-active {
background-color: #dcfce7;
color: #166534;
padding: 0.25rem 0.5rem;
border-radius: 9999px;
font-size: 0.75rem;
font-weight: 500;
display: inline-block;
}
.status-chip-medium {
background-color: #dbeafe;
color: #1e40af;
padding: 0.25rem 0.5rem;
border-radius: 9999px;
font-size: 0.75rem;
font-weight: 500;
}
/* Table styles */
.mat-mdc-table {
border-radius: 0.5rem;
overflow: hidden;
border: 1px solid #f3f4f6;
background-color: white;
}
.mat-mdc-header-row {
background-color: #f9fafb;
}
.mat-mdc-header-cell {
font-weight: 500;
color: #374151;
font-size: 0.875rem;
}
.mat-mdc-cell {
color: #111827;
font-size: 0.875rem;
padding: 1rem 0;
}
.mat-mdc-row:hover {
background-color: #f9fafb;
transition: background-color 0.15s ease;
}
/* Custom utility classes for the dashboard */
.portfolio-card {
background-color: white !important;
border-radius: 0.5rem;
box-shadow: 0 1px 2px 0 rgb(0 0 0 / 0.05);
border: 1px solid #f3f4f6;
padding: 1.5rem;
}
.metric-value {
font-size: 1.5rem;
font-weight: 700;
}
.metric-label {
font-size: 0.875rem;
color: #6b7280;
margin-top: 0.25rem;
}
.metric-change-positive {
color: #16a34a;
font-weight: 500;
}
.metric-change-negative {
color: #dc2626;
font-weight: 500;
}
/* Responsive styles */
@media (max-width: 768px) {
.mat-sidenav {
width: 100%;
}
.hide-mobile {
display: none;
}
}

134
apps/dashboard/src/app/app.html
View file

@ -1,67 +1,67 @@
<!-- Trading Dashboard App -->
<div class="app-layout">
<!-- Sidebar -->
<app-sidebar [opened]="sidenavOpened()" (navigationItemClick)="onNavigationClick($event)"></app-sidebar>
<!-- Main Content Area -->
<div class="main-content" [class.main-content-closed]="!sidenavOpened()">
<!-- Top Navigation Bar -->
<mat-toolbar class="top-toolbar">
<button mat-icon-button (click)="toggleSidenav()" class="mr-2">
<mat-icon>menu</mat-icon>
</button> <span class="text-lg font-semibold text-gray-800">{{ title }}</span>
<span class="spacer"></span>
<app-notifications></app-notifications>
<button mat-icon-button>
<mat-icon>account_circle</mat-icon>
</button>
</mat-toolbar>
<!-- Page Content -->
<div class="page-content">
<router-outlet></router-outlet>
</div>
</div>
</div>
<style>
.app-layout {
display: flex;
height: 100vh;
background-color: #f9fafb;
}
.main-content {
flex: 1;
display: flex;
flex-direction: column;
margin-left: 256px; /* Width of sidebar */
transition: margin-left 0.3s ease;
}
.main-content-closed {
margin-left: 0;
}
.top-toolbar {
background-color: white;
border-bottom: 1px solid #e5e7eb;
box-shadow: 0 1px 2px 0 rgb(0 0 0 / 0.05);
}
.spacer {
flex: 1;
}
.page-content {
flex: 1;
padding: 1.5rem;
overflow-y: auto;
}
@media (max-width: 768px) {
.main-content {
margin-left: 0;
}
}
</style>
<!-- Trading Dashboard App -->
<div class="app-layout">
<!-- Sidebar -->
<app-sidebar [opened]="sidenavOpened()" (navigationItemClick)="onNavigationClick($event)"></app-sidebar>
<!-- Main Content Area -->
<div class="main-content" [class.main-content-closed]="!sidenavOpened()">
<!-- Top Navigation Bar -->
<mat-toolbar class="top-toolbar">
<button mat-icon-button (click)="toggleSidenav()" class="mr-2">
<mat-icon>menu</mat-icon>
</button> <span class="text-lg font-semibold text-gray-800">{{ title }}</span>
<span class="spacer"></span>
<app-notifications></app-notifications>
<button mat-icon-button>
<mat-icon>account_circle</mat-icon>
</button>
</mat-toolbar>
<!-- Page Content -->
<div class="page-content">
<router-outlet></router-outlet>
</div>
</div>
</div>
<style>
.app-layout {
display: flex;
height: 100vh;
background-color: #f9fafb;
}
.main-content {
flex: 1;
display: flex;
flex-direction: column;
margin-left: 256px; /* Width of sidebar */
transition: margin-left 0.3s ease;
}
.main-content-closed {
margin-left: 0;
}
.top-toolbar {
background-color: white;
border-bottom: 1px solid #e5e7eb;
box-shadow: 0 1px 2px 0 rgb(0 0 0 / 0.05);
}
.spacer {
flex: 1;
}
.page-content {
flex: 1;
padding: 1.5rem;
overflow-y: auto;
}
@media (max-width: 768px) {
.main-content {
margin-left: 0;
}
}
</style>

36
apps/dashboard/src/app/app.routes.ts
View file

@ -1,18 +1,18 @@
import { Routes } from '@angular/router';
import { DashboardComponent } from './pages/dashboard/dashboard.component';
import { MarketDataComponent } from './pages/market-data/market-data.component';
import { PortfolioComponent } from './pages/portfolio/portfolio.component';
import { StrategiesComponent } from './pages/strategies/strategies.component';
import { RiskManagementComponent } from './pages/risk-management/risk-management.component';
import { SettingsComponent } from './pages/settings/settings.component';
export const routes: Routes = [
{ path: '', redirectTo: '/dashboard', pathMatch: 'full' },
{ path: 'dashboard', component: DashboardComponent },
{ path: 'market-data', component: MarketDataComponent },
{ path: 'portfolio', component: PortfolioComponent },
{ path: 'strategies', component: StrategiesComponent },
{ path: 'risk-management', component: RiskManagementComponent },
{ path: 'settings', component: SettingsComponent },
{ path: '**', redirectTo: '/dashboard' }
];
import { Routes } from '@angular/router';
import { DashboardComponent } from './pages/dashboard/dashboard.component';
import { MarketDataComponent } from './pages/market-data/market-data.component';
import { PortfolioComponent } from './pages/portfolio/portfolio.component';
import { StrategiesComponent } from './pages/strategies/strategies.component';
import { RiskManagementComponent } from './pages/risk-management/risk-management.component';
import { SettingsComponent } from './pages/settings/settings.component';
export const routes: Routes = [
{ path: '', redirectTo: '/dashboard', pathMatch: 'full' },
{ path: 'dashboard', component: DashboardComponent },
{ path: 'market-data', component: MarketDataComponent },
{ path: 'portfolio', component: PortfolioComponent },
{ path: 'strategies', component: StrategiesComponent },
{ path: 'risk-management', component: RiskManagementComponent },
{ path: 'settings', component: SettingsComponent },
{ path: '**', redirectTo: '/dashboard' }
];

50
apps/dashboard/src/app/app.spec.ts
View file

@ -1,25 +1,25 @@
import { provideZonelessChangeDetection } from '@angular/core';
import { TestBed } from '@angular/core/testing';
import { App } from './app';
describe('App', () => {
beforeEach(async () => {
await TestBed.configureTestingModule({
imports: [App],
providers: [provideZonelessChangeDetection()]
}).compileComponents();
});
it('should create the app', () => {
const fixture = TestBed.createComponent(App);
const app = fixture.componentInstance;
expect(app).toBeTruthy();
});
it('should render title', () => {
const fixture = TestBed.createComponent(App);
fixture.detectChanges();
const compiled = fixture.nativeElement as HTMLElement;
expect(compiled.querySelector('h1')?.textContent).toContain('Hello, trading-dashboard');
});
});
import { provideZonelessChangeDetection } from '@angular/core';
import { TestBed } from '@angular/core/testing';
import { App } from './app';
describe('App', () => {
beforeEach(async () => {
await TestBed.configureTestingModule({
imports: [App],
providers: [provideZonelessChangeDetection()]
}).compileComponents();
});
it('should create the app', () => {
const fixture = TestBed.createComponent(App);
const app = fixture.componentInstance;
expect(app).toBeTruthy();
});
it('should render title', () => {
const fixture = TestBed.createComponent(App);
fixture.detectChanges();
const compiled = fixture.nativeElement as HTMLElement;
expect(compiled.querySelector('h1')?.textContent).toContain('Hello, trading-dashboard');
});
});

80
apps/dashboard/src/app/app.ts
View file

@ -1,40 +1,40 @@
import { Component, signal } from '@angular/core';
import { RouterOutlet } from '@angular/router';
import { CommonModule } from '@angular/common';
import { MatSidenavModule } from '@angular/material/sidenav';
import { MatToolbarModule } from '@angular/material/toolbar';
import { MatButtonModule } from '@angular/material/button';
import { MatIconModule } from '@angular/material/icon';
import { MatChipsModule } from '@angular/material/chips';
import { SidebarComponent } from './components/sidebar/sidebar.component';
import { NotificationsComponent } from './components/notifications/notifications';
@Component({
selector: 'app-root',
imports: [
RouterOutlet,
CommonModule,
MatSidenavModule,
MatToolbarModule,
MatButtonModule,
MatIconModule,
MatChipsModule,
SidebarComponent,
NotificationsComponent
],
templateUrl: './app.html',
styleUrl: './app.css'
})
export class App {
protected title = 'Trading Dashboard';
protected sidenavOpened = signal(true);
toggleSidenav() {
this.sidenavOpened.set(!this.sidenavOpened());
}
onNavigationClick(route: string) {
// Handle navigation if needed
console.log('Navigating to:', route);
}
}
import { Component, signal } from '@angular/core';
import { RouterOutlet } from '@angular/router';
import { CommonModule } from '@angular/common';
import { MatSidenavModule } from '@angular/material/sidenav';
import { MatToolbarModule } from '@angular/material/toolbar';
import { MatButtonModule } from '@angular/material/button';
import { MatIconModule } from '@angular/material/icon';
import { MatChipsModule } from '@angular/material/chips';
import { SidebarComponent } from './components/sidebar/sidebar.component';
import { NotificationsComponent } from './components/notifications/notifications';
@Component({
selector: 'app-root',
imports: [
RouterOutlet,
CommonModule,
MatSidenavModule,
MatToolbarModule,
MatButtonModule,
MatIconModule,
MatChipsModule,
SidebarComponent,
NotificationsComponent
],
templateUrl: './app.html',
styleUrl: './app.css'
})
export class App {
protected title = 'Trading Dashboard';
protected sidenavOpened = signal(true);
toggleSidenav() {
this.sidenavOpened.set(!this.sidenavOpened());
}
onNavigationClick(route: string) {
// Handle navigation if needed
console.log('Navigating to:', route);
}
}

88
apps/dashboard/src/app/components/notifications/notifications.css
View file

@ -1,45 +1,45 @@
::ng-deep .notification-menu {
width: 380px;
max-width: 90vw;
}
.notification-header {
padding: 12px 16px !important;
height: auto !important;
line-height: normal !important;
}
.notification-empty {
padding: 16px !important;
height: auto !important;
line-height: normal !important;
}
.notification-item {
padding: 12px 16px !important;
height: auto !important;
line-height: normal !important;
white-space: normal !important;
border-left: 3px solid transparent;
transition: all 0.2s ease;
}
.notification-item:hover {
background-color: #f5f5f5;
}
.notification-item.unread {
background-color: #f0f9ff;
border-left-color: #0ea5e9;
}
.notification-item.unread .font-medium {
font-weight: 600;
}
.line-clamp-2 {
display: -webkit-box;
-webkit-line-clamp: 2;
-webkit-box-orient: vertical;
overflow: hidden;
::ng-deep .notification-menu {
width: 380px;
max-width: 90vw;
}
.notification-header {
padding: 12px 16px !important;
height: auto !important;
line-height: normal !important;
}
.notification-empty {
padding: 16px !important;
height: auto !important;
line-height: normal !important;
}
.notification-item {
padding: 12px 16px !important;
height: auto !important;
line-height: normal !important;
white-space: normal !important;
border-left: 3px solid transparent;
transition: all 0.2s ease;
}
.notification-item:hover {
background-color: #f5f5f5;
}
.notification-item.unread {
background-color: #f0f9ff;
border-left-color: #0ea5e9;
}
.notification-item.unread .font-medium {
font-weight: 600;
}
.line-clamp-2 {
display: -webkit-box;
-webkit-line-clamp: 2;
-webkit-box-orient: vertical;
overflow: hidden;
}

150
apps/dashboard/src/app/components/notifications/notifications.html
View file

@ -1,75 +1,75 @@
<button
mat-icon-button
[matMenuTriggerFor]="notificationMenu"
[matBadge]="unreadCount"
[matBadgeHidden]="unreadCount === 0"
matBadgeColor="warn"
matBadgeSize="small">
<mat-icon>notifications</mat-icon>
</button>
<mat-menu #notificationMenu="matMenu" class="notification-menu">
<div mat-menu-item disabled class="notification-header">
<div class="flex items-center justify-between w-full px-2">
<span class="font-semibold">Notifications</span>
@if (notifications.length > 0) {
<div class="flex gap-2">
<button mat-button (click)="markAllAsRead()" class="text-xs">
Mark all read
</button>
<button mat-button (click)="clearAll()" class="text-xs">
Clear all
</button>
</div>
}
</div>
</div>
<mat-divider></mat-divider>
@if (notifications.length === 0) {
<div mat-menu-item disabled class="notification-empty">
<div class="text-center py-4 text-gray-500">
<mat-icon class="text-2xl">notifications_none</mat-icon>
<p class="mt-1 text-sm">No notifications</p>
</div>
</div>
} @else {
@for (notification of notifications.slice(0, 5); track notification.id) {
<div
mat-menu-item
class="notification-item"
[class.unread]="!notification.read"
(click)="markAsRead(notification)">
<div class="flex items-start gap-3 w-full">
<mat-icon [class]="getNotificationColor(notification.type)" class="mt-1">
{{ getNotificationIcon(notification.type) }}
</mat-icon>
<div class="flex-1 min-w-0">
<div class="flex items-center justify-between">
<p class="font-medium text-sm truncate">{{ notification.title }}</p>
<button
mat-icon-button
(click)="clearNotification(notification); $event.stopPropagation()"
class="text-gray-400 hover:text-gray-600 ml-2">
<mat-icon class="text-lg">close</mat-icon>
</button>
</div>
<p class="text-gray-600 text-xs mt-1 line-clamp-2">{{ notification.message }}</p>
<p class="text-gray-400 text-xs mt-1">{{ formatTime(notification.timestamp) }}</p>
</div>
</div>
</div>
@if (!$last) {
<mat-divider></mat-divider>
}
}
@if (notifications.length > 5) {
<mat-divider></mat-divider>
<div mat-menu-item disabled class="text-center text-sm text-gray-500">
{{ notifications.length - 5 }} more notifications...
</div>
}
}
</mat-menu>
<button
mat-icon-button
[matMenuTriggerFor]="notificationMenu"
[matBadge]="unreadCount"
[matBadgeHidden]="unreadCount === 0"
matBadgeColor="warn"
matBadgeSize="small">
<mat-icon>notifications</mat-icon>
</button>
<mat-menu #notificationMenu="matMenu" class="notification-menu">
<div mat-menu-item disabled class="notification-header">
<div class="flex items-center justify-between w-full px-2">
<span class="font-semibold">Notifications</span>
@if (notifications.length > 0) {
<div class="flex gap-2">
<button mat-button (click)="markAllAsRead()" class="text-xs">
Mark all read
</button>
<button mat-button (click)="clearAll()" class="text-xs">
Clear all
</button>
</div>
}
</div>
</div>
<mat-divider></mat-divider>
@if (notifications.length === 0) {
<div mat-menu-item disabled class="notification-empty">
<div class="text-center py-4 text-gray-500">
<mat-icon class="text-2xl">notifications_none</mat-icon>
<p class="mt-1 text-sm">No notifications</p>
</div>
</div>
} @else {
@for (notification of notifications.slice(0, 5); track notification.id) {
<div
mat-menu-item
class="notification-item"
[class.unread]="!notification.read"
(click)="markAsRead(notification)">
<div class="flex items-start gap-3 w-full">
<mat-icon [class]="getNotificationColor(notification.type)" class="mt-1">
{{ getNotificationIcon(notification.type) }}
</mat-icon>
<div class="flex-1 min-w-0">
<div class="flex items-center justify-between">
<p class="font-medium text-sm truncate">{{ notification.title }}</p>
<button
mat-icon-button
(click)="clearNotification(notification); $event.stopPropagation()"
class="text-gray-400 hover:text-gray-600 ml-2">
<mat-icon class="text-lg">close</mat-icon>
</button>
</div>
<p class="text-gray-600 text-xs mt-1 line-clamp-2">{{ notification.message }}</p>
<p class="text-gray-400 text-xs mt-1">{{ formatTime(notification.timestamp) }}</p>
</div>
</div>
</div>
@if (!$last) {
<mat-divider></mat-divider>
}
}
@if (notifications.length > 5) {
<mat-divider></mat-divider>
<div mat-menu-item disabled class="text-center text-sm text-gray-500">
{{ notifications.length - 5 }} more notifications...
</div>
}
}
</mat-menu>

172
apps/dashboard/src/app/components/notifications/notifications.ts
View file

@ -1,86 +1,86 @@
import { Component, inject } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatIconModule } from '@angular/material/icon';
import { MatButtonModule } from '@angular/material/button';
import { MatBadgeModule } from '@angular/material/badge';
import { MatMenuModule } from '@angular/material/menu';
import { MatListModule } from '@angular/material/list';
import { MatDividerModule } from '@angular/material/divider';
import { NotificationService, Notification } from '../../services/notification.service';
@Component({
selector: 'app-notifications',
imports: [
CommonModule,
MatIconModule,
MatButtonModule,
MatBadgeModule,
MatMenuModule,
MatListModule,
MatDividerModule
],
templateUrl: './notifications.html',
styleUrl: './notifications.css'
})
export class NotificationsComponent {
private notificationService = inject(NotificationService);
get notifications() {
return this.notificationService.notifications();
}
get unreadCount() {
return this.notificationService.unreadCount();
}
markAsRead(notification: Notification) {
this.notificationService.markAsRead(notification.id);
}
markAllAsRead() {
this.notificationService.markAllAsRead();
}
clearNotification(notification: Notification) {
this.notificationService.clearNotification(notification.id);
}
clearAll() {
this.notificationService.clearAllNotifications();
}
getNotificationIcon(type: string): string {
switch (type) {
case 'error': return 'error';
case 'warning': return 'warning';
case 'success': return 'check_circle';
case 'info':
default: return 'info';
}
}
getNotificationColor(type: string): string {
switch (type) {
case 'error': return 'text-red-600';
case 'warning': return 'text-yellow-600';
case 'success': return 'text-green-600';
case 'info':
default: return 'text-blue-600';
}
}
formatTime(timestamp: Date): string {
const now = new Date();
const diff = now.getTime() - timestamp.getTime();
const minutes = Math.floor(diff / 60000);
if (minutes < 1) return 'Just now';
if (minutes < 60) return `${minutes}m ago`;
const hours = Math.floor(minutes / 60);
if (hours < 24) return `${hours}h ago`;
const days = Math.floor(hours / 24);
return `${days}d ago`;
}
}
import { Component, inject } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatIconModule } from '@angular/material/icon';
import { MatButtonModule } from '@angular/material/button';
import { MatBadgeModule } from '@angular/material/badge';
import { MatMenuModule } from '@angular/material/menu';
import { MatListModule } from '@angular/material/list';
import { MatDividerModule } from '@angular/material/divider';
import { NotificationService, Notification } from '../../services/notification.service';
@Component({
selector: 'app-notifications',
imports: [
CommonModule,
MatIconModule,
MatButtonModule,
MatBadgeModule,
MatMenuModule,
MatListModule,
MatDividerModule
],
templateUrl: './notifications.html',
styleUrl: './notifications.css'
})
export class NotificationsComponent {
private notificationService = inject(NotificationService);
get notifications() {
return this.notificationService.notifications();
}
get unreadCount() {
return this.notificationService.unreadCount();
}
markAsRead(notification: Notification) {
this.notificationService.markAsRead(notification.id);
}
markAllAsRead() {
this.notificationService.markAllAsRead();
}
clearNotification(notification: Notification) {
this.notificationService.clearNotification(notification.id);
}
clearAll() {
this.notificationService.clearAllNotifications();
}
getNotificationIcon(type: string): string {
switch (type) {
case 'error': return 'error';
case 'warning': return 'warning';
case 'success': return 'check_circle';
case 'info':
default: return 'info';
}
}
getNotificationColor(type: string): string {
switch (type) {
case 'error': return 'text-red-600';
case 'warning': return 'text-yellow-600';
case 'success': return 'text-green-600';
case 'info':
default: return 'text-blue-600';
}
}
formatTime(timestamp: Date): string {
const now = new Date();
const diff = now.getTime() - timestamp.getTime();
const minutes = Math.floor(diff / 60000);
if (minutes < 1) return 'Just now';
if (minutes < 60) return `${minutes}m ago`;
const hours = Math.floor(minutes / 60);
if (hours < 24) return `${hours}h ago`;
const days = Math.floor(hours / 24);
return `${days}d ago`;
}
}

76
apps/dashboard/src/app/components/sidebar/sidebar.component.css
View file

@ -1,38 +1,38 @@
/* Sidebar specific styles */
.sidebar {
position: fixed;
top: 0;
left: 0;
width: 16rem; /* 256px */
height: 100vh;
background-color: white;
border-right: 1px solid #e5e7eb;
transform: translateX(0);
transition: transform 0.3s ease-in-out;
z-index: 1000;
overflow-y: auto;
}
.sidebar-closed {
transform: translateX(-100%);
}
.nav-button {
width: 100%;
text-align: left;
justify-content: flex-start;
padding: 0.75rem 1rem;
border-radius: 0.375rem;
margin-bottom: 0.25rem;
background-color: transparent;
transition: background-color 0.15s ease-in-out;
}
.nav-button:hover {
background-color: #f3f4f6;
}
.nav-button.bg-blue-50 {
background-color: #eff6ff !important;
color: #1d4ed8 !important;
}
/* Sidebar specific styles */
.sidebar {
position: fixed;
top: 0;
left: 0;
width: 16rem; /* 256px */
height: 100vh;
background-color: white;
border-right: 1px solid #e5e7eb;
transform: translateX(0);
transition: transform 0.3s ease-in-out;
z-index: 1000;
overflow-y: auto;
}
.sidebar-closed {
transform: translateX(-100%);
}
.nav-button {
width: 100%;
text-align: left;
justify-content: flex-start;
padding: 0.75rem 1rem;
border-radius: 0.375rem;
margin-bottom: 0.25rem;
background-color: transparent;
transition: background-color 0.15s ease-in-out;
}
.nav-button:hover {
background-color: #f3f4f6;
}
.nav-button.bg-blue-50 {
background-color: #eff6ff !important;
color: #1d4ed8 !important;
}

60
apps/dashboard/src/app/components/sidebar/sidebar.component.html
View file

@ -1,30 +1,30 @@
<!-- Sidebar Navigation -->
<aside class="sidebar" [class.sidebar-closed]="!opened()">
<!-- Logo/Brand -->
<div class="p-6 border-b border-gray-200">
<h2 class="text-xl font-bold text-gray-900">
📈 Trading Bot
</h2>
<p class="text-sm text-gray-600 mt-1">
Real-time Dashboard
</p>
</div>
<!-- Navigation Menu -->
<nav class="p-6">
<div class="space-y-2">
@for (item of navigationItems; track item.route) {
<button
mat-button
class="nav-button"
[class.bg-blue-50]="item.active"
[class.text-blue-700]="item.active"
[class.text-gray-600]="!item.active"
(click)="onNavigationClick(item.route)">
<mat-icon class="mr-3">{{ item.icon }}</mat-icon>
{{ item.label }}
</button>
}
</div>
</nav>
</aside>
<!-- Sidebar Navigation -->
<aside class="sidebar" [class.sidebar-closed]="!opened()">
<!-- Logo/Brand -->
<div class="p-6 border-b border-gray-200">
<h2 class="text-xl font-bold text-gray-900">
📈 Trading Bot
</h2>
<p class="text-sm text-gray-600 mt-1">
Real-time Dashboard
</p>
</div>
<!-- Navigation Menu -->
<nav class="p-6">
<div class="space-y-2">
@for (item of navigationItems; track item.route) {
<button
mat-button
class="nav-button"
[class.bg-blue-50]="item.active"
[class.text-blue-700]="item.active"
[class.text-gray-600]="!item.active"
(click)="onNavigationClick(item.route)">
<mat-icon class="mr-3">{{ item.icon }}</mat-icon>
{{ item.label }}
</button>
}
</div>
</nav>
</aside>

122
apps/dashboard/src/app/components/sidebar/sidebar.component.ts
View file

@ -1,61 +1,61 @@
import { Component, input, output } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatSidenavModule } from '@angular/material/sidenav';
import { MatButtonModule } from '@angular/material/button';
import { MatIconModule } from '@angular/material/icon';
import { Router, NavigationEnd } from '@angular/router';
import { filter } from 'rxjs/operators';
export interface NavigationItem {
label: string;
icon: string;
route: string;
active?: boolean;
}
@Component({
selector: 'app-sidebar',
standalone: true,
imports: [
CommonModule,
MatSidenavModule,
MatButtonModule,
MatIconModule
],
templateUrl: './sidebar.component.html',
styleUrl: './sidebar.component.css'
})
export class SidebarComponent {
opened = input<boolean>(true);
navigationItemClick = output<string>();
protected navigationItems: NavigationItem[] = [
{ label: 'Dashboard', icon: 'dashboard', route: '/dashboard', active: true },
{ label: 'Market Data', icon: 'trending_up', route: '/market-data' },
{ label: 'Portfolio', icon: 'account_balance_wallet', route: '/portfolio' },
{ label: 'Strategies', icon: 'psychology', route: '/strategies' },
{ label: 'Risk Management', icon: 'security', route: '/risk-management' },
{ label: 'Settings', icon: 'settings', route: '/settings' }
];
constructor(private router: Router) {
// Listen to route changes to update active state
this.router.events.pipe(
filter(event => event instanceof NavigationEnd)
).subscribe((event: NavigationEnd) => {
this.updateActiveRoute(event.urlAfterRedirects);
});
}
onNavigationClick(route: string) {
this.navigationItemClick.emit(route);
this.router.navigate([route]);
this.updateActiveRoute(route);
}
private updateActiveRoute(currentRoute: string) {
this.navigationItems.forEach(item => {
item.active = item.route === currentRoute;
});
}
}
import { Component, input, output } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatSidenavModule } from '@angular/material/sidenav';
import { MatButtonModule } from '@angular/material/button';
import { MatIconModule } from '@angular/material/icon';
import { Router, NavigationEnd } from '@angular/router';
import { filter } from 'rxjs/operators';
export interface NavigationItem {
label: string;
icon: string;
route: string;
active?: boolean;
}
@Component({
selector: 'app-sidebar',
standalone: true,
imports: [
CommonModule,
MatSidenavModule,
MatButtonModule,
MatIconModule
],
templateUrl: './sidebar.component.html',
styleUrl: './sidebar.component.css'
})
export class SidebarComponent {
opened = input<boolean>(true);
navigationItemClick = output<string>();
protected navigationItems: NavigationItem[] = [
{ label: 'Dashboard', icon: 'dashboard', route: '/dashboard', active: true },
{ label: 'Market Data', icon: 'trending_up', route: '/market-data' },
{ label: 'Portfolio', icon: 'account_balance_wallet', route: '/portfolio' },
{ label: 'Strategies', icon: 'psychology', route: '/strategies' },
{ label: 'Risk Management', icon: 'security', route: '/risk-management' },
{ label: 'Settings', icon: 'settings', route: '/settings' }
];
constructor(private router: Router) {
// Listen to route changes to update active state
this.router.events.pipe(
filter(event => event instanceof NavigationEnd)
).subscribe((event: NavigationEnd) => {
this.updateActiveRoute(event.urlAfterRedirects);
});
}
onNavigationClick(route: string) {
this.navigationItemClick.emit(route);
this.router.navigate([route]);
this.updateActiveRoute(route);
}
private updateActiveRoute(currentRoute: string) {
this.navigationItems.forEach(item => {
item.active = item.route === currentRoute;
});
}
}

96
apps/dashboard/src/app/pages/dashboard/dashboard.component.css
View file

@ -1,48 +1,48 @@
/* Dashboard specific styles */
.portfolio-card {
background-color: white !important;
border-radius: 0.5rem;
box-shadow: 0 1px 2px 0 rgb(0 0 0 / 0.05);
border: 1px solid #f3f4f6;
padding: 1.5rem;
}
.metric-value {
font-size: 1.5rem;
font-weight: 700;
}
.metric-label {
font-size: 0.875rem;
color: #6b7280;
margin-top: 0.25rem;
}
.metric-change-positive {
color: #16a34a;
font-weight: 500;
}
.metric-change-negative {
color: #dc2626;
font-weight: 500;
}
.status-chip-active {
background-color: #dcfce7;
color: #166534;
padding: 0.25rem 0.5rem;
border-radius: 9999px;
font-size: 0.75rem;
font-weight: 500;
display: inline-block;
}
.status-chip-medium {
background-color: #dbeafe;
color: #1e40af;
padding: 0.25rem 0.5rem;
border-radius: 9999px;
font-size: 0.75rem;
font-weight: 500;
}
/* Dashboard specific styles */
.portfolio-card {
background-color: white !important;
border-radius: 0.5rem;
box-shadow: 0 1px 2px 0 rgb(0 0 0 / 0.05);
border: 1px solid #f3f4f6;
padding: 1.5rem;
}
.metric-value {
font-size: 1.5rem;
font-weight: 700;
}
.metric-label {
font-size: 0.875rem;
color: #6b7280;
margin-top: 0.25rem;
}
.metric-change-positive {
color: #16a34a;
font-weight: 500;
}
.metric-change-negative {
color: #dc2626;
font-weight: 500;
}
.status-chip-active {
background-color: #dcfce7;
color: #166534;
padding: 0.25rem 0.5rem;
border-radius: 9999px;
font-size: 0.75rem;
font-weight: 500;
display: inline-block;
}
.status-chip-medium {
background-color: #dbeafe;
color: #1e40af;
padding: 0.25rem 0.5rem;
border-radius: 9999px;
font-size: 0.75rem;
font-weight: 500;
}

308
apps/dashboard/src/app/pages/dashboard/dashboard.component.html
View file

@ -1,154 +1,154 @@
<!-- Portfolio Summary Cards -->
<div class="grid grid-cols-1 md:grid-cols-2 lg:grid-cols-4 gap-6 mb-6">
<!-- Total Portfolio Value -->
<mat-card class="portfolio-card">
<div class="flex items-center justify-between">
<div>
<p class="metric-label">Portfolio Value</p>
<p class="metric-value text-gray-900">
${{ portfolioValue().toLocaleString('en-US', {minimumFractionDigits: 2}) }}
</p>
</div>
<mat-icon class="text-blue-600 text-3xl">account_balance_wallet</mat-icon>
</div>
</mat-card>
<!-- Day Change -->
<mat-card class="portfolio-card">
<div class="flex items-center justify-between">
<div>
<p class="metric-label">Day Change</p>
<p class="metric-value"
[class.metric-change-positive]="dayChange() > 0"
[class.metric-change-negative]="dayChange() < 0">
${{ dayChange().toLocaleString('en-US', {minimumFractionDigits: 2}) }}
</p>
<p class="text-sm font-medium"
[class.metric-change-positive]="dayChangePercent() > 0"
[class.metric-change-negative]="dayChangePercent() < 0">
{{ dayChangePercent() > 0 ? '+' : '' }}{{ dayChangePercent().toFixed(2) }}%
</p>
</div>
<mat-icon
class="text-3xl"
[class.metric-change-positive]="dayChange() > 0"
[class.metric-change-negative]="dayChange() < 0">
{{ dayChange() > 0 ? 'trending_up' : 'trending_down' }}
</mat-icon>
</div>
</mat-card>
<!-- Active Strategies -->
<mat-card class="portfolio-card">
<div class="flex items-center justify-between">
<div>
<p class="metric-label">Active Strategies</p>
<p class="metric-value text-gray-900">3</p>
<span class="status-chip-active">Running</span>
</div>
<mat-icon class="text-purple-600 text-3xl">psychology</mat-icon>
</div>
</mat-card>
<!-- Risk Level -->
<mat-card class="portfolio-card">
<div class="flex items-center justify-between">
<div>
<p class="metric-label">Risk Level</p>
<p class="metric-value text-green-600">Low</p>
<span class="status-chip-medium">Moderate</span>
</div>
<mat-icon class="text-green-600 text-3xl">security</mat-icon>
</div>
</mat-card>
</div>
<!-- Market Data Table -->
<mat-card class="p-6 mb-6">
<div class="flex items-center justify-between mb-4">
<h3 class="text-lg font-semibold text-gray-900">Market Watchlist</h3>
<button mat-raised-button color="primary">
<mat-icon>refresh</mat-icon>
Refresh
</button>
</div>
<div class="overflow-x-auto">
<table mat-table [dataSource]="marketData()" class="mat-elevation-z0 w-full">
<!-- Symbol Column -->
<ng-container matColumnDef="symbol">
<th mat-header-cell *matHeaderCellDef class="font-medium text-gray-900">Symbol</th>
<td mat-cell *matCellDef="let stock" class="font-semibold text-gray-900">{{ stock.symbol }}</td>
</ng-container>
<!-- Price Column -->
<ng-container matColumnDef="price">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Price</th>
<td mat-cell *matCellDef="let stock" class="text-right font-medium text-gray-900">
${{ stock.price.toFixed(2) }}
</td>
</ng-container>
<!-- Change Column -->
<ng-container matColumnDef="change">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Change</th>
<td mat-cell *matCellDef="let stock"
class="text-right font-medium"
[class.text-green-600]="stock.change > 0"
[class.text-red-600]="stock.change < 0">
{{ stock.change > 0 ? '+' : '' }}${{ stock.change.toFixed(2) }}
</td>
</ng-container>
<!-- Change Percent Column -->
<ng-container matColumnDef="changePercent">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Change %</th>
<td mat-cell *matCellDef="let stock"
class="text-right font-medium"
[class.text-green-600]="stock.changePercent > 0"
[class.text-red-600]="stock.changePercent < 0">
{{ stock.changePercent > 0 ? '+' : '' }}{{ stock.changePercent.toFixed(2) }}%
</td>
</ng-container>
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
</div>
</mat-card>
<!-- Tabs for Additional Content -->
<mat-tab-group>
<mat-tab label="Chart">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">show_chart</mat-icon>
<p class="mb-4">Chart visualization will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
<mat-tab label="Orders">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">receipt_long</mat-icon>
<p class="mb-4">Order history and management will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
<mat-tab label="Analytics">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">analytics</mat-icon>
<p class="mb-4">Advanced analytics and performance metrics will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
</mat-tab-group>
<!-- Portfolio Summary Cards -->
<div class="grid grid-cols-1 md:grid-cols-2 lg:grid-cols-4 gap-6 mb-6">
<!-- Total Portfolio Value -->
<mat-card class="portfolio-card">
<div class="flex items-center justify-between">
<div>
<p class="metric-label">Portfolio Value</p>
<p class="metric-value text-gray-900">
${{ portfolioValue().toLocaleString('en-US', {minimumFractionDigits: 2}) }}
</p>
</div>
<mat-icon class="text-blue-600 text-3xl">account_balance_wallet</mat-icon>
</div>
</mat-card>
<!-- Day Change -->
<mat-card class="portfolio-card">
<div class="flex items-center justify-between">
<div>
<p class="metric-label">Day Change</p>
<p class="metric-value"
[class.metric-change-positive]="dayChange() > 0"
[class.metric-change-negative]="dayChange() < 0">
${{ dayChange().toLocaleString('en-US', {minimumFractionDigits: 2}) }}
</p>
<p class="text-sm font-medium"
[class.metric-change-positive]="dayChangePercent() > 0"
[class.metric-change-negative]="dayChangePercent() < 0">
{{ dayChangePercent() > 0 ? '+' : '' }}{{ dayChangePercent().toFixed(2) }}%
</p>
</div>
<mat-icon
class="text-3xl"
[class.metric-change-positive]="dayChange() > 0"
[class.metric-change-negative]="dayChange() < 0">
{{ dayChange() > 0 ? 'trending_up' : 'trending_down' }}
</mat-icon>
</div>
</mat-card>
<!-- Active Strategies -->
<mat-card class="portfolio-card">
<div class="flex items-center justify-between">
<div>
<p class="metric-label">Active Strategies</p>
<p class="metric-value text-gray-900">3</p>
<span class="status-chip-active">Running</span>
</div>
<mat-icon class="text-purple-600 text-3xl">psychology</mat-icon>
</div>
</mat-card>
<!-- Risk Level -->
<mat-card class="portfolio-card">
<div class="flex items-center justify-between">
<div>
<p class="metric-label">Risk Level</p>
<p class="metric-value text-green-600">Low</p>
<span class="status-chip-medium">Moderate</span>
</div>
<mat-icon class="text-green-600 text-3xl">security</mat-icon>
</div>
</mat-card>
</div>
<!-- Market Data Table -->
<mat-card class="p-6 mb-6">
<div class="flex items-center justify-between mb-4">
<h3 class="text-lg font-semibold text-gray-900">Market Watchlist</h3>
<button mat-raised-button color="primary">
<mat-icon>refresh</mat-icon>
Refresh
</button>
</div>
<div class="overflow-x-auto">
<table mat-table [dataSource]="marketData()" class="mat-elevation-z0 w-full">
<!-- Symbol Column -->
<ng-container matColumnDef="symbol">
<th mat-header-cell *matHeaderCellDef class="font-medium text-gray-900">Symbol</th>
<td mat-cell *matCellDef="let stock" class="font-semibold text-gray-900">{{ stock.symbol }}</td>
</ng-container>
<!-- Price Column -->
<ng-container matColumnDef="price">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Price</th>
<td mat-cell *matCellDef="let stock" class="text-right font-medium text-gray-900">
${{ stock.price.toFixed(2) }}
</td>
</ng-container>
<!-- Change Column -->
<ng-container matColumnDef="change">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Change</th>
<td mat-cell *matCellDef="let stock"
class="text-right font-medium"
[class.text-green-600]="stock.change > 0"
[class.text-red-600]="stock.change < 0">
{{ stock.change > 0 ? '+' : '' }}${{ stock.change.toFixed(2) }}
</td>
</ng-container>
<!-- Change Percent Column -->
<ng-container matColumnDef="changePercent">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Change %</th>
<td mat-cell *matCellDef="let stock"
class="text-right font-medium"
[class.text-green-600]="stock.changePercent > 0"
[class.text-red-600]="stock.changePercent < 0">
{{ stock.changePercent > 0 ? '+' : '' }}{{ stock.changePercent.toFixed(2) }}%
</td>
</ng-container>
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
</div>
</mat-card>
<!-- Tabs for Additional Content -->
<mat-tab-group>
<mat-tab label="Chart">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">show_chart</mat-icon>
<p class="mb-4">Chart visualization will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
<mat-tab label="Orders">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">receipt_long</mat-icon>
<p class="mb-4">Order history and management will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
<mat-tab label="Analytics">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">analytics</mat-icon>
<p class="mb-4">Advanced analytics and performance metrics will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
</mat-tab-group>

88
apps/dashboard/src/app/pages/dashboard/dashboard.component.ts
View file

@ -1,44 +1,44 @@
import { Component, signal } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatTabsModule } from '@angular/material/tabs';
import { MatButtonModule } from '@angular/material/button';
import { MatIconModule } from '@angular/material/icon';
import { MatTableModule } from '@angular/material/table';
export interface MarketDataItem {
symbol: string;
price: number;
change: number;
changePercent: number;
}
@Component({
selector: 'app-dashboard',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatTabsModule,
MatButtonModule,
MatIconModule,
MatTableModule
],
templateUrl: './dashboard.component.html',
styleUrl: './dashboard.component.css'
})
export class DashboardComponent {
// Mock data for the dashboard
protected marketData = signal<MarketDataItem[]>([
{ symbol: 'AAPL', price: 192.53, change: 2.41, changePercent: 1.27 },
{ symbol: 'GOOGL', price: 138.21, change: -1.82, changePercent: -1.30 },
{ symbol: 'MSFT', price: 378.85, change: 4.12, changePercent: 1.10 },
{ symbol: 'TSLA', price: 248.42, change: -3.21, changePercent: -1.28 },
]);
protected portfolioValue = signal(125420.50);
protected dayChange = signal(2341.20);
protected dayChangePercent = signal(1.90);
protected displayedColumns: string[] = ['symbol', 'price', 'change', 'changePercent'];
}
import { Component, signal } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatTabsModule } from '@angular/material/tabs';
import { MatButtonModule } from '@angular/material/button';
import { MatIconModule } from '@angular/material/icon';
import { MatTableModule } from '@angular/material/table';
export interface MarketDataItem {
symbol: string;
price: number;
change: number;
changePercent: number;
}
@Component({
selector: 'app-dashboard',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatTabsModule,
MatButtonModule,
MatIconModule,
MatTableModule
],
templateUrl: './dashboard.component.html',
styleUrl: './dashboard.component.css'
})
export class DashboardComponent {
// Mock data for the dashboard
protected marketData = signal<MarketDataItem[]>([
{ symbol: 'AAPL', price: 192.53, change: 2.41, changePercent: 1.27 },
{ symbol: 'GOOGL', price: 138.21, change: -1.82, changePercent: -1.30 },
{ symbol: 'MSFT', price: 378.85, change: 4.12, changePercent: 1.10 },
{ symbol: 'TSLA', price: 248.42, change: -3.21, changePercent: -1.28 },
]);
protected portfolioValue = signal(125420.50);
protected dayChange = signal(2341.20);
protected dayChangePercent = signal(1.90);
protected displayedColumns: string[] = ['symbol', 'price', 'change', 'changePercent'];
}

2
apps/dashboard/src/app/pages/market-data/market-data.component.css
View file

@ -1 +1 @@
/* Market Data specific styles */
/* Market Data specific styles */

344
apps/dashboard/src/app/pages/market-data/market-data.component.html
View file

@ -1,172 +1,172 @@
<div class="space-y-6"> <!-- Page Header -->
<div class="flex items-center justify-between">
<div>
<h1 class="text-2xl font-bold text-gray-900">Market Data</h1>
<p class="text-gray-600 mt-1">Real-time market information and analytics</p>
</div>
<button mat-raised-button color="primary" (click)="refreshData()" [disabled]="isLoading()">
<mat-icon>refresh</mat-icon>
@if (isLoading()) {
<mat-spinner diameter="20" class="mr-2"></mat-spinner>
}
Refresh Data
</button>
</div>
<!-- Market Overview Cards -->
<div class="grid grid-cols-1 md:grid-cols-3 gap-6">
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Market Status</p>
<p class="text-lg font-semibold text-green-600">Open</p>
</div>
<mat-icon class="text-green-600 text-3xl">schedule</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Active Instruments</p>
<p class="text-lg font-semibold text-gray-900">{{ marketData().length }}</p>
</div>
<mat-icon class="text-blue-600 text-3xl">trending_up</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between"> <div>
<p class="text-sm text-gray-600">Last Update</p>
<p class="text-lg font-semibold text-gray-900">{{ currentTime() }}</p>
</div>
<mat-icon class="text-purple-600 text-3xl">access_time</mat-icon>
</div>
</mat-card>
</div>
<!-- Market Data Table -->
<mat-card class="p-6">
<div class="flex items-center justify-between mb-4">
<h3 class="text-lg font-semibold text-gray-900">Live Market Data</h3>
<div class="flex gap-2">
<button mat-button>
<mat-icon>filter_list</mat-icon>
Filter
</button>
<button mat-button>
<mat-icon>file_download</mat-icon>
Export
</button>
</div>
</div>
@if (isLoading()) {
<div class="flex justify-center items-center py-8">
<mat-spinner diameter="40"></mat-spinner>
<span class="ml-3 text-gray-600">Loading market data...</span>
</div>
} @else if (error()) {
<div class="text-center py-8">
<mat-icon class="text-red-500 text-4xl">error</mat-icon>
<p class="text-red-600 mt-2">{{ error() }}</p>
<button mat-button color="primary" (click)="refreshData()" class="mt-2">
<mat-icon>refresh</mat-icon>
Try Again
</button>
</div>
} @else {
<div class="overflow-x-auto">
<table mat-table [dataSource]="marketData()" class="mat-elevation-z0 w-full">
<!-- Symbol Column -->
<ng-container matColumnDef="symbol">
<th mat-header-cell *matHeaderCellDef class="font-medium text-gray-900">Symbol</th>
<td mat-cell *matCellDef="let stock" class="font-semibold text-gray-900">{{ stock.symbol }}</td>
</ng-container>
<!-- Price Column -->
<ng-container matColumnDef="price">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Price</th>
<td mat-cell *matCellDef="let stock" class="text-right font-medium text-gray-900">
${{ stock.price.toFixed(2) }}
</td>
</ng-container>
<!-- Change Column -->
<ng-container matColumnDef="change">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Change</th>
<td mat-cell *matCellDef="let stock"
class="text-right font-medium"
[class.text-green-600]="stock.change > 0"
[class.text-red-600]="stock.change < 0">
{{ stock.change > 0 ? '+' : '' }}${{ stock.change.toFixed(2) }}
</td>
</ng-container>
<!-- Change Percent Column -->
<ng-container matColumnDef="changePercent">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Change %</th>
<td mat-cell *matCellDef="let stock"
class="text-right font-medium"
[class.text-green-600]="stock.changePercent > 0"
[class.text-red-600]="stock.changePercent < 0">
{{ stock.changePercent > 0 ? '+' : '' }}{{ stock.changePercent.toFixed(2) }}%
</td>
</ng-container>
<!-- Volume Column -->
<ng-container matColumnDef="volume">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Volume</th>
<td mat-cell *matCellDef="let stock" class="text-right text-gray-600">
{{ stock.volume.toLocaleString() }}
</td>
</ng-container>
<!-- Market Cap Column -->
<ng-container matColumnDef="marketCap">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Market Cap</th>
<td mat-cell *matCellDef="let stock" class="text-right text-gray-600">
${{ stock.marketCap }}
</td>
</ng-container> <tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
</div>
}
</mat-card>
<!-- Market Analytics Tabs -->
<mat-tab-group>
<mat-tab label="Technical Analysis">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">bar_chart</mat-icon>
<p class="mb-4">Technical analysis charts and indicators will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
<mat-tab label="Market Trends">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">timeline</mat-icon>
<p class="mb-4">Market trends and sector analysis will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
<mat-tab label="News & Events">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">article</mat-icon>
<p class="mb-4">Market news and economic events will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
</mat-tab-group>
</div>
<div class="space-y-6"> <!-- Page Header -->
<div class="flex items-center justify-between">
<div>
<h1 class="text-2xl font-bold text-gray-900">Market Data</h1>
<p class="text-gray-600 mt-1">Real-time market information and analytics</p>
</div>
<button mat-raised-button color="primary" (click)="refreshData()" [disabled]="isLoading()">
<mat-icon>refresh</mat-icon>
@if (isLoading()) {
<mat-spinner diameter="20" class="mr-2"></mat-spinner>
}
Refresh Data
</button>
</div>
<!-- Market Overview Cards -->
<div class="grid grid-cols-1 md:grid-cols-3 gap-6">
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Market Status</p>
<p class="text-lg font-semibold text-green-600">Open</p>
</div>
<mat-icon class="text-green-600 text-3xl">schedule</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Active Instruments</p>
<p class="text-lg font-semibold text-gray-900">{{ marketData().length }}</p>
</div>
<mat-icon class="text-blue-600 text-3xl">trending_up</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between"> <div>
<p class="text-sm text-gray-600">Last Update</p>
<p class="text-lg font-semibold text-gray-900">{{ currentTime() }}</p>
</div>
<mat-icon class="text-purple-600 text-3xl">access_time</mat-icon>
</div>
</mat-card>
</div>
<!-- Market Data Table -->
<mat-card class="p-6">
<div class="flex items-center justify-between mb-4">
<h3 class="text-lg font-semibold text-gray-900">Live Market Data</h3>
<div class="flex gap-2">
<button mat-button>
<mat-icon>filter_list</mat-icon>
Filter
</button>
<button mat-button>
<mat-icon>file_download</mat-icon>
Export
</button>
</div>
</div>
@if (isLoading()) {
<div class="flex justify-center items-center py-8">
<mat-spinner diameter="40"></mat-spinner>
<span class="ml-3 text-gray-600">Loading market data...</span>
</div>
} @else if (error()) {
<div class="text-center py-8">
<mat-icon class="text-red-500 text-4xl">error</mat-icon>
<p class="text-red-600 mt-2">{{ error() }}</p>
<button mat-button color="primary" (click)="refreshData()" class="mt-2">
<mat-icon>refresh</mat-icon>
Try Again
</button>
</div>
} @else {
<div class="overflow-x-auto">
<table mat-table [dataSource]="marketData()" class="mat-elevation-z0 w-full">
<!-- Symbol Column -->
<ng-container matColumnDef="symbol">
<th mat-header-cell *matHeaderCellDef class="font-medium text-gray-900">Symbol</th>
<td mat-cell *matCellDef="let stock" class="font-semibold text-gray-900">{{ stock.symbol }}</td>
</ng-container>
<!-- Price Column -->
<ng-container matColumnDef="price">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Price</th>
<td mat-cell *matCellDef="let stock" class="text-right font-medium text-gray-900">
${{ stock.price.toFixed(2) }}
</td>
</ng-container>
<!-- Change Column -->
<ng-container matColumnDef="change">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Change</th>
<td mat-cell *matCellDef="let stock"
class="text-right font-medium"
[class.text-green-600]="stock.change > 0"
[class.text-red-600]="stock.change < 0">
{{ stock.change > 0 ? '+' : '' }}${{ stock.change.toFixed(2) }}
</td>
</ng-container>
<!-- Change Percent Column -->
<ng-container matColumnDef="changePercent">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Change %</th>
<td mat-cell *matCellDef="let stock"
class="text-right font-medium"
[class.text-green-600]="stock.changePercent > 0"
[class.text-red-600]="stock.changePercent < 0">
{{ stock.changePercent > 0 ? '+' : '' }}{{ stock.changePercent.toFixed(2) }}%
</td>
</ng-container>
<!-- Volume Column -->
<ng-container matColumnDef="volume">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Volume</th>
<td mat-cell *matCellDef="let stock" class="text-right text-gray-600">
{{ stock.volume.toLocaleString() }}
</td>
</ng-container>
<!-- Market Cap Column -->
<ng-container matColumnDef="marketCap">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Market Cap</th>
<td mat-cell *matCellDef="let stock" class="text-right text-gray-600">
${{ stock.marketCap }}
</td>
</ng-container> <tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
</div>
}
</mat-card>
<!-- Market Analytics Tabs -->
<mat-tab-group>
<mat-tab label="Technical Analysis">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">bar_chart</mat-icon>
<p class="mb-4">Technical analysis charts and indicators will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
<mat-tab label="Market Trends">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">timeline</mat-icon>
<p class="mb-4">Market trends and sector analysis will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
<mat-tab label="News & Events">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">article</mat-icon>
<p class="mb-4">Market news and economic events will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
</mat-tab-group>
</div>

396
apps/dashboard/src/app/pages/market-data/market-data.component.ts
View file

@ -1,198 +1,198 @@
import { Component, signal, OnInit, OnDestroy, inject } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatButtonModule } from '@angular/material/button';
import { MatIconModule } from '@angular/material/icon';
import { MatTableModule } from '@angular/material/table';
import { MatTabsModule } from '@angular/material/tabs';
import { MatProgressSpinnerModule } from '@angular/material/progress-spinner';
import { MatSnackBarModule, MatSnackBar } from '@angular/material/snack-bar';
import { ApiService } from '../../services/api.service';
import { WebSocketService } from '../../services/websocket.service';
import { interval, Subscription } from 'rxjs';
export interface ExtendedMarketData {
symbol: string;
price: number;
change: number;
changePercent: number;
volume: number;
marketCap: string;
high52Week: number;
low52Week: number;
}
@Component({
selector: 'app-market-data',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatButtonModule,
MatIconModule,
MatTableModule,
MatTabsModule,
MatProgressSpinnerModule,
MatSnackBarModule
],
templateUrl: './market-data.component.html',
styleUrl: './market-data.component.css'
})
export class MarketDataComponent implements OnInit, OnDestroy {
private apiService = inject(ApiService);
private webSocketService = inject(WebSocketService);
private snackBar = inject(MatSnackBar);
private subscriptions: Subscription[] = [];
protected marketData = signal<ExtendedMarketData[]>([]);
protected currentTime = signal<string>(new Date().toLocaleTimeString());
protected isLoading = signal<boolean>(true);
protected error = signal<string | null>(null);
protected displayedColumns: string[] = ['symbol', 'price', 'change', 'changePercent', 'volume', 'marketCap'];
ngOnInit() {
// Update time every second
const timeSubscription = interval(1000).subscribe(() => {
this.currentTime.set(new Date().toLocaleTimeString());
});
this.subscriptions.push(timeSubscription);
// Load initial market data
this.loadMarketData();
// Subscribe to real-time market data updates
const wsSubscription = this.webSocketService.getMarketDataUpdates().subscribe({
next: (update) => {
this.updateMarketData(update);
},
error: (err) => {
console.error('WebSocket market data error:', err);
}
});
this.subscriptions.push(wsSubscription);
// Fallback: Refresh market data every 30 seconds if WebSocket fails
const dataSubscription = interval(30000).subscribe(() => {
if (!this.webSocketService.isConnected()) {
this.loadMarketData();
}
});
this.subscriptions.push(dataSubscription);
}
ngOnDestroy() {
this.subscriptions.forEach(sub => sub.unsubscribe());
}
private loadMarketData() {
this.apiService.getMarketData().subscribe({
next: (response) => {
// Convert MarketData to ExtendedMarketData with mock extended properties
const extendedData: ExtendedMarketData[] = response.data.map(item => ({
...item,
marketCap: this.getMockMarketCap(item.symbol),
high52Week: item.price * 1.3, // Mock 52-week high (30% above current)
low52Week: item.price * 0.7 // Mock 52-week low (30% below current)
}));
this.marketData.set(extendedData);
this.isLoading.set(false);
this.error.set(null);
},
error: (err) => {
console.error('Failed to load market data:', err);
this.error.set('Failed to load market data');
this.isLoading.set(false);
this.snackBar.open('Failed to load market data', 'Dismiss', { duration: 5000 });
// Use mock data as fallback
this.marketData.set(this.getMockData());
}
});
}
private getMockMarketCap(symbol: string): string {
const marketCaps: { [key: string]: string } = {
'AAPL': '2.98T',
'GOOGL': '1.78T',
'MSFT': '3.08T',
'TSLA': '789.2B',
'AMZN': '1.59T'
};
return marketCaps[symbol] || '1.00T';
}
private getMockData(): ExtendedMarketData[] {
return [
{
symbol: 'AAPL',
price: 192.53,
change: 2.41,
changePercent: 1.27,
volume: 45230000,
marketCap: '2.98T',
high52Week: 199.62,
low52Week: 164.08
},
{
symbol: 'GOOGL',
price: 2847.56,
change: -12.34,
changePercent: -0.43,
volume: 12450000,
marketCap: '1.78T',
high52Week: 3030.93,
low52Week: 2193.62
},
{
symbol: 'MSFT',
price: 415.26,
change: 8.73,
changePercent: 2.15,
volume: 23180000,
marketCap: '3.08T',
high52Week: 468.35,
low52Week: 309.45
},
{
symbol: 'TSLA',
price: 248.50,
change: -5.21,
changePercent: -2.05,
volume: 89760000,
marketCap: '789.2B',
high52Week: 299.29,
low52Week: 152.37
},
{
symbol: 'AMZN',
price: 152.74,
change: 3.18,
changePercent: 2.12,
volume: 34520000,
marketCap: '1.59T',
high52Week: 170.17,
low52Week: 118.35
}
];
}
refreshData() {
this.isLoading.set(true);
this.loadMarketData();
}
private updateMarketData(update: any) {
const currentData = this.marketData();
const updatedData = currentData.map(item => {
if (item.symbol === update.symbol) {
return {
...item,
price: update.price,
change: update.change,
changePercent: update.changePercent,
volume: update.volume
};
}
return item;
});
this.marketData.set(updatedData);
}
}
import { Component, signal, OnInit, OnDestroy, inject } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatButtonModule } from '@angular/material/button';
import { MatIconModule } from '@angular/material/icon';
import { MatTableModule } from '@angular/material/table';
import { MatTabsModule } from '@angular/material/tabs';
import { MatProgressSpinnerModule } from '@angular/material/progress-spinner';
import { MatSnackBarModule, MatSnackBar } from '@angular/material/snack-bar';
import { ApiService } from '../../services/api.service';
import { WebSocketService } from '../../services/websocket.service';
import { interval, Subscription } from 'rxjs';
export interface ExtendedMarketData {
symbol: string;
price: number;
change: number;
changePercent: number;
volume: number;
marketCap: string;
high52Week: number;
low52Week: number;
}
@Component({
selector: 'app-market-data',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatButtonModule,
MatIconModule,
MatTableModule,
MatTabsModule,
MatProgressSpinnerModule,
MatSnackBarModule
],
templateUrl: './market-data.component.html',
styleUrl: './market-data.component.css'
})
export class MarketDataComponent implements OnInit, OnDestroy {
private apiService = inject(ApiService);
private webSocketService = inject(WebSocketService);
private snackBar = inject(MatSnackBar);
private subscriptions: Subscription[] = [];
protected marketData = signal<ExtendedMarketData[]>([]);
protected currentTime = signal<string>(new Date().toLocaleTimeString());
protected isLoading = signal<boolean>(true);
protected error = signal<string | null>(null);
protected displayedColumns: string[] = ['symbol', 'price', 'change', 'changePercent', 'volume', 'marketCap'];
ngOnInit() {
// Update time every second
const timeSubscription = interval(1000).subscribe(() => {
this.currentTime.set(new Date().toLocaleTimeString());
});
this.subscriptions.push(timeSubscription);
// Load initial market data
this.loadMarketData();
// Subscribe to real-time market data updates
const wsSubscription = this.webSocketService.getMarketDataUpdates().subscribe({
next: (update) => {
this.updateMarketData(update);
},
error: (err) => {
console.error('WebSocket market data error:', err);
}
});
this.subscriptions.push(wsSubscription);
// Fallback: Refresh market data every 30 seconds if WebSocket fails
const dataSubscription = interval(30000).subscribe(() => {
if (!this.webSocketService.isConnected()) {
this.loadMarketData();
}
});
this.subscriptions.push(dataSubscription);
}
ngOnDestroy() {
this.subscriptions.forEach(sub => sub.unsubscribe());
}
private loadMarketData() {
this.apiService.getMarketData().subscribe({
next: (response) => {
// Convert MarketData to ExtendedMarketData with mock extended properties
const extendedData: ExtendedMarketData[] = response.data.map(item => ({
...item,
marketCap: this.getMockMarketCap(item.symbol),
high52Week: item.price * 1.3, // Mock 52-week high (30% above current)
low52Week: item.price * 0.7 // Mock 52-week low (30% below current)
}));
this.marketData.set(extendedData);
this.isLoading.set(false);
this.error.set(null);
},
error: (err) => {
console.error('Failed to load market data:', err);
this.error.set('Failed to load market data');
this.isLoading.set(false);
this.snackBar.open('Failed to load market data', 'Dismiss', { duration: 5000 });
// Use mock data as fallback
this.marketData.set(this.getMockData());
}
});
}
private getMockMarketCap(symbol: string): string {
const marketCaps: { [key: string]: string } = {
'AAPL': '2.98T',
'GOOGL': '1.78T',
'MSFT': '3.08T',
'TSLA': '789.2B',
'AMZN': '1.59T'
};
return marketCaps[symbol] || '1.00T';
}
private getMockData(): ExtendedMarketData[] {
return [
{
symbol: 'AAPL',
price: 192.53,
change: 2.41,
changePercent: 1.27,
volume: 45230000,
marketCap: '2.98T',
high52Week: 199.62,
low52Week: 164.08
},
{
symbol: 'GOOGL',
price: 2847.56,
change: -12.34,
changePercent: -0.43,
volume: 12450000,
marketCap: '1.78T',
high52Week: 3030.93,
low52Week: 2193.62
},
{
symbol: 'MSFT',
price: 415.26,
change: 8.73,
changePercent: 2.15,
volume: 23180000,
marketCap: '3.08T',
high52Week: 468.35,
low52Week: 309.45
},
{
symbol: 'TSLA',
price: 248.50,
change: -5.21,
changePercent: -2.05,
volume: 89760000,
marketCap: '789.2B',
high52Week: 299.29,
low52Week: 152.37
},
{
symbol: 'AMZN',
price: 152.74,
change: 3.18,
changePercent: 2.12,
volume: 34520000,
marketCap: '1.59T',
high52Week: 170.17,
low52Week: 118.35
}
];
}
refreshData() {
this.isLoading.set(true);
this.loadMarketData();
}
private updateMarketData(update: any) {
const currentData = this.marketData();
const updatedData = currentData.map(item => {
if (item.symbol === update.symbol) {
return {
...item,
price: update.price,
change: update.change,
changePercent: update.changePercent,
volume: update.volume
};
}
return item;
});
this.marketData.set(updatedData);
}
}

2
apps/dashboard/src/app/pages/portfolio/portfolio.component.css
View file

@ -1 +1 @@
/* Portfolio specific styles */
/* Portfolio specific styles */

406
apps/dashboard/src/app/pages/portfolio/portfolio.component.html
View file

@ -1,203 +1,203 @@
<div class="space-y-6">
<!-- Page Header -->
<div class="flex items-center justify-between">
<div>
<h1 class="text-2xl font-bold text-gray-900">Portfolio</h1>
<p class="text-gray-600 mt-1">Manage and monitor your investment portfolio</p>
</div>
<button mat-raised-button color="primary" (click)="refreshData()" [disabled]="isLoading()">
<mat-icon>refresh</mat-icon>
@if (isLoading()) {
<mat-spinner diameter="20" class="mr-2"></mat-spinner>
}
Refresh Data
</button>
</div>
<!-- Portfolio Summary Cards -->
<div class="grid grid-cols-1 md:grid-cols-4 gap-6">
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Total Value</p>
<p class="text-lg font-semibold text-gray-900">${{ portfolioSummary().totalValue.toLocaleString() }}</p>
</div>
<mat-icon class="text-blue-600 text-3xl">account_balance_wallet</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Total P&L</p>
<p class="text-lg font-semibold" [class]="getPnLColor(portfolioSummary().totalPnL)">
{{ portfolioSummary().totalPnL > 0 ? '+' : '' }}${{ portfolioSummary().totalPnL.toLocaleString() }}
({{ portfolioSummary().totalPnLPercent.toFixed(2) }}%)
</p>
</div>
<mat-icon class="text-green-600 text-3xl" *ngIf="portfolioSummary().totalPnL >= 0">trending_up</mat-icon>
<mat-icon class="text-red-600 text-3xl" *ngIf="portfolioSummary().totalPnL < 0">trending_down</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Day Change</p>
<p class="text-lg font-semibold" [class]="getPnLColor(portfolioSummary().dayChange)">
{{ portfolioSummary().dayChange > 0 ? '+' : '' }}${{ portfolioSummary().dayChange.toLocaleString() }}
({{ portfolioSummary().dayChangePercent.toFixed(2) }}%)
</p>
</div>
<mat-icon class="text-purple-600 text-3xl">today</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Cash Available</p>
<p class="text-lg font-semibold text-gray-900">${{ portfolioSummary().cash.toLocaleString() }}</p>
</div>
<mat-icon class="text-yellow-600 text-3xl">attach_money</mat-icon>
</div>
</mat-card>
</div>
<!-- Portfolio Tabs -->
<mat-tab-group>
<mat-tab label="Positions">
<div class="p-6">
<mat-card class="p-6">
<div class="flex items-center justify-between mb-4">
<h3 class="text-lg font-semibold text-gray-900">Current Positions</h3>
<div class="flex gap-2">
<button mat-button>
<mat-icon>add</mat-icon>
Add Position
</button>
<button mat-button>
<mat-icon>file_download</mat-icon>
Export
</button>
</div>
</div>
@if (isLoading()) {
<div class="flex justify-center items-center py-8">
<mat-spinner diameter="40"></mat-spinner>
<span class="ml-3 text-gray-600">Loading portfolio...</span>
</div>
} @else if (error()) {
<div class="text-center py-8">
<mat-icon class="text-red-500 text-4xl">error</mat-icon>
<p class="text-red-600 mt-2">{{ error() }}</p>
<button mat-button color="primary" (click)="refreshData()" class="mt-2">
<mat-icon>refresh</mat-icon>
Try Again
</button>
</div>
} @else if (positions().length === 0) {
<div class="text-center py-8 text-gray-500">
<mat-icon class="text-4xl">account_balance_wallet</mat-icon>
<p class="mt-2">No positions found</p>
<button mat-button color="primary" class="mt-2">
<mat-icon>add</mat-icon>
Add Your First Position
</button>
</div>
} @else {
<div class="overflow-x-auto">
<table mat-table [dataSource]="positions()" class="mat-elevation-z0 w-full">
<!-- Symbol Column -->
<ng-container matColumnDef="symbol">
<th mat-header-cell *matHeaderCellDef class="font-medium text-gray-900">Symbol</th>
<td mat-cell *matCellDef="let position" class="font-semibold text-gray-900">{{ position.symbol }}</td>
</ng-container>
<!-- Quantity Column -->
<ng-container matColumnDef="quantity">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Quantity</th>
<td mat-cell *matCellDef="let position" class="text-right text-gray-600">
{{ position.quantity.toLocaleString() }}
</td>
</ng-container>
<!-- Average Price Column -->
<ng-container matColumnDef="avgPrice">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Avg Price</th>
<td mat-cell *matCellDef="let position" class="text-right text-gray-600">
${{ position.avgPrice.toFixed(2) }}
</td>
</ng-container>
<!-- Current Price Column -->
<ng-container matColumnDef="currentPrice">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Current Price</th>
<td mat-cell *matCellDef="let position" class="text-right font-medium text-gray-900">
${{ position.currentPrice.toFixed(2) }}
</td>
</ng-container>
<!-- Market Value Column -->
<ng-container matColumnDef="marketValue">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Market Value</th>
<td mat-cell *matCellDef="let position" class="text-right font-medium text-gray-900">
${{ position.marketValue.toLocaleString() }}
</td>
</ng-container>
<!-- Unrealized P&L Column -->
<ng-container matColumnDef="unrealizedPnL">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Unrealized P&L</th>
<td mat-cell *matCellDef="let position"
class="text-right font-medium"
[class]="getPnLColor(position.unrealizedPnL)">
{{ position.unrealizedPnL > 0 ? '+' : '' }}${{ position.unrealizedPnL.toLocaleString() }}
({{ position.unrealizedPnLPercent.toFixed(2) }}%)
</td>
</ng-container>
<!-- Day Change Column -->
<ng-container matColumnDef="dayChange">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Day Change</th>
<td mat-cell *matCellDef="let position"
class="text-right font-medium"
[class]="getPnLColor(position.dayChange)">
{{ position.dayChange > 0 ? '+' : '' }}${{ position.dayChange.toFixed(2) }}
({{ position.dayChangePercent.toFixed(2) }}%)
</td>
</ng-container>
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
</div>
}
</mat-card>
</div>
</mat-tab>
<mat-tab label="Performance">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">trending_up</mat-icon>
<p class="mb-4">Performance charts and analytics will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
<mat-tab label="Orders">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">receipt</mat-icon>
<p class="mb-4">Order history and management will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
</mat-tab-group>
</div>
<div class="space-y-6">
<!-- Page Header -->
<div class="flex items-center justify-between">
<div>
<h1 class="text-2xl font-bold text-gray-900">Portfolio</h1>
<p class="text-gray-600 mt-1">Manage and monitor your investment portfolio</p>
</div>
<button mat-raised-button color="primary" (click)="refreshData()" [disabled]="isLoading()">
<mat-icon>refresh</mat-icon>
@if (isLoading()) {
<mat-spinner diameter="20" class="mr-2"></mat-spinner>
}
Refresh Data
</button>
</div>
<!-- Portfolio Summary Cards -->
<div class="grid grid-cols-1 md:grid-cols-4 gap-6">
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Total Value</p>
<p class="text-lg font-semibold text-gray-900">${{ portfolioSummary().totalValue.toLocaleString() }}</p>
</div>
<mat-icon class="text-blue-600 text-3xl">account_balance_wallet</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Total P&L</p>
<p class="text-lg font-semibold" [class]="getPnLColor(portfolioSummary().totalPnL)">
{{ portfolioSummary().totalPnL > 0 ? '+' : '' }}${{ portfolioSummary().totalPnL.toLocaleString() }}
({{ portfolioSummary().totalPnLPercent.toFixed(2) }}%)
</p>
</div>
<mat-icon class="text-green-600 text-3xl" *ngIf="portfolioSummary().totalPnL >= 0">trending_up</mat-icon>
<mat-icon class="text-red-600 text-3xl" *ngIf="portfolioSummary().totalPnL < 0">trending_down</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Day Change</p>
<p class="text-lg font-semibold" [class]="getPnLColor(portfolioSummary().dayChange)">
{{ portfolioSummary().dayChange > 0 ? '+' : '' }}${{ portfolioSummary().dayChange.toLocaleString() }}
({{ portfolioSummary().dayChangePercent.toFixed(2) }}%)
</p>
</div>
<mat-icon class="text-purple-600 text-3xl">today</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Cash Available</p>
<p class="text-lg font-semibold text-gray-900">${{ portfolioSummary().cash.toLocaleString() }}</p>
</div>
<mat-icon class="text-yellow-600 text-3xl">attach_money</mat-icon>
</div>
</mat-card>
</div>
<!-- Portfolio Tabs -->
<mat-tab-group>
<mat-tab label="Positions">
<div class="p-6">
<mat-card class="p-6">
<div class="flex items-center justify-between mb-4">
<h3 class="text-lg font-semibold text-gray-900">Current Positions</h3>
<div class="flex gap-2">
<button mat-button>
<mat-icon>add</mat-icon>
Add Position
</button>
<button mat-button>
<mat-icon>file_download</mat-icon>
Export
</button>
</div>
</div>
@if (isLoading()) {
<div class="flex justify-center items-center py-8">
<mat-spinner diameter="40"></mat-spinner>
<span class="ml-3 text-gray-600">Loading portfolio...</span>
</div>
} @else if (error()) {
<div class="text-center py-8">
<mat-icon class="text-red-500 text-4xl">error</mat-icon>
<p class="text-red-600 mt-2">{{ error() }}</p>
<button mat-button color="primary" (click)="refreshData()" class="mt-2">
<mat-icon>refresh</mat-icon>
Try Again
</button>
</div>
} @else if (positions().length === 0) {
<div class="text-center py-8 text-gray-500">
<mat-icon class="text-4xl">account_balance_wallet</mat-icon>
<p class="mt-2">No positions found</p>
<button mat-button color="primary" class="mt-2">
<mat-icon>add</mat-icon>
Add Your First Position
</button>
</div>
} @else {
<div class="overflow-x-auto">
<table mat-table [dataSource]="positions()" class="mat-elevation-z0 w-full">
<!-- Symbol Column -->
<ng-container matColumnDef="symbol">
<th mat-header-cell *matHeaderCellDef class="font-medium text-gray-900">Symbol</th>
<td mat-cell *matCellDef="let position" class="font-semibold text-gray-900">{{ position.symbol }}</td>
</ng-container>
<!-- Quantity Column -->
<ng-container matColumnDef="quantity">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Quantity</th>
<td mat-cell *matCellDef="let position" class="text-right text-gray-600">
{{ position.quantity.toLocaleString() }}
</td>
</ng-container>
<!-- Average Price Column -->
<ng-container matColumnDef="avgPrice">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Avg Price</th>
<td mat-cell *matCellDef="let position" class="text-right text-gray-600">
${{ position.avgPrice.toFixed(2) }}
</td>
</ng-container>
<!-- Current Price Column -->
<ng-container matColumnDef="currentPrice">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Current Price</th>
<td mat-cell *matCellDef="let position" class="text-right font-medium text-gray-900">
${{ position.currentPrice.toFixed(2) }}
</td>
</ng-container>
<!-- Market Value Column -->
<ng-container matColumnDef="marketValue">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Market Value</th>
<td mat-cell *matCellDef="let position" class="text-right font-medium text-gray-900">
${{ position.marketValue.toLocaleString() }}
</td>
</ng-container>
<!-- Unrealized P&L Column -->
<ng-container matColumnDef="unrealizedPnL">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Unrealized P&L</th>
<td mat-cell *matCellDef="let position"
class="text-right font-medium"
[class]="getPnLColor(position.unrealizedPnL)">
{{ position.unrealizedPnL > 0 ? '+' : '' }}${{ position.unrealizedPnL.toLocaleString() }}
({{ position.unrealizedPnLPercent.toFixed(2) }}%)
</td>
</ng-container>
<!-- Day Change Column -->
<ng-container matColumnDef="dayChange">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Day Change</th>
<td mat-cell *matCellDef="let position"
class="text-right font-medium"
[class]="getPnLColor(position.dayChange)">
{{ position.dayChange > 0 ? '+' : '' }}${{ position.dayChange.toFixed(2) }}
({{ position.dayChangePercent.toFixed(2) }}%)
</td>
</ng-container>
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
</div>
}
</mat-card>
</div>
</mat-tab>
<mat-tab label="Performance">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">trending_up</mat-icon>
<p class="mb-4">Performance charts and analytics will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
<mat-tab label="Orders">
<div class="p-6">
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">receipt</mat-icon>
<p class="mb-4">Order history and management will be implemented here</p>
</div>
</mat-card>
</div>
</mat-tab>
</mat-tab-group>
</div>

318
apps/dashboard/src/app/pages/portfolio/portfolio.component.ts
View file

@ -1,159 +1,159 @@
import { Component, signal, OnInit, OnDestroy, inject } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatIconModule } from '@angular/material/icon';
import { MatButtonModule } from '@angular/material/button';
import { MatTableModule } from '@angular/material/table';
import { MatProgressSpinnerModule } from '@angular/material/progress-spinner';
import { MatSnackBarModule, MatSnackBar } from '@angular/material/snack-bar';
import { MatTabsModule } from '@angular/material/tabs';
import { ApiService } from '../../services/api.service';
import { interval, Subscription } from 'rxjs';
export interface Position {
symbol: string;
quantity: number;
avgPrice: number;
currentPrice: number;
marketValue: number;
unrealizedPnL: number;
unrealizedPnLPercent: number;
dayChange: number;
dayChangePercent: number;
}
export interface PortfolioSummary {
totalValue: number;
totalCost: number;
totalPnL: number;
totalPnLPercent: number;
dayChange: number;
dayChangePercent: number;
cash: number;
positionsCount: number;
}
@Component({
selector: 'app-portfolio',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatIconModule,
MatButtonModule,
MatTableModule,
MatProgressSpinnerModule,
MatSnackBarModule,
MatTabsModule
],
templateUrl: './portfolio.component.html',
styleUrl: './portfolio.component.css'
})
export class PortfolioComponent implements OnInit, OnDestroy {
private apiService = inject(ApiService);
private snackBar = inject(MatSnackBar);
private subscriptions: Subscription[] = [];
protected portfolioSummary = signal<PortfolioSummary>({
totalValue: 0,
totalCost: 0,
totalPnL: 0,
totalPnLPercent: 0,
dayChange: 0,
dayChangePercent: 0,
cash: 0,
positionsCount: 0
});
protected positions = signal<Position[]>([]);
protected isLoading = signal<boolean>(true);
protected error = signal<string | null>(null);
protected displayedColumns = ['symbol', 'quantity', 'avgPrice', 'currentPrice', 'marketValue', 'unrealizedPnL', 'dayChange'];
ngOnInit() {
this.loadPortfolioData();
// Refresh portfolio data every 30 seconds
const portfolioSubscription = interval(30000).subscribe(() => {
this.loadPortfolioData();
});
this.subscriptions.push(portfolioSubscription);
}
ngOnDestroy() {
this.subscriptions.forEach(sub => sub.unsubscribe());
}
private loadPortfolioData() {
// Since we don't have a portfolio endpoint yet, let's create mock data
// In a real implementation, this would call this.apiService.getPortfolio()
setTimeout(() => {
const mockPositions: Position[] = [
{
symbol: 'AAPL',
quantity: 100,
avgPrice: 180.50,
currentPrice: 192.53,
marketValue: 19253,
unrealizedPnL: 1203,
unrealizedPnLPercent: 6.67,
dayChange: 241,
dayChangePercent: 1.27
},
{
symbol: 'MSFT',
quantity: 50,
avgPrice: 400.00,
currentPrice: 415.26,
marketValue: 20763,
unrealizedPnL: 763,
unrealizedPnLPercent: 3.82,
dayChange: 436.50,
dayChangePercent: 2.15
},
{
symbol: 'GOOGL',
quantity: 10,
avgPrice: 2900.00,
currentPrice: 2847.56,
marketValue: 28475.60,
unrealizedPnL: -524.40,
unrealizedPnLPercent: -1.81,
dayChange: -123.40,
dayChangePercent: -0.43
}
];
const summary: PortfolioSummary = {
totalValue: mockPositions.reduce((sum, pos) => sum + pos.marketValue, 0) + 25000, // + cash
totalCost: mockPositions.reduce((sum, pos) => sum + (pos.avgPrice * pos.quantity), 0),
totalPnL: mockPositions.reduce((sum, pos) => sum + pos.unrealizedPnL, 0),
totalPnLPercent: 0,
dayChange: mockPositions.reduce((sum, pos) => sum + pos.dayChange, 0),
dayChangePercent: 0,
cash: 25000,
positionsCount: mockPositions.length
};
summary.totalPnLPercent = (summary.totalPnL / summary.totalCost) * 100;
summary.dayChangePercent = (summary.dayChange / (summary.totalValue - summary.dayChange)) * 100;
this.positions.set(mockPositions);
this.portfolioSummary.set(summary);
this.isLoading.set(false);
this.error.set(null);
}, 1000);
}
refreshData() {
this.isLoading.set(true);
this.loadPortfolioData();
}
getPnLColor(value: number): string {
if (value > 0) return 'text-green-600';
if (value < 0) return 'text-red-600';
return 'text-gray-600';
}
}
import { Component, signal, OnInit, OnDestroy, inject } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatIconModule } from '@angular/material/icon';
import { MatButtonModule } from '@angular/material/button';
import { MatTableModule } from '@angular/material/table';
import { MatProgressSpinnerModule } from '@angular/material/progress-spinner';
import { MatSnackBarModule, MatSnackBar } from '@angular/material/snack-bar';
import { MatTabsModule } from '@angular/material/tabs';
import { ApiService } from '../../services/api.service';
import { interval, Subscription } from 'rxjs';
export interface Position {
symbol: string;
quantity: number;
avgPrice: number;
currentPrice: number;
marketValue: number;
unrealizedPnL: number;
unrealizedPnLPercent: number;
dayChange: number;
dayChangePercent: number;
}
export interface PortfolioSummary {
totalValue: number;
totalCost: number;
totalPnL: number;
totalPnLPercent: number;
dayChange: number;
dayChangePercent: number;
cash: number;
positionsCount: number;
}
@Component({
selector: 'app-portfolio',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatIconModule,
MatButtonModule,
MatTableModule,
MatProgressSpinnerModule,
MatSnackBarModule,
MatTabsModule
],
templateUrl: './portfolio.component.html',
styleUrl: './portfolio.component.css'
})
export class PortfolioComponent implements OnInit, OnDestroy {
private apiService = inject(ApiService);
private snackBar = inject(MatSnackBar);
private subscriptions: Subscription[] = [];
protected portfolioSummary = signal<PortfolioSummary>({
totalValue: 0,
totalCost: 0,
totalPnL: 0,
totalPnLPercent: 0,
dayChange: 0,
dayChangePercent: 0,
cash: 0,
positionsCount: 0
});
protected positions = signal<Position[]>([]);
protected isLoading = signal<boolean>(true);
protected error = signal<string | null>(null);
protected displayedColumns = ['symbol', 'quantity', 'avgPrice', 'currentPrice', 'marketValue', 'unrealizedPnL', 'dayChange'];
ngOnInit() {
this.loadPortfolioData();
// Refresh portfolio data every 30 seconds
const portfolioSubscription = interval(30000).subscribe(() => {
this.loadPortfolioData();
});
this.subscriptions.push(portfolioSubscription);
}
ngOnDestroy() {
this.subscriptions.forEach(sub => sub.unsubscribe());
}
private loadPortfolioData() {
// Since we don't have a portfolio endpoint yet, let's create mock data
// In a real implementation, this would call this.apiService.getPortfolio()
setTimeout(() => {
const mockPositions: Position[] = [
{
symbol: 'AAPL',
quantity: 100,
avgPrice: 180.50,
currentPrice: 192.53,
marketValue: 19253,
unrealizedPnL: 1203,
unrealizedPnLPercent: 6.67,
dayChange: 241,
dayChangePercent: 1.27
},
{
symbol: 'MSFT',
quantity: 50,
avgPrice: 400.00,
currentPrice: 415.26,
marketValue: 20763,
unrealizedPnL: 763,
unrealizedPnLPercent: 3.82,
dayChange: 436.50,
dayChangePercent: 2.15
},
{
symbol: 'GOOGL',
quantity: 10,
avgPrice: 2900.00,
currentPrice: 2847.56,
marketValue: 28475.60,
unrealizedPnL: -524.40,
unrealizedPnLPercent: -1.81,
dayChange: -123.40,
dayChangePercent: -0.43
}
];
const summary: PortfolioSummary = {
totalValue: mockPositions.reduce((sum, pos) => sum + pos.marketValue, 0) + 25000, // + cash
totalCost: mockPositions.reduce((sum, pos) => sum + (pos.avgPrice * pos.quantity), 0),
totalPnL: mockPositions.reduce((sum, pos) => sum + pos.unrealizedPnL, 0),
totalPnLPercent: 0,
dayChange: mockPositions.reduce((sum, pos) => sum + pos.dayChange, 0),
dayChangePercent: 0,
cash: 25000,
positionsCount: mockPositions.length
};
summary.totalPnLPercent = (summary.totalPnL / summary.totalCost) * 100;
summary.dayChangePercent = (summary.dayChange / (summary.totalValue - summary.dayChange)) * 100;
this.positions.set(mockPositions);
this.portfolioSummary.set(summary);
this.isLoading.set(false);
this.error.set(null);
}, 1000);
}
refreshData() {
this.isLoading.set(true);
this.loadPortfolioData();
}
getPnLColor(value: number): string {
if (value > 0) return 'text-green-600';
if (value < 0) return 'text-red-600';
return 'text-gray-600';
}
}

2
apps/dashboard/src/app/pages/risk-management/risk-management.component.css
View file

@ -1 +1 @@
/* Risk Management specific styles */
/* Risk Management specific styles */

356
apps/dashboard/src/app/pages/risk-management/risk-management.component.html
View file

@ -1,178 +1,178 @@
<div class="space-y-6">
<!-- Page Header -->
<div class="flex items-center justify-between">
<div>
<h1 class="text-2xl font-bold text-gray-900">Risk Management</h1>
<p class="text-gray-600 mt-1">Monitor and control trading risks and exposure</p>
</div>
<button mat-raised-button color="primary" (click)="refreshData()" [disabled]="isLoading()">
<mat-icon>refresh</mat-icon>
@if (isLoading()) {
<mat-spinner diameter="20" class="mr-2"></mat-spinner>
}
Refresh Data
</button>
</div>
<!-- Risk Overview Cards -->
<div class="grid grid-cols-1 md:grid-cols-4 gap-6">
@if (riskThresholds(); as thresholds) {
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Max Position Size</p>
<p class="text-lg font-semibold text-gray-900">${{ thresholds.maxPositionSize.toLocaleString() }}</p>
</div>
<mat-icon class="text-blue-600 text-3xl">account_balance</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Max Daily Loss</p>
<p class="text-lg font-semibold text-red-600">${{ thresholds.maxDailyLoss.toLocaleString() }}</p>
</div>
<mat-icon class="text-red-600 text-3xl">trending_down</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Portfolio Risk Limit</p>
<p class="text-lg font-semibold text-yellow-600">{{ (thresholds.maxPortfolioRisk * 100).toFixed(1) }}%</p>
</div>
<mat-icon class="text-yellow-600 text-3xl">pie_chart</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Volatility Limit</p>
<p class="text-lg font-semibold text-purple-600">{{ (thresholds.volatilityLimit * 100).toFixed(1) }}%</p>
</div>
<mat-icon class="text-purple-600 text-3xl">show_chart</mat-icon>
</div>
</mat-card>
}
</div>
<!-- Risk Thresholds Configuration -->
<mat-card class="p-6">
<div class="flex items-center justify-between mb-4">
<h3 class="text-lg font-semibold text-gray-900">Risk Thresholds Configuration</h3>
</div>
@if (isLoading()) {
<div class="flex justify-center items-center py-8">
<mat-spinner diameter="40"></mat-spinner>
<span class="ml-3 text-gray-600">Loading risk settings...</span>
</div>
} @else if (error()) {
<div class="text-center py-8">
<mat-icon class="text-red-500 text-4xl">error</mat-icon>
<p class="text-red-600 mt-2">{{ error() }}</p>
<button mat-button color="primary" (click)="refreshData()" class="mt-2">
<mat-icon>refresh</mat-icon>
Try Again
</button>
</div>
} @else {
<form [formGroup]="thresholdsForm" (ngSubmit)="saveThresholds()">
<div class="grid grid-cols-1 md:grid-cols-2 gap-6">
<mat-form-field appearance="outline">
<mat-label>Max Position Size ($)</mat-label>
<input matInput type="number" formControlName="maxPositionSize" placeholder="100000">
<mat-icon matSuffix>attach_money</mat-icon>
</mat-form-field>
<mat-form-field appearance="outline">
<mat-label>Max Daily Loss ($)</mat-label>
<input matInput type="number" formControlName="maxDailyLoss" placeholder="5000">
<mat-icon matSuffix>trending_down</mat-icon>
</mat-form-field>
<mat-form-field appearance="outline">
<mat-label>Max Portfolio Risk (0-1)</mat-label>
<input matInput type="number" step="0.01" formControlName="maxPortfolioRisk" placeholder="0.1">
<mat-icon matSuffix>pie_chart</mat-icon>
</mat-form-field>
<mat-form-field appearance="outline">
<mat-label>Volatility Limit (0-1)</mat-label>
<input matInput type="number" step="0.01" formControlName="volatilityLimit" placeholder="0.3">
<mat-icon matSuffix>show_chart</mat-icon>
</mat-form-field>
</div>
<div class="flex justify-end mt-4">
<button mat-raised-button color="primary" type="submit" [disabled]="thresholdsForm.invalid || isSaving()">
@if (isSaving()) {
<mat-spinner diameter="20" class="mr-2"></mat-spinner>
}
Save Thresholds
</button>
</div>
</form>
}
</mat-card>
<!-- Risk History Table -->
<mat-card class="p-6">
<div class="flex items-center justify-between mb-4">
<h3 class="text-lg font-semibold text-gray-900">Recent Risk Evaluations</h3>
</div>
@if (riskHistory().length === 0) {
<div class="text-center py-8 text-gray-500">
<mat-icon class="text-4xl">history</mat-icon>
<p class="mt-2">No risk evaluations found</p>
</div>
} @else {
<div class="overflow-x-auto">
<table mat-table [dataSource]="riskHistory()" class="mat-elevation-z0 w-full">
<!-- Symbol Column -->
<ng-container matColumnDef="symbol">
<th mat-header-cell *matHeaderCellDef class="font-medium text-gray-900">Symbol</th>
<td mat-cell *matCellDef="let risk" class="font-semibold text-gray-900">{{ risk.symbol }}</td>
</ng-container>
<!-- Position Value Column -->
<ng-container matColumnDef="positionValue">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Position Value</th>
<td mat-cell *matCellDef="let risk" class="text-right font-medium text-gray-900">
${{ risk.positionValue.toLocaleString() }}
</td>
</ng-container>
<!-- Risk Level Column -->
<ng-container matColumnDef="riskLevel">
<th mat-header-cell *matHeaderCellDef class="text-center font-medium text-gray-900">Risk Level</th>
<td mat-cell *matCellDef="let risk" class="text-center">
<span class="px-2 py-1 rounded-full text-sm font-medium" [class]="getRiskLevelColor(risk.riskLevel)">
{{ risk.riskLevel }}
</span>
</td>
</ng-container>
<!-- Violations Column -->
<ng-container matColumnDef="violations">
<th mat-header-cell *matHeaderCellDef class="font-medium text-gray-900">Violations</th>
<td mat-cell *matCellDef="let risk" class="text-gray-600">
@if (risk.violations.length > 0) {
<span class="text-red-600">{{ risk.violations.join(', ') }}</span>
} @else {
<span class="text-green-600">None</span>
}
</td>
</ng-container>
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
</div>
}
</mat-card>
</div>
<div class="space-y-6">
<!-- Page Header -->
<div class="flex items-center justify-between">
<div>
<h1 class="text-2xl font-bold text-gray-900">Risk Management</h1>
<p class="text-gray-600 mt-1">Monitor and control trading risks and exposure</p>
</div>
<button mat-raised-button color="primary" (click)="refreshData()" [disabled]="isLoading()">
<mat-icon>refresh</mat-icon>
@if (isLoading()) {
<mat-spinner diameter="20" class="mr-2"></mat-spinner>
}
Refresh Data
</button>
</div>
<!-- Risk Overview Cards -->
<div class="grid grid-cols-1 md:grid-cols-4 gap-6">
@if (riskThresholds(); as thresholds) {
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Max Position Size</p>
<p class="text-lg font-semibold text-gray-900">${{ thresholds.maxPositionSize.toLocaleString() }}</p>
</div>
<mat-icon class="text-blue-600 text-3xl">account_balance</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Max Daily Loss</p>
<p class="text-lg font-semibold text-red-600">${{ thresholds.maxDailyLoss.toLocaleString() }}</p>
</div>
<mat-icon class="text-red-600 text-3xl">trending_down</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Portfolio Risk Limit</p>
<p class="text-lg font-semibold text-yellow-600">{{ (thresholds.maxPortfolioRisk * 100).toFixed(1) }}%</p>
</div>
<mat-icon class="text-yellow-600 text-3xl">pie_chart</mat-icon>
</div>
</mat-card>
<mat-card class="p-6">
<div class="flex items-center justify-between">
<div>
<p class="text-sm text-gray-600">Volatility Limit</p>
<p class="text-lg font-semibold text-purple-600">{{ (thresholds.volatilityLimit * 100).toFixed(1) }}%</p>
</div>
<mat-icon class="text-purple-600 text-3xl">show_chart</mat-icon>
</div>
</mat-card>
}
</div>
<!-- Risk Thresholds Configuration -->
<mat-card class="p-6">
<div class="flex items-center justify-between mb-4">
<h3 class="text-lg font-semibold text-gray-900">Risk Thresholds Configuration</h3>
</div>
@if (isLoading()) {
<div class="flex justify-center items-center py-8">
<mat-spinner diameter="40"></mat-spinner>
<span class="ml-3 text-gray-600">Loading risk settings...</span>
</div>
} @else if (error()) {
<div class="text-center py-8">
<mat-icon class="text-red-500 text-4xl">error</mat-icon>
<p class="text-red-600 mt-2">{{ error() }}</p>
<button mat-button color="primary" (click)="refreshData()" class="mt-2">
<mat-icon>refresh</mat-icon>
Try Again
</button>
</div>
} @else {
<form [formGroup]="thresholdsForm" (ngSubmit)="saveThresholds()">
<div class="grid grid-cols-1 md:grid-cols-2 gap-6">
<mat-form-field appearance="outline">
<mat-label>Max Position Size ($)</mat-label>
<input matInput type="number" formControlName="maxPositionSize" placeholder="100000">
<mat-icon matSuffix>attach_money</mat-icon>
</mat-form-field>
<mat-form-field appearance="outline">
<mat-label>Max Daily Loss ($)</mat-label>
<input matInput type="number" formControlName="maxDailyLoss" placeholder="5000">
<mat-icon matSuffix>trending_down</mat-icon>
</mat-form-field>
<mat-form-field appearance="outline">
<mat-label>Max Portfolio Risk (0-1)</mat-label>
<input matInput type="number" step="0.01" formControlName="maxPortfolioRisk" placeholder="0.1">
<mat-icon matSuffix>pie_chart</mat-icon>
</mat-form-field>
<mat-form-field appearance="outline">
<mat-label>Volatility Limit (0-1)</mat-label>
<input matInput type="number" step="0.01" formControlName="volatilityLimit" placeholder="0.3">
<mat-icon matSuffix>show_chart</mat-icon>
</mat-form-field>
</div>
<div class="flex justify-end mt-4">
<button mat-raised-button color="primary" type="submit" [disabled]="thresholdsForm.invalid || isSaving()">
@if (isSaving()) {
<mat-spinner diameter="20" class="mr-2"></mat-spinner>
}
Save Thresholds
</button>
</div>
</form>
}
</mat-card>
<!-- Risk History Table -->
<mat-card class="p-6">
<div class="flex items-center justify-between mb-4">
<h3 class="text-lg font-semibold text-gray-900">Recent Risk Evaluations</h3>
</div>
@if (riskHistory().length === 0) {
<div class="text-center py-8 text-gray-500">
<mat-icon class="text-4xl">history</mat-icon>
<p class="mt-2">No risk evaluations found</p>
</div>
} @else {
<div class="overflow-x-auto">
<table mat-table [dataSource]="riskHistory()" class="mat-elevation-z0 w-full">
<!-- Symbol Column -->
<ng-container matColumnDef="symbol">
<th mat-header-cell *matHeaderCellDef class="font-medium text-gray-900">Symbol</th>
<td mat-cell *matCellDef="let risk" class="font-semibold text-gray-900">{{ risk.symbol }}</td>
</ng-container>
<!-- Position Value Column -->
<ng-container matColumnDef="positionValue">
<th mat-header-cell *matHeaderCellDef class="text-right font-medium text-gray-900">Position Value</th>
<td mat-cell *matCellDef="let risk" class="text-right font-medium text-gray-900">
${{ risk.positionValue.toLocaleString() }}
</td>
</ng-container>
<!-- Risk Level Column -->
<ng-container matColumnDef="riskLevel">
<th mat-header-cell *matHeaderCellDef class="text-center font-medium text-gray-900">Risk Level</th>
<td mat-cell *matCellDef="let risk" class="text-center">
<span class="px-2 py-1 rounded-full text-sm font-medium" [class]="getRiskLevelColor(risk.riskLevel)">
{{ risk.riskLevel }}
</span>
</td>
</ng-container>
<!-- Violations Column -->
<ng-container matColumnDef="violations">
<th mat-header-cell *matHeaderCellDef class="font-medium text-gray-900">Violations</th>
<td mat-cell *matCellDef="let risk" class="text-gray-600">
@if (risk.violations.length > 0) {
<span class="text-red-600">{{ risk.violations.join(', ') }}</span>
} @else {
<span class="text-green-600">None</span>
}
</td>
</ng-container>
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
</div>
}
</mat-card>
</div>

270
apps/dashboard/src/app/pages/risk-management/risk-management.component.ts
View file

@ -1,135 +1,135 @@
import { Component, signal, OnInit, OnDestroy, inject } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatIconModule } from '@angular/material/icon';
import { MatButtonModule } from '@angular/material/button';
import { MatTableModule } from '@angular/material/table';
import { MatFormFieldModule } from '@angular/material/form-field';
import { MatInputModule } from '@angular/material/input';
import { MatSnackBarModule, MatSnackBar } from '@angular/material/snack-bar';
import { MatProgressSpinnerModule } from '@angular/material/progress-spinner';
import { ReactiveFormsModule, FormBuilder, FormGroup, Validators } from '@angular/forms';
import { ApiService, RiskThresholds, RiskEvaluation } from '../../services/api.service';
import { interval, Subscription } from 'rxjs';
@Component({
selector: 'app-risk-management',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatIconModule,
MatButtonModule,
MatTableModule,
MatFormFieldModule,
MatInputModule,
MatSnackBarModule,
MatProgressSpinnerModule,
ReactiveFormsModule
],
templateUrl: './risk-management.component.html',
styleUrl: './risk-management.component.css'
})
export class RiskManagementComponent implements OnInit, OnDestroy {
private apiService = inject(ApiService);
private snackBar = inject(MatSnackBar);
private fb = inject(FormBuilder);
private subscriptions: Subscription[] = [];
protected riskThresholds = signal<RiskThresholds | null>(null);
protected riskHistory = signal<RiskEvaluation[]>([]);
protected isLoading = signal<boolean>(true);
protected isSaving = signal<boolean>(false);
protected error = signal<string | null>(null);
protected thresholdsForm: FormGroup;
protected displayedColumns = ['symbol', 'positionValue', 'riskLevel', 'violations', 'timestamp'];
constructor() {
this.thresholdsForm = this.fb.group({
maxPositionSize: [0, [Validators.required, Validators.min(0)]],
maxDailyLoss: [0, [Validators.required, Validators.min(0)]],
maxPortfolioRisk: [0, [Validators.required, Validators.min(0), Validators.max(1)]],
volatilityLimit: [0, [Validators.required, Validators.min(0), Validators.max(1)]]
});
}
ngOnInit() {
this.loadRiskThresholds();
this.loadRiskHistory();
// Refresh risk history every 30 seconds
const historySubscription = interval(30000).subscribe(() => {
this.loadRiskHistory();
});
this.subscriptions.push(historySubscription);
}
ngOnDestroy() {
this.subscriptions.forEach(sub => sub.unsubscribe());
}
private loadRiskThresholds() {
this.apiService.getRiskThresholds().subscribe({
next: (response) => {
this.riskThresholds.set(response.data);
this.thresholdsForm.patchValue(response.data);
this.isLoading.set(false);
this.error.set(null);
},
error: (err) => {
console.error('Failed to load risk thresholds:', err);
this.error.set('Failed to load risk thresholds');
this.isLoading.set(false);
this.snackBar.open('Failed to load risk thresholds', 'Dismiss', { duration: 5000 });
}
});
}
private loadRiskHistory() {
this.apiService.getRiskHistory().subscribe({
next: (response) => {
this.riskHistory.set(response.data);
},
error: (err) => {
console.error('Failed to load risk history:', err);
this.snackBar.open('Failed to load risk history', 'Dismiss', { duration: 3000 });
}
});
}
saveThresholds() {
if (this.thresholdsForm.valid) {
this.isSaving.set(true);
const thresholds = this.thresholdsForm.value as RiskThresholds;
this.apiService.updateRiskThresholds(thresholds).subscribe({
next: (response) => {
this.riskThresholds.set(response.data);
this.isSaving.set(false);
this.snackBar.open('Risk thresholds updated successfully', 'Dismiss', { duration: 3000 });
},
error: (err) => {
console.error('Failed to save risk thresholds:', err);
this.isSaving.set(false);
this.snackBar.open('Failed to save risk thresholds', 'Dismiss', { duration: 5000 });
}
});
}
}
refreshData() {
this.isLoading.set(true);
this.loadRiskThresholds();
this.loadRiskHistory();
}
getRiskLevelColor(level: string): string {
switch (level) {
case 'LOW': return 'text-green-600';
case 'MEDIUM': return 'text-yellow-600';
case 'HIGH': return 'text-red-600';
default: return 'text-gray-600';
}
}
}
import { Component, signal, OnInit, OnDestroy, inject } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatIconModule } from '@angular/material/icon';
import { MatButtonModule } from '@angular/material/button';
import { MatTableModule } from '@angular/material/table';
import { MatFormFieldModule } from '@angular/material/form-field';
import { MatInputModule } from '@angular/material/input';
import { MatSnackBarModule, MatSnackBar } from '@angular/material/snack-bar';
import { MatProgressSpinnerModule } from '@angular/material/progress-spinner';
import { ReactiveFormsModule, FormBuilder, FormGroup, Validators } from '@angular/forms';
import { ApiService, RiskThresholds, RiskEvaluation } from '../../services/api.service';
import { interval, Subscription } from 'rxjs';
@Component({
selector: 'app-risk-management',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatIconModule,
MatButtonModule,
MatTableModule,
MatFormFieldModule,
MatInputModule,
MatSnackBarModule,
MatProgressSpinnerModule,
ReactiveFormsModule
],
templateUrl: './risk-management.component.html',
styleUrl: './risk-management.component.css'
})
export class RiskManagementComponent implements OnInit, OnDestroy {
private apiService = inject(ApiService);
private snackBar = inject(MatSnackBar);
private fb = inject(FormBuilder);
private subscriptions: Subscription[] = [];
protected riskThresholds = signal<RiskThresholds | null>(null);
protected riskHistory = signal<RiskEvaluation[]>([]);
protected isLoading = signal<boolean>(true);
protected isSaving = signal<boolean>(false);
protected error = signal<string | null>(null);
protected thresholdsForm: FormGroup;
protected displayedColumns = ['symbol', 'positionValue', 'riskLevel', 'violations', 'timestamp'];
constructor() {
this.thresholdsForm = this.fb.group({
maxPositionSize: [0, [Validators.required, Validators.min(0)]],
maxDailyLoss: [0, [Validators.required, Validators.min(0)]],
maxPortfolioRisk: [0, [Validators.required, Validators.min(0), Validators.max(1)]],
volatilityLimit: [0, [Validators.required, Validators.min(0), Validators.max(1)]]
});
}
ngOnInit() {
this.loadRiskThresholds();
this.loadRiskHistory();
// Refresh risk history every 30 seconds
const historySubscription = interval(30000).subscribe(() => {
this.loadRiskHistory();
});
this.subscriptions.push(historySubscription);
}
ngOnDestroy() {
this.subscriptions.forEach(sub => sub.unsubscribe());
}
private loadRiskThresholds() {
this.apiService.getRiskThresholds().subscribe({
next: (response) => {
this.riskThresholds.set(response.data);
this.thresholdsForm.patchValue(response.data);
this.isLoading.set(false);
this.error.set(null);
},
error: (err) => {
console.error('Failed to load risk thresholds:', err);
this.error.set('Failed to load risk thresholds');
this.isLoading.set(false);
this.snackBar.open('Failed to load risk thresholds', 'Dismiss', { duration: 5000 });
}
});
}
private loadRiskHistory() {
this.apiService.getRiskHistory().subscribe({
next: (response) => {
this.riskHistory.set(response.data);
},
error: (err) => {
console.error('Failed to load risk history:', err);
this.snackBar.open('Failed to load risk history', 'Dismiss', { duration: 3000 });
}
});
}
saveThresholds() {
if (this.thresholdsForm.valid) {
this.isSaving.set(true);
const thresholds = this.thresholdsForm.value as RiskThresholds;
this.apiService.updateRiskThresholds(thresholds).subscribe({
next: (response) => {
this.riskThresholds.set(response.data);
this.isSaving.set(false);
this.snackBar.open('Risk thresholds updated successfully', 'Dismiss', { duration: 3000 });
},
error: (err) => {
console.error('Failed to save risk thresholds:', err);
this.isSaving.set(false);
this.snackBar.open('Failed to save risk thresholds', 'Dismiss', { duration: 5000 });
}
});
}
}
refreshData() {
this.isLoading.set(true);
this.loadRiskThresholds();
this.loadRiskHistory();
}
getRiskLevelColor(level: string): string {
switch (level) {
case 'LOW': return 'text-green-600';
case 'MEDIUM': return 'text-yellow-600';
case 'HIGH': return 'text-red-600';
default: return 'text-gray-600';
}
}
}

2
apps/dashboard/src/app/pages/settings/settings.component.css
View file

@ -1 +1 @@
/* Settings specific styles */
/* Settings specific styles */

30
apps/dashboard/src/app/pages/settings/settings.component.html
View file

@ -1,15 +1,15 @@
<div class="space-y-6">
<div class="flex items-center justify-between">
<div>
<h1 class="text-2xl font-bold text-gray-900">Settings</h1>
<p class="text-gray-600 mt-1">Configure application preferences and system settings</p>
</div>
</div>
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">settings</mat-icon>
<p class="mb-4">Application settings and configuration will be implemented here</p>
</div>
</mat-card>
</div>
<div class="space-y-6">
<div class="flex items-center justify-between">
<div>
<h1 class="text-2xl font-bold text-gray-900">Settings</h1>
<p class="text-gray-600 mt-1">Configure application preferences and system settings</p>
</div>
</div>
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">settings</mat-icon>
<p class="mb-4">Application settings and configuration will be implemented here</p>
</div>
</mat-card>
</div>

26
apps/dashboard/src/app/pages/settings/settings.component.ts
View file

@ -1,13 +1,13 @@
import { Component } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatIconModule } from '@angular/material/icon';
@Component({
selector: 'app-settings',
standalone: true,
imports: [CommonModule, MatCardModule, MatIconModule],
templateUrl: './settings.component.html',
styleUrl: './settings.component.css'
})
export class SettingsComponent {}
import { Component } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatIconModule } from '@angular/material/icon';
@Component({
selector: 'app-settings',
standalone: true,
imports: [CommonModule, MatCardModule, MatIconModule],
templateUrl: './settings.component.html',
styleUrl: './settings.component.css'
})
export class SettingsComponent {}

330
apps/dashboard/src/app/pages/strategies/components/drawdown-chart.component.ts
View file

@ -1,165 +1,165 @@
import { Component, Input, OnChanges, SimpleChanges } from '@angular/core';
import { CommonModule } from '@angular/common';
import { BacktestResult } from '../../../services/strategy.service';
import { Chart, ChartOptions } from 'chart.js/auto';
@Component({
selector: 'app-drawdown-chart',
standalone: true,
imports: [CommonModule],
template: `
<div class="drawdown-chart-container">
<canvas #drawdownChart></canvas>
</div>
`,
styles: `
.drawdown-chart-container {
width: 100%;
height: 300px;
margin-bottom: 20px;
}
`
})
export class DrawdownChartComponent implements OnChanges {
@Input() backtestResult?: BacktestResult;
private chart?: Chart;
private chartElement?: HTMLCanvasElement;
ngOnChanges(changes: SimpleChanges): void {
if (changes['backtestResult'] && this.backtestResult) {
this.renderChart();
}
}
ngAfterViewInit(): void {
this.chartElement = document.querySelector('canvas') as HTMLCanvasElement;
if (this.backtestResult) {
this.renderChart();
}
}
private renderChart(): void {
if (!this.chartElement || !this.backtestResult) return;
// Clean up previous chart if it exists
if (this.chart) {
this.chart.destroy();
}
// Calculate drawdown series from daily returns
const drawdownData = this.calculateDrawdownSeries(this.backtestResult);
// Create chart
this.chart = new Chart(this.chartElement, {
type: 'line',
data: {
labels: drawdownData.dates.map(date => this.formatDate(date)),
datasets: [
{
label: 'Drawdown',
data: drawdownData.drawdowns,
borderColor: 'rgba(255, 99, 132, 1)',
backgroundColor: 'rgba(255, 99, 132, 0.2)',
fill: true,
tension: 0.3,
borderWidth: 2
}
]
},
options: {
responsive: true,
maintainAspectRatio: false,
scales: {
x: {
ticks: {
maxTicksLimit: 12,
maxRotation: 0,
minRotation: 0
},
grid: {
display: false
}
},
y: {
ticks: {
callback: function(value) {
return (value * 100).toFixed(1) + '%';
}
},
grid: {
color: 'rgba(200, 200, 200, 0.2)'
},
min: -0.05, // Show at least 5% drawdown for context
suggestedMax: 0.01
}
},
plugins: {
tooltip: {
mode: 'index',
intersect: false,
callbacks: {
label: function(context) {
let label = context.dataset.label || '';
if (label) {
label += ': ';
}
if (context.parsed.y !== null) {
label += (context.parsed.y * 100).toFixed(2) + '%';
}
return label;
}
}
},
legend: {
position: 'top',
}
}
} as ChartOptions
});
}
private calculateDrawdownSeries(result: BacktestResult): {
dates: Date[];
drawdowns: number[];
} {
const dates: Date[] = [];
const drawdowns: number[] = [];
// Sort daily returns by date
const sortedReturns = [...result.dailyReturns].sort(
(a, b) => new Date(a.date).getTime() - new Date(b.date).getTime()
);
// Calculate equity curve
let equity = 1;
const equityCurve: number[] = [];
for (const daily of sortedReturns) {
equity *= (1 + daily.return);
equityCurve.push(equity);
dates.push(new Date(daily.date));
}
// Calculate running maximum (high water mark)
let hwm = equityCurve[0];
for (let i = 0; i < equityCurve.length; i++) {
// Update high water mark
hwm = Math.max(hwm, equityCurve[i]);
// Calculate drawdown as percentage from high water mark
const drawdown = (equityCurve[i] / hwm) - 1;
drawdowns.push(drawdown);
}
return { dates, drawdowns };
}
private formatDate(date: Date): string {
return new Date(date).toLocaleDateString('en-US', {
month: 'short',
day: 'numeric',
year: 'numeric'
});
}
}
import { Component, Input, OnChanges, SimpleChanges } from '@angular/core';
import { CommonModule } from '@angular/common';
import { BacktestResult } from '../../../services/strategy.service';
import { Chart, ChartOptions } from 'chart.js/auto';
@Component({
selector: 'app-drawdown-chart',
standalone: true,
imports: [CommonModule],
template: `
<div class="drawdown-chart-container">
<canvas #drawdownChart></canvas>
</div>
`,
styles: `
.drawdown-chart-container {
width: 100%;
height: 300px;
margin-bottom: 20px;
}
`
})
export class DrawdownChartComponent implements OnChanges {
@Input() backtestResult?: BacktestResult;
private chart?: Chart;
private chartElement?: HTMLCanvasElement;
ngOnChanges(changes: SimpleChanges): void {
if (changes['backtestResult'] && this.backtestResult) {
this.renderChart();
}
}
ngAfterViewInit(): void {
this.chartElement = document.querySelector('canvas') as HTMLCanvasElement;
if (this.backtestResult) {
this.renderChart();
}
}
private renderChart(): void {
if (!this.chartElement || !this.backtestResult) return;
// Clean up previous chart if it exists
if (this.chart) {
this.chart.destroy();
}
// Calculate drawdown series from daily returns
const drawdownData = this.calculateDrawdownSeries(this.backtestResult);
// Create chart
this.chart = new Chart(this.chartElement, {
type: 'line',
data: {
labels: drawdownData.dates.map(date => this.formatDate(date)),
datasets: [
{
label: 'Drawdown',
data: drawdownData.drawdowns,
borderColor: 'rgba(255, 99, 132, 1)',
backgroundColor: 'rgba(255, 99, 132, 0.2)',
fill: true,
tension: 0.3,
borderWidth: 2
}
]
},
options: {
responsive: true,
maintainAspectRatio: false,
scales: {
x: {
ticks: {
maxTicksLimit: 12,
maxRotation: 0,
minRotation: 0
},
grid: {
display: false
}
},
y: {
ticks: {
callback: function(value) {
return (value * 100).toFixed(1) + '%';
}
},
grid: {
color: 'rgba(200, 200, 200, 0.2)'
},
min: -0.05, // Show at least 5% drawdown for context
suggestedMax: 0.01
}
},
plugins: {
tooltip: {
mode: 'index',
intersect: false,
callbacks: {
label: function(context) {
let label = context.dataset.label || '';
if (label) {
label += ': ';
}
if (context.parsed.y !== null) {
label += (context.parsed.y * 100).toFixed(2) + '%';
}
return label;
}
}
},
legend: {
position: 'top',
}
}
} as ChartOptions
});
}
private calculateDrawdownSeries(result: BacktestResult): {
dates: Date[];
drawdowns: number[];
} {
const dates: Date[] = [];
const drawdowns: number[] = [];
// Sort daily returns by date
const sortedReturns = [...result.dailyReturns].sort(
(a, b) => new Date(a.date).getTime() - new Date(b.date).getTime()
);
// Calculate equity curve
let equity = 1;
const equityCurve: number[] = [];
for (const daily of sortedReturns) {
equity *= (1 + daily.return);
equityCurve.push(equity);
dates.push(new Date(daily.date));
}
// Calculate running maximum (high water mark)
let hwm = equityCurve[0];
for (let i = 0; i < equityCurve.length; i++) {
// Update high water mark
hwm = Math.max(hwm, equityCurve[i]);
// Calculate drawdown as percentage from high water mark
const drawdown = (equityCurve[i] / hwm) - 1;
drawdowns.push(drawdown);
}
return { dates, drawdowns };
}
private formatDate(date: Date): string {
return new Date(date).toLocaleDateString('en-US', {
month: 'short',
day: 'numeric',
year: 'numeric'
});
}
}

342
apps/dashboard/src/app/pages/strategies/components/equity-chart.component.ts
View file

@ -1,171 +1,171 @@
import { Component, Input, OnChanges, SimpleChanges } from '@angular/core';
import { CommonModule } from '@angular/common';
import { BacktestResult } from '../../../services/strategy.service';
import { Chart, ChartOptions } from 'chart.js/auto';
@Component({
selector: 'app-equity-chart',
standalone: true,
imports: [CommonModule],
template: `
<div class="equity-chart-container">
<canvas #equityChart></canvas>
</div>
`,
styles: `
.equity-chart-container {
width: 100%;
height: 400px;
margin-bottom: 20px;
}
`
})
export class EquityChartComponent implements OnChanges {
@Input() backtestResult?: BacktestResult;
private chart?: Chart;
private chartElement?: HTMLCanvasElement;
ngOnChanges(changes: SimpleChanges): void {
if (changes['backtestResult'] && this.backtestResult) {
this.renderChart();
}
}
ngAfterViewInit(): void {
this.chartElement = document.querySelector('canvas') as HTMLCanvasElement;
if (this.backtestResult) {
this.renderChart();
}
}
private renderChart(): void {
if (!this.chartElement || !this.backtestResult) return;
// Clean up previous chart if it exists
if (this.chart) {
this.chart.destroy();
}
// Prepare data
const equityCurve = this.calculateEquityCurve(this.backtestResult);
// Create chart
this.chart = new Chart(this.chartElement, {
type: 'line',
data: {
labels: equityCurve.dates.map(date => this.formatDate(date)),
datasets: [
{
label: 'Portfolio Value',
data: equityCurve.values,
borderColor: 'rgba(75, 192, 192, 1)',
backgroundColor: 'rgba(75, 192, 192, 0.2)',
tension: 0.3,
borderWidth: 2,
fill: true
},
{
label: 'Benchmark',
data: equityCurve.benchmark,
borderColor: 'rgba(153, 102, 255, 0.5)',
backgroundColor: 'rgba(153, 102, 255, 0.1)',
borderDash: [5, 5],
tension: 0.3,
borderWidth: 1,
fill: false
}
]
},
options: {
responsive: true,
maintainAspectRatio: false,
scales: {
x: {
ticks: {
maxTicksLimit: 12,
maxRotation: 0,
minRotation: 0
},
grid: {
display: false
}
},
y: {
ticks: {
callback: function(value) {
return '$' + value.toLocaleString();
}
},
grid: {
color: 'rgba(200, 200, 200, 0.2)'
}
}
},
plugins: {
tooltip: {
mode: 'index',
intersect: false,
callbacks: {
label: function(context) {
let label = context.dataset.label || '';
if (label) {
label += ': ';
}
if (context.parsed.y !== null) {
label += new Intl.NumberFormat('en-US', { style: 'currency', currency: 'USD' })
.format(context.parsed.y);
}
return label;
}
}
},
legend: {
position: 'top',
}
}
} as ChartOptions
});
}
private calculateEquityCurve(result: BacktestResult): {
dates: Date[];
values: number[];
benchmark: number[];
} {
const initialValue = result.initialCapital;
const dates: Date[] = [];
const values: number[] = [];
const benchmark: number[] = [];
// Sort daily returns by date
const sortedReturns = [...result.dailyReturns].sort(
(a, b) => new Date(a.date).getTime() - new Date(b.date).getTime()
);
// Calculate cumulative portfolio values
let portfolioValue = initialValue;
let benchmarkValue = initialValue;
for (const daily of sortedReturns) {
const date = new Date(daily.date);
portfolioValue = portfolioValue * (1 + daily.return);
// Simple benchmark (e.g., assuming 8% annualized return for a market index)
benchmarkValue = benchmarkValue * (1 + 0.08 / 365);
dates.push(date);
values.push(portfolioValue);
benchmark.push(benchmarkValue);
}
return { dates, values, benchmark };
}
private formatDate(date: Date): string {
return new Date(date).toLocaleDateString('en-US', {
month: 'short',
day: 'numeric',
year: 'numeric'
});
}
}
import { Component, Input, OnChanges, SimpleChanges } from '@angular/core';
import { CommonModule } from '@angular/common';
import { BacktestResult } from '../../../services/strategy.service';
import { Chart, ChartOptions } from 'chart.js/auto';
@Component({
selector: 'app-equity-chart',
standalone: true,
imports: [CommonModule],
template: `
<div class="equity-chart-container">
<canvas #equityChart></canvas>
</div>
`,
styles: `
.equity-chart-container {
width: 100%;
height: 400px;
margin-bottom: 20px;
}
`
})
export class EquityChartComponent implements OnChanges {
@Input() backtestResult?: BacktestResult;
private chart?: Chart;
private chartElement?: HTMLCanvasElement;
ngOnChanges(changes: SimpleChanges): void {
if (changes['backtestResult'] && this.backtestResult) {
this.renderChart();
}
}
ngAfterViewInit(): void {
this.chartElement = document.querySelector('canvas') as HTMLCanvasElement;
if (this.backtestResult) {
this.renderChart();
}
}
private renderChart(): void {
if (!this.chartElement || !this.backtestResult) return;
// Clean up previous chart if it exists
if (this.chart) {
this.chart.destroy();
}
// Prepare data
const equityCurve = this.calculateEquityCurve(this.backtestResult);
// Create chart
this.chart = new Chart(this.chartElement, {
type: 'line',
data: {
labels: equityCurve.dates.map(date => this.formatDate(date)),
datasets: [
{
label: 'Portfolio Value',
data: equityCurve.values,
borderColor: 'rgba(75, 192, 192, 1)',
backgroundColor: 'rgba(75, 192, 192, 0.2)',
tension: 0.3,
borderWidth: 2,
fill: true
},
{
label: 'Benchmark',
data: equityCurve.benchmark,
borderColor: 'rgba(153, 102, 255, 0.5)',
backgroundColor: 'rgba(153, 102, 255, 0.1)',
borderDash: [5, 5],
tension: 0.3,
borderWidth: 1,
fill: false
}
]
},
options: {
responsive: true,
maintainAspectRatio: false,
scales: {
x: {
ticks: {
maxTicksLimit: 12,
maxRotation: 0,
minRotation: 0
},
grid: {
display: false
}
},
y: {
ticks: {
callback: function(value) {
return '$' + value.toLocaleString();
}
},
grid: {
color: 'rgba(200, 200, 200, 0.2)'
}
}
},
plugins: {
tooltip: {
mode: 'index',
intersect: false,
callbacks: {
label: function(context) {
let label = context.dataset.label || '';
if (label) {
label += ': ';
}
if (context.parsed.y !== null) {
label += new Intl.NumberFormat('en-US', { style: 'currency', currency: 'USD' })
.format(context.parsed.y);
}
return label;
}
}
},
legend: {
position: 'top',
}
}
} as ChartOptions
});
}
private calculateEquityCurve(result: BacktestResult): {
dates: Date[];
values: number[];
benchmark: number[];
} {
const initialValue = result.initialCapital;
const dates: Date[] = [];
const values: number[] = [];
const benchmark: number[] = [];
// Sort daily returns by date
const sortedReturns = [...result.dailyReturns].sort(
(a, b) => new Date(a.date).getTime() - new Date(b.date).getTime()
);
// Calculate cumulative portfolio values
let portfolioValue = initialValue;
let benchmarkValue = initialValue;
for (const daily of sortedReturns) {
const date = new Date(daily.date);
portfolioValue = portfolioValue * (1 + daily.return);
// Simple benchmark (e.g., assuming 8% annualized return for a market index)
benchmarkValue = benchmarkValue * (1 + 0.08 / 365);
dates.push(date);
values.push(portfolioValue);
benchmark.push(benchmarkValue);
}
return { dates, values, benchmark };
}
private formatDate(date: Date): string {
return new Date(date).toLocaleDateString('en-US', {
month: 'short',
day: 'numeric',
year: 'numeric'
});
}
}

516
apps/dashboard/src/app/pages/strategies/components/performance-metrics.component.ts
View file

@ -1,258 +1,258 @@
import { Component, Input } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatGridListModule } from '@angular/material/grid-list';
import { MatDividerModule } from '@angular/material/divider';
import { MatTooltipModule } from '@angular/material/tooltip';
import { BacktestResult } from '../../../services/strategy.service';
@Component({
selector: 'app-performance-metrics',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatGridListModule,
MatDividerModule,
MatTooltipModule
],
template: `
<mat-card class="metrics-card">
<mat-card-header>
<mat-card-title>Performance Metrics</mat-card-title>
</mat-card-header>
<mat-card-content>
<div class="metrics-grid">
<div class="metric-group">
<h3>Returns</h3>
<div class="metrics-row">
<div class="metric">
<div class="metric-name" matTooltip="Total return over the backtest period">Total Return</div>
<div class="metric-value" [ngClass]="getReturnClass(backtestResult?.totalReturn || 0)">
{{formatPercent(backtestResult?.totalReturn || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Annualized return (adjusted for the backtest duration)">Annualized Return</div>
<div class="metric-value" [ngClass]="getReturnClass(backtestResult?.annualizedReturn || 0)">
{{formatPercent(backtestResult?.annualizedReturn || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Compound Annual Growth Rate">CAGR</div>
<div class="metric-value" [ngClass]="getReturnClass(backtestResult?.cagr || 0)">
{{formatPercent(backtestResult?.cagr || 0)}}
</div>
</div>
</div>
</div>
<mat-divider></mat-divider>
<div class="metric-group">
<h3>Risk Metrics</h3>
<div class="metrics-row">
<div class="metric">
<div class="metric-name" matTooltip="Maximum peak-to-valley drawdown">Max Drawdown</div>
<div class="metric-value negative">
{{formatPercent(backtestResult?.maxDrawdown || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Number of days in the worst drawdown">Max DD Duration</div>
<div class="metric-value">
{{formatDays(backtestResult?.maxDrawdownDuration || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Annualized standard deviation of returns">Volatility</div>
<div class="metric-value">
{{formatPercent(backtestResult?.volatility || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Square root of the sum of the squares of drawdowns">Ulcer Index</div>
<div class="metric-value">
{{(backtestResult?.ulcerIndex || 0).toFixed(4)}}
</div>
</div>
</div>
</div>
<mat-divider></mat-divider>
<div class="metric-group">
<h3>Risk-Adjusted Returns</h3>
<div class="metrics-row">
<div class="metric">
<div class="metric-name" matTooltip="Excess return per unit of risk">Sharpe Ratio</div>
<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.sharpeRatio || 0)">
{{(backtestResult?.sharpeRatio || 0).toFixed(2)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Return per unit of downside risk">Sortino Ratio</div>
<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.sortinoRatio || 0)">
{{(backtestResult?.sortinoRatio || 0).toFixed(2)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Return per unit of max drawdown">Calmar Ratio</div>
<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.calmarRatio || 0)">
{{(backtestResult?.calmarRatio || 0).toFixed(2)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Probability-weighted ratio of gains vs. losses">Omega Ratio</div>
<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.omegaRatio || 0)">
{{(backtestResult?.omegaRatio || 0).toFixed(2)}}
</div>
</div>
</div>
</div>
<mat-divider></mat-divider>
<div class="metric-group">
<h3>Trade Statistics</h3>
<div class="metrics-row">
<div class="metric">
<div class="metric-name" matTooltip="Total number of trades">Total Trades</div>
<div class="metric-value">
{{backtestResult?.totalTrades || 0}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Percentage of winning trades">Win Rate</div>
<div class="metric-value" [ngClass]="getWinRateClass(backtestResult?.winRate || 0)">
{{formatPercent(backtestResult?.winRate || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Average profit of winning trades">Avg Win</div>
<div class="metric-value positive">
{{formatPercent(backtestResult?.averageWinningTrade || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Average loss of losing trades">Avg Loss</div>
<div class="metric-value negative">
{{formatPercent(backtestResult?.averageLosingTrade || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Ratio of total gains to total losses">Profit Factor</div>
<div class="metric-value" [ngClass]="getProfitFactorClass(backtestResult?.profitFactor || 0)">
{{(backtestResult?.profitFactor || 0).toFixed(2)}}
</div>
</div>
</div>
</div>
</div>
</mat-card-content>
</mat-card>
`,
styles: `
.metrics-card {
margin-bottom: 20px;
}
.metrics-grid {
display: flex;
flex-direction: column;
gap: 16px;
}
.metric-group {
padding: 10px 0;
}
.metric-group h3 {
margin-top: 0;
margin-bottom: 16px;
font-size: 16px;
font-weight: 500;
color: #555;
}
.metrics-row {
display: flex;
flex-wrap: wrap;
gap: 24px;
}
.metric {
min-width: 120px;
margin-bottom: 16px;
}
.metric-name {
font-size: 12px;
color: #666;
margin-bottom: 4px;
}
.metric-value {
font-size: 16px;
font-weight: 500;
}
.positive {
color: #4CAF50;
}
.negative {
color: #F44336;
}
.neutral {
color: #FFA000;
}
mat-divider {
margin: 8px 0;
}
`
})
export class PerformanceMetricsComponent {
@Input() backtestResult?: BacktestResult;
// Formatting helpers
formatPercent(value: number): string {
return new Intl.NumberFormat('en-US', {
style: 'percent',
minimumFractionDigits: 2,
maximumFractionDigits: 2
}).format(value);
}
formatDays(days: number): string {
return `${days} days`;
}
// Conditional classes
getReturnClass(value: number): string {
if (value > 0) return 'positive';
if (value < 0) return 'negative';
return '';
}
getRatioClass(value: number): string {
if (value >= 1.5) return 'positive';
if (value >= 1) return 'neutral';
if (value < 0) return 'negative';
return '';
}
getWinRateClass(value: number): string {
if (value >= 0.55) return 'positive';
if (value >= 0.45) return 'neutral';
return 'negative';
}
getProfitFactorClass(value: number): string {
if (value >= 1.5) return 'positive';
if (value >= 1) return 'neutral';
return 'negative';
}
}
import { Component, Input } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatGridListModule } from '@angular/material/grid-list';
import { MatDividerModule } from '@angular/material/divider';
import { MatTooltipModule } from '@angular/material/tooltip';
import { BacktestResult } from '../../../services/strategy.service';
@Component({
selector: 'app-performance-metrics',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatGridListModule,
MatDividerModule,
MatTooltipModule
],
template: `
<mat-card class="metrics-card">
<mat-card-header>
<mat-card-title>Performance Metrics</mat-card-title>
</mat-card-header>
<mat-card-content>
<div class="metrics-grid">
<div class="metric-group">
<h3>Returns</h3>
<div class="metrics-row">
<div class="metric">
<div class="metric-name" matTooltip="Total return over the backtest period">Total Return</div>
<div class="metric-value" [ngClass]="getReturnClass(backtestResult?.totalReturn || 0)">
{{formatPercent(backtestResult?.totalReturn || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Annualized return (adjusted for the backtest duration)">Annualized Return</div>
<div class="metric-value" [ngClass]="getReturnClass(backtestResult?.annualizedReturn || 0)">
{{formatPercent(backtestResult?.annualizedReturn || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Compound Annual Growth Rate">CAGR</div>
<div class="metric-value" [ngClass]="getReturnClass(backtestResult?.cagr || 0)">
{{formatPercent(backtestResult?.cagr || 0)}}
</div>
</div>
</div>
</div>
<mat-divider></mat-divider>
<div class="metric-group">
<h3>Risk Metrics</h3>
<div class="metrics-row">
<div class="metric">
<div class="metric-name" matTooltip="Maximum peak-to-valley drawdown">Max Drawdown</div>
<div class="metric-value negative">
{{formatPercent(backtestResult?.maxDrawdown || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Number of days in the worst drawdown">Max DD Duration</div>
<div class="metric-value">
{{formatDays(backtestResult?.maxDrawdownDuration || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Annualized standard deviation of returns">Volatility</div>
<div class="metric-value">
{{formatPercent(backtestResult?.volatility || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Square root of the sum of the squares of drawdowns">Ulcer Index</div>
<div class="metric-value">
{{(backtestResult?.ulcerIndex || 0).toFixed(4)}}
</div>
</div>
</div>
</div>
<mat-divider></mat-divider>
<div class="metric-group">
<h3>Risk-Adjusted Returns</h3>
<div class="metrics-row">
<div class="metric">
<div class="metric-name" matTooltip="Excess return per unit of risk">Sharpe Ratio</div>
<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.sharpeRatio || 0)">
{{(backtestResult?.sharpeRatio || 0).toFixed(2)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Return per unit of downside risk">Sortino Ratio</div>
<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.sortinoRatio || 0)">
{{(backtestResult?.sortinoRatio || 0).toFixed(2)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Return per unit of max drawdown">Calmar Ratio</div>
<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.calmarRatio || 0)">
{{(backtestResult?.calmarRatio || 0).toFixed(2)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Probability-weighted ratio of gains vs. losses">Omega Ratio</div>
<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.omegaRatio || 0)">
{{(backtestResult?.omegaRatio || 0).toFixed(2)}}
</div>
</div>
</div>
</div>
<mat-divider></mat-divider>
<div class="metric-group">
<h3>Trade Statistics</h3>
<div class="metrics-row">
<div class="metric">
<div class="metric-name" matTooltip="Total number of trades">Total Trades</div>
<div class="metric-value">
{{backtestResult?.totalTrades || 0}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Percentage of winning trades">Win Rate</div>
<div class="metric-value" [ngClass]="getWinRateClass(backtestResult?.winRate || 0)">
{{formatPercent(backtestResult?.winRate || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Average profit of winning trades">Avg Win</div>
<div class="metric-value positive">
{{formatPercent(backtestResult?.averageWinningTrade || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Average loss of losing trades">Avg Loss</div>
<div class="metric-value negative">
{{formatPercent(backtestResult?.averageLosingTrade || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Ratio of total gains to total losses">Profit Factor</div>
<div class="metric-value" [ngClass]="getProfitFactorClass(backtestResult?.profitFactor || 0)">
{{(backtestResult?.profitFactor || 0).toFixed(2)}}
</div>
</div>
</div>
</div>
</div>
</mat-card-content>
</mat-card>
`,
styles: `
.metrics-card {
margin-bottom: 20px;
}
.metrics-grid {
display: flex;
flex-direction: column;
gap: 16px;
}
.metric-group {
padding: 10px 0;
}
.metric-group h3 {
margin-top: 0;
margin-bottom: 16px;
font-size: 16px;
font-weight: 500;
color: #555;
}
.metrics-row {
display: flex;
flex-wrap: wrap;
gap: 24px;
}
.metric {
min-width: 120px;
margin-bottom: 16px;
}
.metric-name {
font-size: 12px;
color: #666;
margin-bottom: 4px;
}
.metric-value {
font-size: 16px;
font-weight: 500;
}
.positive {
color: #4CAF50;
}
.negative {
color: #F44336;
}
.neutral {
color: #FFA000;
}
mat-divider {
margin: 8px 0;
}
`
})
export class PerformanceMetricsComponent {
@Input() backtestResult?: BacktestResult;
// Formatting helpers
formatPercent(value: number): string {
return new Intl.NumberFormat('en-US', {
style: 'percent',
minimumFractionDigits: 2,
maximumFractionDigits: 2
}).format(value);
}
formatDays(days: number): string {
return `${days} days`;
}
// Conditional classes
getReturnClass(value: number): string {
if (value > 0) return 'positive';
if (value < 0) return 'negative';
return '';
}
getRatioClass(value: number): string {
if (value >= 1.5) return 'positive';
if (value >= 1) return 'neutral';
if (value < 0) return 'negative';
return '';
}
getWinRateClass(value: number): string {
if (value >= 0.55) return 'positive';
if (value >= 0.45) return 'neutral';
return 'negative';
}
getProfitFactorClass(value: number): string {
if (value >= 1.5) return 'positive';
if (value >= 1) return 'neutral';
return 'negative';
}
}

442
apps/dashboard/src/app/pages/strategies/components/trades-table.component.ts
View file

@ -1,221 +1,221 @@
import { Component, Input } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatTableModule } from '@angular/material/table';
import { MatSortModule, Sort } from '@angular/material/sort';
import { MatPaginatorModule, PageEvent } from '@angular/material/paginator';
import { MatCardModule } from '@angular/material/card';
import { MatIconModule } from '@angular/material/icon';
import { BacktestResult } from '../../../services/strategy.service';
@Component({
selector: 'app-trades-table',
standalone: true,
imports: [
CommonModule,
MatTableModule,
MatSortModule,
MatPaginatorModule,
MatCardModule,
MatIconModule
],
template: `
<mat-card class="trades-card">
<mat-card-header>
<mat-card-title>Trades</mat-card-title>
</mat-card-header>
<mat-card-content>
<table mat-table [dataSource]="displayedTrades" matSort (matSortChange)="sortData($event)" class="trades-table">
<!-- Symbol Column -->
<ng-container matColumnDef="symbol">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Symbol </th>
<td mat-cell *matCellDef="let trade"> {{trade.symbol}} </td>
</ng-container>
<!-- Entry Date Column -->
<ng-container matColumnDef="entryTime">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Entry Time </th>
<td mat-cell *matCellDef="let trade"> {{formatDate(trade.entryTime)}} </td>
</ng-container>
<!-- Entry Price Column -->
<ng-container matColumnDef="entryPrice">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Entry Price </th>
<td mat-cell *matCellDef="let trade"> {{formatCurrency(trade.entryPrice)}} </td>
</ng-container>
<!-- Exit Date Column -->
<ng-container matColumnDef="exitTime">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Exit Time </th>
<td mat-cell *matCellDef="let trade"> {{formatDate(trade.exitTime)}} </td>
</ng-container>
<!-- Exit Price Column -->
<ng-container matColumnDef="exitPrice">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Exit Price </th>
<td mat-cell *matCellDef="let trade"> {{formatCurrency(trade.exitPrice)}} </td>
</ng-container>
<!-- Quantity Column -->
<ng-container matColumnDef="quantity">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Quantity </th>
<td mat-cell *matCellDef="let trade"> {{trade.quantity}} </td>
</ng-container>
<!-- P&L Column -->
<ng-container matColumnDef="pnl">
<th mat-header-cell *matHeaderCellDef mat-sort-header> P&L </th>
<td mat-cell *matCellDef="let trade"
[ngClass]="{'positive': trade.pnl > 0, 'negative': trade.pnl < 0}">
{{formatCurrency(trade.pnl)}}
</td>
</ng-container>
<!-- P&L Percent Column -->
<ng-container matColumnDef="pnlPercent">
<th mat-header-cell *matHeaderCellDef mat-sort-header> P&L % </th>
<td mat-cell *matCellDef="let trade"
[ngClass]="{'positive': trade.pnlPercent > 0, 'negative': trade.pnlPercent < 0}">
{{formatPercent(trade.pnlPercent)}}
</td>
</ng-container>
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
<mat-paginator
[length]="totalTrades"
[pageSize]="pageSize"
[pageSizeOptions]="[5, 10, 25, 50]"
(page)="pageChange($event)"
aria-label="Select page">
</mat-paginator>
</mat-card-content>
</mat-card>
`,
styles: `
.trades-card {
margin-bottom: 20px;
}
.trades-table {
width: 100%;
border-collapse: collapse;
}
.mat-column-pnl, .mat-column-pnlPercent {
text-align: right;
font-weight: 500;
}
.positive {
color: #4CAF50;
}
.negative {
color: #F44336;
}
.mat-mdc-row:hover {
background-color: rgba(0, 0, 0, 0.04);
}
`
})
export class TradesTableComponent {
@Input() set backtestResult(value: BacktestResult | undefined) {
if (value) {
this._backtestResult = value;
this.updateDisplayedTrades();
}
}
get backtestResult(): BacktestResult | undefined {
return this._backtestResult;
}
private _backtestResult?: BacktestResult;
// Table configuration
displayedColumns: string[] = [
'symbol', 'entryTime', 'entryPrice', 'exitTime',
'exitPrice', 'quantity', 'pnl', 'pnlPercent'
];
// Pagination
pageSize = 10;
currentPage = 0;
displayedTrades: any[] = [];
get totalTrades(): number {
return this._backtestResult?.trades.length || 0;
}
// Sort the trades
sortData(sort: Sort): void {
if (!sort.active || sort.direction === '') {
this.updateDisplayedTrades();
return;
}
const data = this._backtestResult?.trades.slice() || [];
this.displayedTrades = data.sort((a, b) => {
const isAsc = sort.direction === 'asc';
switch (sort.active) {
case 'symbol': return this.compare(a.symbol, b.symbol, isAsc);
case 'entryTime': return this.compare(new Date(a.entryTime).getTime(), new Date(b.entryTime).getTime(), isAsc);
case 'entryPrice': return this.compare(a.entryPrice, b.entryPrice, isAsc);
case 'exitTime': return this.compare(new Date(a.exitTime).getTime(), new Date(b.exitTime).getTime(), isAsc);
case 'exitPrice': return this.compare(a.exitPrice, b.exitPrice, isAsc);
case 'quantity': return this.compare(a.quantity, b.quantity, isAsc);
case 'pnl': return this.compare(a.pnl, b.pnl, isAsc);
case 'pnlPercent': return this.compare(a.pnlPercent, b.pnlPercent, isAsc);
default: return 0;
}
}).slice(this.currentPage * this.pageSize, (this.currentPage + 1) * this.pageSize);
}
// Handle page changes
pageChange(event: PageEvent): void {
this.pageSize = event.pageSize;
this.currentPage = event.pageIndex;
this.updateDisplayedTrades();
}
// Update displayed trades based on current page and page size
updateDisplayedTrades(): void {
if (this._backtestResult) {
this.displayedTrades = this._backtestResult.trades.slice(
this.currentPage * this.pageSize,
(this.currentPage + 1) * this.pageSize
);
} else {
this.displayedTrades = [];
}
}
// Helper methods for formatting
formatDate(date: Date | string): string {
return new Date(date).toLocaleString();
}
formatCurrency(value: number): string {
return new Intl.NumberFormat('en-US', {
style: 'currency',
currency: 'USD',
}).format(value);
}
formatPercent(value: number): string {
return new Intl.NumberFormat('en-US', {
style: 'percent',
minimumFractionDigits: 2,
maximumFractionDigits: 2
}).format(value);
}
private compare(a: number | string, b: number | string, isAsc: boolean): number {
return (a < b ? -1 : 1) * (isAsc ? 1 : -1);
}
}
import { Component, Input } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatTableModule } from '@angular/material/table';
import { MatSortModule, Sort } from '@angular/material/sort';
import { MatPaginatorModule, PageEvent } from '@angular/material/paginator';
import { MatCardModule } from '@angular/material/card';
import { MatIconModule } from '@angular/material/icon';
import { BacktestResult } from '../../../services/strategy.service';
@Component({
selector: 'app-trades-table',
standalone: true,
imports: [
CommonModule,
MatTableModule,
MatSortModule,
MatPaginatorModule,
MatCardModule,
MatIconModule
],
template: `
<mat-card class="trades-card">
<mat-card-header>
<mat-card-title>Trades</mat-card-title>
</mat-card-header>
<mat-card-content>
<table mat-table [dataSource]="displayedTrades" matSort (matSortChange)="sortData($event)" class="trades-table">
<!-- Symbol Column -->
<ng-container matColumnDef="symbol">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Symbol </th>
<td mat-cell *matCellDef="let trade"> {{trade.symbol}} </td>
</ng-container>
<!-- Entry Date Column -->
<ng-container matColumnDef="entryTime">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Entry Time </th>
<td mat-cell *matCellDef="let trade"> {{formatDate(trade.entryTime)}} </td>
</ng-container>
<!-- Entry Price Column -->
<ng-container matColumnDef="entryPrice">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Entry Price </th>
<td mat-cell *matCellDef="let trade"> {{formatCurrency(trade.entryPrice)}} </td>
</ng-container>
<!-- Exit Date Column -->
<ng-container matColumnDef="exitTime">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Exit Time </th>
<td mat-cell *matCellDef="let trade"> {{formatDate(trade.exitTime)}} </td>
</ng-container>
<!-- Exit Price Column -->
<ng-container matColumnDef="exitPrice">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Exit Price </th>
<td mat-cell *matCellDef="let trade"> {{formatCurrency(trade.exitPrice)}} </td>
</ng-container>
<!-- Quantity Column -->
<ng-container matColumnDef="quantity">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Quantity </th>
<td mat-cell *matCellDef="let trade"> {{trade.quantity}} </td>
</ng-container>
<!-- P&L Column -->
<ng-container matColumnDef="pnl">
<th mat-header-cell *matHeaderCellDef mat-sort-header> P&L </th>
<td mat-cell *matCellDef="let trade"
[ngClass]="{'positive': trade.pnl > 0, 'negative': trade.pnl < 0}">
{{formatCurrency(trade.pnl)}}
</td>
</ng-container>
<!-- P&L Percent Column -->
<ng-container matColumnDef="pnlPercent">
<th mat-header-cell *matHeaderCellDef mat-sort-header> P&L % </th>
<td mat-cell *matCellDef="let trade"
[ngClass]="{'positive': trade.pnlPercent > 0, 'negative': trade.pnlPercent < 0}">
{{formatPercent(trade.pnlPercent)}}
</td>
</ng-container>
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
<mat-paginator
[length]="totalTrades"
[pageSize]="pageSize"
[pageSizeOptions]="[5, 10, 25, 50]"
(page)="pageChange($event)"
aria-label="Select page">
</mat-paginator>
</mat-card-content>
</mat-card>
`,
styles: `
.trades-card {
margin-bottom: 20px;
}
.trades-table {
width: 100%;
border-collapse: collapse;
}
.mat-column-pnl, .mat-column-pnlPercent {
text-align: right;
font-weight: 500;
}
.positive {
color: #4CAF50;
}
.negative {
color: #F44336;
}
.mat-mdc-row:hover {
background-color: rgba(0, 0, 0, 0.04);
}
`
})
export class TradesTableComponent {
@Input() set backtestResult(value: BacktestResult | undefined) {
if (value) {
this._backtestResult = value;
this.updateDisplayedTrades();
}
}
get backtestResult(): BacktestResult | undefined {
return this._backtestResult;
}
private _backtestResult?: BacktestResult;
// Table configuration
displayedColumns: string[] = [
'symbol', 'entryTime', 'entryPrice', 'exitTime',
'exitPrice', 'quantity', 'pnl', 'pnlPercent'
];
// Pagination
pageSize = 10;
currentPage = 0;
displayedTrades: any[] = [];
get totalTrades(): number {
return this._backtestResult?.trades.length || 0;
}
// Sort the trades
sortData(sort: Sort): void {
if (!sort.active || sort.direction === '') {
this.updateDisplayedTrades();
return;
}
const data = this._backtestResult?.trades.slice() || [];
this.displayedTrades = data.sort((a, b) => {
const isAsc = sort.direction === 'asc';
switch (sort.active) {
case 'symbol': return this.compare(a.symbol, b.symbol, isAsc);
case 'entryTime': return this.compare(new Date(a.entryTime).getTime(), new Date(b.entryTime).getTime(), isAsc);
case 'entryPrice': return this.compare(a.entryPrice, b.entryPrice, isAsc);
case 'exitTime': return this.compare(new Date(a.exitTime).getTime(), new Date(b.exitTime).getTime(), isAsc);
case 'exitPrice': return this.compare(a.exitPrice, b.exitPrice, isAsc);
case 'quantity': return this.compare(a.quantity, b.quantity, isAsc);
case 'pnl': return this.compare(a.pnl, b.pnl, isAsc);
case 'pnlPercent': return this.compare(a.pnlPercent, b.pnlPercent, isAsc);
default: return 0;
}
}).slice(this.currentPage * this.pageSize, (this.currentPage + 1) * this.pageSize);
}
// Handle page changes
pageChange(event: PageEvent): void {
this.pageSize = event.pageSize;
this.currentPage = event.pageIndex;
this.updateDisplayedTrades();
}
// Update displayed trades based on current page and page size
updateDisplayedTrades(): void {
if (this._backtestResult) {
this.displayedTrades = this._backtestResult.trades.slice(
this.currentPage * this.pageSize,
(this.currentPage + 1) * this.pageSize
);
} else {
this.displayedTrades = [];
}
}
// Helper methods for formatting
formatDate(date: Date | string): string {
return new Date(date).toLocaleString();
}
formatCurrency(value: number): string {
return new Intl.NumberFormat('en-US', {
style: 'currency',
currency: 'USD',
}).format(value);
}
formatPercent(value: number): string {
return new Intl.NumberFormat('en-US', {
style: 'percent',
minimumFractionDigits: 2,
maximumFractionDigits: 2
}).format(value);
}
private compare(a: number | string, b: number | string, isAsc: boolean): number {
return (a < b ? -1 : 1) * (isAsc ? 1 : -1);
}
}

370
apps/dashboard/src/app/pages/strategies/dialogs/backtest-dialog.component.ts
View file

@ -1,185 +1,185 @@
import { Component, Inject, OnInit } from '@angular/core';
import { CommonModule } from '@angular/common';
import {
FormBuilder,
FormGroup,
ReactiveFormsModule,
Validators
} from '@angular/forms';
import { MatButtonModule } from '@angular/material/button';
import { MatDialogModule, MAT_DIALOG_DATA, MatDialogRef } from '@angular/material/dialog';
import { MatFormFieldModule } from '@angular/material/form-field';
import { MatInputModule } from '@angular/material/input';
import { MatSelectModule } from '@angular/material/select';
import { MatDatepickerModule } from '@angular/material/datepicker';
import { MatNativeDateModule } from '@angular/material/core';
import { MatProgressBarModule } from '@angular/material/progress-bar';
import { MatTabsModule } from '@angular/material/tabs';
import { MatChipsModule } from '@angular/material/chips';
import { MatIconModule } from '@angular/material/icon';
import { MatSlideToggleModule } from '@angular/material/slide-toggle';
import {
BacktestRequest,
BacktestResult,
StrategyService,
TradingStrategy
} from '../../../services/strategy.service';
@Component({
selector: 'app-backtest-dialog',
standalone: true,
imports: [
CommonModule,
ReactiveFormsModule,
MatButtonModule,
MatDialogModule,
MatFormFieldModule,
MatInputModule,
MatSelectModule,
MatDatepickerModule,
MatNativeDateModule,
MatProgressBarModule,
MatTabsModule,
MatChipsModule,
MatIconModule,
MatSlideToggleModule
],
templateUrl: './backtest-dialog.component.html',
styleUrl: './backtest-dialog.component.css'
})
export class BacktestDialogComponent implements OnInit {
backtestForm: FormGroup;
strategyTypes: string[] = [];
availableSymbols: string[] = ['AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'SPY', 'QQQ'];
selectedSymbols: string[] = [];
parameters: Record<string, any> = {};
isRunning: boolean = false;
backtestResult: BacktestResult | null = null;
constructor(
private fb: FormBuilder,
private strategyService: StrategyService,
@Inject(MAT_DIALOG_DATA) public data: TradingStrategy | null,
private dialogRef: MatDialogRef<BacktestDialogComponent>
) {
// Initialize form with defaults
this.backtestForm = this.fb.group({
strategyType: ['', [Validators.required]],
startDate: [new Date(new Date().setFullYear(new Date().getFullYear() - 1)), [Validators.required]],
endDate: [new Date(), [Validators.required]],
initialCapital: [100000, [Validators.required, Validators.min(1000)]],
dataResolution: ['1d', [Validators.required]],
commission: [0.001, [Validators.required, Validators.min(0), Validators.max(0.1)]],
slippage: [0.0005, [Validators.required, Validators.min(0), Validators.max(0.1)]],
mode: ['event', [Validators.required]]
});
// If strategy is provided, pre-populate the form
if (data) {
this.selectedSymbols = [...data.symbols];
this.backtestForm.patchValue({
strategyType: data.type
});
this.parameters = {...data.parameters};
}
}
ngOnInit(): void {
this.loadStrategyTypes();
}
loadStrategyTypes(): void {
this.strategyService.getStrategyTypes().subscribe({
next: (response) => {
if (response.success) {
this.strategyTypes = response.data;
// If strategy is provided, load its parameters
if (this.data) {
this.onStrategyTypeChange(this.data.type);
}
}
},
error: (error) => {
console.error('Error loading strategy types:', error);
this.strategyTypes = ['MOVING_AVERAGE_CROSSOVER', 'MEAN_REVERSION', 'CUSTOM'];
}
});
}
onStrategyTypeChange(type: string): void {
// Get default parameters for this strategy type
this.strategyService.getStrategyParameters(type).subscribe({
next: (response) => {
if (response.success) {
// If strategy is provided, merge default with existing
if (this.data) {
this.parameters = {
...response.data,
...this.data.parameters
};
} else {
this.parameters = response.data;
}
}
},
error: (error) => {
console.error('Error loading parameters:', error);
this.parameters = {};
}
});
}
addSymbol(symbol: string): void {
if (!symbol || this.selectedSymbols.includes(symbol)) return;
this.selectedSymbols.push(symbol);
}
removeSymbol(symbol: string): void {
this.selectedSymbols = this.selectedSymbols.filter(s => s !== symbol);
}
updateParameter(key: string, value: any): void {
this.parameters[key] = value;
}
onSubmit(): void {
if (this.backtestForm.invalid || this.selectedSymbols.length === 0) {
return;
}
const formValue = this.backtestForm.value;
const backtestRequest: BacktestRequest = {
strategyType: formValue.strategyType,
strategyParams: this.parameters,
symbols: this.selectedSymbols,
startDate: formValue.startDate,
endDate: formValue.endDate,
initialCapital: formValue.initialCapital,
dataResolution: formValue.dataResolution,
commission: formValue.commission,
slippage: formValue.slippage,
mode: formValue.mode
};
this.isRunning = true;
this.strategyService.runBacktest(backtestRequest).subscribe({
next: (response) => {
this.isRunning = false;
if (response.success) {
this.backtestResult = response.data;
}
},
error: (error) => {
this.isRunning = false;
console.error('Backtest error:', error);
}
});
}
close(): void {
this.dialogRef.close(this.backtestResult);
}
}
import { Component, Inject, OnInit } from '@angular/core';
import { CommonModule } from '@angular/common';
import {
FormBuilder,
FormGroup,
ReactiveFormsModule,
Validators
} from '@angular/forms';
import { MatButtonModule } from '@angular/material/button';
import { MatDialogModule, MAT_DIALOG_DATA, MatDialogRef } from '@angular/material/dialog';
import { MatFormFieldModule } from '@angular/material/form-field';
import { MatInputModule } from '@angular/material/input';
import { MatSelectModule } from '@angular/material/select';
import { MatDatepickerModule } from '@angular/material/datepicker';
import { MatNativeDateModule } from '@angular/material/core';
import { MatProgressBarModule } from '@angular/material/progress-bar';
import { MatTabsModule } from '@angular/material/tabs';
import { MatChipsModule } from '@angular/material/chips';
import { MatIconModule } from '@angular/material/icon';
import { MatSlideToggleModule } from '@angular/material/slide-toggle';
import {
BacktestRequest,
BacktestResult,
StrategyService,
TradingStrategy
} from '../../../services/strategy.service';
@Component({
selector: 'app-backtest-dialog',
standalone: true,
imports: [
CommonModule,
ReactiveFormsModule,
MatButtonModule,
MatDialogModule,
MatFormFieldModule,
MatInputModule,
MatSelectModule,
MatDatepickerModule,
MatNativeDateModule,
MatProgressBarModule,
MatTabsModule,
MatChipsModule,
MatIconModule,
MatSlideToggleModule
],
templateUrl: './backtest-dialog.component.html',
styleUrl: './backtest-dialog.component.css'
})
export class BacktestDialogComponent implements OnInit {
backtestForm: FormGroup;
strategyTypes: string[] = [];
availableSymbols: string[] = ['AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'SPY', 'QQQ'];
selectedSymbols: string[] = [];
parameters: Record<string, any> = {};
isRunning: boolean = false;
backtestResult: BacktestResult | null = null;
constructor(
private fb: FormBuilder,
private strategyService: StrategyService,
@Inject(MAT_DIALOG_DATA) public data: TradingStrategy | null,
private dialogRef: MatDialogRef<BacktestDialogComponent>
) {
// Initialize form with defaults
this.backtestForm = this.fb.group({
strategyType: ['', [Validators.required]],
startDate: [new Date(new Date().setFullYear(new Date().getFullYear() - 1)), [Validators.required]],
endDate: [new Date(), [Validators.required]],
initialCapital: [100000, [Validators.required, Validators.min(1000)]],
dataResolution: ['1d', [Validators.required]],
commission: [0.001, [Validators.required, Validators.min(0), Validators.max(0.1)]],
slippage: [0.0005, [Validators.required, Validators.min(0), Validators.max(0.1)]],
mode: ['event', [Validators.required]]
});
// If strategy is provided, pre-populate the form
if (data) {
this.selectedSymbols = [...data.symbols];
this.backtestForm.patchValue({
strategyType: data.type
});
this.parameters = {...data.parameters};
}
}
ngOnInit(): void {
this.loadStrategyTypes();
}
loadStrategyTypes(): void {
this.strategyService.getStrategyTypes().subscribe({
next: (response) => {
if (response.success) {
this.strategyTypes = response.data;
// If strategy is provided, load its parameters
if (this.data) {
this.onStrategyTypeChange(this.data.type);
}
}
},
error: (error) => {
console.error('Error loading strategy types:', error);
this.strategyTypes = ['MOVING_AVERAGE_CROSSOVER', 'MEAN_REVERSION', 'CUSTOM'];
}
});
}
onStrategyTypeChange(type: string): void {
// Get default parameters for this strategy type
this.strategyService.getStrategyParameters(type).subscribe({
next: (response) => {
if (response.success) {
// If strategy is provided, merge default with existing
if (this.data) {
this.parameters = {
...response.data,
...this.data.parameters
};
} else {
this.parameters = response.data;
}
}
},
error: (error) => {
console.error('Error loading parameters:', error);
this.parameters = {};
}
});
}
addSymbol(symbol: string): void {
if (!symbol || this.selectedSymbols.includes(symbol)) return;
this.selectedSymbols.push(symbol);
}
removeSymbol(symbol: string): void {
this.selectedSymbols = this.selectedSymbols.filter(s => s !== symbol);
}
updateParameter(key: string, value: any): void {
this.parameters[key] = value;
}
onSubmit(): void {
if (this.backtestForm.invalid || this.selectedSymbols.length === 0) {
return;
}
const formValue = this.backtestForm.value;
const backtestRequest: BacktestRequest = {
strategyType: formValue.strategyType,
strategyParams: this.parameters,
symbols: this.selectedSymbols,
startDate: formValue.startDate,
endDate: formValue.endDate,
initialCapital: formValue.initialCapital,
dataResolution: formValue.dataResolution,
commission: formValue.commission,
slippage: formValue.slippage,
mode: formValue.mode
};
this.isRunning = true;
this.strategyService.runBacktest(backtestRequest).subscribe({
next: (response) => {
this.isRunning = false;
if (response.success) {
this.backtestResult = response.data;
}
},
error: (error) => {
this.isRunning = false;
console.error('Backtest error:', error);
}
});
}
close(): void {
this.dialogRef.close(this.backtestResult);
}
}

168
apps/dashboard/src/app/pages/strategies/dialogs/strategy-dialog.component.html
View file

@ -1,84 +1,84 @@
<h2 mat-dialog-title>{{isEditMode ? 'Edit Strategy' : 'Create Strategy'}}</h2>
<form [formGroup]="strategyForm" (ngSubmit)="onSubmit()">
<mat-dialog-content class="mat-typography">
<div class="grid grid-cols-1 gap-4">
<!-- Basic Strategy Information -->
<mat-form-field appearance="outline" class="w-full">
<mat-label>Strategy Name</mat-label>
<input matInput formControlName="name" placeholder="e.g., My Moving Average Crossover">
<mat-error *ngIf="strategyForm.get('name')?.invalid">Name is required</mat-error>
</mat-form-field>
<mat-form-field appearance="outline" class="w-full">
<mat-label>Description</mat-label>
<textarea matInput formControlName="description" rows="3"
placeholder="Describe what this strategy does..."></textarea>
</mat-form-field>
<mat-form-field appearance="outline" class="w-full">
<mat-label>Strategy Type</mat-label>
<mat-select formControlName="type" (selectionChange)="onStrategyTypeChange($event.value)">
<mat-option *ngFor="let type of strategyTypes" [value]="type">
{{type}}
</mat-option>
</mat-select>
<mat-error *ngIf="strategyForm.get('type')?.invalid">Strategy type is required</mat-error>
</mat-form-field>
<!-- Symbol Selection -->
<div class="w-full">
<label class="text-sm">Trading Symbols</label>
<div class="flex flex-wrap gap-2 mb-2">
<mat-chip *ngFor="let symbol of selectedSymbols" [removable]="true"
(removed)="removeSymbol(symbol)">
{{symbol}}
<mat-icon matChipRemove>cancel</mat-icon>
</mat-chip>
</div>
<div class="flex gap-2">
<mat-form-field appearance="outline" class="flex-1">
<mat-label>Add Symbol</mat-label>
<input matInput #symbolInput placeholder="e.g., AAPL">
</mat-form-field>
<button type="button" mat-raised-button color="primary"
(click)="addSymbol(symbolInput.value); symbolInput.value = ''">
Add
</button>
</div>
<div class="mt-2">
<p class="text-sm text-gray-500 mb-1">Suggested symbols:</p>
<div class="flex flex-wrap gap-2">
<button type="button" *ngFor="let symbol of availableSymbols"
mat-stroked-button (click)="addSymbol(symbol)"
[disabled]="selectedSymbols.includes(symbol)">
{{symbol}}
</button>
</div>
</div>
</div>
<!-- Dynamic Strategy Parameters -->
<div *ngIf="strategyForm.get('type')?.value && Object.keys(parameters).length > 0">
<h3 class="text-lg font-semibold mb-2">Strategy Parameters</h3>
<div class="grid grid-cols-1 md:grid-cols-2 gap-4">
<mat-form-field *ngFor="let param of parameters | keyvalue" appearance="outline">
<mat-label>{{param.key}}</mat-label>
<input matInput [value]="param.value"
(input)="updateParameter(param.key, $any($event.target).value)">
</mat-form-field>
</div>
</div>
</div>
</mat-dialog-content>
<mat-dialog-actions align="end">
<button mat-button mat-dialog-close>Cancel</button>
<button mat-raised-button color="primary" type="submit"
[disabled]="strategyForm.invalid || selectedSymbols.length === 0">
{{isEditMode ? 'Update' : 'Create'}}
</button>
</mat-dialog-actions>
</form>
<h2 mat-dialog-title>{{isEditMode ? 'Edit Strategy' : 'Create Strategy'}}</h2>
<form [formGroup]="strategyForm" (ngSubmit)="onSubmit()">
<mat-dialog-content class="mat-typography">
<div class="grid grid-cols-1 gap-4">
<!-- Basic Strategy Information -->
<mat-form-field appearance="outline" class="w-full">
<mat-label>Strategy Name</mat-label>
<input matInput formControlName="name" placeholder="e.g., My Moving Average Crossover">
<mat-error *ngIf="strategyForm.get('name')?.invalid">Name is required</mat-error>
</mat-form-field>
<mat-form-field appearance="outline" class="w-full">
<mat-label>Description</mat-label>
<textarea matInput formControlName="description" rows="3"
placeholder="Describe what this strategy does..."></textarea>
</mat-form-field>
<mat-form-field appearance="outline" class="w-full">
<mat-label>Strategy Type</mat-label>
<mat-select formControlName="type" (selectionChange)="onStrategyTypeChange($event.value)">
<mat-option *ngFor="let type of strategyTypes" [value]="type">
{{type}}
</mat-option>
</mat-select>
<mat-error *ngIf="strategyForm.get('type')?.invalid">Strategy type is required</mat-error>
</mat-form-field>
<!-- Symbol Selection -->
<div class="w-full">
<label class="text-sm">Trading Symbols</label>
<div class="flex flex-wrap gap-2 mb-2">
<mat-chip *ngFor="let symbol of selectedSymbols" [removable]="true"
(removed)="removeSymbol(symbol)">
{{symbol}}
<mat-icon matChipRemove>cancel</mat-icon>
</mat-chip>
</div>
<div class="flex gap-2">
<mat-form-field appearance="outline" class="flex-1">
<mat-label>Add Symbol</mat-label>
<input matInput #symbolInput placeholder="e.g., AAPL">
</mat-form-field>
<button type="button" mat-raised-button color="primary"
(click)="addSymbol(symbolInput.value); symbolInput.value = ''">
Add
</button>
</div>
<div class="mt-2">
<p class="text-sm text-gray-500 mb-1">Suggested symbols:</p>
<div class="flex flex-wrap gap-2">
<button type="button" *ngFor="let symbol of availableSymbols"
mat-stroked-button (click)="addSymbol(symbol)"
[disabled]="selectedSymbols.includes(symbol)">
{{symbol}}
</button>
</div>
</div>
</div>
<!-- Dynamic Strategy Parameters -->
<div *ngIf="strategyForm.get('type')?.value && Object.keys(parameters).length > 0">
<h3 class="text-lg font-semibold mb-2">Strategy Parameters</h3>
<div class="grid grid-cols-1 md:grid-cols-2 gap-4">
<mat-form-field *ngFor="let param of parameters | keyvalue" appearance="outline">
<mat-label>{{param.key}}</mat-label>
<input matInput [value]="param.value"
(input)="updateParameter(param.key, $any($event.target).value)">
</mat-form-field>
</div>
</div>
</div>
</mat-dialog-content>
<mat-dialog-actions align="end">
<button mat-button mat-dialog-close>Cancel</button>
<button mat-raised-button color="primary" type="submit"
[disabled]="strategyForm.invalid || selectedSymbols.length === 0">
{{isEditMode ? 'Update' : 'Create'}}
</button>
</mat-dialog-actions>
</form>

356
apps/dashboard/src/app/pages/strategies/dialogs/strategy-dialog.component.ts
View file

@ -1,178 +1,178 @@
import { Component, Inject, OnInit } from '@angular/core';
import { CommonModule } from '@angular/common';
import {
FormBuilder,
FormGroup,
ReactiveFormsModule,
Validators
} from '@angular/forms';
import { MatButtonModule } from '@angular/material/button';
import { MatDialogModule, MAT_DIALOG_DATA, MatDialogRef } from '@angular/material/dialog';
import { MatFormFieldModule } from '@angular/material/form-field';
import { MatInputModule } from '@angular/material/input';
import { MatSelectModule } from '@angular/material/select';
import { MatChipsModule } from '@angular/material/chips';
import { MatIconModule } from '@angular/material/icon';
import { COMMA, ENTER } from '@angular/cdk/keycodes';
import { MatAutocompleteModule } from '@angular/material/autocomplete';
import {
StrategyService,
TradingStrategy
} from '../../../services/strategy.service';
@Component({
selector: 'app-strategy-dialog',
standalone: true,
imports: [
CommonModule,
ReactiveFormsModule,
MatButtonModule,
MatDialogModule,
MatFormFieldModule,
MatInputModule,
MatSelectModule,
MatChipsModule,
MatIconModule,
MatAutocompleteModule
],
templateUrl: './strategy-dialog.component.html',
styleUrl: './strategy-dialog.component.css'
})
export class StrategyDialogComponent implements OnInit {
strategyForm: FormGroup;
isEditMode: boolean = false;
strategyTypes: string[] = [];
availableSymbols: string[] = ['AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'SPY', 'QQQ'];
selectedSymbols: string[] = [];
separatorKeysCodes: number[] = [ENTER, COMMA];
parameters: Record<string, any> = {};
constructor(
private fb: FormBuilder,
private strategyService: StrategyService,
@Inject(MAT_DIALOG_DATA) public data: TradingStrategy | null,
private dialogRef: MatDialogRef<StrategyDialogComponent>
) {
this.isEditMode = !!data;
this.strategyForm = this.fb.group({
name: ['', [Validators.required]],
description: [''],
type: ['', [Validators.required]],
// Dynamic parameters will be added based on strategy type
});
if (this.isEditMode && data) {
this.selectedSymbols = [...data.symbols];
this.strategyForm.patchValue({
name: data.name,
description: data.description,
type: data.type
});
this.parameters = {...data.parameters};
}
}
ngOnInit(): void {
// In a real implementation, fetch available strategy types from the API
this.loadStrategyTypes();
}
loadStrategyTypes(): void {
// In a real implementation, this would call the API
this.strategyService.getStrategyTypes().subscribe({
next: (response) => {
if (response.success) {
this.strategyTypes = response.data;
// If editing, load parameters
if (this.isEditMode && this.data) {
this.onStrategyTypeChange(this.data.type);
}
}
},
error: (error) => {
console.error('Error loading strategy types:', error);
// Fallback to hardcoded types
this.strategyTypes = ['MOVING_AVERAGE_CROSSOVER', 'MEAN_REVERSION', 'CUSTOM'];
}
});
}
onStrategyTypeChange(type: string): void {
// Get default parameters for this strategy type
this.strategyService.getStrategyParameters(type).subscribe({
next: (response) => {
if (response.success) {
// If editing, merge default with existing
if (this.isEditMode && this.data) {
this.parameters = {
...response.data,
...this.data.parameters
};
} else {
this.parameters = response.data;
}
}
},
error: (error) => {
console.error('Error loading parameters:', error);
// Fallback to empty parameters
this.parameters = {};
}
});
}
addSymbol(symbol: string): void {
if (!symbol || this.selectedSymbols.includes(symbol)) return;
this.selectedSymbols.push(symbol);
}
removeSymbol(symbol: string): void {
this.selectedSymbols = this.selectedSymbols.filter(s => s !== symbol);
}
onSubmit(): void {
if (this.strategyForm.invalid || this.selectedSymbols.length === 0) {
return;
}
const formValue = this.strategyForm.value;
const strategy: Partial<TradingStrategy> = {
name: formValue.name,
description: formValue.description,
type: formValue.type,
symbols: this.selectedSymbols,
parameters: this.parameters,
};
if (this.isEditMode && this.data) {
this.strategyService.updateStrategy(this.data.id, strategy).subscribe({
next: (response) => {
if (response.success) {
this.dialogRef.close(true);
}
},
error: (error) => {
console.error('Error updating strategy:', error);
}
});
} else {
this.strategyService.createStrategy(strategy).subscribe({
next: (response) => {
if (response.success) {
this.dialogRef.close(true);
}
},
error: (error) => {
console.error('Error creating strategy:', error);
}
});
}
}
updateParameter(key: string, value: any): void {
this.parameters[key] = value;
}
}
import { Component, Inject, OnInit } from '@angular/core';
import { CommonModule } from '@angular/common';
import {
FormBuilder,
FormGroup,
ReactiveFormsModule,
Validators
} from '@angular/forms';
import { MatButtonModule } from '@angular/material/button';
import { MatDialogModule, MAT_DIALOG_DATA, MatDialogRef } from '@angular/material/dialog';
import { MatFormFieldModule } from '@angular/material/form-field';
import { MatInputModule } from '@angular/material/input';
import { MatSelectModule } from '@angular/material/select';
import { MatChipsModule } from '@angular/material/chips';
import { MatIconModule } from '@angular/material/icon';
import { COMMA, ENTER } from '@angular/cdk/keycodes';
import { MatAutocompleteModule } from '@angular/material/autocomplete';
import {
StrategyService,
TradingStrategy
} from '../../../services/strategy.service';
@Component({
selector: 'app-strategy-dialog',
standalone: true,
imports: [
CommonModule,
ReactiveFormsModule,
MatButtonModule,
MatDialogModule,
MatFormFieldModule,
MatInputModule,
MatSelectModule,
MatChipsModule,
MatIconModule,
MatAutocompleteModule
],
templateUrl: './strategy-dialog.component.html',
styleUrl: './strategy-dialog.component.css'
})
export class StrategyDialogComponent implements OnInit {
strategyForm: FormGroup;
isEditMode: boolean = false;
strategyTypes: string[] = [];
availableSymbols: string[] = ['AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'SPY', 'QQQ'];
selectedSymbols: string[] = [];
separatorKeysCodes: number[] = [ENTER, COMMA];
parameters: Record<string, any> = {};
constructor(
private fb: FormBuilder,
private strategyService: StrategyService,
@Inject(MAT_DIALOG_DATA) public data: TradingStrategy | null,
private dialogRef: MatDialogRef<StrategyDialogComponent>
) {
this.isEditMode = !!data;
this.strategyForm = this.fb.group({
name: ['', [Validators.required]],
description: [''],
type: ['', [Validators.required]],
// Dynamic parameters will be added based on strategy type
});
if (this.isEditMode && data) {
this.selectedSymbols = [...data.symbols];
this.strategyForm.patchValue({
name: data.name,
description: data.description,
type: data.type
});
this.parameters = {...data.parameters};
}
}
ngOnInit(): void {
// In a real implementation, fetch available strategy types from the API
this.loadStrategyTypes();
}
loadStrategyTypes(): void {
// In a real implementation, this would call the API
this.strategyService.getStrategyTypes().subscribe({
next: (response) => {
if (response.success) {
this.strategyTypes = response.data;
// If editing, load parameters
if (this.isEditMode && this.data) {
this.onStrategyTypeChange(this.data.type);
}
}
},
error: (error) => {
console.error('Error loading strategy types:', error);
// Fallback to hardcoded types
this.strategyTypes = ['MOVING_AVERAGE_CROSSOVER', 'MEAN_REVERSION', 'CUSTOM'];
}
});
}
onStrategyTypeChange(type: string): void {
// Get default parameters for this strategy type
this.strategyService.getStrategyParameters(type).subscribe({
next: (response) => {
if (response.success) {
// If editing, merge default with existing
if (this.isEditMode && this.data) {
this.parameters = {
...response.data,
...this.data.parameters
};
} else {
this.parameters = response.data;
}
}
},
error: (error) => {
console.error('Error loading parameters:', error);
// Fallback to empty parameters
this.parameters = {};
}
});
}
addSymbol(symbol: string): void {
if (!symbol || this.selectedSymbols.includes(symbol)) return;
this.selectedSymbols.push(symbol);
}
removeSymbol(symbol: string): void {
this.selectedSymbols = this.selectedSymbols.filter(s => s !== symbol);
}
onSubmit(): void {
if (this.strategyForm.invalid || this.selectedSymbols.length === 0) {
return;
}
const formValue = this.strategyForm.value;
const strategy: Partial<TradingStrategy> = {
name: formValue.name,
description: formValue.description,
type: formValue.type,
symbols: this.selectedSymbols,
parameters: this.parameters,
};
if (this.isEditMode && this.data) {
this.strategyService.updateStrategy(this.data.id, strategy).subscribe({
next: (response) => {
if (response.success) {
this.dialogRef.close(true);
}
},
error: (error) => {
console.error('Error updating strategy:', error);
}
});
} else {
this.strategyService.createStrategy(strategy).subscribe({
next: (response) => {
if (response.success) {
this.dialogRef.close(true);
}
},
error: (error) => {
console.error('Error creating strategy:', error);
}
});
}
}
updateParameter(key: string, value: any): void {
this.parameters[key] = value;
}
}

2
apps/dashboard/src/app/pages/strategies/strategies.component.css
View file

@ -1 +1 @@
/* Strategies specific styles */
/* Strategies specific styles */

284
apps/dashboard/src/app/pages/strategies/strategies.component.html
View file

@ -1,142 +1,142 @@
<div class="space-y-6">
<div class="flex items-center justify-between">
<div>
<h1 class="text-2xl font-bold text-gray-900">Trading Strategies</h1>
<p class="text-gray-600 mt-1">Configure and monitor your automated trading strategies</p>
</div>
<div class="flex gap-2">
<button mat-raised-button color="primary" (click)="openStrategyDialog()">
<mat-icon>add</mat-icon> New Strategy
</button>
<button mat-raised-button color="accent" (click)="openBacktestDialog()">
<mat-icon>science</mat-icon> New Backtest
</button>
</div>
</div>
<mat-card *ngIf="isLoading" class="p-4">
<mat-progress-bar mode="indeterminate"></mat-progress-bar>
</mat-card>
<div *ngIf="!selectedStrategy; else strategyDetails">
<mat-card *ngIf="strategies.length > 0; else noStrategies" class="p-4">
<table mat-table [dataSource]="strategies" class="w-full">
<!-- Name Column -->
<ng-container matColumnDef="name">
<th mat-header-cell *matHeaderCellDef>Strategy</th>
<td mat-cell *matCellDef="let strategy">
<div class="font-semibold">{{strategy.name}}</div>
<div class="text-xs text-gray-500">{{strategy.description}}</div>
</td>
</ng-container>
<!-- Type Column -->
<ng-container matColumnDef="type">
<th mat-header-cell *matHeaderCellDef>Type</th>
<td mat-cell *matCellDef="let strategy">{{strategy.type}}</td>
</ng-container>
<!-- Symbols Column -->
<ng-container matColumnDef="symbols">
<th mat-header-cell *matHeaderCellDef>Symbols</th>
<td mat-cell *matCellDef="let strategy">
<div class="flex flex-wrap gap-1 max-w-xs">
<mat-chip *ngFor="let symbol of strategy.symbols.slice(0, 3)">
{{symbol}}
</mat-chip>
<span *ngIf="strategy.symbols.length > 3" class="text-gray-500">
+{{strategy.symbols.length - 3}} more
</span>
</div>
</td>
</ng-container>
<!-- Status Column -->
<ng-container matColumnDef="status">
<th mat-header-cell *matHeaderCellDef>Status</th>
<td mat-cell *matCellDef="let strategy">
<div class="flex items-center gap-1">
<span class="w-2 h-2 rounded-full"
[style.background-color]="getStatusColor(strategy.status)"></span>
{{strategy.status}}
</div>
</td>
</ng-container>
<!-- Performance Column -->
<ng-container matColumnDef="performance">
<th mat-header-cell *matHeaderCellDef>Performance</th>
<td mat-cell *matCellDef="let strategy">
<div class="flex flex-col">
<div class="flex justify-between">
<span class="text-xs text-gray-500">Return:</span>
<span [ngClass]="{'text-green-600': strategy.performance.totalReturn > 0,
'text-red-600': strategy.performance.totalReturn < 0}">
{{strategy.performance.totalReturn | percent:'1.2-2'}}
</span>
</div>
<div class="flex justify-between">
<span class="text-xs text-gray-500">Win Rate:</span>
<span>{{strategy.performance.winRate | percent:'1.0-0'}}</span>
</div>
</div>
</td>
</ng-container>
<!-- Actions Column -->
<ng-container matColumnDef="actions">
<th mat-header-cell *matHeaderCellDef>Actions</th>
<td mat-cell *matCellDef="let strategy">
<div class="flex gap-2">
<button mat-icon-button color="primary" (click)="viewStrategyDetails(strategy)">
<mat-icon>visibility</mat-icon>
</button>
<button mat-icon-button [color]="strategy.status === 'ACTIVE' ? 'warn' : 'primary'"
(click)="toggleStrategyStatus(strategy)">
<mat-icon>{{strategy.status === 'ACTIVE' ? 'pause' : 'play_arrow'}}</mat-icon>
</button>
<button mat-icon-button [matMenuTriggerFor]="menu">
<mat-icon>more_vert</mat-icon>
</button>
<mat-menu #menu="matMenu">
<button mat-menu-item (click)="openStrategyDialog(strategy)">
<mat-icon>edit</mat-icon>
<span>Edit</span>
</button>
<button mat-menu-item (click)="openBacktestDialog(strategy)">
<mat-icon>science</mat-icon>
<span>Backtest</span>
</button>
</mat-menu>
</div>
</td>
</ng-container>
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
</mat-card>
<ng-template #noStrategies>
<mat-card class="p-6 flex flex-col items-center justify-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem; margin: 0 auto;">psychology</mat-icon>
<h3 class="text-xl font-semibold mt-4">No Strategies Yet</h3>
<p class="mb-4">Create your first trading strategy to get started</p>
<button mat-raised-button color="primary" (click)="openStrategyDialog()">
<mat-icon>add</mat-icon> Create Strategy
</button>
</div>
</mat-card>
</ng-template>
</div>
<ng-template #strategyDetails>
<div class="flex justify-between items-center mb-4">
<button mat-button (click)="selectedStrategy = null">
<mat-icon>arrow_back</mat-icon> Back to Strategies
</button>
</div>
<app-strategy-details [strategy]="selectedStrategy"></app-strategy-details>
</ng-template>
</div>
<div class="space-y-6">
<div class="flex items-center justify-between">
<div>
<h1 class="text-2xl font-bold text-gray-900">Trading Strategies</h1>
<p class="text-gray-600 mt-1">Configure and monitor your automated trading strategies</p>
</div>
<div class="flex gap-2">
<button mat-raised-button color="primary" (click)="openStrategyDialog()">
<mat-icon>add</mat-icon> New Strategy
</button>
<button mat-raised-button color="accent" (click)="openBacktestDialog()">
<mat-icon>science</mat-icon> New Backtest
</button>
</div>
</div>
<mat-card *ngIf="isLoading" class="p-4">
<mat-progress-bar mode="indeterminate"></mat-progress-bar>
</mat-card>
<div *ngIf="!selectedStrategy; else strategyDetails">
<mat-card *ngIf="strategies.length > 0; else noStrategies" class="p-4">
<table mat-table [dataSource]="strategies" class="w-full">
<!-- Name Column -->
<ng-container matColumnDef="name">
<th mat-header-cell *matHeaderCellDef>Strategy</th>
<td mat-cell *matCellDef="let strategy">
<div class="font-semibold">{{strategy.name}}</div>
<div class="text-xs text-gray-500">{{strategy.description}}</div>
</td>
</ng-container>
<!-- Type Column -->
<ng-container matColumnDef="type">
<th mat-header-cell *matHeaderCellDef>Type</th>
<td mat-cell *matCellDef="let strategy">{{strategy.type}}</td>
</ng-container>
<!-- Symbols Column -->
<ng-container matColumnDef="symbols">
<th mat-header-cell *matHeaderCellDef>Symbols</th>
<td mat-cell *matCellDef="let strategy">
<div class="flex flex-wrap gap-1 max-w-xs">
<mat-chip *ngFor="let symbol of strategy.symbols.slice(0, 3)">
{{symbol}}
</mat-chip>
<span *ngIf="strategy.symbols.length > 3" class="text-gray-500">
+{{strategy.symbols.length - 3}} more
</span>
</div>
</td>
</ng-container>
<!-- Status Column -->
<ng-container matColumnDef="status">
<th mat-header-cell *matHeaderCellDef>Status</th>
<td mat-cell *matCellDef="let strategy">
<div class="flex items-center gap-1">
<span class="w-2 h-2 rounded-full"
[style.background-color]="getStatusColor(strategy.status)"></span>
{{strategy.status}}
</div>
</td>
</ng-container>
<!-- Performance Column -->
<ng-container matColumnDef="performance">
<th mat-header-cell *matHeaderCellDef>Performance</th>
<td mat-cell *matCellDef="let strategy">
<div class="flex flex-col">
<div class="flex justify-between">
<span class="text-xs text-gray-500">Return:</span>
<span [ngClass]="{'text-green-600': strategy.performance.totalReturn > 0,
'text-red-600': strategy.performance.totalReturn < 0}">
{{strategy.performance.totalReturn | percent:'1.2-2'}}
</span>
</div>
<div class="flex justify-between">
<span class="text-xs text-gray-500">Win Rate:</span>
<span>{{strategy.performance.winRate | percent:'1.0-0'}}</span>
</div>
</div>
</td>
</ng-container>
<!-- Actions Column -->
<ng-container matColumnDef="actions">
<th mat-header-cell *matHeaderCellDef>Actions</th>
<td mat-cell *matCellDef="let strategy">
<div class="flex gap-2">
<button mat-icon-button color="primary" (click)="viewStrategyDetails(strategy)">
<mat-icon>visibility</mat-icon>
</button>
<button mat-icon-button [color]="strategy.status === 'ACTIVE' ? 'warn' : 'primary'"
(click)="toggleStrategyStatus(strategy)">
<mat-icon>{{strategy.status === 'ACTIVE' ? 'pause' : 'play_arrow'}}</mat-icon>
</button>
<button mat-icon-button [matMenuTriggerFor]="menu">
<mat-icon>more_vert</mat-icon>
</button>
<mat-menu #menu="matMenu">
<button mat-menu-item (click)="openStrategyDialog(strategy)">
<mat-icon>edit</mat-icon>
<span>Edit</span>
</button>
<button mat-menu-item (click)="openBacktestDialog(strategy)">
<mat-icon>science</mat-icon>
<span>Backtest</span>
</button>
</mat-menu>
</div>
</td>
</ng-container>
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
</mat-card>
<ng-template #noStrategies>
<mat-card class="p-6 flex flex-col items-center justify-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem; margin: 0 auto;">psychology</mat-icon>
<h3 class="text-xl font-semibold mt-4">No Strategies Yet</h3>
<p class="mb-4">Create your first trading strategy to get started</p>
<button mat-raised-button color="primary" (click)="openStrategyDialog()">
<mat-icon>add</mat-icon> Create Strategy
</button>
</div>
</mat-card>
</ng-template>
</div>
<ng-template #strategyDetails>
<div class="flex justify-between items-center mb-4">
<button mat-button (click)="selectedStrategy = null">
<mat-icon>arrow_back</mat-icon> Back to Strategies
</button>
</div>
<app-strategy-details [strategy]="selectedStrategy"></app-strategy-details>
</ng-template>
</div>

296
apps/dashboard/src/app/pages/strategies/strategies.component.ts
View file

@ -1,148 +1,148 @@
import { Component, OnInit } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatIconModule } from '@angular/material/icon';
import { MatButtonModule } from '@angular/material/button';
import { MatTabsModule } from '@angular/material/tabs';
import { MatTableModule } from '@angular/material/table';
import { MatSortModule } from '@angular/material/sort';
import { MatPaginatorModule } from '@angular/material/paginator';
import { MatDialogModule, MatDialog } from '@angular/material/dialog';
import { MatMenuModule } from '@angular/material/menu';
import { MatChipsModule } from '@angular/material/chips';
import { MatProgressBarModule } from '@angular/material/progress-bar';
import { FormsModule, ReactiveFormsModule } from '@angular/forms';
import { StrategyService, TradingStrategy } from '../../services/strategy.service';
import { WebSocketService } from '../../services/websocket.service';
import { StrategyDialogComponent } from './dialogs/strategy-dialog.component';
import { BacktestDialogComponent } from './dialogs/backtest-dialog.component';
import { StrategyDetailsComponent } from './strategy-details/strategy-details.component';
@Component({
selector: 'app-strategies',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatIconModule,
MatButtonModule,
MatTabsModule,
MatTableModule,
MatSortModule,
MatPaginatorModule,
MatDialogModule,
MatMenuModule,
MatChipsModule,
MatProgressBarModule,
FormsModule,
ReactiveFormsModule,
StrategyDetailsComponent
],
templateUrl: './strategies.component.html',
styleUrl: './strategies.component.css'
})
export class StrategiesComponent implements OnInit {
strategies: TradingStrategy[] = [];
displayedColumns: string[] = ['name', 'type', 'symbols', 'status', 'performance', 'actions'];
selectedStrategy: TradingStrategy | null = null;
isLoading = false;
constructor(
private strategyService: StrategyService,
private webSocketService: WebSocketService,
private dialog: MatDialog
) {}
ngOnInit(): void {
this.loadStrategies();
this.listenForStrategyUpdates();
}
loadStrategies(): void {
this.isLoading = true;
this.strategyService.getStrategies().subscribe({
next: (response) => {
if (response.success) {
this.strategies = response.data;
}
this.isLoading = false;
},
error: (error) => {
console.error('Error loading strategies:', error);
this.isLoading = false;
}
});
}
listenForStrategyUpdates(): void {
this.webSocketService.messages.subscribe(message => {
if (message.type === 'STRATEGY_CREATED' ||
message.type === 'STRATEGY_UPDATED' ||
message.type === 'STRATEGY_STATUS_CHANGED') {
// Refresh the strategy list when changes occur
this.loadStrategies();
}
});
}
getStatusColor(status: string): string {
switch (status) {
case 'ACTIVE': return 'green';
case 'PAUSED': return 'orange';
case 'ERROR': return 'red';
default: return 'gray';
}
}
openStrategyDialog(strategy?: TradingStrategy): void {
const dialogRef = this.dialog.open(StrategyDialogComponent, {
width: '600px',
data: strategy || null
});
dialogRef.afterClosed().subscribe(result => {
if (result) {
this.loadStrategies();
}
});
}
openBacktestDialog(strategy?: TradingStrategy): void {
const dialogRef = this.dialog.open(BacktestDialogComponent, {
width: '800px',
data: strategy || null
});
dialogRef.afterClosed().subscribe(result => {
if (result) {
// Handle backtest result if needed
}
});
}
toggleStrategyStatus(strategy: TradingStrategy): void {
this.isLoading = true;
if (strategy.status === 'ACTIVE') {
this.strategyService.pauseStrategy(strategy.id).subscribe({
next: () => this.loadStrategies(),
error: (error) => {
console.error('Error pausing strategy:', error);
this.isLoading = false;
}
});
} else {
this.strategyService.startStrategy(strategy.id).subscribe({
next: () => this.loadStrategies(),
error: (error) => {
console.error('Error starting strategy:', error);
this.isLoading = false;
}
});
}
}
viewStrategyDetails(strategy: TradingStrategy): void {
this.selectedStrategy = strategy;
}
}
import { Component, OnInit } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatIconModule } from '@angular/material/icon';
import { MatButtonModule } from '@angular/material/button';
import { MatTabsModule } from '@angular/material/tabs';
import { MatTableModule } from '@angular/material/table';
import { MatSortModule } from '@angular/material/sort';
import { MatPaginatorModule } from '@angular/material/paginator';
import { MatDialogModule, MatDialog } from '@angular/material/dialog';
import { MatMenuModule } from '@angular/material/menu';
import { MatChipsModule } from '@angular/material/chips';
import { MatProgressBarModule } from '@angular/material/progress-bar';
import { FormsModule, ReactiveFormsModule } from '@angular/forms';
import { StrategyService, TradingStrategy } from '../../services/strategy.service';
import { WebSocketService } from '../../services/websocket.service';
import { StrategyDialogComponent } from './dialogs/strategy-dialog.component';
import { BacktestDialogComponent } from './dialogs/backtest-dialog.component';
import { StrategyDetailsComponent } from './strategy-details/strategy-details.component';
@Component({
selector: 'app-strategies',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatIconModule,
MatButtonModule,
MatTabsModule,
MatTableModule,
MatSortModule,
MatPaginatorModule,
MatDialogModule,
MatMenuModule,
MatChipsModule,
MatProgressBarModule,
FormsModule,
ReactiveFormsModule,
StrategyDetailsComponent
],
templateUrl: './strategies.component.html',
styleUrl: './strategies.component.css'
})
export class StrategiesComponent implements OnInit {
strategies: TradingStrategy[] = [];
displayedColumns: string[] = ['name', 'type', 'symbols', 'status', 'performance', 'actions'];
selectedStrategy: TradingStrategy | null = null;
isLoading = false;
constructor(
private strategyService: StrategyService,
private webSocketService: WebSocketService,
private dialog: MatDialog
) {}
ngOnInit(): void {
this.loadStrategies();
this.listenForStrategyUpdates();
}
loadStrategies(): void {
this.isLoading = true;
this.strategyService.getStrategies().subscribe({
next: (response) => {
if (response.success) {
this.strategies = response.data;
}
this.isLoading = false;
},
error: (error) => {
console.error('Error loading strategies:', error);
this.isLoading = false;
}
});
}
listenForStrategyUpdates(): void {
this.webSocketService.messages.subscribe(message => {
if (message.type === 'STRATEGY_CREATED' ||
message.type === 'STRATEGY_UPDATED' ||
message.type === 'STRATEGY_STATUS_CHANGED') {
// Refresh the strategy list when changes occur
this.loadStrategies();
}
});
}
getStatusColor(status: string): string {
switch (status) {
case 'ACTIVE': return 'green';
case 'PAUSED': return 'orange';
case 'ERROR': return 'red';
default: return 'gray';
}
}
openStrategyDialog(strategy?: TradingStrategy): void {
const dialogRef = this.dialog.open(StrategyDialogComponent, {
width: '600px',
data: strategy || null
});
dialogRef.afterClosed().subscribe(result => {
if (result) {
this.loadStrategies();
}
});
}
openBacktestDialog(strategy?: TradingStrategy): void {
const dialogRef = this.dialog.open(BacktestDialogComponent, {
width: '800px',
data: strategy || null
});
dialogRef.afterClosed().subscribe(result => {
if (result) {
// Handle backtest result if needed
}
});
}
toggleStrategyStatus(strategy: TradingStrategy): void {
this.isLoading = true;
if (strategy.status === 'ACTIVE') {
this.strategyService.pauseStrategy(strategy.id).subscribe({
next: () => this.loadStrategies(),
error: (error) => {
console.error('Error pausing strategy:', error);
this.isLoading = false;
}
});
} else {
this.strategyService.startStrategy(strategy.id).subscribe({
next: () => this.loadStrategies(),
error: (error) => {
console.error('Error starting strategy:', error);
this.isLoading = false;
}
});
}
}
viewStrategyDetails(strategy: TradingStrategy): void {
this.selectedStrategy = strategy;
}
}

32
apps/dashboard/src/app/pages/strategies/strategy-details/strategy-details.component.css
View file

@ -1,16 +1,16 @@
/* Strategy details specific styles */
table {
width: 100%;
border-collapse: collapse;
}
th {
font-weight: 600;
color: #4b5563;
font-size: 0.875rem;
border-bottom: 1px solid #e5e7eb;
}
td {
border-bottom: 1px solid #e5e7eb;
}
/* Strategy details specific styles */
table {
width: 100%;
border-collapse: collapse;
}
th {
font-weight: 600;
color: #4b5563;
font-size: 0.875rem;
border-bottom: 1px solid #e5e7eb;
}
td {
border-bottom: 1px solid #e5e7eb;
}

428
apps/dashboard/src/app/pages/strategies/strategy-details/strategy-details.component.html
View file

@ -1,214 +1,214 @@
<div class="space-y-6" *ngIf="strategy">
<div class="flex flex-col md:flex-row md:justify-between md:items-start gap-4">
<!-- Strategy Overview Card -->
<mat-card class="flex-1 p-4">
<div class="flex items-start justify-between">
<div>
<h2 class="text-xl font-bold">{{strategy.name}}</h2>
<p class="text-gray-600 text-sm">{{strategy.description}}</p>
</div>
<div class="flex items-center gap-2">
<button mat-raised-button color="primary" class="mr-2" (click)="openBacktestDialog()">
Run Backtest
</button>
<span class="px-3 py-1 rounded-full text-xs font-semibold"
[style.background-color]="getStatusColor(strategy.status)"
style="color: white;">
{{strategy.status}}
</span>
</div>
</div>
<div class="mt-4 grid grid-cols-1 md:grid-cols-2 gap-4">
<div>
<h3 class="font-semibold text-sm text-gray-600">Type</h3>
<p>{{strategy.type}}</p>
</div>
<div>
<h3 class="font-semibold text-sm text-gray-600">Created</h3>
<p>{{strategy.createdAt | date:'medium'}}</p>
</div>
<div>
<h3 class="font-semibold text-sm text-gray-600">Last Updated</h3>
<p>{{strategy.updatedAt | date:'medium'}}</p>
</div>
<div>
<h3 class="font-semibold text-sm text-gray-600">Symbols</h3>
<div class="flex flex-wrap gap-1 mt-1">
<mat-chip *ngFor="let symbol of strategy.symbols">{{symbol}}</mat-chip>
</div>
</div>
</div>
</mat-card>
<!-- Performance Summary Card -->
<mat-card class="md:w-1/3 p-4">
<h3 class="text-lg font-bold mb-3">Performance</h3>
<div class="grid grid-cols-2 gap-3">
<div>
<p class="text-sm text-gray-600">Return</p>
<p class="text-xl font-semibold"
[ngClass]="{'text-green-600': performance.totalReturn >= 0, 'text-red-600': performance.totalReturn < 0}">
{{performance.totalReturn | percent:'1.2-2'}}
</p>
</div>
<div>
<p class="text-sm text-gray-600">Win Rate</p>
<p class="text-xl font-semibold">{{performance.winRate | percent:'1.0-0'}}</p>
</div>
<div>
<p class="text-sm text-gray-600">Sharpe Ratio</p>
<p class="text-xl font-semibold">{{performance.sharpeRatio | number:'1.2-2'}}</p>
</div>
<div>
<p class="text-sm text-gray-600">Max Drawdown</p>
<p class="text-xl font-semibold text-red-600">{{performance.maxDrawdown | percent:'1.2-2'}}</p>
</div>
<div>
<p class="text-sm text-gray-600">Total Trades</p>
<p class="text-xl font-semibold">{{performance.totalTrades}}</p>
</div>
<div>
<p class="text-sm text-gray-600">Sortino Ratio</p>
<p class="text-xl font-semibold">{{performance.sortinoRatio | number:'1.2-2'}}</p>
</div>
</div>
<mat-divider class="my-4"></mat-divider>
<div class="flex justify-between mt-2">
<button mat-button color="primary" *ngIf="strategy.status !== 'ACTIVE'" (click)="activateStrategy()">
<mat-icon>play_arrow</mat-icon> Start
</button>
<button mat-button color="accent" *ngIf="strategy.status === 'ACTIVE'" (click)="pauseStrategy()">
<mat-icon>pause</mat-icon> Pause
</button>
<button mat-button color="warn" *ngIf="strategy.status === 'ACTIVE'" (click)="stopStrategy()">
<mat-icon>stop</mat-icon> Stop
</button>
<button mat-button (click)="openEditDialog()">
<mat-icon>edit</mat-icon> Edit
</button>
</div>
</mat-card>
</div>
<!-- Parameters Card -->
<mat-card class="p-4">
<h3 class="text-lg font-bold mb-3">Strategy Parameters</h3>
<div class="grid grid-cols-2 md:grid-cols-4 gap-4">
<div *ngFor="let param of strategy.parameters | keyvalue">
<p class="text-sm text-gray-600">{{param.key}}</p>
<p class="font-semibold">{{param.value}}</p>
</div>
</div>
</mat-card>
<!-- Backtest Results Section (only shown when a backtest has been run) -->
<div *ngIf="backtestResult" class="backtest-results space-y-6">
<h2 class="text-xl font-bold">Backtest Results</h2>
<!-- Performance Metrics Component -->
<app-performance-metrics [backtestResult]="backtestResult"></app-performance-metrics>
<!-- Equity Chart Component -->
<app-equity-chart [backtestResult]="backtestResult"></app-equity-chart>
<!-- Drawdown Chart Component -->
<app-drawdown-chart [backtestResult]="backtestResult"></app-drawdown-chart>
<!-- Trades Table Component -->
<app-trades-table [backtestResult]="backtestResult"></app-trades-table>
</div>
<!-- Tabs for Signals/Trades -->
<mat-card class="p-0">
<mat-tab-group>
<!-- Signals Tab -->
<mat-tab label="Recent Signals">
<div class="p-4">
<ng-container *ngIf="!isLoadingSignals; else loadingSignals">
<table class="min-w-full">
<thead>
<tr>
<th class="py-2 text-left">Time</th>
<th class="py-2 text-left">Symbol</th>
<th class="py-2 text-left">Action</th>
<th class="py-2 text-left">Price</th>
<th class="py-2 text-left">Quantity</th>
<th class="py-2 text-left">Confidence</th>
</tr>
</thead>
<tbody>
<tr *ngFor="let signal of signals">
<td class="py-2">{{signal.timestamp | date:'short'}}</td>
<td class="py-2">{{signal.symbol}}</td>
<td class="py-2">
<span class="px-2 py-1 rounded text-xs font-semibold"
[style.background-color]="getSignalColor(signal.action)"
style="color: white;">
{{signal.action}}
</span>
</td>
<td class="py-2">${{signal.price | number:'1.2-2'}}</td>
<td class="py-2">{{signal.quantity}}</td>
<td class="py-2">{{signal.confidence | percent:'1.0-0'}}</td>
</tr>
</tbody>
</table>
</ng-container>
<ng-template #loadingSignals>
<mat-progress-bar mode="indeterminate"></mat-progress-bar>
</ng-template>
</div>
</mat-tab>
<!-- Trades Tab -->
<mat-tab label="Recent Trades">
<div class="p-4">
<ng-container *ngIf="!isLoadingTrades; else loadingTrades">
<table class="min-w-full">
<thead>
<tr>
<th class="py-2 text-left">Symbol</th>
<th class="py-2 text-left">Entry</th>
<th class="py-2 text-left">Exit</th>
<th class="py-2 text-left">Quantity</th>
<th class="py-2 text-left">P&L</th>
<th class="py-2 text-left">P&L %</th>
</tr>
</thead>
<tbody>
<tr *ngFor="let trade of trades">
<td class="py-2">{{trade.symbol}}</td>
<td class="py-2">
${{trade.entryPrice | number:'1.2-2'}} @ {{trade.entryTime | date:'short'}}
</td>
<td class="py-2">
${{trade.exitPrice | number:'1.2-2'}} @ {{trade.exitTime | date:'short'}}
</td>
<td class="py-2">{{trade.quantity}}</td>
<td class="py-2" [ngClass]="{'text-green-600': trade.pnl >= 0, 'text-red-600': trade.pnl < 0}">
${{trade.pnl | number:'1.2-2'}}
</td>
<td class="py-2" [ngClass]="{'text-green-600': trade.pnlPercent >= 0, 'text-red-600': trade.pnlPercent < 0}">
{{trade.pnlPercent | number:'1.2-2'}}%
</td>
</tr>
</tbody>
</table>
</ng-container>
<ng-template #loadingTrades>
<mat-progress-bar mode="indeterminate"></mat-progress-bar>
</ng-template>
</div>
</mat-tab>
</mat-tab-group>
</mat-card>
</div>
<mat-card class="p-6 flex items-center" *ngIf="!strategy">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">psychology</mat-icon>
<p class="mb-4">No strategy selected</p>
</div>
</mat-card>
<div class="space-y-6" *ngIf="strategy">
<div class="flex flex-col md:flex-row md:justify-between md:items-start gap-4">
<!-- Strategy Overview Card -->
<mat-card class="flex-1 p-4">
<div class="flex items-start justify-between">
<div>
<h2 class="text-xl font-bold">{{strategy.name}}</h2>
<p class="text-gray-600 text-sm">{{strategy.description}}</p>
</div>
<div class="flex items-center gap-2">
<button mat-raised-button color="primary" class="mr-2" (click)="openBacktestDialog()">
Run Backtest
</button>
<span class="px-3 py-1 rounded-full text-xs font-semibold"
[style.background-color]="getStatusColor(strategy.status)"
style="color: white;">
{{strategy.status}}
</span>
</div>
</div>
<div class="mt-4 grid grid-cols-1 md:grid-cols-2 gap-4">
<div>
<h3 class="font-semibold text-sm text-gray-600">Type</h3>
<p>{{strategy.type}}</p>
</div>
<div>
<h3 class="font-semibold text-sm text-gray-600">Created</h3>
<p>{{strategy.createdAt | date:'medium'}}</p>
</div>
<div>
<h3 class="font-semibold text-sm text-gray-600">Last Updated</h3>
<p>{{strategy.updatedAt | date:'medium'}}</p>
</div>
<div>
<h3 class="font-semibold text-sm text-gray-600">Symbols</h3>
<div class="flex flex-wrap gap-1 mt-1">
<mat-chip *ngFor="let symbol of strategy.symbols">{{symbol}}</mat-chip>
</div>
</div>
</div>
</mat-card>
<!-- Performance Summary Card -->
<mat-card class="md:w-1/3 p-4">
<h3 class="text-lg font-bold mb-3">Performance</h3>
<div class="grid grid-cols-2 gap-3">
<div>
<p class="text-sm text-gray-600">Return</p>
<p class="text-xl font-semibold"
[ngClass]="{'text-green-600': performance.totalReturn >= 0, 'text-red-600': performance.totalReturn < 0}">
{{performance.totalReturn | percent:'1.2-2'}}
</p>
</div>
<div>
<p class="text-sm text-gray-600">Win Rate</p>
<p class="text-xl font-semibold">{{performance.winRate | percent:'1.0-0'}}</p>
</div>
<div>
<p class="text-sm text-gray-600">Sharpe Ratio</p>
<p class="text-xl font-semibold">{{performance.sharpeRatio | number:'1.2-2'}}</p>
</div>
<div>
<p class="text-sm text-gray-600">Max Drawdown</p>
<p class="text-xl font-semibold text-red-600">{{performance.maxDrawdown | percent:'1.2-2'}}</p>
</div>
<div>
<p class="text-sm text-gray-600">Total Trades</p>
<p class="text-xl font-semibold">{{performance.totalTrades}}</p>
</div>
<div>
<p class="text-sm text-gray-600">Sortino Ratio</p>
<p class="text-xl font-semibold">{{performance.sortinoRatio | number:'1.2-2'}}</p>
</div>
</div>
<mat-divider class="my-4"></mat-divider>
<div class="flex justify-between mt-2">
<button mat-button color="primary" *ngIf="strategy.status !== 'ACTIVE'" (click)="activateStrategy()">
<mat-icon>play_arrow</mat-icon> Start
</button>
<button mat-button color="accent" *ngIf="strategy.status === 'ACTIVE'" (click)="pauseStrategy()">
<mat-icon>pause</mat-icon> Pause
</button>
<button mat-button color="warn" *ngIf="strategy.status === 'ACTIVE'" (click)="stopStrategy()">
<mat-icon>stop</mat-icon> Stop
</button>
<button mat-button (click)="openEditDialog()">
<mat-icon>edit</mat-icon> Edit
</button>
</div>
</mat-card>
</div>
<!-- Parameters Card -->
<mat-card class="p-4">
<h3 class="text-lg font-bold mb-3">Strategy Parameters</h3>
<div class="grid grid-cols-2 md:grid-cols-4 gap-4">
<div *ngFor="let param of strategy.parameters | keyvalue">
<p class="text-sm text-gray-600">{{param.key}}</p>
<p class="font-semibold">{{param.value}}</p>
</div>
</div>
</mat-card>
<!-- Backtest Results Section (only shown when a backtest has been run) -->
<div *ngIf="backtestResult" class="backtest-results space-y-6">
<h2 class="text-xl font-bold">Backtest Results</h2>
<!-- Performance Metrics Component -->
<app-performance-metrics [backtestResult]="backtestResult"></app-performance-metrics>
<!-- Equity Chart Component -->
<app-equity-chart [backtestResult]="backtestResult"></app-equity-chart>
<!-- Drawdown Chart Component -->
<app-drawdown-chart [backtestResult]="backtestResult"></app-drawdown-chart>
<!-- Trades Table Component -->
<app-trades-table [backtestResult]="backtestResult"></app-trades-table>
</div>
<!-- Tabs for Signals/Trades -->
<mat-card class="p-0">
<mat-tab-group>
<!-- Signals Tab -->
<mat-tab label="Recent Signals">
<div class="p-4">
<ng-container *ngIf="!isLoadingSignals; else loadingSignals">
<table class="min-w-full">
<thead>
<tr>
<th class="py-2 text-left">Time</th>
<th class="py-2 text-left">Symbol</th>
<th class="py-2 text-left">Action</th>
<th class="py-2 text-left">Price</th>
<th class="py-2 text-left">Quantity</th>
<th class="py-2 text-left">Confidence</th>
</tr>
</thead>
<tbody>
<tr *ngFor="let signal of signals">
<td class="py-2">{{signal.timestamp | date:'short'}}</td>
<td class="py-2">{{signal.symbol}}</td>
<td class="py-2">
<span class="px-2 py-1 rounded text-xs font-semibold"
[style.background-color]="getSignalColor(signal.action)"
style="color: white;">
{{signal.action}}
</span>
</td>
<td class="py-2">${{signal.price | number:'1.2-2'}}</td>
<td class="py-2">{{signal.quantity}}</td>
<td class="py-2">{{signal.confidence | percent:'1.0-0'}}</td>
</tr>
</tbody>
</table>
</ng-container>
<ng-template #loadingSignals>
<mat-progress-bar mode="indeterminate"></mat-progress-bar>
</ng-template>
</div>
</mat-tab>
<!-- Trades Tab -->
<mat-tab label="Recent Trades">
<div class="p-4">
<ng-container *ngIf="!isLoadingTrades; else loadingTrades">
<table class="min-w-full">
<thead>
<tr>
<th class="py-2 text-left">Symbol</th>
<th class="py-2 text-left">Entry</th>
<th class="py-2 text-left">Exit</th>
<th class="py-2 text-left">Quantity</th>
<th class="py-2 text-left">P&L</th>
<th class="py-2 text-left">P&L %</th>
</tr>
</thead>
<tbody>
<tr *ngFor="let trade of trades">
<td class="py-2">{{trade.symbol}}</td>
<td class="py-2">
${{trade.entryPrice | number:'1.2-2'}} @ {{trade.entryTime | date:'short'}}
</td>
<td class="py-2">
${{trade.exitPrice | number:'1.2-2'}} @ {{trade.exitTime | date:'short'}}
</td>
<td class="py-2">{{trade.quantity}}</td>
<td class="py-2" [ngClass]="{'text-green-600': trade.pnl >= 0, 'text-red-600': trade.pnl < 0}">
${{trade.pnl | number:'1.2-2'}}
</td>
<td class="py-2" [ngClass]="{'text-green-600': trade.pnlPercent >= 0, 'text-red-600': trade.pnlPercent < 0}">
{{trade.pnlPercent | number:'1.2-2'}}%
</td>
</tr>
</tbody>
</table>
</ng-container>
<ng-template #loadingTrades>
<mat-progress-bar mode="indeterminate"></mat-progress-bar>
</ng-template>
</div>
</mat-tab>
</mat-tab-group>
</mat-card>
</div>
<mat-card class="p-6 flex items-center" *ngIf="!strategy">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">psychology</mat-icon>
<p class="mb-4">No strategy selected</p>
</div>
</mat-card>

762
apps/dashboard/src/app/pages/strategies/strategy-details/strategy-details.component.ts
View file

@ -1,381 +1,381 @@
import { Component, Input, OnChanges, SimpleChanges } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatTabsModule } from '@angular/material/tabs';
import { MatIconModule } from '@angular/material/icon';
import { MatButtonModule } from '@angular/material/button';
import { MatTableModule } from '@angular/material/table';
import { MatChipsModule } from '@angular/material/chips';
import { MatProgressBarModule } from '@angular/material/progress-bar';
import { MatDividerModule } from '@angular/material/divider';
import { MatDialog } from '@angular/material/dialog';
import { BacktestResult, TradingStrategy, StrategyService } from '../../../services/strategy.service';
import { WebSocketService } from '../../../services/websocket.service';
import { EquityChartComponent } from '../components/equity-chart.component';
import { DrawdownChartComponent } from '../components/drawdown-chart.component';
import { TradesTableComponent } from '../components/trades-table.component';
import { PerformanceMetricsComponent } from '../components/performance-metrics.component';
import { StrategyDialogComponent } from '../dialogs/strategy-dialog.component';
import { BacktestDialogComponent } from '../dialogs/backtest-dialog.component';
@Component({
selector: 'app-strategy-details',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatTabsModule,
MatIconModule,
MatButtonModule,
MatTableModule,
MatChipsModule,
MatProgressBarModule,
MatDividerModule,
EquityChartComponent,
DrawdownChartComponent,
TradesTableComponent,
PerformanceMetricsComponent
],
templateUrl: './strategy-details.component.html',
styleUrl: './strategy-details.component.css'
})
export class StrategyDetailsComponent implements OnChanges {
@Input() strategy: TradingStrategy | null = null;
signals: any[] = [];
trades: any[] = [];
performance: any = {};
isLoadingSignals = false;
isLoadingTrades = false;
backtestResult: BacktestResult | undefined;
constructor(
private strategyService: StrategyService,
private webSocketService: WebSocketService,
private dialog: MatDialog
) {}
ngOnChanges(changes: SimpleChanges): void {
if (changes['strategy'] && this.strategy) {
this.loadStrategyData();
this.listenForUpdates();
}
}
loadStrategyData(): void {
if (!this.strategy) return;
// In a real implementation, these would call API methods to fetch the data
this.loadSignals();
this.loadTrades();
this.loadPerformance();
}
loadSignals(): void {
if (!this.strategy) return;
this.isLoadingSignals = true;
// First check if we can get real signals from the API
this.strategyService.getStrategySignals(this.strategy.id)
.subscribe({
next: (response) => {
if (response.success && response.data && response.data.length > 0) {
this.signals = response.data;
} else {
// Fallback to mock data if no real signals available
this.signals = this.generateMockSignals();
}
this.isLoadingSignals = false;
},
error: (error) => {
console.error('Error loading signals', error);
// Fallback to mock data on error
this.signals = this.generateMockSignals();
this.isLoadingSignals = false;
}
});
}
loadTrades(): void {
if (!this.strategy) return;
this.isLoadingTrades = true;
// First check if we can get real trades from the API
this.strategyService.getStrategyTrades(this.strategy.id)
.subscribe({
next: (response) => {
if (response.success && response.data && response.data.length > 0) {
this.trades = response.data;
} else {
// Fallback to mock data if no real trades available
this.trades = this.generateMockTrades();
}
this.isLoadingTrades = false;
},
error: (error) => {
console.error('Error loading trades', error);
// Fallback to mock data on error
this.trades = this.generateMockTrades();
this.isLoadingTrades = false;
}
});
}
loadPerformance(): void {
// This would be an API call in a real implementation
this.performance = {
totalReturn: this.strategy?.performance.totalReturn || 0,
winRate: this.strategy?.performance.winRate || 0,
sharpeRatio: this.strategy?.performance.sharpeRatio || 0,
maxDrawdown: this.strategy?.performance.maxDrawdown || 0,
totalTrades: this.strategy?.performance.totalTrades || 0,
// Additional metrics that would come from the API
dailyReturn: 0.0012,
volatility: 0.008,
sortinoRatio: 1.2,
calmarRatio: 0.7
};
}
listenForUpdates(): void {
if (!this.strategy) return;
// Subscribe to strategy signals
this.webSocketService.getStrategySignals(this.strategy.id)
.subscribe((signal: any) => {
// Add the new signal to the top of the list
this.signals = [signal, ...this.signals.slice(0, 9)]; // Keep only the latest 10 signals
});
// Subscribe to strategy trades
this.webSocketService.getStrategyTrades(this.strategy.id)
.subscribe((trade: any) => {
// Add the new trade to the top of the list
this.trades = [trade, ...this.trades.slice(0, 9)]; // Keep only the latest 10 trades
// Update performance metrics
this.updatePerformanceMetrics();
});
// Subscribe to strategy status updates
this.webSocketService.getStrategyUpdates()
.subscribe((update: any) => {
if (update.strategyId === this.strategy?.id) {
// Update strategy status if changed
if (update.status && this.strategy && this.strategy.status !== update.status) {
this.strategy.status = update.status;
}
// Update other fields if present
if (update.performance && this.strategy) {
this.strategy.performance = {
...this.strategy.performance,
...update.performance
};
this.performance = {
...this.performance,
...update.performance
};
}
}
});
console.log('WebSocket listeners for strategy updates initialized');
}
/**
* Update performance metrics when new trades come in
*/
private updatePerformanceMetrics(): void {
if (!this.strategy || this.trades.length === 0) return;
// Calculate basic metrics
const winningTrades = this.trades.filter(t => t.pnl > 0);
const losingTrades = this.trades.filter(t => t.pnl < 0);
const totalPnl = this.trades.reduce((sum, trade) => sum + trade.pnl, 0);
const winRate = winningTrades.length / this.trades.length;
// Update performance data
const currentPerformance = this.performance || {};
this.performance = {
...currentPerformance,
totalTrades: this.trades.length,
winRate: winRate,
totalReturn: (currentPerformance.totalReturn || 0) + (totalPnl / 10000) // Approximate
};
// Update strategy performance as well
if (this.strategy && this.strategy.performance) {
this.strategy.performance = {
...this.strategy.performance,
totalTrades: this.trades.length,
winRate: winRate
};
}
}
getStatusColor(status: string): string {
switch (status) {
case 'ACTIVE': return 'green';
case 'PAUSED': return 'orange';
case 'ERROR': return 'red';
default: return 'gray';
}
}
getSignalColor(action: string): string {
switch (action) {
case 'BUY': return 'green';
case 'SELL': return 'red';
default: return 'gray';
}
}
/**
* Open the backtest dialog to run a backtest for this strategy
*/
openBacktestDialog(): void {
if (!this.strategy) return;
const dialogRef = this.dialog.open(BacktestDialogComponent, {
width: '800px',
data: this.strategy
});
dialogRef.afterClosed().subscribe(result => {
if (result) {
// Store the backtest result for visualization
this.backtestResult = result;
}
});
}
/**
* Open the strategy edit dialog
*/
openEditDialog(): void {
if (!this.strategy) return;
const dialogRef = this.dialog.open(StrategyDialogComponent, {
width: '600px',
data: this.strategy
});
dialogRef.afterClosed().subscribe(result => {
if (result) {
// Refresh strategy data after edit
this.loadStrategyData();
}
});
}
/**
* Start the strategy
*/
activateStrategy(): void {
if (!this.strategy) return;
this.strategyService.startStrategy(this.strategy.id).subscribe({
next: (response) => {
if (response.success) {
this.strategy!.status = 'ACTIVE';
}
},
error: (error) => {
console.error('Error starting strategy:', error);
}
});
}
/**
* Pause the strategy
*/
pauseStrategy(): void {
if (!this.strategy) return;
this.strategyService.pauseStrategy(this.strategy.id).subscribe({
next: (response) => {
if (response.success) {
this.strategy!.status = 'PAUSED';
}
},
error: (error) => {
console.error('Error pausing strategy:', error);
}
});
}
/**
* Stop the strategy
*/
stopStrategy(): void {
if (!this.strategy) return;
this.strategyService.stopStrategy(this.strategy.id).subscribe({
next: (response) => {
if (response.success) {
this.strategy!.status = 'INACTIVE';
}
},
error: (error) => {
console.error('Error stopping strategy:', error);
}
});
}
// Methods to generate mock data
private generateMockSignals(): any[] {
if (!this.strategy) return [];
const signals = [];
const actions = ['BUY', 'SELL', 'HOLD'];
const now = new Date();
for (let i = 0; i < 10; i++) {
const symbol = this.strategy.symbols[Math.floor(Math.random() * this.strategy.symbols.length)];
const action = actions[Math.floor(Math.random() * actions.length)];
signals.push({
id: `sig_${i}`,
symbol,
action,
confidence: 0.7 + Math.random() * 0.3,
price: 100 + Math.random() * 50,
timestamp: new Date(now.getTime() - i * 1000 * 60 * 30), // 30 min intervals
quantity: Math.floor(10 + Math.random() * 90)
});
}
return signals;
}
private generateMockTrades(): any[] {
if (!this.strategy) return [];
const trades = [];
const now = new Date();
for (let i = 0; i < 10; i++) {
const symbol = this.strategy.symbols[Math.floor(Math.random() * this.strategy.symbols.length)];
const entryPrice = 100 + Math.random() * 50;
const exitPrice = entryPrice * (1 + (Math.random() * 0.1 - 0.05)); // -5% to +5%
const quantity = Math.floor(10 + Math.random() * 90);
const pnl = (exitPrice - entryPrice) * quantity;
trades.push({
id: `trade_${i}`,
symbol,
entryPrice,
entryTime: new Date(now.getTime() - (i + 5) * 1000 * 60 * 60), // Hourly intervals
exitPrice,
exitTime: new Date(now.getTime() - i * 1000 * 60 * 60),
quantity,
pnl,
pnlPercent: ((exitPrice - entryPrice) / entryPrice) * 100
});
}
return trades;
}
}
import { Component, Input, OnChanges, SimpleChanges } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatTabsModule } from '@angular/material/tabs';
import { MatIconModule } from '@angular/material/icon';
import { MatButtonModule } from '@angular/material/button';
import { MatTableModule } from '@angular/material/table';
import { MatChipsModule } from '@angular/material/chips';
import { MatProgressBarModule } from '@angular/material/progress-bar';
import { MatDividerModule } from '@angular/material/divider';
import { MatDialog } from '@angular/material/dialog';
import { BacktestResult, TradingStrategy, StrategyService } from '../../../services/strategy.service';
import { WebSocketService } from '../../../services/websocket.service';
import { EquityChartComponent } from '../components/equity-chart.component';
import { DrawdownChartComponent } from '../components/drawdown-chart.component';
import { TradesTableComponent } from '../components/trades-table.component';
import { PerformanceMetricsComponent } from '../components/performance-metrics.component';
import { StrategyDialogComponent } from '../dialogs/strategy-dialog.component';
import { BacktestDialogComponent } from '../dialogs/backtest-dialog.component';
@Component({
selector: 'app-strategy-details',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatTabsModule,
MatIconModule,
MatButtonModule,
MatTableModule,
MatChipsModule,
MatProgressBarModule,
MatDividerModule,
EquityChartComponent,
DrawdownChartComponent,
TradesTableComponent,
PerformanceMetricsComponent
],
templateUrl: './strategy-details.component.html',
styleUrl: './strategy-details.component.css'
})
export class StrategyDetailsComponent implements OnChanges {
@Input() strategy: TradingStrategy | null = null;
signals: any[] = [];
trades: any[] = [];
performance: any = {};
isLoadingSignals = false;
isLoadingTrades = false;
backtestResult: BacktestResult | undefined;
constructor(
private strategyService: StrategyService,
private webSocketService: WebSocketService,
private dialog: MatDialog
) {}
ngOnChanges(changes: SimpleChanges): void {
if (changes['strategy'] && this.strategy) {
this.loadStrategyData();
this.listenForUpdates();
}
}
loadStrategyData(): void {
if (!this.strategy) return;
// In a real implementation, these would call API methods to fetch the data
this.loadSignals();
this.loadTrades();
this.loadPerformance();
}
loadSignals(): void {
if (!this.strategy) return;
this.isLoadingSignals = true;
// First check if we can get real signals from the API
this.strategyService.getStrategySignals(this.strategy.id)
.subscribe({
next: (response) => {
if (response.success && response.data && response.data.length > 0) {
this.signals = response.data;
} else {
// Fallback to mock data if no real signals available
this.signals = this.generateMockSignals();
}
this.isLoadingSignals = false;
},
error: (error) => {
console.error('Error loading signals', error);
// Fallback to mock data on error
this.signals = this.generateMockSignals();
this.isLoadingSignals = false;
}
});
}
loadTrades(): void {
if (!this.strategy) return;
this.isLoadingTrades = true;
// First check if we can get real trades from the API
this.strategyService.getStrategyTrades(this.strategy.id)
.subscribe({
next: (response) => {
if (response.success && response.data && response.data.length > 0) {
this.trades = response.data;
} else {
// Fallback to mock data if no real trades available
this.trades = this.generateMockTrades();
}
this.isLoadingTrades = false;
},
error: (error) => {
console.error('Error loading trades', error);
// Fallback to mock data on error
this.trades = this.generateMockTrades();
this.isLoadingTrades = false;
}
});
}
loadPerformance(): void {
// This would be an API call in a real implementation
this.performance = {
totalReturn: this.strategy?.performance.totalReturn || 0,
winRate: this.strategy?.performance.winRate || 0,
sharpeRatio: this.strategy?.performance.sharpeRatio || 0,
maxDrawdown: this.strategy?.performance.maxDrawdown || 0,
totalTrades: this.strategy?.performance.totalTrades || 0,
// Additional metrics that would come from the API
dailyReturn: 0.0012,
volatility: 0.008,
sortinoRatio: 1.2,
calmarRatio: 0.7
};
}
listenForUpdates(): void {
if (!this.strategy) return;
// Subscribe to strategy signals
this.webSocketService.getStrategySignals(this.strategy.id)
.subscribe((signal: any) => {
// Add the new signal to the top of the list
this.signals = [signal, ...this.signals.slice(0, 9)]; // Keep only the latest 10 signals
});
// Subscribe to strategy trades
this.webSocketService.getStrategyTrades(this.strategy.id)
.subscribe((trade: any) => {
// Add the new trade to the top of the list
this.trades = [trade, ...this.trades.slice(0, 9)]; // Keep only the latest 10 trades
// Update performance metrics
this.updatePerformanceMetrics();
});
// Subscribe to strategy status updates
this.webSocketService.getStrategyUpdates()
.subscribe((update: any) => {
if (update.strategyId === this.strategy?.id) {
// Update strategy status if changed
if (update.status && this.strategy && this.strategy.status !== update.status) {
this.strategy.status = update.status;
}
// Update other fields if present
if (update.performance && this.strategy) {
this.strategy.performance = {
...this.strategy.performance,
...update.performance
};
this.performance = {
...this.performance,
...update.performance
};
}
}
});
console.log('WebSocket listeners for strategy updates initialized');
}
/**
* Update performance metrics when new trades come in
*/
private updatePerformanceMetrics(): void {
if (!this.strategy || this.trades.length === 0) return;
// Calculate basic metrics
const winningTrades = this.trades.filter(t => t.pnl > 0);
const losingTrades = this.trades.filter(t => t.pnl < 0);
const totalPnl = this.trades.reduce((sum, trade) => sum + trade.pnl, 0);
const winRate = winningTrades.length / this.trades.length;
// Update performance data
const currentPerformance = this.performance || {};
this.performance = {
...currentPerformance,
totalTrades: this.trades.length,
winRate: winRate,
totalReturn: (currentPerformance.totalReturn || 0) + (totalPnl / 10000) // Approximate
};
// Update strategy performance as well
if (this.strategy && this.strategy.performance) {
this.strategy.performance = {
...this.strategy.performance,
totalTrades: this.trades.length,
winRate: winRate
};
}
}
getStatusColor(status: string): string {
switch (status) {
case 'ACTIVE': return 'green';
case 'PAUSED': return 'orange';
case 'ERROR': return 'red';
default: return 'gray';
}
}
getSignalColor(action: string): string {
switch (action) {
case 'BUY': return 'green';
case 'SELL': return 'red';
default: return 'gray';
}
}
/**
* Open the backtest dialog to run a backtest for this strategy
*/
openBacktestDialog(): void {
if (!this.strategy) return;
const dialogRef = this.dialog.open(BacktestDialogComponent, {
width: '800px',
data: this.strategy
});
dialogRef.afterClosed().subscribe(result => {
if (result) {
// Store the backtest result for visualization
this.backtestResult = result;
}
});
}
/**
* Open the strategy edit dialog
*/
openEditDialog(): void {
if (!this.strategy) return;
const dialogRef = this.dialog.open(StrategyDialogComponent, {
width: '600px',
data: this.strategy
});
dialogRef.afterClosed().subscribe(result => {
if (result) {
// Refresh strategy data after edit
this.loadStrategyData();
}
});
}
/**
* Start the strategy
*/
activateStrategy(): void {
if (!this.strategy) return;
this.strategyService.startStrategy(this.strategy.id).subscribe({
next: (response) => {
if (response.success) {
this.strategy!.status = 'ACTIVE';
}
},
error: (error) => {
console.error('Error starting strategy:', error);
}
});
}
/**
* Pause the strategy
*/
pauseStrategy(): void {
if (!this.strategy) return;
this.strategyService.pauseStrategy(this.strategy.id).subscribe({
next: (response) => {
if (response.success) {
this.strategy!.status = 'PAUSED';
}
},
error: (error) => {
console.error('Error pausing strategy:', error);
}
});
}
/**
* Stop the strategy
*/
stopStrategy(): void {
if (!this.strategy) return;
this.strategyService.stopStrategy(this.strategy.id).subscribe({
next: (response) => {
if (response.success) {
this.strategy!.status = 'INACTIVE';
}
},
error: (error) => {
console.error('Error stopping strategy:', error);
}
});
}
// Methods to generate mock data
private generateMockSignals(): any[] {
if (!this.strategy) return [];
const signals = [];
const actions = ['BUY', 'SELL', 'HOLD'];
const now = new Date();
for (let i = 0; i < 10; i++) {
const symbol = this.strategy.symbols[Math.floor(Math.random() * this.strategy.symbols.length)];
const action = actions[Math.floor(Math.random() * actions.length)];
signals.push({
id: `sig_${i}`,
symbol,
action,
confidence: 0.7 + Math.random() * 0.3,
price: 100 + Math.random() * 50,
timestamp: new Date(now.getTime() - i * 1000 * 60 * 30), // 30 min intervals
quantity: Math.floor(10 + Math.random() * 90)
});
}
return signals;
}
private generateMockTrades(): any[] {
if (!this.strategy) return [];
const trades = [];
const now = new Date();
for (let i = 0; i < 10; i++) {
const symbol = this.strategy.symbols[Math.floor(Math.random() * this.strategy.symbols.length)];
const entryPrice = 100 + Math.random() * 50;
const exitPrice = entryPrice * (1 + (Math.random() * 0.1 - 0.05)); // -5% to +5%
const quantity = Math.floor(10 + Math.random() * 90);
const pnl = (exitPrice - entryPrice) * quantity;
trades.push({
id: `trade_${i}`,
symbol,
entryPrice,
entryTime: new Date(now.getTime() - (i + 5) * 1000 * 60 * 60), // Hourly intervals
exitPrice,
exitTime: new Date(now.getTime() - i * 1000 * 60 * 60),
quantity,
pnl,
pnlPercent: ((exitPrice - entryPrice) / entryPrice) * 100
});
}
return trades;
}
}

196
apps/dashboard/src/app/services/api.service.ts
View file

@ -1,98 +1,98 @@
import { Injectable } from '@angular/core';
import { HttpClient } from '@angular/common/http';
import { Observable } from 'rxjs';
export interface RiskThresholds {
maxPositionSize: number;
maxDailyLoss: number;
maxPortfolioRisk: number;
volatilityLimit: number;
}
export interface RiskEvaluation {
symbol: string;
positionValue: number;
positionRisk: number;
violations: string[];
riskLevel: 'LOW' | 'MEDIUM' | 'HIGH';
}
export interface MarketData {
symbol: string;
price: number;
change: number;
changePercent: number;
volume: number;
timestamp: string;
}
@Injectable({
providedIn: 'root'
})
export class ApiService {
private readonly baseUrls = {
riskGuardian: 'http://localhost:3002',
strategyOrchestrator: 'http://localhost:3003',
marketDataGateway: 'http://localhost:3001'
};
constructor(private http: HttpClient) {}
// Risk Guardian API
getRiskThresholds(): Observable<{ success: boolean; data: RiskThresholds }> {
return this.http.get<{ success: boolean; data: RiskThresholds }>(
`${this.baseUrls.riskGuardian}/api/risk/thresholds`
);
}
updateRiskThresholds(thresholds: RiskThresholds): Observable<{ success: boolean; data: RiskThresholds }> {
return this.http.put<{ success: boolean; data: RiskThresholds }>(
`${this.baseUrls.riskGuardian}/api/risk/thresholds`,
thresholds
);
}
evaluateRisk(params: {
symbol: string;
quantity: number;
price: number;
portfolioValue: number;
}): Observable<{ success: boolean; data: RiskEvaluation }> {
return this.http.post<{ success: boolean; data: RiskEvaluation }>(
`${this.baseUrls.riskGuardian}/api/risk/evaluate`,
params
);
}
getRiskHistory(): Observable<{ success: boolean; data: RiskEvaluation[] }> {
return this.http.get<{ success: boolean; data: RiskEvaluation[] }>(
`${this.baseUrls.riskGuardian}/api/risk/history`
);
}
// Strategy Orchestrator API
getStrategies(): Observable<{ success: boolean; data: any[] }> {
return this.http.get<{ success: boolean; data: any[] }>(
`${this.baseUrls.strategyOrchestrator}/api/strategies`
);
}
createStrategy(strategy: any): Observable<{ success: boolean; data: any }> {
return this.http.post<{ success: boolean; data: any }>(
`${this.baseUrls.strategyOrchestrator}/api/strategies`,
strategy
);
}
// Market Data Gateway API
getMarketData(symbols: string[] = ['AAPL', 'GOOGL', 'MSFT', 'TSLA', 'AMZN']): Observable<{ success: boolean; data: MarketData[] }> {
const symbolsParam = symbols.join(',');
return this.http.get<{ success: boolean; data: MarketData[] }>(
`${this.baseUrls.marketDataGateway}/api/market-data?symbols=${symbolsParam}`
);
}
// Health checks
checkServiceHealth(service: 'riskGuardian' | 'strategyOrchestrator' | 'marketDataGateway'): Observable<any> {
return this.http.get(`${this.baseUrls[service]}/health`);
}
}
import { Injectable } from '@angular/core';
import { HttpClient } from '@angular/common/http';
import { Observable } from 'rxjs';
export interface RiskThresholds {
maxPositionSize: number;
maxDailyLoss: number;
maxPortfolioRisk: number;
volatilityLimit: number;
}
export interface RiskEvaluation {
symbol: string;
positionValue: number;
positionRisk: number;
violations: string[];
riskLevel: 'LOW' | 'MEDIUM' | 'HIGH';
}
export interface MarketData {
symbol: string;
price: number;
change: number;
changePercent: number;
volume: number;
timestamp: string;
}
@Injectable({
providedIn: 'root'
})
export class ApiService {
private readonly baseUrls = {
riskGuardian: 'http://localhost:3002',
strategyOrchestrator: 'http://localhost:3003',
marketDataGateway: 'http://localhost:3001'
};
constructor(private http: HttpClient) {}
// Risk Guardian API
getRiskThresholds(): Observable<{ success: boolean; data: RiskThresholds }> {
return this.http.get<{ success: boolean; data: RiskThresholds }>(
`${this.baseUrls.riskGuardian}/api/risk/thresholds`
);
}
updateRiskThresholds(thresholds: RiskThresholds): Observable<{ success: boolean; data: RiskThresholds }> {
return this.http.put<{ success: boolean; data: RiskThresholds }>(
`${this.baseUrls.riskGuardian}/api/risk/thresholds`,
thresholds
);
}
evaluateRisk(params: {
symbol: string;
quantity: number;
price: number;
portfolioValue: number;
}): Observable<{ success: boolean; data: RiskEvaluation }> {
return this.http.post<{ success: boolean; data: RiskEvaluation }>(
`${this.baseUrls.riskGuardian}/api/risk/evaluate`,
params
);
}
getRiskHistory(): Observable<{ success: boolean; data: RiskEvaluation[] }> {
return this.http.get<{ success: boolean; data: RiskEvaluation[] }>(
`${this.baseUrls.riskGuardian}/api/risk/history`
);
}
// Strategy Orchestrator API
getStrategies(): Observable<{ success: boolean; data: any[] }> {
return this.http.get<{ success: boolean; data: any[] }>(
`${this.baseUrls.strategyOrchestrator}/api/strategies`
);
}
createStrategy(strategy: any): Observable<{ success: boolean; data: any }> {
return this.http.post<{ success: boolean; data: any }>(
`${this.baseUrls.strategyOrchestrator}/api/strategies`,
strategy
);
}
// Market Data Gateway API
getMarketData(symbols: string[] = ['AAPL', 'GOOGL', 'MSFT', 'TSLA', 'AMZN']): Observable<{ success: boolean; data: MarketData[] }> {
const symbolsParam = symbols.join(',');
return this.http.get<{ success: boolean; data: MarketData[] }>(
`${this.baseUrls.marketDataGateway}/api/market-data?symbols=${symbolsParam}`
);
}
// Health checks
checkServiceHealth(service: 'riskGuardian' | 'strategyOrchestrator' | 'marketDataGateway'): Observable<any> {
return this.http.get(`${this.baseUrls[service]}/health`);
}
}

386
apps/dashboard/src/app/services/notification.service.ts
View file

@ -1,193 +1,193 @@
import { Injectable, signal, inject } from '@angular/core';
import { MatSnackBar } from '@angular/material/snack-bar';
import { WebSocketService, RiskAlert } from './websocket.service';
import { Subscription } from 'rxjs';
export interface Notification {
id: string;
type: 'info' | 'warning' | 'error' | 'success';
title: string;
message: string;
timestamp: Date;
read: boolean;
}
@Injectable({
providedIn: 'root'
})
export class NotificationService {
private snackBar = inject(MatSnackBar);
private webSocketService = inject(WebSocketService);
private riskAlertsSubscription?: Subscription;
// Reactive state
public notifications = signal<Notification[]>([]);
public unreadCount = signal<number>(0);
constructor() {
this.initializeRiskAlerts();
}
private initializeRiskAlerts() {
// Subscribe to risk alerts from WebSocket
this.riskAlertsSubscription = this.webSocketService.getRiskAlerts().subscribe({
next: (alert: RiskAlert) => {
this.handleRiskAlert(alert);
},
error: (err) => {
console.error('Risk alert subscription error:', err);
}
});
}
private handleRiskAlert(alert: RiskAlert) {
const notification: Notification = {
id: alert.id,
type: this.mapSeverityToType(alert.severity),
title: `Risk Alert: ${alert.symbol}`,
message: alert.message,
timestamp: new Date(alert.timestamp),
read: false
};
this.addNotification(notification);
this.showSnackBarAlert(notification);
}
private mapSeverityToType(severity: string): 'info' | 'warning' | 'error' | 'success' {
switch (severity) {
case 'HIGH': return 'error';
case 'MEDIUM': return 'warning';
case 'LOW': return 'info';
default: return 'info';
}
}
private showSnackBarAlert(notification: Notification) {
const actionText = notification.type === 'error' ? 'Review' : 'Dismiss';
const duration = notification.type === 'error' ? 10000 : 5000;
this.snackBar.open(
`${notification.title}: ${notification.message}`,
actionText,
{
duration,
panelClass: [`snack-${notification.type}`]
}
);
}
// Public methods
addNotification(notification: Notification) {
const current = this.notifications();
const updated = [notification, ...current].slice(0, 50); // Keep only latest 50
this.notifications.set(updated);
this.updateUnreadCount();
}
markAsRead(notificationId: string) {
const current = this.notifications();
const updated = current.map(n =>
n.id === notificationId ? { ...n, read: true } : n
);
this.notifications.set(updated);
this.updateUnreadCount();
}
markAllAsRead() {
const current = this.notifications();
const updated = current.map(n => ({ ...n, read: true }));
this.notifications.set(updated);
this.updateUnreadCount();
}
clearNotification(notificationId: string) {
const current = this.notifications();
const updated = current.filter(n => n.id !== notificationId);
this.notifications.set(updated);
this.updateUnreadCount();
}
clearAllNotifications() {
this.notifications.set([]);
this.unreadCount.set(0);
}
private updateUnreadCount() {
const unread = this.notifications().filter(n => !n.read).length;
this.unreadCount.set(unread);
}
// Manual notification methods
showSuccess(title: string, message: string) {
const notification: Notification = {
id: this.generateId(),
type: 'success',
title,
message,
timestamp: new Date(),
read: false
};
this.addNotification(notification);
this.snackBar.open(`${title}: ${message}`, 'Dismiss', {
duration: 3000,
panelClass: ['snack-success']
});
}
showError(title: string, message: string) {
const notification: Notification = {
id: this.generateId(),
type: 'error',
title,
message,
timestamp: new Date(),
read: false
};
this.addNotification(notification);
this.snackBar.open(`${title}: ${message}`, 'Dismiss', {
duration: 8000,
panelClass: ['snack-error']
});
}
showWarning(title: string, message: string) {
const notification: Notification = {
id: this.generateId(),
type: 'warning',
title,
message,
timestamp: new Date(),
read: false
};
this.addNotification(notification);
this.snackBar.open(`${title}: ${message}`, 'Dismiss', {
duration: 5000,
panelClass: ['snack-warning']
});
}
showInfo(title: string, message: string) {
const notification: Notification = {
id: this.generateId(),
type: 'info',
title,
message,
timestamp: new Date(),
read: false
};
this.addNotification(notification);
this.snackBar.open(`${title}: ${message}`, 'Dismiss', {
duration: 4000,
panelClass: ['snack-info']
});
}
private generateId(): string {
return Date.now().toString(36) + Math.random().toString(36).substr(2);
}
ngOnDestroy() {
this.riskAlertsSubscription?.unsubscribe();
}
}
import { Injectable, signal, inject } from '@angular/core';
import { MatSnackBar } from '@angular/material/snack-bar';
import { WebSocketService, RiskAlert } from './websocket.service';
import { Subscription } from 'rxjs';
export interface Notification {
id: string;
type: 'info' | 'warning' | 'error' | 'success';
title: string;
message: string;
timestamp: Date;
read: boolean;
}
@Injectable({
providedIn: 'root'
})
export class NotificationService {
private snackBar = inject(MatSnackBar);
private webSocketService = inject(WebSocketService);
private riskAlertsSubscription?: Subscription;
// Reactive state
public notifications = signal<Notification[]>([]);
public unreadCount = signal<number>(0);
constructor() {
this.initializeRiskAlerts();
}
private initializeRiskAlerts() {
// Subscribe to risk alerts from WebSocket
this.riskAlertsSubscription = this.webSocketService.getRiskAlerts().subscribe({
next: (alert: RiskAlert) => {
this.handleRiskAlert(alert);
},
error: (err) => {
console.error('Risk alert subscription error:', err);
}
});
}
private handleRiskAlert(alert: RiskAlert) {
const notification: Notification = {
id: alert.id,
type: this.mapSeverityToType(alert.severity),
title: `Risk Alert: ${alert.symbol}`,
message: alert.message,
timestamp: new Date(alert.timestamp),
read: false
};
this.addNotification(notification);
this.showSnackBarAlert(notification);
}
private mapSeverityToType(severity: string): 'info' | 'warning' | 'error' | 'success' {
switch (severity) {
case 'HIGH': return 'error';
case 'MEDIUM': return 'warning';
case 'LOW': return 'info';
default: return 'info';
}
}
private showSnackBarAlert(notification: Notification) {
const actionText = notification.type === 'error' ? 'Review' : 'Dismiss';
const duration = notification.type === 'error' ? 10000 : 5000;
this.snackBar.open(
`${notification.title}: ${notification.message}`,
actionText,
{
duration,
panelClass: [`snack-${notification.type}`]
}
);
}
// Public methods
addNotification(notification: Notification) {
const current = this.notifications();
const updated = [notification, ...current].slice(0, 50); // Keep only latest 50
this.notifications.set(updated);
this.updateUnreadCount();
}
markAsRead(notificationId: string) {
const current = this.notifications();
const updated = current.map(n =>
n.id === notificationId ? { ...n, read: true } : n
);
this.notifications.set(updated);
this.updateUnreadCount();
}
markAllAsRead() {
const current = this.notifications();
const updated = current.map(n => ({ ...n, read: true }));
this.notifications.set(updated);
this.updateUnreadCount();
}
clearNotification(notificationId: string) {
const current = this.notifications();
const updated = current.filter(n => n.id !== notificationId);
this.notifications.set(updated);
this.updateUnreadCount();
}
clearAllNotifications() {
this.notifications.set([]);
this.unreadCount.set(0);
}
private updateUnreadCount() {
const unread = this.notifications().filter(n => !n.read).length;
this.unreadCount.set(unread);
}
// Manual notification methods
showSuccess(title: string, message: string) {
const notification: Notification = {
id: this.generateId(),
type: 'success',
title,
message,
timestamp: new Date(),
read: false
};
this.addNotification(notification);
this.snackBar.open(`${title}: ${message}`, 'Dismiss', {
duration: 3000,
panelClass: ['snack-success']
});
}
showError(title: string, message: string) {
const notification: Notification = {
id: this.generateId(),
type: 'error',
title,
message,
timestamp: new Date(),
read: false
};
this.addNotification(notification);
this.snackBar.open(`${title}: ${message}`, 'Dismiss', {
duration: 8000,
panelClass: ['snack-error']
});
}
showWarning(title: string, message: string) {
const notification: Notification = {
id: this.generateId(),
type: 'warning',
title,
message,
timestamp: new Date(),
read: false
};
this.addNotification(notification);
this.snackBar.open(`${title}: ${message}`, 'Dismiss', {
duration: 5000,
panelClass: ['snack-warning']
});
}
showInfo(title: string, message: string) {
const notification: Notification = {
id: this.generateId(),
type: 'info',
title,
message,
timestamp: new Date(),
read: false
};
this.addNotification(notification);
this.snackBar.open(`${title}: ${message}`, 'Dismiss', {
duration: 4000,
panelClass: ['snack-info']
});
}
private generateId(): string {
return Date.now().toString(36) + Math.random().toString(36).substr(2);
}
ngOnDestroy() {
this.riskAlertsSubscription?.unsubscribe();
}
}

418
apps/dashboard/src/app/services/strategy.service.ts
View file

@ -1,209 +1,209 @@
import { Injectable } from '@angular/core';
import { HttpClient } from '@angular/common/http';
import { Observable } from 'rxjs';
export interface TradingStrategy {
id: string;
name: string;
description: string;
status: 'ACTIVE' | 'INACTIVE' | 'PAUSED' | 'ERROR';
type: string;
symbols: string[];
parameters: Record<string, any>;
performance: {
totalTrades: number;
winRate: number;
totalReturn: number;
sharpeRatio: number;
maxDrawdown: number;
};
createdAt: Date;
updatedAt: Date;
}
export interface BacktestRequest {
strategyType: string;
strategyParams: Record<string, any>;
symbols: string[];
startDate: Date | string;
endDate: Date | string;
initialCapital: number;
dataResolution: '1m' | '5m' | '15m' | '30m' | '1h' | '4h' | '1d';
commission: number;
slippage: number;
mode: 'event' | 'vector';
}
export interface BacktestResult {
strategyId: string;
startDate: Date;
endDate: Date;
duration: number;
initialCapital: number;
finalCapital: number;
totalReturn: number;
annualizedReturn: number;
sharpeRatio: number;
maxDrawdown: number;
maxDrawdownDuration: number;
winRate: number;
totalTrades: number;
winningTrades: number;
losingTrades: number;
averageWinningTrade: number;
averageLosingTrade: number;
profitFactor: number;
dailyReturns: Array<{ date: Date; return: number }>;
trades: Array<{
symbol: string;
entryTime: Date;
entryPrice: number;
exitTime: Date;
exitPrice: number;
quantity: number;
pnl: number;
pnlPercent: number;
}>;
// Advanced metrics
sortinoRatio?: number;
calmarRatio?: number;
omegaRatio?: number;
cagr?: number;
volatility?: number;
ulcerIndex?: number;
}
interface ApiResponse<T> {
success: boolean;
data: T;
error?: string;
}
@Injectable({
providedIn: 'root'
})
export class StrategyService {
private apiBaseUrl = '/api'; // Will be proxied to the correct backend endpoint
constructor(private http: HttpClient) { }
// Strategy Management
getStrategies(): Observable<ApiResponse<TradingStrategy[]>> {
return this.http.get<ApiResponse<TradingStrategy[]>>(`${this.apiBaseUrl}/strategies`);
}
getStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
return this.http.get<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}`);
}
createStrategy(strategy: Partial<TradingStrategy>): Observable<ApiResponse<TradingStrategy>> {
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies`, strategy);
}
updateStrategy(id: string, updates: Partial<TradingStrategy>): Observable<ApiResponse<TradingStrategy>> {
return this.http.put<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}`, updates);
}
startStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}/start`, {});
}
stopStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}/stop`, {});
}
pauseStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}/pause`, {});
}
// Backtest Management
getStrategyTypes(): Observable<ApiResponse<string[]>> {
return this.http.get<ApiResponse<string[]>>(`${this.apiBaseUrl}/strategy-types`);
}
getStrategyParameters(type: string): Observable<ApiResponse<Record<string, any>>> {
return this.http.get<ApiResponse<Record<string, any>>>(`${this.apiBaseUrl}/strategy-parameters/${type}`);
}
runBacktest(request: BacktestRequest): Observable<ApiResponse<BacktestResult>> {
return this.http.post<ApiResponse<BacktestResult>>(`${this.apiBaseUrl}/backtest`, request);
}
getBacktestResult(id: string): Observable<ApiResponse<BacktestResult>> {
return this.http.get<ApiResponse<BacktestResult>>(`${this.apiBaseUrl}/backtest/${id}`);
}
optimizeStrategy(
baseRequest: BacktestRequest,
parameterGrid: Record<string, any[]>
): Observable<ApiResponse<Array<BacktestResult & { parameters: Record<string, any> }>>> {
return this.http.post<ApiResponse<Array<BacktestResult & { parameters: Record<string, any> }>>>(
`${this.apiBaseUrl}/backtest/optimize`,
{ baseRequest, parameterGrid }
);
}
// Strategy Signals and Trades
getStrategySignals(strategyId: string): Observable<ApiResponse<Array<{
id: string;
strategyId: string;
symbol: string;
action: string;
price: number;
quantity: number;
timestamp: Date;
confidence: number;
metadata?: any;
}>>> {
return this.http.get<ApiResponse<any[]>>(`${this.apiBaseUrl}/strategies/${strategyId}/signals`);
}
getStrategyTrades(strategyId: string): Observable<ApiResponse<Array<{
id: string;
strategyId: string;
symbol: string;
entryPrice: number;
entryTime: Date;
exitPrice: number;
exitTime: Date;
quantity: number;
pnl: number;
pnlPercent: number;
}>>> {
return this.http.get<ApiResponse<any[]>>(`${this.apiBaseUrl}/strategies/${strategyId}/trades`);
}
// Helper methods for common transformations
formatBacktestRequest(formData: any): BacktestRequest {
// Handle date formatting and parameter conversion
return {
...formData,
startDate: formData.startDate instanceof Date ? formData.startDate.toISOString() : formData.startDate,
endDate: formData.endDate instanceof Date ? formData.endDate.toISOString() : formData.endDate,
strategyParams: this.convertParameterTypes(formData.strategyType, formData.strategyParams)
};
}
private convertParameterTypes(strategyType: string, params: Record<string, any>): Record<string, any> {
// Convert string parameters to correct types based on strategy requirements
const result: Record<string, any> = {};
for (const [key, value] of Object.entries(params)) {
if (typeof value === 'string') {
// Try to convert to number if it looks like a number
if (!isNaN(Number(value))) {
result[key] = Number(value);
} else if (value.toLowerCase() === 'true') {
result[key] = true;
} else if (value.toLowerCase() === 'false') {
result[key] = false;
} else {
result[key] = value;
}
} else {
result[key] = value;
}
}
return result;
}
}
import { Injectable } from '@angular/core';
import { HttpClient } from '@angular/common/http';
import { Observable } from 'rxjs';
export interface TradingStrategy {
id: string;
name: string;
description: string;
status: 'ACTIVE' | 'INACTIVE' | 'PAUSED' | 'ERROR';
type: string;
symbols: string[];
parameters: Record<string, any>;
performance: {
totalTrades: number;
winRate: number;
totalReturn: number;
sharpeRatio: number;
maxDrawdown: number;
};
createdAt: Date;
updatedAt: Date;
}
export interface BacktestRequest {
strategyType: string;
strategyParams: Record<string, any>;
symbols: string[];
startDate: Date | string;
endDate: Date | string;
initialCapital: number;
dataResolution: '1m' | '5m' | '15m' | '30m' | '1h' | '4h' | '1d';
commission: number;
slippage: number;
mode: 'event' | 'vector';
}
export interface BacktestResult {
strategyId: string;
startDate: Date;
endDate: Date;
duration: number;
initialCapital: number;
finalCapital: number;
totalReturn: number;
annualizedReturn: number;
sharpeRatio: number;
maxDrawdown: number;
maxDrawdownDuration: number;
winRate: number;
totalTrades: number;
winningTrades: number;
losingTrades: number;
averageWinningTrade: number;
averageLosingTrade: number;
profitFactor: number;
dailyReturns: Array<{ date: Date; return: number }>;
trades: Array<{
symbol: string;
entryTime: Date;
entryPrice: number;
exitTime: Date;
exitPrice: number;
quantity: number;
pnl: number;
pnlPercent: number;
}>;
// Advanced metrics
sortinoRatio?: number;
calmarRatio?: number;
omegaRatio?: number;
cagr?: number;
volatility?: number;
ulcerIndex?: number;
}
interface ApiResponse<T> {
success: boolean;
data: T;
error?: string;
}
@Injectable({
providedIn: 'root'
})
export class StrategyService {
private apiBaseUrl = '/api'; // Will be proxied to the correct backend endpoint
constructor(private http: HttpClient) { }
// Strategy Management
getStrategies(): Observable<ApiResponse<TradingStrategy[]>> {
return this.http.get<ApiResponse<TradingStrategy[]>>(`${this.apiBaseUrl}/strategies`);
}
getStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
return this.http.get<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}`);
}
createStrategy(strategy: Partial<TradingStrategy>): Observable<ApiResponse<TradingStrategy>> {
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies`, strategy);
}
updateStrategy(id: string, updates: Partial<TradingStrategy>): Observable<ApiResponse<TradingStrategy>> {
return this.http.put<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}`, updates);
}
startStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}/start`, {});
}
stopStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}/stop`, {});
}
pauseStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}/pause`, {});
}
// Backtest Management
getStrategyTypes(): Observable<ApiResponse<string[]>> {
return this.http.get<ApiResponse<string[]>>(`${this.apiBaseUrl}/strategy-types`);
}
getStrategyParameters(type: string): Observable<ApiResponse<Record<string, any>>> {
return this.http.get<ApiResponse<Record<string, any>>>(`${this.apiBaseUrl}/strategy-parameters/${type}`);
}
runBacktest(request: BacktestRequest): Observable<ApiResponse<BacktestResult>> {
return this.http.post<ApiResponse<BacktestResult>>(`${this.apiBaseUrl}/backtest`, request);
}
getBacktestResult(id: string): Observable<ApiResponse<BacktestResult>> {
return this.http.get<ApiResponse<BacktestResult>>(`${this.apiBaseUrl}/backtest/${id}`);
}
optimizeStrategy(
baseRequest: BacktestRequest,
parameterGrid: Record<string, any[]>
): Observable<ApiResponse<Array<BacktestResult & { parameters: Record<string, any> }>>> {
return this.http.post<ApiResponse<Array<BacktestResult & { parameters: Record<string, any> }>>>(
`${this.apiBaseUrl}/backtest/optimize`,
{ baseRequest, parameterGrid }
);
}
// Strategy Signals and Trades
getStrategySignals(strategyId: string): Observable<ApiResponse<Array<{
id: string;
strategyId: string;
symbol: string;
action: string;
price: number;
quantity: number;
timestamp: Date;
confidence: number;
metadata?: any;
}>>> {
return this.http.get<ApiResponse<any[]>>(`${this.apiBaseUrl}/strategies/${strategyId}/signals`);
}
getStrategyTrades(strategyId: string): Observable<ApiResponse<Array<{
id: string;
strategyId: string;
symbol: string;
entryPrice: number;
entryTime: Date;
exitPrice: number;
exitTime: Date;
quantity: number;
pnl: number;
pnlPercent: number;
}>>> {
return this.http.get<ApiResponse<any[]>>(`${this.apiBaseUrl}/strategies/${strategyId}/trades`);
}
// Helper methods for common transformations
formatBacktestRequest(formData: any): BacktestRequest {
// Handle date formatting and parameter conversion
return {
...formData,
startDate: formData.startDate instanceof Date ? formData.startDate.toISOString() : formData.startDate,
endDate: formData.endDate instanceof Date ? formData.endDate.toISOString() : formData.endDate,
strategyParams: this.convertParameterTypes(formData.strategyType, formData.strategyParams)
};
}
private convertParameterTypes(strategyType: string, params: Record<string, any>): Record<string, any> {
// Convert string parameters to correct types based on strategy requirements
const result: Record<string, any> = {};
for (const [key, value] of Object.entries(params)) {
if (typeof value === 'string') {
// Try to convert to number if it looks like a number
if (!isNaN(Number(value))) {
result[key] = Number(value);
} else if (value.toLowerCase() === 'true') {
result[key] = true;
} else if (value.toLowerCase() === 'false') {
result[key] = false;
} else {
result[key] = value;
}
} else {
result[key] = value;
}
}
return result;
}
}

436
apps/dashboard/src/app/services/websocket.service.ts
View file

@ -1,218 +1,218 @@
import { Injectable, signal } from '@angular/core';
import { BehaviorSubject, Observable, Subject } from 'rxjs';
import { filter, map } from 'rxjs/operators';
export interface WebSocketMessage {
type: string;
data: any;
timestamp: string;
}
export interface MarketDataUpdate {
symbol: string;
price: number;
change: number;
changePercent: number;
volume: number;
timestamp: string;
}
export interface RiskAlert {
id: string;
symbol: string;
alertType: 'POSITION_LIMIT' | 'DAILY_LOSS' | 'VOLATILITY' | 'PORTFOLIO_RISK';
message: string;
severity: 'LOW' | 'MEDIUM' | 'HIGH';
timestamp: string;
}
@Injectable({
providedIn: 'root'
})
export class WebSocketService {
private readonly WS_ENDPOINTS = {
marketData: 'ws://localhost:3001/ws',
riskGuardian: 'ws://localhost:3002/ws',
strategyOrchestrator: 'ws://localhost:3003/ws'
};
private connections = new Map<string, WebSocket>();
private messageSubjects = new Map<string, Subject<WebSocketMessage>>();
// Connection status signals
public isConnected = signal<boolean>(false);
public connectionStatus = signal<{ [key: string]: boolean }>({
marketData: false,
riskGuardian: false,
strategyOrchestrator: false
});
constructor() {
this.initializeConnections();
}
private initializeConnections() {
// Initialize WebSocket connections for all services
Object.entries(this.WS_ENDPOINTS).forEach(([service, url]) => {
this.connect(service, url);
});
}
private connect(serviceName: string, url: string) {
try {
const ws = new WebSocket(url);
const messageSubject = new Subject<WebSocketMessage>();
ws.onopen = () => {
console.log(`Connected to ${serviceName} WebSocket`);
this.updateConnectionStatus(serviceName, true);
};
ws.onmessage = (event) => {
try {
const message: WebSocketMessage = JSON.parse(event.data);
messageSubject.next(message);
} catch (error) {
console.error(`Failed to parse WebSocket message from ${serviceName}:`, error);
}
};
ws.onclose = () => {
console.log(`Disconnected from ${serviceName} WebSocket`);
this.updateConnectionStatus(serviceName, false);
// Attempt to reconnect after 5 seconds
setTimeout(() => {
this.connect(serviceName, url);
}, 5000);
};
ws.onerror = (error) => {
console.error(`WebSocket error for ${serviceName}:`, error);
this.updateConnectionStatus(serviceName, false);
};
this.connections.set(serviceName, ws);
this.messageSubjects.set(serviceName, messageSubject);
} catch (error) {
console.error(`Failed to connect to ${serviceName} WebSocket:`, error);
this.updateConnectionStatus(serviceName, false);
}
}
private updateConnectionStatus(serviceName: string, isConnected: boolean) {
const currentStatus = this.connectionStatus();
const newStatus = { ...currentStatus, [serviceName]: isConnected };
this.connectionStatus.set(newStatus);
// Update overall connection status
const overallConnected = Object.values(newStatus).some(status => status);
this.isConnected.set(overallConnected);
}
// Market Data Updates
getMarketDataUpdates(): Observable<MarketDataUpdate> {
const subject = this.messageSubjects.get('marketData');
if (!subject) {
throw new Error('Market data WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message => message.type === 'market_data_update'),
map(message => message.data as MarketDataUpdate)
);
}
// Risk Alerts
getRiskAlerts(): Observable<RiskAlert> {
const subject = this.messageSubjects.get('riskGuardian');
if (!subject) {
throw new Error('Risk Guardian WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message => message.type === 'risk_alert'),
map(message => message.data as RiskAlert)
);
}
// Strategy Updates
getStrategyUpdates(): Observable<any> {
const subject = this.messageSubjects.get('strategyOrchestrator');
if (!subject) {
throw new Error('Strategy Orchestrator WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message => message.type === 'strategy_update'),
map(message => message.data)
);
}
// Strategy Signals
getStrategySignals(strategyId?: string): Observable<any> {
const subject = this.messageSubjects.get('strategyOrchestrator');
if (!subject) {
throw new Error('Strategy Orchestrator WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message =>
message.type === 'strategy_signal' &&
(!strategyId || message.data.strategyId === strategyId)
),
map(message => message.data)
);
}
// Strategy Trades
getStrategyTrades(strategyId?: string): Observable<any> {
const subject = this.messageSubjects.get('strategyOrchestrator');
if (!subject) {
throw new Error('Strategy Orchestrator WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message =>
message.type === 'strategy_trade' &&
(!strategyId || message.data.strategyId === strategyId)
),
map(message => message.data)
);
}
// All strategy-related messages, useful for components that need all types
getAllStrategyMessages(): Observable<WebSocketMessage> {
const subject = this.messageSubjects.get('strategyOrchestrator');
if (!subject) {
throw new Error('Strategy Orchestrator WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message =>
message.type.startsWith('strategy_')
)
);
}
// Send messages
sendMessage(serviceName: string, message: any) {
const ws = this.connections.get(serviceName);
if (ws && ws.readyState === WebSocket.OPEN) {
ws.send(JSON.stringify(message));
} else {
console.warn(`Cannot send message to ${serviceName}: WebSocket not connected`);
}
}
// Cleanup
disconnect() {
this.connections.forEach((ws, serviceName) => {
if (ws.readyState === WebSocket.OPEN) {
ws.close();
}
});
this.connections.clear();
this.messageSubjects.clear();
}
}
import { Injectable, signal } from '@angular/core';
import { BehaviorSubject, Observable, Subject } from 'rxjs';
import { filter, map } from 'rxjs/operators';
export interface WebSocketMessage {
type: string;
data: any;
timestamp: string;
}
export interface MarketDataUpdate {
symbol: string;
price: number;
change: number;
changePercent: number;
volume: number;
timestamp: string;
}
export interface RiskAlert {
id: string;
symbol: string;
alertType: 'POSITION_LIMIT' | 'DAILY_LOSS' | 'VOLATILITY' | 'PORTFOLIO_RISK';
message: string;
severity: 'LOW' | 'MEDIUM' | 'HIGH';
timestamp: string;
}
@Injectable({
providedIn: 'root'
})
export class WebSocketService {
private readonly WS_ENDPOINTS = {
marketData: 'ws://localhost:3001/ws',
riskGuardian: 'ws://localhost:3002/ws',
strategyOrchestrator: 'ws://localhost:3003/ws'
};
private connections = new Map<string, WebSocket>();
private messageSubjects = new Map<string, Subject<WebSocketMessage>>();
// Connection status signals
public isConnected = signal<boolean>(false);
public connectionStatus = signal<{ [key: string]: boolean }>({
marketData: false,
riskGuardian: false,
strategyOrchestrator: false
});
constructor() {
this.initializeConnections();
}
private initializeConnections() {
// Initialize WebSocket connections for all services
Object.entries(this.WS_ENDPOINTS).forEach(([service, url]) => {
this.connect(service, url);
});
}
private connect(serviceName: string, url: string) {
try {
const ws = new WebSocket(url);
const messageSubject = new Subject<WebSocketMessage>();
ws.onopen = () => {
console.log(`Connected to ${serviceName} WebSocket`);
this.updateConnectionStatus(serviceName, true);
};
ws.onmessage = (event) => {
try {
const message: WebSocketMessage = JSON.parse(event.data);
messageSubject.next(message);
} catch (error) {
console.error(`Failed to parse WebSocket message from ${serviceName}:`, error);
}
};
ws.onclose = () => {
console.log(`Disconnected from ${serviceName} WebSocket`);
this.updateConnectionStatus(serviceName, false);
// Attempt to reconnect after 5 seconds
setTimeout(() => {
this.connect(serviceName, url);
}, 5000);
};
ws.onerror = (error) => {
console.error(`WebSocket error for ${serviceName}:`, error);
this.updateConnectionStatus(serviceName, false);
};
this.connections.set(serviceName, ws);
this.messageSubjects.set(serviceName, messageSubject);
} catch (error) {
console.error(`Failed to connect to ${serviceName} WebSocket:`, error);
this.updateConnectionStatus(serviceName, false);
}
}
private updateConnectionStatus(serviceName: string, isConnected: boolean) {
const currentStatus = this.connectionStatus();
const newStatus = { ...currentStatus, [serviceName]: isConnected };
this.connectionStatus.set(newStatus);
// Update overall connection status
const overallConnected = Object.values(newStatus).some(status => status);
this.isConnected.set(overallConnected);
}
// Market Data Updates
getMarketDataUpdates(): Observable<MarketDataUpdate> {
const subject = this.messageSubjects.get('marketData');
if (!subject) {
throw new Error('Market data WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message => message.type === 'market_data_update'),
map(message => message.data as MarketDataUpdate)
);
}
// Risk Alerts
getRiskAlerts(): Observable<RiskAlert> {
const subject = this.messageSubjects.get('riskGuardian');
if (!subject) {
throw new Error('Risk Guardian WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message => message.type === 'risk_alert'),
map(message => message.data as RiskAlert)
);
}
// Strategy Updates
getStrategyUpdates(): Observable<any> {
const subject = this.messageSubjects.get('strategyOrchestrator');
if (!subject) {
throw new Error('Strategy Orchestrator WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message => message.type === 'strategy_update'),
map(message => message.data)
);
}
// Strategy Signals
getStrategySignals(strategyId?: string): Observable<any> {
const subject = this.messageSubjects.get('strategyOrchestrator');
if (!subject) {
throw new Error('Strategy Orchestrator WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message =>
message.type === 'strategy_signal' &&
(!strategyId || message.data.strategyId === strategyId)
),
map(message => message.data)
);
}
// Strategy Trades
getStrategyTrades(strategyId?: string): Observable<any> {
const subject = this.messageSubjects.get('strategyOrchestrator');
if (!subject) {
throw new Error('Strategy Orchestrator WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message =>
message.type === 'strategy_trade' &&
(!strategyId || message.data.strategyId === strategyId)
),
map(message => message.data)
);
}
// All strategy-related messages, useful for components that need all types
getAllStrategyMessages(): Observable<WebSocketMessage> {
const subject = this.messageSubjects.get('strategyOrchestrator');
if (!subject) {
throw new Error('Strategy Orchestrator WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message =>
message.type.startsWith('strategy_')
)
);
}
// Send messages
sendMessage(serviceName: string, message: any) {
const ws = this.connections.get(serviceName);
if (ws && ws.readyState === WebSocket.OPEN) {
ws.send(JSON.stringify(message));
} else {
console.warn(`Cannot send message to ${serviceName}: WebSocket not connected`);
}
}
// Cleanup
disconnect() {
this.connections.forEach((ws, serviceName) => {
if (ws.readyState === WebSocket.OPEN) {
ws.close();
}
});
this.connections.clear();
this.messageSubjects.clear();
}
}

32
apps/dashboard/src/index.html
View file

@ -1,16 +1,16 @@
<!doctype html>
<html lang="en">
<head>
<meta charset="utf-8">
<title>Trading Dashboard</title>
<base href="/">
<meta name="viewport" content="width=device-width, initial-scale=1">
<link rel="icon" type="image/x-icon" href="favicon.ico">
<link href="https://fonts.googleapis.com/css2?family=Inter:wght@300;400;500;600;700&display=swap" rel="stylesheet">
<link href="https://fonts.googleapis.com/icon?family=Material+Icons" rel="stylesheet">
<link rel="preconnect" href="https://fonts.gstatic.com">
</head>
<body class="mat-typography">
<app-root></app-root>
</body>
</html>
<!doctype html>
<html lang="en">
<head>
<meta charset="utf-8">
<title>Trading Dashboard</title>
<base href="/">
<meta name="viewport" content="width=device-width, initial-scale=1">
<link rel="icon" type="image/x-icon" href="favicon.ico">
<link href="https://fonts.googleapis.com/css2?family=Inter:wght@300;400;500;600;700&display=swap" rel="stylesheet">
<link href="https://fonts.googleapis.com/icon?family=Material+Icons" rel="stylesheet">
<link rel="preconnect" href="https://fonts.gstatic.com">
</head>
<body class="mat-typography">
<app-root></app-root>
</body>
</html>

12
apps/dashboard/src/main.ts
View file

@ -1,6 +1,6 @@
import { bootstrapApplication } from '@angular/platform-browser';
import { appConfig } from './app/app.config';
import { App } from './app/app';
bootstrapApplication(App, appConfig)
.catch((err) => console.error(err));
import { bootstrapApplication } from '@angular/platform-browser';
import { appConfig } from './app/app.config';
import { App } from './app/app';
bootstrapApplication(App, appConfig)
.catch((err) => console.error(err));

178
apps/dashboard/src/styles.css
View file

@ -1,89 +1,89 @@
@import "tailwindcss";
/* Custom base styles */
html, body {
height: 100%;
margin: 0;
font-family: -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, Oxygen, Ubuntu, Cantarell, sans-serif;
background-color: #f9fafb;
}
/* Angular Material integration styles */
.mat-sidenav-container {
background-color: transparent;
}
.mat-sidenav {
border-radius: 0;
}
.mat-toolbar {
background-color: white;
color: #374151;
}
.mat-mdc-button.w-full {
width: 100%;
text-align: left;
justify-content: flex-start;
}
.mat-mdc-card {
border-radius: 8px;
box-shadow: 0 1px 3px 0 rgb(0 0 0 / 0.1), 0 1px 2px -1px rgb(0 0 0 / 0.1);
}
.mat-mdc-tab-group .mat-mdc-tab-header {
border-bottom: 1px solid #e5e7eb;
}
.mat-mdc-chip.chip-green {
background-color: #dcfce7 !important;
color: #166534 !important;
}
.mat-mdc-chip.chip-blue {
background-color: #dbeafe !important;
color: #1e40af !important;
}
.mat-mdc-table {
border-radius: 8px;
overflow: hidden;
}
.mat-mdc-header-row {
background-color: #f9fafb;
}
.mat-mdc-row:hover {
background-color: #f9fafb;
}
/* Dark mode overrides */
.dark .mat-toolbar {
background-color: #1f2937;
color: #f9fafb;
}
.dark .mat-mdc-tab-group .mat-mdc-tab-header {
border-bottom: 1px solid #4b5563;
}
.dark .mat-mdc-header-row {
background-color: #1f2937;
}
.dark .mat-mdc-row:hover {
background-color: #374151;
}
.dark .mat-mdc-card {
background-color: #1f2937;
color: #f9fafb;
}
.dark .mat-mdc-table {
background-color: #1f2937;
color: #f9fafb;
}
@import "tailwindcss";
/* Custom base styles */
html, body {
height: 100%;
margin: 0;
font-family: -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, Oxygen, Ubuntu, Cantarell, sans-serif;
background-color: #f9fafb;
}
/* Angular Material integration styles */
.mat-sidenav-container {
background-color: transparent;
}
.mat-sidenav {
border-radius: 0;
}
.mat-toolbar {
background-color: white;
color: #374151;
}
.mat-mdc-button.w-full {
width: 100%;
text-align: left;
justify-content: flex-start;
}
.mat-mdc-card {
border-radius: 8px;
box-shadow: 0 1px 3px 0 rgb(0 0 0 / 0.1), 0 1px 2px -1px rgb(0 0 0 / 0.1);
}
.mat-mdc-tab-group .mat-mdc-tab-header {
border-bottom: 1px solid #e5e7eb;
}
.mat-mdc-chip.chip-green {
background-color: #dcfce7 !important;
color: #166534 !important;
}
.mat-mdc-chip.chip-blue {
background-color: #dbeafe !important;
color: #1e40af !important;
}
.mat-mdc-table {
border-radius: 8px;
overflow: hidden;
}
.mat-mdc-header-row {
background-color: #f9fafb;
}
.mat-mdc-row:hover {
background-color: #f9fafb;
}
/* Dark mode overrides */
.dark .mat-toolbar {
background-color: #1f2937;
color: #f9fafb;
}
.dark .mat-mdc-tab-group .mat-mdc-tab-header {
border-bottom: 1px solid #4b5563;
}
.dark .mat-mdc-header-row {
background-color: #1f2937;
}
.dark .mat-mdc-row:hover {
background-color: #374151;
}
.dark .mat-mdc-card {
background-color: #1f2937;
color: #f9fafb;
}
.dark .mat-mdc-table {
background-color: #1f2937;
color: #f9fafb;
}

104
apps/dashboard/tailwind.config.js
View file

@ -1,52 +1,52 @@
/** @type {import('tailwindcss').Config} */
module.exports = {
content: [
"./src/**/*.{html,ts}",
],
theme: {
extend: {
colors: {
primary: {
50: '#eff6ff',
100: '#dbeafe',
200: '#bfdbfe',
300: '#93c5fd',
400: '#60a5fa',
500: '#3b82f6',
600: '#2563eb',
700: '#1d4ed8',
800: '#1e40af',
900: '#1e3a8a',
950: '#172554',
},
success: {
50: '#f0fdf4',
100: '#dcfce7',
200: '#bbf7d0',
300: '#86efac',
400: '#4ade80',
500: '#22c55e',
600: '#16a34a',
700: '#15803d',
800: '#166534',
900: '#14532d',
950: '#052e16',
},
danger: {
50: '#fef2f2',
100: '#fee2e2',
200: '#fecaca',
300: '#fca5a5',
400: '#f87171',
500: '#ef4444',
600: '#dc2626',
700: '#b91c1c',
800: '#991b1b',
900: '#7f1d1d',
950: '#450a0a',
},
},
},
},
plugins: [],
}
/** @type {import('tailwindcss').Config} */
module.exports = {
content: [
"./src/**/*.{html,ts}",
],
theme: {
extend: {
colors: {
primary: {
50: '#eff6ff',
100: '#dbeafe',
200: '#bfdbfe',
300: '#93c5fd',
400: '#60a5fa',
500: '#3b82f6',
600: '#2563eb',
700: '#1d4ed8',
800: '#1e40af',
900: '#1e3a8a',
950: '#172554',
},
success: {
50: '#f0fdf4',
100: '#dcfce7',
200: '#bbf7d0',
300: '#86efac',
400: '#4ade80',
500: '#22c55e',
600: '#16a34a',
700: '#15803d',
800: '#166534',
900: '#14532d',
950: '#052e16',
},
danger: {
50: '#fef2f2',
100: '#fee2e2',
200: '#fecaca',
300: '#fca5a5',
400: '#f87171',
500: '#ef4444',
600: '#dc2626',
700: '#b91c1c',
800: '#991b1b',
900: '#7f1d1d',
950: '#450a0a',
},
},
},
},
plugins: [],
}

30
apps/dashboard/tsconfig.app.json
View file

@ -1,15 +1,15 @@
/* To learn more about Typescript configuration file: https://www.typescriptlang.org/docs/handbook/tsconfig-json.html. */
/* To learn more about Angular compiler options: https://angular.dev/reference/configs/angular-compiler-options. */
{
"extends": "./tsconfig.json",
"compilerOptions": {
"outDir": "./out-tsc/app",
"types": []
},
"include": [
"src/**/*.ts"
],
"exclude": [
"src/**/*.spec.ts"
]
}
/* To learn more about Typescript configuration file: https://www.typescriptlang.org/docs/handbook/tsconfig-json.html. */
/* To learn more about Angular compiler options: https://angular.dev/reference/configs/angular-compiler-options. */
{
"extends": "./tsconfig.json",
"compilerOptions": {
"outDir": "./out-tsc/app",
"types": []
},
"include": [
"src/**/*.ts"
],
"exclude": [
"src/**/*.spec.ts"
]
}

64
apps/dashboard/tsconfig.json
View file

@ -1,32 +1,32 @@
/* To learn more about Typescript configuration file: https://www.typescriptlang.org/docs/handbook/tsconfig-json.html. */
/* To learn more about Angular compiler options: https://angular.dev/reference/configs/angular-compiler-options. */
{
"extends": "../../tsconfig.json",
"compileOnSave": false,
"compilerOptions": {
"noImplicitOverride": true,
"noPropertyAccessFromIndexSignature": true,
"noImplicitReturns": true,
"noFallthroughCasesInSwitch": true,
"isolatedModules": true,
"experimentalDecorators": true,
"importHelpers": true,
"module": "preserve"
},
"angularCompilerOptions": {
"enableI18nLegacyMessageIdFormat": false,
"strictInjectionParameters": true,
"strictInputAccessModifiers": true,
"typeCheckHostBindings": true,
"strictTemplates": true
},
"files": [],
"references": [
{
"path": "./tsconfig.app.json"
},
{
"path": "./tsconfig.spec.json"
}
]
}
/* To learn more about Typescript configuration file: https://www.typescriptlang.org/docs/handbook/tsconfig-json.html. */
/* To learn more about Angular compiler options: https://angular.dev/reference/configs/angular-compiler-options. */
{
"extends": "../../tsconfig.json",
"compileOnSave": false,
"compilerOptions": {
"noImplicitOverride": true,
"noPropertyAccessFromIndexSignature": true,
"noImplicitReturns": true,
"noFallthroughCasesInSwitch": true,
"isolatedModules": true,
"experimentalDecorators": true,
"importHelpers": true,
"module": "preserve"
},
"angularCompilerOptions": {
"enableI18nLegacyMessageIdFormat": false,
"strictInjectionParameters": true,
"strictInputAccessModifiers": true,
"typeCheckHostBindings": true,
"strictTemplates": true
},
"files": [],
"references": [
{
"path": "./tsconfig.app.json"
},
{
"path": "./tsconfig.spec.json"
}
]
}

28
apps/dashboard/tsconfig.spec.json
View file

@ -1,14 +1,14 @@
/* To learn more about Typescript configuration file: https://www.typescriptlang.org/docs/handbook/tsconfig-json.html. */
/* To learn more about Angular compiler options: https://angular.dev/reference/configs/angular-compiler-options. */
{
"extends": "./tsconfig.json",
"compilerOptions": {
"outDir": "./out-tsc/spec",
"types": [
"jasmine"
]
},
"include": [
"src/**/*.ts"
]
}
/* To learn more about Typescript configuration file: https://www.typescriptlang.org/docs/handbook/tsconfig-json.html. */
/* To learn more about Angular compiler options: https://angular.dev/reference/configs/angular-compiler-options. */
{
"extends": "./tsconfig.json",
"compilerOptions": {
"outDir": "./out-tsc/spec",
"types": [
"jasmine"
]
},
"include": [
"src/**/*.ts"
]
}

516
apps/data-service/src/index.ts
View file

@ -1,258 +1,258 @@
/**
* Data Service - Combined live and historical data ingestion with queue-based architecture
*/
import { getLogger } from '@stock-bot/logger';
import { loadEnvVariables } from '@stock-bot/config';
import { Hono } from 'hono';
import { serve } from '@hono/node-server';
import { queueManager } from './services/queue.service';
// Load environment variables
loadEnvVariables();
const app = new Hono();
const logger = getLogger('data-service');
const PORT = parseInt(process.env.DATA_SERVICE_PORT || '3002');
// Health check endpoint
app.get('/health', (c) => {
return c.json({
service: 'data-service',
status: 'healthy',
timestamp: new Date().toISOString(),
queue: {
status: 'running',
workers: queueManager.getWorkerCount()
}
});
});
// Queue management endpoints
app.get('/api/queue/status', async (c) => {
try {
const status = await queueManager.getQueueStatus();
return c.json({ status: 'success', data: status });
} catch (error) {
logger.error('Failed to get queue status', { error });
return c.json({ status: 'error', message: 'Failed to get queue status' }, 500);
}
});
app.post('/api/queue/job', async (c) => {
try {
const jobData = await c.req.json();
const job = await queueManager.addJob(jobData);
return c.json({ status: 'success', jobId: job.id });
} catch (error) {
logger.error('Failed to add job', { error });
return c.json({ status: 'error', message: 'Failed to add job' }, 500);
}
});
// Market data endpoints
app.get('/api/live/:symbol', async (c) => {
const symbol = c.req.param('symbol');
logger.info('Live data request', { symbol });
try { // Queue job for live data using Yahoo provider
const job = await queueManager.addJob({
type: 'market-data-live',
service: 'market-data',
provider: 'yahoo-finance',
operation: 'live-data',
payload: { symbol }
});
return c.json({
status: 'success',
message: 'Live data job queued',
jobId: job.id,
symbol
});
} catch (error) {
logger.error('Failed to queue live data job', { symbol, error });
return c.json({ status: 'error', message: 'Failed to queue live data job' }, 500);
}
});
app.get('/api/historical/:symbol', async (c) => {
const symbol = c.req.param('symbol');
const from = c.req.query('from');
const to = c.req.query('to');
logger.info('Historical data request', { symbol, from, to });
try {
const fromDate = from ? new Date(from) : new Date(Date.now() - 30 * 24 * 60 * 60 * 1000); // 30 days ago
const toDate = to ? new Date(to) : new Date(); // Now
// Queue job for historical data using Yahoo provider
const job = await queueManager.addJob({
type: 'market-data-historical',
service: 'market-data',
provider: 'yahoo-finance',
operation: 'historical-data',
payload: {
symbol,
from: fromDate.toISOString(),
to: toDate.toISOString()
}
}); return c.json({
status: 'success',
message: 'Historical data job queued',
jobId: job.id,
symbol,
from: fromDate,
to: toDate
});
} catch (error) {
logger.error('Failed to queue historical data job', { symbol, from, to, error });
return c.json({ status: 'error', message: 'Failed to queue historical data job' }, 500); }
});
// Proxy management endpoints
app.post('/api/proxy/fetch', async (c) => {
try {
const job = await queueManager.addJob({
type: 'proxy-fetch',
service: 'proxy',
provider: 'proxy-service',
operation: 'fetch-and-check',
payload: {},
priority: 5
});
return c.json({
status: 'success',
jobId: job.id,
message: 'Proxy fetch job queued'
});
} catch (error) {
logger.error('Failed to queue proxy fetch', { error });
return c.json({ status: 'error', message: 'Failed to queue proxy fetch' }, 500);
}
});
app.post('/api/proxy/check', async (c) => {
try {
const { proxies } = await c.req.json();
const job = await queueManager.addJob({
type: 'proxy-check',
service: 'proxy',
provider: 'proxy-service',
operation: 'check-specific',
payload: { proxies },
priority: 8
});
return c.json({
status: 'success',
jobId: job.id,
message: `Proxy check job queued for ${proxies.length} proxies`
});
} catch (error) {
logger.error('Failed to queue proxy check', { error });
return c.json({ status: 'error', message: 'Failed to queue proxy check' }, 500);
}
});
// Get proxy stats via queue
app.get('/api/proxy/stats', async (c) => {
try {
const job = await queueManager.addJob({
type: 'proxy-stats',
service: 'proxy',
provider: 'proxy-service',
operation: 'get-stats',
payload: {},
priority: 3
});
return c.json({
status: 'success',
jobId: job.id,
message: 'Proxy stats job queued'
});
} catch (error) {
logger.error('Failed to queue proxy stats', { error });
return c.json({ status: 'error', message: 'Failed to queue proxy stats' }, 500);
}
});
// Provider registry endpoints
app.get('/api/providers', async (c) => {
try {
const providers = queueManager.getRegisteredProviders();
return c.json({ status: 'success', providers });
} catch (error) {
logger.error('Failed to get providers', { error });
return c.json({ status: 'error', message: 'Failed to get providers' }, 500);
}
});
// Add new endpoint to see scheduled jobs
app.get('/api/scheduled-jobs', async (c) => {
try {
const jobs = queueManager.getScheduledJobsInfo();
return c.json({
status: 'success',
count: jobs.length,
jobs
});
} catch (error) {
logger.error('Failed to get scheduled jobs info', { error });
return c.json({ status: 'error', message: 'Failed to get scheduled jobs' }, 500);
}
});
// Initialize services
async function initializeServices() {
logger.info('Initializing data service...');
try {
// Initialize queue service
await queueManager.initialize();
logger.info('Queue service initialized');
logger.info('All services initialized successfully');
} catch (error) {
logger.error('Failed to initialize services', { error });
throw error;
}
}
// Start server
async function startServer() {
await initializeServices();
serve({
fetch: app.fetch,
port: PORT,
});
logger.info(`Data Service started on port ${PORT}`);
logger.info('Available endpoints:');
logger.info(' GET /health - Health check');
logger.info(' GET /api/queue/status - Queue status');
logger.info(' POST /api/queue/job - Add job to queue');
logger.info(' GET /api/live/:symbol - Live market data');
logger.info(' GET /api/historical/:symbol - Historical market data');
logger.info(' POST /api/proxy/fetch - Queue proxy fetch');
logger.info(' POST /api/proxy/check - Queue proxy check');
logger.info(' GET /api/providers - List registered providers');
}
// Graceful shutdown
process.on('SIGINT', async () => {
logger.info('Received SIGINT, shutting down gracefully...');
await queueManager.shutdown();
process.exit(0);
});
process.on('SIGTERM', async () => {
logger.info('Received SIGTERM, shutting down gracefully...');
await queueManager.shutdown();
process.exit(0);
});
startServer().catch(error => {
logger.error('Failed to start server', { error });
process.exit(1);
});
/**
* Data Service - Combined live and historical data ingestion with queue-based architecture
*/
import { getLogger } from '@stock-bot/logger';
import { loadEnvVariables } from '@stock-bot/config';
import { Hono } from 'hono';
import { serve } from '@hono/node-server';
import { queueManager } from './services/queue.service';
// Load environment variables
loadEnvVariables();
const app = new Hono();
const logger = getLogger('data-service');
const PORT = parseInt(process.env.DATA_SERVICE_PORT || '3002');
// Health check endpoint
app.get('/health', (c) => {
return c.json({
service: 'data-service',
status: 'healthy',
timestamp: new Date().toISOString(),
queue: {
status: 'running',
workers: queueManager.getWorkerCount()
}
});
});
// Queue management endpoints
app.get('/api/queue/status', async (c) => {
try {
const status = await queueManager.getQueueStatus();
return c.json({ status: 'success', data: status });
} catch (error) {
logger.error('Failed to get queue status', { error });
return c.json({ status: 'error', message: 'Failed to get queue status' }, 500);
}
});
app.post('/api/queue/job', async (c) => {
try {
const jobData = await c.req.json();
const job = await queueManager.addJob(jobData);
return c.json({ status: 'success', jobId: job.id });
} catch (error) {
logger.error('Failed to add job', { error });
return c.json({ status: 'error', message: 'Failed to add job' }, 500);
}
});
// Market data endpoints
app.get('/api/live/:symbol', async (c) => {
const symbol = c.req.param('symbol');
logger.info('Live data request', { symbol });
try { // Queue job for live data using Yahoo provider
const job = await queueManager.addJob({
type: 'market-data-live',
service: 'market-data',
provider: 'yahoo-finance',
operation: 'live-data',
payload: { symbol }
});
return c.json({
status: 'success',
message: 'Live data job queued',
jobId: job.id,
symbol
});
} catch (error) {
logger.error('Failed to queue live data job', { symbol, error });
return c.json({ status: 'error', message: 'Failed to queue live data job' }, 500);
}
});
app.get('/api/historical/:symbol', async (c) => {
const symbol = c.req.param('symbol');
const from = c.req.query('from');
const to = c.req.query('to');
logger.info('Historical data request', { symbol, from, to });
try {
const fromDate = from ? new Date(from) : new Date(Date.now() - 30 * 24 * 60 * 60 * 1000); // 30 days ago
const toDate = to ? new Date(to) : new Date(); // Now
// Queue job for historical data using Yahoo provider
const job = await queueManager.addJob({
type: 'market-data-historical',
service: 'market-data',
provider: 'yahoo-finance',
operation: 'historical-data',
payload: {
symbol,
from: fromDate.toISOString(),
to: toDate.toISOString()
}
}); return c.json({
status: 'success',
message: 'Historical data job queued',
jobId: job.id,
symbol,
from: fromDate,
to: toDate
});
} catch (error) {
logger.error('Failed to queue historical data job', { symbol, from, to, error });
return c.json({ status: 'error', message: 'Failed to queue historical data job' }, 500); }
});
// Proxy management endpoints
app.post('/api/proxy/fetch', async (c) => {
try {
const job = await queueManager.addJob({
type: 'proxy-fetch',
service: 'proxy',
provider: 'proxy-service',
operation: 'fetch-and-check',
payload: {},
priority: 5
});
return c.json({
status: 'success',
jobId: job.id,
message: 'Proxy fetch job queued'
});
} catch (error) {
logger.error('Failed to queue proxy fetch', { error });
return c.json({ status: 'error', message: 'Failed to queue proxy fetch' }, 500);
}
});
app.post('/api/proxy/check', async (c) => {
try {
const { proxies } = await c.req.json();
const job = await queueManager.addJob({
type: 'proxy-check',
service: 'proxy',
provider: 'proxy-service',
operation: 'check-specific',
payload: { proxies },
priority: 8
});
return c.json({
status: 'success',
jobId: job.id,
message: `Proxy check job queued for ${proxies.length} proxies`
});
} catch (error) {
logger.error('Failed to queue proxy check', { error });
return c.json({ status: 'error', message: 'Failed to queue proxy check' }, 500);
}
});
// Get proxy stats via queue
app.get('/api/proxy/stats', async (c) => {
try {
const job = await queueManager.addJob({
type: 'proxy-stats',
service: 'proxy',
provider: 'proxy-service',
operation: 'get-stats',
payload: {},
priority: 3
});
return c.json({
status: 'success',
jobId: job.id,
message: 'Proxy stats job queued'
});
} catch (error) {
logger.error('Failed to queue proxy stats', { error });
return c.json({ status: 'error', message: 'Failed to queue proxy stats' }, 500);
}
});
// Provider registry endpoints
app.get('/api/providers', async (c) => {
try {
const providers = queueManager.getRegisteredProviders();
return c.json({ status: 'success', providers });
} catch (error) {
logger.error('Failed to get providers', { error });
return c.json({ status: 'error', message: 'Failed to get providers' }, 500);
}
});
// Add new endpoint to see scheduled jobs
app.get('/api/scheduled-jobs', async (c) => {
try {
const jobs = queueManager.getScheduledJobsInfo();
return c.json({
status: 'success',
count: jobs.length,
jobs
});
} catch (error) {
logger.error('Failed to get scheduled jobs info', { error });
return c.json({ status: 'error', message: 'Failed to get scheduled jobs' }, 500);
}
});
// Initialize services
async function initializeServices() {
logger.info('Initializing data service...');
try {
// Initialize queue service
await queueManager.initialize();
logger.info('Queue service initialized');
logger.info('All services initialized successfully');
} catch (error) {
logger.error('Failed to initialize services', { error });
throw error;
}
}
// Start server
async function startServer() {
await initializeServices();
serve({
fetch: app.fetch,
port: PORT,
});
logger.info(`Data Service started on port ${PORT}`);
logger.info('Available endpoints:');
logger.info(' GET /health - Health check');
logger.info(' GET /api/queue/status - Queue status');
logger.info(' POST /api/queue/job - Add job to queue');
logger.info(' GET /api/live/:symbol - Live market data');
logger.info(' GET /api/historical/:symbol - Historical market data');
logger.info(' POST /api/proxy/fetch - Queue proxy fetch');
logger.info(' POST /api/proxy/check - Queue proxy check');
logger.info(' GET /api/providers - List registered providers');
}
// Graceful shutdown
process.on('SIGINT', async () => {
logger.info('Received SIGINT, shutting down gracefully...');
await queueManager.shutdown();
process.exit(0);
});
process.on('SIGTERM', async () => {
logger.info('Received SIGTERM, shutting down gracefully...');
await queueManager.shutdown();
process.exit(0);
});
startServer().catch(error => {
logger.error('Failed to start server', { error });
process.exit(1);
});

280
apps/data-service/src/providers/proxy.provider.ts
View file

@ -1,140 +1,140 @@
import { ProxyInfo } from 'libs/http/src/types';
import { ProviderConfig } from '../services/provider-registry.service';
import { getLogger } from '@stock-bot/logger';
import { BatchProcessor } from '../utils/batch-processor';
// Create logger for this provider
const logger = getLogger('proxy-provider');
// This will run at the same time each day as when the app started
const getEvery24HourCron = (): string => {
const now = new Date();
const hours = now.getHours();
const minutes = now.getMinutes();
return `${minutes} ${hours} * * *`; // Every day at startup time
};
export const proxyProvider: ProviderConfig = {
name: 'proxy-service',
service: 'proxy',
operations: {
'fetch-and-check': async (payload: { sources?: string[] }) => {
const { proxyService } = await import('./proxy.tasks');
const { queueManager } = await import('../services/queue.service');
const proxies = await proxyService.fetchProxiesFromSources();
if (proxies.length === 0) {
return { proxiesFetched: 0, jobsCreated: 0 };
}
const batchProcessor = new BatchProcessor(queueManager);
// Simplified configuration
const result = await batchProcessor.processItems({
items: proxies,
batchSize: parseInt(process.env.PROXY_BATCH_SIZE || '200'),
totalDelayMs: parseInt(process.env.PROXY_VALIDATION_HOURS || '4') * 60 * 60 * 1000 ,
jobNamePrefix: 'proxy',
operation: 'check-proxy',
service: 'proxy',
provider: 'proxy-service',
priority: 2,
useBatching: process.env.PROXY_DIRECT_MODE !== 'true', // Simple boolean flag
createJobData: (proxy: ProxyInfo) => ({
proxy,
source: 'fetch-and-check'
}),
removeOnComplete: 5,
removeOnFail: 3
});
return {
proxiesFetched: result.totalItems,
...result
};
},
'process-proxy-batch': async (payload: any) => {
// Process a batch of proxies - uses the fetch-and-check JobNamePrefix process-(proxy)-batch
const { queueManager } = await import('../services/queue.service');
const batchProcessor = new BatchProcessor(queueManager);
return await batchProcessor.processBatch(
payload,
(proxy: ProxyInfo) => ({
proxy,
source: payload.config?.source || 'batch-processing'
})
);
},
'check-proxy': async (payload: {
proxy: ProxyInfo,
source?: string,
batchIndex?: number,
itemIndex?: number,
total?: number
}) => {
const { checkProxy } = await import('./proxy.tasks');
try {
const result = await checkProxy(payload.proxy);
logger.debug('Proxy validated', {
proxy: `${payload.proxy.host}:${payload.proxy.port}`,
isWorking: result.isWorking,
responseTime: result.responseTime,
batchIndex: payload.batchIndex
});
return {
result,
proxy: payload.proxy,
// Only include batch info if it exists (for batch mode)
...(payload.batchIndex !== undefined && {
batchInfo: {
batchIndex: payload.batchIndex,
itemIndex: payload.itemIndex,
total: payload.total,
source: payload.source
}
})
};
} catch (error) {
logger.warn('Proxy validation failed', {
proxy: `${payload.proxy.host}:${payload.proxy.port}`,
error: error instanceof Error ? error.message : String(error),
batchIndex: payload.batchIndex
});
return {
result: { isWorking: false, error: String(error) },
proxy: payload.proxy,
// Only include batch info if it exists (for batch mode)
...(payload.batchIndex !== undefined && {
batchInfo: {
batchIndex: payload.batchIndex,
itemIndex: payload.itemIndex,
total: payload.total,
source: payload.source
}
})
};
}
}
},
scheduledJobs: [
{
type: 'proxy-maintenance',
operation: 'fetch-and-check',
payload: {},
// should remove and just run at the same time so app restarts dont keeping adding same jobs
cronPattern: getEvery24HourCron(),
priority: 5,
immediately: true,
description: 'Fetch and validate proxy list from sources'
}
]
};
import { ProxyInfo } from 'libs/http/src/types';
import { ProviderConfig } from '../services/provider-registry.service';
import { getLogger } from '@stock-bot/logger';
import { BatchProcessor } from '../utils/batch-processor';
// Create logger for this provider
const logger = getLogger('proxy-provider');
// This will run at the same time each day as when the app started
const getEvery24HourCron = (): string => {
const now = new Date();
const hours = now.getHours();
const minutes = now.getMinutes();
return `${minutes} ${hours} * * *`; // Every day at startup time
};
export const proxyProvider: ProviderConfig = {
name: 'proxy-service',
service: 'proxy',
operations: {
'fetch-and-check': async (payload: { sources?: string[] }) => {
const { proxyService } = await import('./proxy.tasks');
const { queueManager } = await import('../services/queue.service');
const proxies = await proxyService.fetchProxiesFromSources();
if (proxies.length === 0) {
return { proxiesFetched: 0, jobsCreated: 0 };
}
const batchProcessor = new BatchProcessor(queueManager);
// Simplified configuration
const result = await batchProcessor.processItems({
items: proxies,
batchSize: parseInt(process.env.PROXY_BATCH_SIZE || '200'),
totalDelayMs: parseInt(process.env.PROXY_VALIDATION_HOURS || '4') * 60 * 60 * 1000 ,
jobNamePrefix: 'proxy',
operation: 'check-proxy',
service: 'proxy',
provider: 'proxy-service',
priority: 2,
useBatching: process.env.PROXY_DIRECT_MODE !== 'true', // Simple boolean flag
createJobData: (proxy: ProxyInfo) => ({
proxy,
source: 'fetch-and-check'
}),
removeOnComplete: 5,
removeOnFail: 3
});
return {
proxiesFetched: result.totalItems,
...result
};
},
'process-proxy-batch': async (payload: any) => {
// Process a batch of proxies - uses the fetch-and-check JobNamePrefix process-(proxy)-batch
const { queueManager } = await import('../services/queue.service');
const batchProcessor = new BatchProcessor(queueManager);
return await batchProcessor.processBatch(
payload,
(proxy: ProxyInfo) => ({
proxy,
source: payload.config?.source || 'batch-processing'
})
);
},
'check-proxy': async (payload: {
proxy: ProxyInfo,
source?: string,
batchIndex?: number,
itemIndex?: number,
total?: number
}) => {
const { checkProxy } = await import('./proxy.tasks');
try {
const result = await checkProxy(payload.proxy);
logger.debug('Proxy validated', {
proxy: `${payload.proxy.host}:${payload.proxy.port}`,
isWorking: result.isWorking,
responseTime: result.responseTime,
batchIndex: payload.batchIndex
});
return {
result,
proxy: payload.proxy,
// Only include batch info if it exists (for batch mode)
...(payload.batchIndex !== undefined && {
batchInfo: {
batchIndex: payload.batchIndex,
itemIndex: payload.itemIndex,
total: payload.total,
source: payload.source
}
})
};
} catch (error) {
logger.warn('Proxy validation failed', {
proxy: `${payload.proxy.host}:${payload.proxy.port}`,
error: error instanceof Error ? error.message : String(error),
batchIndex: payload.batchIndex
});
return {
result: { isWorking: false, error: String(error) },
proxy: payload.proxy,
// Only include batch info if it exists (for batch mode)
...(payload.batchIndex !== undefined && {
batchInfo: {
batchIndex: payload.batchIndex,
itemIndex: payload.itemIndex,
total: payload.total,
source: payload.source
}
})
};
}
}
},
scheduledJobs: [
{
type: 'proxy-maintenance',
operation: 'fetch-and-check',
payload: {},
// should remove and just run at the same time so app restarts dont keeping adding same jobs
cronPattern: getEvery24HourCron(),
priority: 5,
immediately: true,
description: 'Fetch and validate proxy list from sources'
}
]
};

526
apps/data-service/src/providers/proxy.tasks.ts
View file

@ -1,264 +1,264 @@
import { getLogger } from '@stock-bot/logger';
import createCache, { type CacheProvider } from '@stock-bot/cache';
import { HttpClient, ProxyInfo } from '@stock-bot/http';
import pLimit from 'p-limit';
// Shared configuration and utilities
const PROXY_CONFIG = {
CACHE_KEY: 'proxy',
CACHE_TTL: 86400, // 24 hours
CHECK_TIMEOUT: 7000,
CHECK_IP: '99.246.102.205',
CHECK_URL: 'https://proxy-detection.stare.gg/?api_key=bd406bf53ddc6abe1d9de5907830a955',
CONCURRENCY_LIMIT: 100,
PROXY_SOURCES: [
{url: 'https://raw.githubusercontent.com/prxchk/proxy-list/main/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/casals-ar/proxy-list/main/http',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/MuRongPIG/Proxy-Master/main/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/vakhov/fresh-proxy-list/master/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/sunny9577/proxy-scraper/master/proxies.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/officialputuid/KangProxy/refs/heads/KangProxy/http/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/gfpcom/free-proxy-list/refs/heads/main/list/http.txt', protocol: 'http' },
{url: 'https://raw.githubusercontent.com/dpangestuw/Free-Proxy/refs/heads/main/http_proxies.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/gitrecon1455/fresh-proxy-list/refs/heads/main/proxylist.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/themiralay/Proxy-List-World/refs/heads/master/data.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/vakhov/fresh-proxy-list/refs/heads/master/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/casa-ls/proxy-list/refs/heads/main/http',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/databay-labs/free-proxy-list/refs/heads/master/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/BreakingTechFr/Proxy_Free/refs/heads/main/proxies/http.txt', protocol: 'http' },
{url: 'https://raw.githubusercontent.com/TheSpeedX/PROXY-List/master/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/ErcinDedeoglu/proxies/main/proxies/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/monosans/proxy-list/main/proxies/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/TuanMinPay/live-proxy/master/http.txt',protocol: 'http', },
// {url: 'https://raw.githubusercontent.com/r00tee/Proxy-List/refs/heads/main/Https.txt',protocol: 'https', },
// {url: 'https://raw.githubusercontent.com/ErcinDedeoglu/proxies/main/proxies/https.txt',protocol: 'https', },
// {url: 'https://raw.githubusercontent.com/vakhov/fresh-proxy-list/refs/heads/master/https.txt', protocol: 'https' },
// {url: 'https://raw.githubusercontent.com/databay-labs/free-proxy-list/refs/heads/master/https.txt',protocol: 'https', },
// {url: 'https://raw.githubusercontent.com/officialputuid/KangProxy/refs/heads/KangProxy/https/https.txt',protocol: 'https', },
// {url: 'https://raw.githubusercontent.com/zloi-user/hideip.me/refs/heads/master/https.txt',protocol: 'https', },
// {url: 'https://raw.githubusercontent.com/gfpcom/free-proxy-list/refs/heads/main/list/https.txt',protocol: 'https', },
]
};
// Shared instances (module-scoped, not global)
let logger: ReturnType<typeof getLogger>;
let cache: CacheProvider;
let httpClient: HttpClient;
let concurrencyLimit: ReturnType<typeof pLimit>;
// Initialize shared resources
function initializeSharedResources() {
if (!logger) {
logger = getLogger('proxy-tasks');
cache = createCache('hybrid');
httpClient = new HttpClient({ timeout: 10000 }, logger);
concurrencyLimit = pLimit(PROXY_CONFIG.CONCURRENCY_LIMIT);
logger.info('Proxy tasks initialized');
}
}
// Individual task functions
export async function queueProxyFetch(): Promise<string> {
initializeSharedResources();
const { queueManager } = await import('../services/queue.service');
const job = await queueManager.addJob({
type: 'proxy-fetch',
service: 'proxy',
provider: 'proxy-service',
operation: 'fetch-and-check',
payload: {},
priority: 5
});
const jobId = job.id || 'unknown';
logger.info('Proxy fetch job queued', { jobId });
return jobId;
}
export async function queueProxyCheck(proxies: ProxyInfo[]): Promise<string> {
initializeSharedResources();
const { queueManager } = await import('../services/queue.service');
const job = await queueManager.addJob({
type: 'proxy-check',
service: 'proxy',
provider: 'proxy-service',
operation: 'check-specific',
payload: { proxies },
priority: 3
});
const jobId = job.id || 'unknown';
logger.info('Proxy check job queued', { jobId, count: proxies.length });
return jobId;
}
export async function fetchProxiesFromSources(): Promise<ProxyInfo[]> {
initializeSharedResources();
const sources = PROXY_CONFIG.PROXY_SOURCES.map(source =>
concurrencyLimit(() => fetchProxiesFromSource(source))
);
const result = await Promise.all(sources);
let allProxies: ProxyInfo[] = result.flat();
allProxies = removeDuplicateProxies(allProxies);
// await checkProxies(allProxies);
return allProxies;
}
export async function fetchProxiesFromSource(source: { url: string; protocol: string }): Promise<ProxyInfo[]> {
initializeSharedResources();
const allProxies: ProxyInfo[] = [];
try {
logger.info(`Fetching proxies from ${source.url}`);
const response = await httpClient.get(source.url, {
timeout: 10000
});
if (response.status !== 200) {
logger.warn(`Failed to fetch from ${source.url}: ${response.status}`);
return [];
}
const text = response.data;
const lines = text.split('\n').filter((line: string) => line.trim());
for (const line of lines) {
let trimmed = line.trim();
trimmed = cleanProxyUrl(trimmed);
if (!trimmed || trimmed.startsWith('#')) continue;
// Parse formats like "host:port" or "host:port:user:pass"
const parts = trimmed.split(':');
if (parts.length >= 2) {
const proxy: ProxyInfo = {
protocol: source.protocol as 'http' | 'https' | 'socks4' | 'socks5',
host: parts[0],
port: parseInt(parts[1])
};
if (!isNaN(proxy.port) && proxy.host) {
allProxies.push(proxy);
}
}
}
logger.info(`Parsed ${allProxies.length} proxies from ${source.url}`);
} catch (error) {
logger.error(`Error fetching proxies from ${source.url}`, error);
return [];
}
return allProxies;
}
/**
* Check if a proxy is working
*/
export async function checkProxy(proxy: ProxyInfo): Promise<ProxyInfo> {
initializeSharedResources();
let success = false;
logger.debug(`Checking Proxy:`, {
protocol: proxy.protocol,
host: proxy.host,
port: proxy.port,
});
try {
// Test the proxy
const response = await httpClient.get(PROXY_CONFIG.CHECK_URL, {
proxy,
timeout: PROXY_CONFIG.CHECK_TIMEOUT
});
const isWorking = response.status >= 200 && response.status < 300;
const result: ProxyInfo = {
...proxy,
isWorking,
checkedAt: new Date(),
responseTime: response.responseTime,
};
if (isWorking && !JSON.stringify(response.data).includes(PROXY_CONFIG.CHECK_IP)) {
success = true;
await cache.set(`${PROXY_CONFIG.CACHE_KEY}:${proxy.protocol}://${proxy.host}:${proxy.port}`, result, PROXY_CONFIG.CACHE_TTL);
} else {
await cache.del(`${PROXY_CONFIG.CACHE_KEY}:${proxy.protocol}://${proxy.host}:${proxy.port}`);
}
logger.debug('Proxy check completed', {
host: proxy.host,
port: proxy.port,
isWorking,
});
return result;
} catch (error) {
const errorMessage = error instanceof Error ? error.message : String(error);
const result: ProxyInfo = {
...proxy,
isWorking: false,
error: errorMessage,
checkedAt: new Date()
};
// If the proxy check failed, remove it from cache - success is here cause i think abort signal fails sometimes
if (!success) {
await cache.del(`${PROXY_CONFIG.CACHE_KEY}:${proxy.protocol}://${proxy.host}:${proxy.port}`);
}
logger.debug('Proxy check failed', {
host: proxy.host,
port: proxy.port,
error: errorMessage
});
return result;
}
}
// Utility functions
function cleanProxyUrl(url: string): string {
return url
.replace(/^https?:\/\//, '')
.replace(/^0+/, '')
.replace(/:0+(\d)/g, ':$1');
}
function removeDuplicateProxies(proxies: ProxyInfo[]): ProxyInfo[] {
const seen = new Set<string>();
const unique: ProxyInfo[] = [];
for (const proxy of proxies) {
const key = `${proxy.protocol}://${proxy.host}:${proxy.port}`;
if (!seen.has(key)) {
seen.add(key);
unique.push(proxy);
}
}
return unique;
}
// Optional: Export a convenience object that groups related tasks
export const proxyTasks = {
queueProxyFetch,
queueProxyCheck,
fetchProxiesFromSources,
fetchProxiesFromSource,
checkProxy,
};
// Export singleton instance for backward compatibility (optional)
// Remove this if you want to fully move to the task-based approach
import { getLogger } from '@stock-bot/logger';
import createCache, { type CacheProvider } from '@stock-bot/cache';
import { HttpClient, ProxyInfo } from '@stock-bot/http';
import pLimit from 'p-limit';
// Shared configuration and utilities
const PROXY_CONFIG = {
CACHE_KEY: 'proxy',
CACHE_TTL: 86400, // 24 hours
CHECK_TIMEOUT: 7000,
CHECK_IP: '99.246.102.205',
CHECK_URL: 'https://proxy-detection.stare.gg/?api_key=bd406bf53ddc6abe1d9de5907830a955',
CONCURRENCY_LIMIT: 100,
PROXY_SOURCES: [
{url: 'https://raw.githubusercontent.com/prxchk/proxy-list/main/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/casals-ar/proxy-list/main/http',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/MuRongPIG/Proxy-Master/main/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/vakhov/fresh-proxy-list/master/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/sunny9577/proxy-scraper/master/proxies.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/officialputuid/KangProxy/refs/heads/KangProxy/http/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/gfpcom/free-proxy-list/refs/heads/main/list/http.txt', protocol: 'http' },
{url: 'https://raw.githubusercontent.com/dpangestuw/Free-Proxy/refs/heads/main/http_proxies.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/gitrecon1455/fresh-proxy-list/refs/heads/main/proxylist.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/themiralay/Proxy-List-World/refs/heads/master/data.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/vakhov/fresh-proxy-list/refs/heads/master/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/casa-ls/proxy-list/refs/heads/main/http',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/databay-labs/free-proxy-list/refs/heads/master/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/BreakingTechFr/Proxy_Free/refs/heads/main/proxies/http.txt', protocol: 'http' },
{url: 'https://raw.githubusercontent.com/TheSpeedX/PROXY-List/master/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/ErcinDedeoglu/proxies/main/proxies/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/monosans/proxy-list/main/proxies/http.txt',protocol: 'http', },
{url: 'https://raw.githubusercontent.com/TuanMinPay/live-proxy/master/http.txt',protocol: 'http', },
// {url: 'https://raw.githubusercontent.com/r00tee/Proxy-List/refs/heads/main/Https.txt',protocol: 'https', },
// {url: 'https://raw.githubusercontent.com/ErcinDedeoglu/proxies/main/proxies/https.txt',protocol: 'https', },
// {url: 'https://raw.githubusercontent.com/vakhov/fresh-proxy-list/refs/heads/master/https.txt', protocol: 'https' },
// {url: 'https://raw.githubusercontent.com/databay-labs/free-proxy-list/refs/heads/master/https.txt',protocol: 'https', },
// {url: 'https://raw.githubusercontent.com/officialputuid/KangProxy/refs/heads/KangProxy/https/https.txt',protocol: 'https', },
// {url: 'https://raw.githubusercontent.com/zloi-user/hideip.me/refs/heads/master/https.txt',protocol: 'https', },
// {url: 'https://raw.githubusercontent.com/gfpcom/free-proxy-list/refs/heads/main/list/https.txt',protocol: 'https', },
]
};
// Shared instances (module-scoped, not global)
let logger: ReturnType<typeof getLogger>;
let cache: CacheProvider;
let httpClient: HttpClient;
let concurrencyLimit: ReturnType<typeof pLimit>;
// Initialize shared resources
function initializeSharedResources() {
if (!logger) {
logger = getLogger('proxy-tasks');
cache = createCache('hybrid');
httpClient = new HttpClient({ timeout: 10000 }, logger);
concurrencyLimit = pLimit(PROXY_CONFIG.CONCURRENCY_LIMIT);
logger.info('Proxy tasks initialized');
}
}
// Individual task functions
export async function queueProxyFetch(): Promise<string> {
initializeSharedResources();
const { queueManager } = await import('../services/queue.service');
const job = await queueManager.addJob({
type: 'proxy-fetch',
service: 'proxy',
provider: 'proxy-service',
operation: 'fetch-and-check',
payload: {},
priority: 5
});
const jobId = job.id || 'unknown';
logger.info('Proxy fetch job queued', { jobId });
return jobId;
}
export async function queueProxyCheck(proxies: ProxyInfo[]): Promise<string> {
initializeSharedResources();
const { queueManager } = await import('../services/queue.service');
const job = await queueManager.addJob({
type: 'proxy-check',
service: 'proxy',
provider: 'proxy-service',
operation: 'check-specific',
payload: { proxies },
priority: 3
});
const jobId = job.id || 'unknown';
logger.info('Proxy check job queued', { jobId, count: proxies.length });
return jobId;
}
export async function fetchProxiesFromSources(): Promise<ProxyInfo[]> {
initializeSharedResources();
const sources = PROXY_CONFIG.PROXY_SOURCES.map(source =>
concurrencyLimit(() => fetchProxiesFromSource(source))
);
const result = await Promise.all(sources);
let allProxies: ProxyInfo[] = result.flat();
allProxies = removeDuplicateProxies(allProxies);
// await checkProxies(allProxies);
return allProxies;
}
export async function fetchProxiesFromSource(source: { url: string; protocol: string }): Promise<ProxyInfo[]> {
initializeSharedResources();
const allProxies: ProxyInfo[] = [];
try {
logger.info(`Fetching proxies from ${source.url}`);
const response = await httpClient.get(source.url, {
timeout: 10000
});
if (response.status !== 200) {
logger.warn(`Failed to fetch from ${source.url}: ${response.status}`);
return [];
}
const text = response.data;
const lines = text.split('\n').filter((line: string) => line.trim());
for (const line of lines) {
let trimmed = line.trim();
trimmed = cleanProxyUrl(trimmed);
if (!trimmed || trimmed.startsWith('#')) continue;
// Parse formats like "host:port" or "host:port:user:pass"
const parts = trimmed.split(':');
if (parts.length >= 2) {
const proxy: ProxyInfo = {
protocol: source.protocol as 'http' | 'https' | 'socks4' | 'socks5',
host: parts[0],
port: parseInt(parts[1])
};
if (!isNaN(proxy.port) && proxy.host) {
allProxies.push(proxy);
}
}
}
logger.info(`Parsed ${allProxies.length} proxies from ${source.url}`);
} catch (error) {
logger.error(`Error fetching proxies from ${source.url}`, error);
return [];
}
return allProxies;
}
/**
* Check if a proxy is working
*/
export async function checkProxy(proxy: ProxyInfo): Promise<ProxyInfo> {
initializeSharedResources();
let success = false;
logger.debug(`Checking Proxy:`, {
protocol: proxy.protocol,
host: proxy.host,
port: proxy.port,
});
try {
// Test the proxy
const response = await httpClient.get(PROXY_CONFIG.CHECK_URL, {
proxy,
timeout: PROXY_CONFIG.CHECK_TIMEOUT
});
const isWorking = response.status >= 200 && response.status < 300;
const result: ProxyInfo = {
...proxy,
isWorking,
checkedAt: new Date(),
responseTime: response.responseTime,
};
if (isWorking && !JSON.stringify(response.data).includes(PROXY_CONFIG.CHECK_IP)) {
success = true;
await cache.set(`${PROXY_CONFIG.CACHE_KEY}:${proxy.protocol}://${proxy.host}:${proxy.port}`, result, PROXY_CONFIG.CACHE_TTL);
} else {
await cache.del(`${PROXY_CONFIG.CACHE_KEY}:${proxy.protocol}://${proxy.host}:${proxy.port}`);
}
logger.debug('Proxy check completed', {
host: proxy.host,
port: proxy.port,
isWorking,
});
return result;
} catch (error) {
const errorMessage = error instanceof Error ? error.message : String(error);
const result: ProxyInfo = {
...proxy,
isWorking: false,
error: errorMessage,
checkedAt: new Date()
};
// If the proxy check failed, remove it from cache - success is here cause i think abort signal fails sometimes
if (!success) {
await cache.del(`${PROXY_CONFIG.CACHE_KEY}:${proxy.protocol}://${proxy.host}:${proxy.port}`);
}
logger.debug('Proxy check failed', {
host: proxy.host,
port: proxy.port,
error: errorMessage
});
return result;
}
}
// Utility functions
function cleanProxyUrl(url: string): string {
return url
.replace(/^https?:\/\//, '')
.replace(/^0+/, '')
.replace(/:0+(\d)/g, ':$1');
}
function removeDuplicateProxies(proxies: ProxyInfo[]): ProxyInfo[] {
const seen = new Set<string>();
const unique: ProxyInfo[] = [];
for (const proxy of proxies) {
const key = `${proxy.protocol}://${proxy.host}:${proxy.port}`;
if (!seen.has(key)) {
seen.add(key);
unique.push(proxy);
}
}
return unique;
}
// Optional: Export a convenience object that groups related tasks
export const proxyTasks = {
queueProxyFetch,
queueProxyCheck,
fetchProxiesFromSources,
fetchProxiesFromSource,
checkProxy,
};
// Export singleton instance for backward compatibility (optional)
// Remove this if you want to fully move to the task-based approach
export const proxyService = proxyTasks;

350
apps/data-service/src/providers/quotemedia.provider.ts
View file

@ -1,175 +1,175 @@
import { ProviderConfig } from '../services/provider-registry.service';
import { getLogger } from '@stock-bot/logger';
const logger = getLogger('quotemedia-provider');
export const quotemediaProvider: ProviderConfig = {
name: 'quotemedia',
service: 'market-data',
operations: { 'live-data': async (payload: { symbol: string; fields?: string[] }) => {
logger.info('Fetching live data from QuoteMedia', { symbol: payload.symbol });
// Simulate QuoteMedia API call
const mockData = {
symbol: payload.symbol,
price: Math.random() * 1000 + 100,
volume: Math.floor(Math.random() * 1000000),
change: (Math.random() - 0.5) * 20,
changePercent: (Math.random() - 0.5) * 5,
timestamp: new Date().toISOString(),
source: 'quotemedia',
fields: payload.fields || ['price', 'volume', 'change']
};
// Simulate network delay
await new Promise(resolve => setTimeout(resolve, 100 + Math.random() * 200));
return mockData;
},
'historical-data': async (payload: {
symbol: string;
from: Date;
to: Date;
interval?: string;
fields?: string[]; }) => {
logger.info('Fetching historical data from QuoteMedia', {
symbol: payload.symbol,
from: payload.from,
to: payload.to,
interval: payload.interval || '1d'
});
// Generate mock historical data
const days = Math.ceil((payload.to.getTime() - payload.from.getTime()) / (1000 * 60 * 60 * 24));
const data = [];
for (let i = 0; i < Math.min(days, 100); i++) {
const date = new Date(payload.from.getTime() + i * 24 * 60 * 60 * 1000);
data.push({
date: date.toISOString().split('T')[0],
open: Math.random() * 1000 + 100,
high: Math.random() * 1000 + 100,
low: Math.random() * 1000 + 100,
close: Math.random() * 1000 + 100,
volume: Math.floor(Math.random() * 1000000),
source: 'quotemedia'
});
}
// Simulate network delay
await new Promise(resolve => setTimeout(resolve, 200 + Math.random() * 300));
return {
symbol: payload.symbol,
interval: payload.interval || '1d',
data,
source: 'quotemedia',
totalRecords: data.length
};
},
'batch-quotes': async (payload: { symbols: string[]; fields?: string[] }) => {
logger.info('Fetching batch quotes from QuoteMedia', {
symbols: payload.symbols,
count: payload.symbols.length
});
const quotes = payload.symbols.map(symbol => ({
symbol,
price: Math.random() * 1000 + 100,
volume: Math.floor(Math.random() * 1000000),
change: (Math.random() - 0.5) * 20,
timestamp: new Date().toISOString(),
source: 'quotemedia'
}));
// Simulate network delay
await new Promise(resolve => setTimeout(resolve, 300 + Math.random() * 200));
return {
quotes,
source: 'quotemedia',
timestamp: new Date().toISOString(),
totalSymbols: payload.symbols.length
};
}, 'company-profile': async (payload: { symbol: string }) => {
logger.info('Fetching company profile from QuoteMedia', { symbol: payload.symbol });
// Simulate company profile data
const profile = {
symbol: payload.symbol,
companyName: `${payload.symbol} Corporation`,
sector: 'Technology',
industry: 'Software',
description: `${payload.symbol} is a leading technology company.`,
marketCap: Math.floor(Math.random() * 1000000000000),
employees: Math.floor(Math.random() * 100000),
website: `https://www.${payload.symbol.toLowerCase()}.com`,
source: 'quotemedia'
};
await new Promise(resolve => setTimeout(resolve, 150 + Math.random() * 100));
return profile;
}, 'options-chain': async (payload: { symbol: string; expiration?: string }) => {
logger.info('Fetching options chain from QuoteMedia', {
symbol: payload.symbol,
expiration: payload.expiration
});
// Generate mock options data
const strikes = Array.from({ length: 20 }, (_, i) => 100 + i * 5);
const calls = strikes.map(strike => ({
strike,
bid: Math.random() * 10,
ask: Math.random() * 10 + 0.5,
volume: Math.floor(Math.random() * 1000),
openInterest: Math.floor(Math.random() * 5000)
}));
const puts = strikes.map(strike => ({
strike,
bid: Math.random() * 10,
ask: Math.random() * 10 + 0.5,
volume: Math.floor(Math.random() * 1000),
openInterest: Math.floor(Math.random() * 5000)
}));
await new Promise(resolve => setTimeout(resolve, 400 + Math.random() * 300));
return {
symbol: payload.symbol,
expiration: payload.expiration || new Date(Date.now() + 30 * 24 * 60 * 60 * 1000).toISOString().split('T')[0],
calls,
puts,
source: 'quotemedia'
};
}
},
scheduledJobs: [
// {
// type: 'quotemedia-premium-refresh',
// operation: 'batch-quotes',
// payload: { symbols: ['AAPL', 'GOOGL', 'MSFT'] },
// cronPattern: '*/2 * * * *', // Every 2 minutes
// priority: 7,
// description: 'Refresh premium quotes with detailed market data'
// },
// {
// type: 'quotemedia-options-update',
// operation: 'options-chain',
// payload: { symbol: 'SPY' },
// cronPattern: '*/10 * * * *', // Every 10 minutes
// priority: 5,
// description: 'Update options chain data for SPY ETF'
// },
// {
// type: 'quotemedia-profiles',
// operation: 'company-profile',
// payload: { symbol: 'AAPL' },
// cronPattern: '0 9 * * 1-5', // Weekdays at 9 AM
// priority: 3,
// description: 'Update company profile data'
// }
]
};
import { ProviderConfig } from '../services/provider-registry.service';
import { getLogger } from '@stock-bot/logger';
const logger = getLogger('quotemedia-provider');
export const quotemediaProvider: ProviderConfig = {
name: 'quotemedia',
service: 'market-data',
operations: { 'live-data': async (payload: { symbol: string; fields?: string[] }) => {
logger.info('Fetching live data from QuoteMedia', { symbol: payload.symbol });
// Simulate QuoteMedia API call
const mockData = {
symbol: payload.symbol,
price: Math.random() * 1000 + 100,
volume: Math.floor(Math.random() * 1000000),
change: (Math.random() - 0.5) * 20,
changePercent: (Math.random() - 0.5) * 5,
timestamp: new Date().toISOString(),
source: 'quotemedia',
fields: payload.fields || ['price', 'volume', 'change']
};
// Simulate network delay
await new Promise(resolve => setTimeout(resolve, 100 + Math.random() * 200));
return mockData;
},
'historical-data': async (payload: {
symbol: string;
from: Date;
to: Date;
interval?: string;
fields?: string[]; }) => {
logger.info('Fetching historical data from QuoteMedia', {
symbol: payload.symbol,
from: payload.from,
to: payload.to,
interval: payload.interval || '1d'
});
// Generate mock historical data
const days = Math.ceil((payload.to.getTime() - payload.from.getTime()) / (1000 * 60 * 60 * 24));
const data = [];
for (let i = 0; i < Math.min(days, 100); i++) {
const date = new Date(payload.from.getTime() + i * 24 * 60 * 60 * 1000);
data.push({
date: date.toISOString().split('T')[0],
open: Math.random() * 1000 + 100,
high: Math.random() * 1000 + 100,
low: Math.random() * 1000 + 100,
close: Math.random() * 1000 + 100,
volume: Math.floor(Math.random() * 1000000),
source: 'quotemedia'
});
}
// Simulate network delay
await new Promise(resolve => setTimeout(resolve, 200 + Math.random() * 300));
return {
symbol: payload.symbol,
interval: payload.interval || '1d',
data,
source: 'quotemedia',
totalRecords: data.length
};
},
'batch-quotes': async (payload: { symbols: string[]; fields?: string[] }) => {
logger.info('Fetching batch quotes from QuoteMedia', {
symbols: payload.symbols,
count: payload.symbols.length
});
const quotes = payload.symbols.map(symbol => ({
symbol,
price: Math.random() * 1000 + 100,
volume: Math.floor(Math.random() * 1000000),
change: (Math.random() - 0.5) * 20,
timestamp: new Date().toISOString(),
source: 'quotemedia'
}));
// Simulate network delay
await new Promise(resolve => setTimeout(resolve, 300 + Math.random() * 200));
return {
quotes,
source: 'quotemedia',
timestamp: new Date().toISOString(),
totalSymbols: payload.symbols.length
};
}, 'company-profile': async (payload: { symbol: string }) => {
logger.info('Fetching company profile from QuoteMedia', { symbol: payload.symbol });
// Simulate company profile data
const profile = {
symbol: payload.symbol,
companyName: `${payload.symbol} Corporation`,
sector: 'Technology',
industry: 'Software',
description: `${payload.symbol} is a leading technology company.`,
marketCap: Math.floor(Math.random() * 1000000000000),
employees: Math.floor(Math.random() * 100000),
website: `https://www.${payload.symbol.toLowerCase()}.com`,
source: 'quotemedia'
};
await new Promise(resolve => setTimeout(resolve, 150 + Math.random() * 100));
return profile;
}, 'options-chain': async (payload: { symbol: string; expiration?: string }) => {
logger.info('Fetching options chain from QuoteMedia', {
symbol: payload.symbol,
expiration: payload.expiration
});
// Generate mock options data
const strikes = Array.from({ length: 20 }, (_, i) => 100 + i * 5);
const calls = strikes.map(strike => ({
strike,
bid: Math.random() * 10,
ask: Math.random() * 10 + 0.5,
volume: Math.floor(Math.random() * 1000),
openInterest: Math.floor(Math.random() * 5000)
}));
const puts = strikes.map(strike => ({
strike,
bid: Math.random() * 10,
ask: Math.random() * 10 + 0.5,
volume: Math.floor(Math.random() * 1000),
openInterest: Math.floor(Math.random() * 5000)
}));
await new Promise(resolve => setTimeout(resolve, 400 + Math.random() * 300));
return {
symbol: payload.symbol,
expiration: payload.expiration || new Date(Date.now() + 30 * 24 * 60 * 60 * 1000).toISOString().split('T')[0],
calls,
puts,
source: 'quotemedia'
};
}
},
scheduledJobs: [
// {
// type: 'quotemedia-premium-refresh',
// operation: 'batch-quotes',
// payload: { symbols: ['AAPL', 'GOOGL', 'MSFT'] },
// cronPattern: '*/2 * * * *', // Every 2 minutes
// priority: 7,
// description: 'Refresh premium quotes with detailed market data'
// },
// {
// type: 'quotemedia-options-update',
// operation: 'options-chain',
// payload: { symbol: 'SPY' },
// cronPattern: '*/10 * * * *', // Every 10 minutes
// priority: 5,
// description: 'Update options chain data for SPY ETF'
// },
// {
// type: 'quotemedia-profiles',
// operation: 'company-profile',
// payload: { symbol: 'AAPL' },
// cronPattern: '0 9 * * 1-5', // Weekdays at 9 AM
// priority: 3,
// description: 'Update company profile data'
// }
]
};

498
apps/data-service/src/providers/yahoo.provider.ts
View file

@ -1,249 +1,249 @@
import { ProviderConfig } from '../services/provider-registry.service';
import { getLogger } from '@stock-bot/logger';
const logger = getLogger('yahoo-provider');
export const yahooProvider: ProviderConfig = {
name: 'yahoo-finance',
service: 'market-data',
operations: {
'live-data': async (payload: { symbol: string; modules?: string[] }) => {
logger.info('Fetching live data from Yahoo Finance', { symbol: payload.symbol });
// Simulate Yahoo Finance API call
const mockData = {
symbol: payload.symbol,
regularMarketPrice: Math.random() * 1000 + 100,
regularMarketVolume: Math.floor(Math.random() * 1000000),
regularMarketChange: (Math.random() - 0.5) * 20,
regularMarketChangePercent: (Math.random() - 0.5) * 5,
preMarketPrice: Math.random() * 1000 + 100,
postMarketPrice: Math.random() * 1000 + 100,
marketCap: Math.floor(Math.random() * 1000000000000),
peRatio: Math.random() * 50 + 5,
dividendYield: Math.random() * 0.1,
fiftyTwoWeekHigh: Math.random() * 1200 + 100,
fiftyTwoWeekLow: Math.random() * 800 + 50,
timestamp: Date.now() / 1000,
source: 'yahoo-finance',
modules: payload.modules || ['price', 'summaryDetail']
};
// Simulate network delay
await new Promise(resolve => setTimeout(resolve, 150 + Math.random() * 250));
return mockData;
},
'historical-data': async (payload: {
symbol: string;
period1: number;
period2: number;
interval?: string;
events?: string; }) => {
const { getLogger } = await import('@stock-bot/logger');
const logger = getLogger('yahoo-provider');
logger.info('Fetching historical data from Yahoo Finance', {
symbol: payload.symbol,
period1: payload.period1,
period2: payload.period2,
interval: payload.interval || '1d'
});
// Generate mock historical data
const days = Math.ceil((payload.period2 - payload.period1) / (24 * 60 * 60));
const data = [];
for (let i = 0; i < Math.min(days, 100); i++) {
const timestamp = payload.period1 + i * 24 * 60 * 60;
data.push({
timestamp,
date: new Date(timestamp * 1000).toISOString().split('T')[0],
open: Math.random() * 1000 + 100,
high: Math.random() * 1000 + 100,
low: Math.random() * 1000 + 100,
close: Math.random() * 1000 + 100,
adjClose: Math.random() * 1000 + 100,
volume: Math.floor(Math.random() * 1000000),
source: 'yahoo-finance'
});
}
// Simulate network delay
await new Promise(resolve => setTimeout(resolve, 250 + Math.random() * 350));
return {
symbol: payload.symbol,
interval: payload.interval || '1d',
timestamps: data.map(d => d.timestamp),
indicators: {
quote: [{
open: data.map(d => d.open),
high: data.map(d => d.high),
low: data.map(d => d.low),
close: data.map(d => d.close),
volume: data.map(d => d.volume)
}],
adjclose: [{
adjclose: data.map(d => d.adjClose)
}]
},
source: 'yahoo-finance',
totalRecords: data.length
};
},
'search': async (payload: { query: string; quotesCount?: number; newsCount?: number }) => {
const { getLogger } = await import('@stock-bot/logger');
const logger = getLogger('yahoo-provider');
logger.info('Searching Yahoo Finance', { query: payload.query });
// Generate mock search results
const quotes = Array.from({ length: payload.quotesCount || 5 }, (_, i) => ({
symbol: `${payload.query.toUpperCase()}${i}`,
shortname: `${payload.query} Company ${i}`,
longname: `${payload.query} Corporation ${i}`,
exchDisp: 'NASDAQ',
typeDisp: 'Equity',
source: 'yahoo-finance'
}));
const news = Array.from({ length: payload.newsCount || 3 }, (_, i) => ({
uuid: `news-${i}-${Date.now()}`,
title: `${payload.query} News Article ${i}`,
publisher: 'Financial News',
providerPublishTime: Date.now() - i * 3600000,
type: 'STORY',
source: 'yahoo-finance'
}));
await new Promise(resolve => setTimeout(resolve, 200 + Math.random() * 200));
return {
quotes,
news,
totalQuotes: quotes.length,
totalNews: news.length,
source: 'yahoo-finance'
};
}, 'financials': async (payload: { symbol: string; type?: 'income' | 'balance' | 'cash' }) => {
const { getLogger } = await import('@stock-bot/logger');
const logger = getLogger('yahoo-provider');
logger.info('Fetching financials from Yahoo Finance', {
symbol: payload.symbol,
type: payload.type || 'income'
});
// Generate mock financial data
const financials = {
symbol: payload.symbol,
type: payload.type || 'income',
currency: 'USD',
annual: Array.from({ length: 4 }, (_, i) => ({
fiscalYear: 2024 - i,
revenue: Math.floor(Math.random() * 100000000000),
netIncome: Math.floor(Math.random() * 10000000000),
totalAssets: Math.floor(Math.random() * 500000000000),
totalDebt: Math.floor(Math.random() * 50000000000)
})),
quarterly: Array.from({ length: 4 }, (_, i) => ({
fiscalQuarter: `Q${4-i} 2024`,
revenue: Math.floor(Math.random() * 25000000000),
netIncome: Math.floor(Math.random() * 2500000000)
})),
source: 'yahoo-finance'
};
await new Promise(resolve => setTimeout(resolve, 300 + Math.random() * 200));
return financials;
}, 'earnings': async (payload: { symbol: string; period?: 'annual' | 'quarterly' }) => {
const { getLogger } = await import('@stock-bot/logger');
const logger = getLogger('yahoo-provider');
logger.info('Fetching earnings from Yahoo Finance', {
symbol: payload.symbol,
period: payload.period || 'quarterly'
});
// Generate mock earnings data
const earnings = {
symbol: payload.symbol,
period: payload.period || 'quarterly',
earnings: Array.from({ length: 8 }, (_, i) => ({
quarter: `Q${(i % 4) + 1} ${2024 - Math.floor(i/4)}`,
epsEstimate: Math.random() * 5,
epsActual: Math.random() * 5,
revenueEstimate: Math.floor(Math.random() * 50000000000),
revenueActual: Math.floor(Math.random() * 50000000000),
surprise: (Math.random() - 0.5) * 2
})),
source: 'yahoo-finance'
};
await new Promise(resolve => setTimeout(resolve, 250 + Math.random() * 150));
return earnings;
}, 'recommendations': async (payload: { symbol: string }) => {
const { getLogger } = await import('@stock-bot/logger');
const logger = getLogger('yahoo-provider');
logger.info('Fetching recommendations from Yahoo Finance', { symbol: payload.symbol });
// Generate mock recommendations
const recommendations = {
symbol: payload.symbol,
current: {
strongBuy: Math.floor(Math.random() * 10),
buy: Math.floor(Math.random() * 15),
hold: Math.floor(Math.random() * 20),
sell: Math.floor(Math.random() * 5),
strongSell: Math.floor(Math.random() * 3)
},
trend: Array.from({ length: 4 }, (_, i) => ({
period: `${i}m`,
strongBuy: Math.floor(Math.random() * 10),
buy: Math.floor(Math.random() * 15),
hold: Math.floor(Math.random() * 20),
sell: Math.floor(Math.random() * 5),
strongSell: Math.floor(Math.random() * 3)
})),
source: 'yahoo-finance'
};
await new Promise(resolve => setTimeout(resolve, 180 + Math.random() * 120));
return recommendations;
}
},
scheduledJobs: [
// {
// type: 'yahoo-market-refresh',
// operation: 'live-data',
// payload: { symbol: 'AAPL' },
// cronPattern: '*/1 * * * *', // Every minute
// priority: 8,
// description: 'Refresh Apple stock price from Yahoo Finance'
// },
// {
// type: 'yahoo-sp500-update',
// operation: 'live-data',
// payload: { symbol: 'SPY' },
// cronPattern: '*/2 * * * *', // Every 2 minutes
// priority: 9,
// description: 'Update S&P 500 ETF price'
// },
// {
// type: 'yahoo-earnings-check',
// operation: 'earnings',
// payload: { symbol: 'AAPL' },
// cronPattern: '0 16 * * 1-5', // Weekdays at 4 PM (market close)
// priority: 6,
// description: 'Check earnings data for Apple'
// }
]
};
import { ProviderConfig } from '../services/provider-registry.service';
import { getLogger } from '@stock-bot/logger';
const logger = getLogger('yahoo-provider');
export const yahooProvider: ProviderConfig = {
name: 'yahoo-finance',
service: 'market-data',
operations: {
'live-data': async (payload: { symbol: string; modules?: string[] }) => {
logger.info('Fetching live data from Yahoo Finance', { symbol: payload.symbol });
// Simulate Yahoo Finance API call
const mockData = {
symbol: payload.symbol,
regularMarketPrice: Math.random() * 1000 + 100,
regularMarketVolume: Math.floor(Math.random() * 1000000),
regularMarketChange: (Math.random() - 0.5) * 20,
regularMarketChangePercent: (Math.random() - 0.5) * 5,
preMarketPrice: Math.random() * 1000 + 100,
postMarketPrice: Math.random() * 1000 + 100,
marketCap: Math.floor(Math.random() * 1000000000000),
peRatio: Math.random() * 50 + 5,
dividendYield: Math.random() * 0.1,
fiftyTwoWeekHigh: Math.random() * 1200 + 100,
fiftyTwoWeekLow: Math.random() * 800 + 50,
timestamp: Date.now() / 1000,
source: 'yahoo-finance',
modules: payload.modules || ['price', 'summaryDetail']
};
// Simulate network delay
await new Promise(resolve => setTimeout(resolve, 150 + Math.random() * 250));
return mockData;
},
'historical-data': async (payload: {
symbol: string;
period1: number;
period2: number;
interval?: string;
events?: string; }) => {
const { getLogger } = await import('@stock-bot/logger');
const logger = getLogger('yahoo-provider');
logger.info('Fetching historical data from Yahoo Finance', {
symbol: payload.symbol,
period1: payload.period1,
period2: payload.period2,
interval: payload.interval || '1d'
});
// Generate mock historical data
const days = Math.ceil((payload.period2 - payload.period1) / (24 * 60 * 60));
const data = [];
for (let i = 0; i < Math.min(days, 100); i++) {
const timestamp = payload.period1 + i * 24 * 60 * 60;
data.push({
timestamp,
date: new Date(timestamp * 1000).toISOString().split('T')[0],
open: Math.random() * 1000 + 100,
high: Math.random() * 1000 + 100,
low: Math.random() * 1000 + 100,
close: Math.random() * 1000 + 100,
adjClose: Math.random() * 1000 + 100,
volume: Math.floor(Math.random() * 1000000),
source: 'yahoo-finance'
});
}
// Simulate network delay
await new Promise(resolve => setTimeout(resolve, 250 + Math.random() * 350));
return {
symbol: payload.symbol,
interval: payload.interval || '1d',
timestamps: data.map(d => d.timestamp),
indicators: {
quote: [{
open: data.map(d => d.open),
high: data.map(d => d.high),
low: data.map(d => d.low),
close: data.map(d => d.close),
volume: data.map(d => d.volume)
}],
adjclose: [{
adjclose: data.map(d => d.adjClose)
}]
},
source: 'yahoo-finance',
totalRecords: data.length
};
},
'search': async (payload: { query: string; quotesCount?: number; newsCount?: number }) => {
const { getLogger } = await import('@stock-bot/logger');
const logger = getLogger('yahoo-provider');
logger.info('Searching Yahoo Finance', { query: payload.query });
// Generate mock search results
const quotes = Array.from({ length: payload.quotesCount || 5 }, (_, i) => ({
symbol: `${payload.query.toUpperCase()}${i}`,
shortname: `${payload.query} Company ${i}`,
longname: `${payload.query} Corporation ${i}`,
exchDisp: 'NASDAQ',
typeDisp: 'Equity',
source: 'yahoo-finance'
}));
const news = Array.from({ length: payload.newsCount || 3 }, (_, i) => ({
uuid: `news-${i}-${Date.now()}`,
title: `${payload.query} News Article ${i}`,
publisher: 'Financial News',
providerPublishTime: Date.now() - i * 3600000,
type: 'STORY',
source: 'yahoo-finance'
}));
await new Promise(resolve => setTimeout(resolve, 200 + Math.random() * 200));
return {
quotes,
news,
totalQuotes: quotes.length,
totalNews: news.length,
source: 'yahoo-finance'
};
}, 'financials': async (payload: { symbol: string; type?: 'income' | 'balance' | 'cash' }) => {
const { getLogger } = await import('@stock-bot/logger');
const logger = getLogger('yahoo-provider');
logger.info('Fetching financials from Yahoo Finance', {
symbol: payload.symbol,
type: payload.type || 'income'
});
// Generate mock financial data
const financials = {
symbol: payload.symbol,
type: payload.type || 'income',
currency: 'USD',
annual: Array.from({ length: 4 }, (_, i) => ({
fiscalYear: 2024 - i,
revenue: Math.floor(Math.random() * 100000000000),
netIncome: Math.floor(Math.random() * 10000000000),
totalAssets: Math.floor(Math.random() * 500000000000),
totalDebt: Math.floor(Math.random() * 50000000000)
})),
quarterly: Array.from({ length: 4 }, (_, i) => ({
fiscalQuarter: `Q${4-i} 2024`,
revenue: Math.floor(Math.random() * 25000000000),
netIncome: Math.floor(Math.random() * 2500000000)
})),
source: 'yahoo-finance'
};
await new Promise(resolve => setTimeout(resolve, 300 + Math.random() * 200));
return financials;
}, 'earnings': async (payload: { symbol: string; period?: 'annual' | 'quarterly' }) => {
const { getLogger } = await import('@stock-bot/logger');
const logger = getLogger('yahoo-provider');
logger.info('Fetching earnings from Yahoo Finance', {
symbol: payload.symbol,
period: payload.period || 'quarterly'
});
// Generate mock earnings data
const earnings = {
symbol: payload.symbol,
period: payload.period || 'quarterly',
earnings: Array.from({ length: 8 }, (_, i) => ({
quarter: `Q${(i % 4) + 1} ${2024 - Math.floor(i/4)}`,
epsEstimate: Math.random() * 5,
epsActual: Math.random() * 5,
revenueEstimate: Math.floor(Math.random() * 50000000000),
revenueActual: Math.floor(Math.random() * 50000000000),
surprise: (Math.random() - 0.5) * 2
})),
source: 'yahoo-finance'
};
await new Promise(resolve => setTimeout(resolve, 250 + Math.random() * 150));
return earnings;
}, 'recommendations': async (payload: { symbol: string }) => {
const { getLogger } = await import('@stock-bot/logger');
const logger = getLogger('yahoo-provider');
logger.info('Fetching recommendations from Yahoo Finance', { symbol: payload.symbol });
// Generate mock recommendations
const recommendations = {
symbol: payload.symbol,
current: {
strongBuy: Math.floor(Math.random() * 10),
buy: Math.floor(Math.random() * 15),
hold: Math.floor(Math.random() * 20),
sell: Math.floor(Math.random() * 5),
strongSell: Math.floor(Math.random() * 3)
},
trend: Array.from({ length: 4 }, (_, i) => ({
period: `${i}m`,
strongBuy: Math.floor(Math.random() * 10),
buy: Math.floor(Math.random() * 15),
hold: Math.floor(Math.random() * 20),
sell: Math.floor(Math.random() * 5),
strongSell: Math.floor(Math.random() * 3)
})),
source: 'yahoo-finance'
};
await new Promise(resolve => setTimeout(resolve, 180 + Math.random() * 120));
return recommendations;
}
},
scheduledJobs: [
// {
// type: 'yahoo-market-refresh',
// operation: 'live-data',
// payload: { symbol: 'AAPL' },
// cronPattern: '*/1 * * * *', // Every minute
// priority: 8,
// description: 'Refresh Apple stock price from Yahoo Finance'
// },
// {
// type: 'yahoo-sp500-update',
// operation: 'live-data',
// payload: { symbol: 'SPY' },
// cronPattern: '*/2 * * * *', // Every 2 minutes
// priority: 9,
// description: 'Update S&P 500 ETF price'
// },
// {
// type: 'yahoo-earnings-check',
// operation: 'earnings',
// payload: { symbol: 'AAPL' },
// cronPattern: '0 16 * * 1-5', // Weekdays at 4 PM (market close)
// priority: 6,
// description: 'Check earnings data for Apple'
// }
]
};

48
apps/data-service/src/proxy-demo.ts
View file

@ -1,24 +1,24 @@
import { proxyService } from './providers/proxy.tasks';
import { getLogger } from '@stock-bot/logger';
// Initialize logger for the demo
const logger = getLogger('proxy-demo');
console.log('🔧 Starting proxy demo...');
/**
* Example: Custom proxy source with enhanced logging
*/
async function demonstrateCustomProxySource() {
console.log('🔧 Demonstrating!');
logger.info('🔧 Demonstrating custom proxy source...');
try {
console.log('🔧 Demonstrating 1');
await proxyService.fetchProxiesFromSources();
console.log('🔧 Demonstrating custom proxy source is DONE!');
} catch (error) {
logger.error('❌ Custom source scraping failed',{
error: error
});
}
}
demonstrateCustomProxySource()
import { proxyService } from './providers/proxy.tasks';
import { getLogger } from '@stock-bot/logger';
// Initialize logger for the demo
const logger = getLogger('proxy-demo');
console.log('🔧 Starting proxy demo...');
/**
* Example: Custom proxy source with enhanced logging
*/
async function demonstrateCustomProxySource() {
console.log('🔧 Demonstrating!');
logger.info('🔧 Demonstrating custom proxy source...');
try {
console.log('🔧 Demonstrating 1');
await proxyService.fetchProxiesFromSources();
console.log('🔧 Demonstrating custom proxy source is DONE!');
} catch (error) {
logger.error('❌ Custom source scraping failed',{
error: error
});
}
}
demonstrateCustomProxySource()

230
apps/data-service/src/services/provider-registry.service.ts
View file

@ -1,115 +1,115 @@
import { getLogger } from '@stock-bot/logger';
export interface JobHandler {
(payload: any): Promise<any>;
}
export interface ScheduledJob {
type: string;
operation: string;
payload: any;
cronPattern: string;
priority?: number;
description?: string;
immediately?: boolean;
}
export interface ProviderConfig {
name: string;
service: string;
operations: Record<string, JobHandler>;
scheduledJobs?: ScheduledJob[];
}
export class ProviderRegistry {
private logger = getLogger('provider-registry');
private providers = new Map<string, ProviderConfig>();
/**
* Register a provider with its operations
*/ registerProvider(config: ProviderConfig): void {
const key = `${config.service}:${config.name}`;
this.providers.set(key, config);
this.logger.info(`Registered provider: ${key}`, {
operations: Object.keys(config.operations),
scheduledJobs: config.scheduledJobs?.length || 0
});
}
/**
* Get a job handler for a specific provider and operation
*/
getHandler(service: string, provider: string, operation: string): JobHandler | null {
const key = `${service}:${provider}`;
const providerConfig = this.providers.get(key);
if (!providerConfig) {
this.logger.warn(`Provider not found: ${key}`);
return null;
}
const handler = providerConfig.operations[operation];
if (!handler) {
this.logger.warn(`Operation not found: ${operation} in provider ${key}`);
return null;
}
return handler;
}
/**
* Get all registered providers
*/
getAllScheduledJobs(): Array<{
service: string;
provider: string;
job: ScheduledJob;
}> {
const allJobs: Array<{ service: string; provider: string; job: ScheduledJob }> = [];
for (const [key, config] of this.providers) {
if (config.scheduledJobs) {
for (const job of config.scheduledJobs) {
allJobs.push({
service: config.service,
provider: config.name,
job
});
}
}
}
return allJobs;
}
getProviders(): Array<{ key: string; config: ProviderConfig }> {
return Array.from(this.providers.entries()).map(([key, config]) => ({
key,
config
}));
}
/**
* Check if a provider exists
*/
hasProvider(service: string, provider: string): boolean {
return this.providers.has(`${service}:${provider}`);
}
/**
* Get providers by service type
*/
getProvidersByService(service: string): ProviderConfig[] {
return Array.from(this.providers.values()).filter(provider => provider.service === service);
}
/**
* Clear all providers (useful for testing)
*/
clear(): void {
this.providers.clear();
this.logger.info('All providers cleared');
}
}
export const providerRegistry = new ProviderRegistry();
import { getLogger } from '@stock-bot/logger';
export interface JobHandler {
(payload: any): Promise<any>;
}
export interface ScheduledJob {
type: string;
operation: string;
payload: any;
cronPattern: string;
priority?: number;
description?: string;
immediately?: boolean;
}
export interface ProviderConfig {
name: string;
service: string;
operations: Record<string, JobHandler>;
scheduledJobs?: ScheduledJob[];
}
export class ProviderRegistry {
private logger = getLogger('provider-registry');
private providers = new Map<string, ProviderConfig>();
/**
* Register a provider with its operations
*/ registerProvider(config: ProviderConfig): void {
const key = `${config.service}:${config.name}`;
this.providers.set(key, config);
this.logger.info(`Registered provider: ${key}`, {
operations: Object.keys(config.operations),
scheduledJobs: config.scheduledJobs?.length || 0
});
}
/**
* Get a job handler for a specific provider and operation
*/
getHandler(service: string, provider: string, operation: string): JobHandler | null {
const key = `${service}:${provider}`;
const providerConfig = this.providers.get(key);
if (!providerConfig) {
this.logger.warn(`Provider not found: ${key}`);
return null;
}
const handler = providerConfig.operations[operation];
if (!handler) {
this.logger.warn(`Operation not found: ${operation} in provider ${key}`);
return null;
}
return handler;
}
/**
* Get all registered providers
*/
getAllScheduledJobs(): Array<{
service: string;
provider: string;
job: ScheduledJob;
}> {
const allJobs: Array<{ service: string; provider: string; job: ScheduledJob }> = [];
for (const [key, config] of this.providers) {
if (config.scheduledJobs) {
for (const job of config.scheduledJobs) {
allJobs.push({
service: config.service,
provider: config.name,
job
});
}
}
}
return allJobs;
}
getProviders(): Array<{ key: string; config: ProviderConfig }> {
return Array.from(this.providers.entries()).map(([key, config]) => ({
key,
config
}));
}
/**
* Check if a provider exists
*/
hasProvider(service: string, provider: string): boolean {
return this.providers.has(`${service}:${provider}`);
}
/**
* Get providers by service type
*/
getProvidersByService(service: string): ProviderConfig[] {
return Array.from(this.providers.values()).filter(provider => provider.service === service);
}
/**
* Clear all providers (useful for testing)
*/
clear(): void {
this.providers.clear();
this.logger.info('All providers cleared');
}
}
export const providerRegistry = new ProviderRegistry();

956
apps/data-service/src/services/queue.service.ts
View file

@ -1,478 +1,478 @@
import { Queue, Worker, QueueEvents } from 'bullmq';
import { getLogger } from '@stock-bot/logger';
import { providerRegistry } from './provider-registry.service';
export interface JobData {
type: string;
service: string;
provider: string;
operation: string;
payload: any;
priority?: number;
immediately?: boolean;
}
export class QueueService {
private logger = getLogger('queue-service');
private queue!: Queue;
private workers: Worker[] = [];
private queueEvents!: QueueEvents;
private isInitialized = false;
constructor() {
// Don't initialize in constructor to allow for proper async initialization
}
async initialize() {
if (this.isInitialized) {
this.logger.warn('Queue service already initialized');
return;
}
this.logger.info('Initializing queue service...');
// Register all providers first
await this.registerProviders();
const connection = {
host: process.env.DRAGONFLY_HOST || 'localhost',
port: parseInt(process.env.DRAGONFLY_PORT || '6379'),
// Add these Redis-specific options to fix the undeclared key issue
maxRetriesPerRequest: null,
retryDelayOnFailover: 100,
enableReadyCheck: false,
lazyConnect: true,
// Disable Redis Cluster mode if you're using standalone Redis/Dragonfly
enableOfflineQueue: false
};
// Worker configuration
const workerCount = parseInt(process.env.WORKER_COUNT || '5');
const concurrencyPerWorker = parseInt(process.env.WORKER_CONCURRENCY || '20');
this.logger.info('Connecting to Redis/Dragonfly', connection);
try {
this.queue = new Queue('{data-service-queue}', {
connection,
defaultJobOptions: {
removeOnComplete: 10,
removeOnFail: 5,
attempts: 3,
backoff: {
type: 'exponential',
delay: 1000,
}
}
});
// Create multiple workers
for (let i = 0; i < workerCount; i++) {
const worker = new Worker(
'{data-service-queue}',
this.processJob.bind(this),
{
connection: { ...connection }, // Each worker gets its own connection
concurrency: concurrencyPerWorker,
maxStalledCount: 1,
stalledInterval: 30000,
}
);
// Add worker-specific logging
worker.on('ready', () => {
this.logger.info(`Worker ${i + 1} ready`, { workerId: i + 1 });
});
worker.on('error', (error) => {
this.logger.error(`Worker ${i + 1} error`, { workerId: i + 1, error });
});
this.workers.push(worker);
}
this.queueEvents = new QueueEvents('{data-service-queue}', { connection }); // Test connection
// Wait for all workers to be ready
await this.queue.waitUntilReady();
await Promise.all(this.workers.map(worker => worker.waitUntilReady()));
await this.queueEvents.waitUntilReady();
this.setupEventListeners();
this.isInitialized = true;
this.logger.info('Queue service initialized successfully');
await this.setupScheduledTasks();
} catch (error) {
this.logger.error('Failed to initialize queue service', { error });
throw error;
}
}
// Update getTotalConcurrency method
getTotalConcurrency() {
if (!this.isInitialized) {
return 0;
}
return this.workers.reduce((total, worker) => {
return total + (worker.opts.concurrency || 1);
}, 0);
}
private async registerProviders() {
this.logger.info('Registering providers...');
try {
// Import and register all providers
const { proxyProvider } = await import('../providers/proxy.provider');
const { quotemediaProvider } = await import('../providers/quotemedia.provider');
const { yahooProvider } = await import('../providers/yahoo.provider');
providerRegistry.registerProvider(proxyProvider);
providerRegistry.registerProvider(quotemediaProvider);
providerRegistry.registerProvider(yahooProvider);
this.logger.info('All providers registered successfully');
} catch (error) {
this.logger.error('Failed to register providers', { error });
throw error;
}
}
private async processJob(job: any) {
const { service, provider, operation, payload }: JobData = job.data;
this.logger.info('Processing job', {
id: job.id,
service,
provider,
operation,
payloadKeys: Object.keys(payload || {})
});
try {
// Get handler from registry
const handler = providerRegistry.getHandler(service, provider, operation);
if (!handler) {
throw new Error(`No handler found for ${service}:${provider}:${operation}`);
}
// Execute the handler
const result = await handler(payload);
this.logger.info('Job completed successfully', {
id: job.id,
service,
provider,
operation
});
return result;
} catch (error) {
const errorMessage = error instanceof Error ? error.message : String(error);
this.logger.error('Job failed', {
id: job.id,
service,
provider,
operation,
error: errorMessage
});
throw error;
}
}
async addBulk(jobs: any[]) : Promise<any[]> {
return await this.queue.addBulk(jobs)
}
private setupEventListeners() {
this.queueEvents.on('completed', (job) => {
this.logger.info('Job completed', { id: job.jobId });
});
this.queueEvents.on('failed', (job) => {
this.logger.error('Job failed', { id: job.jobId, error: job.failedReason });
});
// Note: Worker-specific events are already set up during worker creation
// No need for additional progress events since we handle them per-worker
}
private async setupScheduledTasks() {
try {
this.logger.info('Setting up scheduled tasks from providers...');
// Get all scheduled jobs from all providers
const allScheduledJobs = providerRegistry.getAllScheduledJobs();
if (allScheduledJobs.length === 0) {
this.logger.warn('No scheduled jobs found in providers');
return;
}
// Get existing repeatable jobs for comparison
const existingJobs = await this.queue.getRepeatableJobs();
this.logger.info(`Found ${existingJobs.length} existing repeatable jobs`);
let successCount = 0;
let failureCount = 0;
let updatedCount = 0;
let newCount = 0;
// Process each scheduled job
for (const { service, provider, job } of allScheduledJobs) {
try {
const jobKey = `${service}-${provider}-${job.operation}`;
// Check if this job already exists
const existingJob = existingJobs.find(existing =>
existing.key?.includes(jobKey) || existing.name === job.type
);
if (existingJob) {
// Check if the job needs updating (different cron pattern or config)
const needsUpdate = existingJob.pattern !== job.cronPattern;
if (needsUpdate) {
this.logger.info('Job configuration changed, updating', {
jobKey,
oldPattern: existingJob.pattern,
newPattern: job.cronPattern
});
updatedCount++;
} else {
this.logger.debug('Job unchanged, skipping', { jobKey });
successCount++;
continue;
}
} else {
newCount++;
}
// Add delay between job registrations
await new Promise(resolve => setTimeout(resolve, 100));
await this.addRecurringJob({
type: job.type,
service: service,
provider: provider,
operation: job.operation,
payload: job.payload,
priority: job.priority,
immediately: job.immediately || false
}, job.cronPattern);
this.logger.info('Scheduled job registered', {
type: job.type,
service,
provider,
operation: job.operation,
cronPattern: job.cronPattern,
description: job.description,
immediately: job.immediately || false
});
successCount++;
} catch (error) {
this.logger.error('Failed to register scheduled job', {
type: job.type,
service,
provider,
error: error instanceof Error ? error.message : String(error)
});
failureCount++;
}
}
this.logger.info(`Scheduled tasks setup complete`, {
total: allScheduledJobs.length,
successful: successCount,
failed: failureCount,
updated: updatedCount,
new: newCount
});
} catch (error) {
this.logger.error('Failed to setup scheduled tasks', error);
}
}
async addJob(jobData: JobData, options?: any) {
if (!this.isInitialized) {
throw new Error('Queue service not initialized. Call initialize() first.');
}
return this.queue.add(jobData.type, jobData, {
priority: jobData.priority || 0,
removeOnComplete: 10,
removeOnFail: 5,
...options
});
}
async addRecurringJob(jobData: JobData, cronPattern: string, options?: any) {
if (!this.isInitialized) {
throw new Error('Queue service not initialized. Call initialize() first.');
}
try {
// Create a unique job key for this specific job
const jobKey = `${jobData.service}-${jobData.provider}-${jobData.operation}`;
// Get all existing repeatable jobs
const existingJobs = await this.queue.getRepeatableJobs();
// Find and remove the existing job with the same key if it exists
const existingJob = existingJobs.find(job => {
// Check if this is the same job by comparing key components
return job.key?.includes(jobKey) || job.name === jobData.type;
});
if (existingJob) {
this.logger.info('Updating existing recurring job', {
jobKey,
existingPattern: existingJob.pattern,
newPattern: cronPattern
});
// Remove the existing job
await this.queue.removeRepeatableByKey(existingJob.key);
// Small delay to ensure cleanup is complete
await new Promise(resolve => setTimeout(resolve, 100));
} else {
this.logger.info('Creating new recurring job', { jobKey, cronPattern });
}
// Add the new/updated recurring job
const job = await this.queue.add(jobData.type, jobData, {
repeat: {
pattern: cronPattern,
tz: 'UTC',
immediately: jobData.immediately || false,
},
// Use a consistent jobId for this specific recurring job
jobId: `recurring-${jobKey}`,
removeOnComplete: 1,
removeOnFail: 1,
attempts: 2,
backoff: {
type: 'fixed',
delay: 5000
},
...options
});
this.logger.info('Recurring job added/updated successfully', {
jobKey,
type: jobData.type,
cronPattern,
immediately: jobData.immediately || false
});
return job;
} catch (error) {
this.logger.error('Failed to add/update recurring job', {
jobData,
cronPattern,
error: error instanceof Error ? error.message : String(error)
});
throw error;
}
}
async getJobStats() {
if (!this.isInitialized) {
throw new Error('Queue service not initialized. Call initialize() first.');
}
const [waiting, active, completed, failed, delayed] = await Promise.all([
this.queue.getWaiting(),
this.queue.getActive(),
this.queue.getCompleted(),
this.queue.getFailed(),
this.queue.getDelayed()
]);
return {
waiting: waiting.length,
active: active.length,
completed: completed.length,
failed: failed.length,
delayed: delayed.length
};
}
async drainQueue() {
if (!this.isInitialized) {
await this.queue.drain()
}
}
async getQueueStatus() {
if (!this.isInitialized) {
throw new Error('Queue service not initialized. Call initialize() first.');
}
const stats = await this.getJobStats();
return {
...stats,
workers: this.getWorkerCount(),
totalConcurrency: this.getTotalConcurrency(),
queue: this.queue.name,
connection: {
host: process.env.DRAGONFLY_HOST || 'localhost',
port: parseInt(process.env.DRAGONFLY_PORT || '6379')
}
};
}
getWorkerCount() {
if (!this.isInitialized) {
return 0;
}
return this.workers.length;
}
getRegisteredProviders() {
return providerRegistry.getProviders().map(({ key, config }) => ({
key,
name: config.name,
service: config.service,
operations: Object.keys(config.operations),
scheduledJobs: config.scheduledJobs?.length || 0
}));
}
getScheduledJobsInfo() {
return providerRegistry.getAllScheduledJobs().map(({ service, provider, job }) => ({
id: `${service}-${provider}-${job.type}`,
service,
provider,
type: job.type,
operation: job.operation,
cronPattern: job.cronPattern,
priority: job.priority,
description: job.description,
immediately: job.immediately || false
}));
}
async shutdown() {
if (!this.isInitialized) {
this.logger.warn('Queue service not initialized, nothing to shutdown');
return;
}
this.logger.info('Shutting down queue service');
// Close all workers
this.logger.info(`Closing ${this.workers.length} workers...`);
await Promise.all(this.workers.map((worker, index) => {
this.logger.debug(`Closing worker ${index + 1}`);
return worker.close();
}));
await this.queue.close();
await this.queueEvents.close();
this.isInitialized = false;
this.logger.info('Queue service shutdown complete');
}
}
export const queueManager = new QueueService();
import { Queue, Worker, QueueEvents } from 'bullmq';
import { getLogger } from '@stock-bot/logger';
import { providerRegistry } from './provider-registry.service';
export interface JobData {
type: string;
service: string;
provider: string;
operation: string;
payload: any;
priority?: number;
immediately?: boolean;
}
export class QueueService {
private logger = getLogger('queue-service');
private queue!: Queue;
private workers: Worker[] = [];
private queueEvents!: QueueEvents;
private isInitialized = false;
constructor() {
// Don't initialize in constructor to allow for proper async initialization
}
async initialize() {
if (this.isInitialized) {
this.logger.warn('Queue service already initialized');
return;
}
this.logger.info('Initializing queue service...');
// Register all providers first
await this.registerProviders();
const connection = {
host: process.env.DRAGONFLY_HOST || 'localhost',
port: parseInt(process.env.DRAGONFLY_PORT || '6379'),
// Add these Redis-specific options to fix the undeclared key issue
maxRetriesPerRequest: null,
retryDelayOnFailover: 100,
enableReadyCheck: false,
lazyConnect: true,
// Disable Redis Cluster mode if you're using standalone Redis/Dragonfly
enableOfflineQueue: false
};
// Worker configuration
const workerCount = parseInt(process.env.WORKER_COUNT || '5');
const concurrencyPerWorker = parseInt(process.env.WORKER_CONCURRENCY || '20');
this.logger.info('Connecting to Redis/Dragonfly', connection);
try {
this.queue = new Queue('{data-service-queue}', {
connection,
defaultJobOptions: {
removeOnComplete: 10,
removeOnFail: 5,
attempts: 3,
backoff: {
type: 'exponential',
delay: 1000,
}
}
});
// Create multiple workers
for (let i = 0; i < workerCount; i++) {
const worker = new Worker(
'{data-service-queue}',
this.processJob.bind(this),
{
connection: { ...connection }, // Each worker gets its own connection
concurrency: concurrencyPerWorker,
maxStalledCount: 1,
stalledInterval: 30000,
}
);
// Add worker-specific logging
worker.on('ready', () => {
this.logger.info(`Worker ${i + 1} ready`, { workerId: i + 1 });
});
worker.on('error', (error) => {
this.logger.error(`Worker ${i + 1} error`, { workerId: i + 1, error });
});
this.workers.push(worker);
}
this.queueEvents = new QueueEvents('{data-service-queue}', { connection }); // Test connection
// Wait for all workers to be ready
await this.queue.waitUntilReady();
await Promise.all(this.workers.map(worker => worker.waitUntilReady()));
await this.queueEvents.waitUntilReady();
this.setupEventListeners();
this.isInitialized = true;
this.logger.info('Queue service initialized successfully');
await this.setupScheduledTasks();
} catch (error) {
this.logger.error('Failed to initialize queue service', { error });
throw error;
}
}
// Update getTotalConcurrency method
getTotalConcurrency() {
if (!this.isInitialized) {
return 0;
}
return this.workers.reduce((total, worker) => {
return total + (worker.opts.concurrency || 1);
}, 0);
}
private async registerProviders() {
this.logger.info('Registering providers...');
try {
// Import and register all providers
const { proxyProvider } = await import('../providers/proxy.provider');
const { quotemediaProvider } = await import('../providers/quotemedia.provider');
const { yahooProvider } = await import('../providers/yahoo.provider');
providerRegistry.registerProvider(proxyProvider);
providerRegistry.registerProvider(quotemediaProvider);
providerRegistry.registerProvider(yahooProvider);
this.logger.info('All providers registered successfully');
} catch (error) {
this.logger.error('Failed to register providers', { error });
throw error;
}
}
private async processJob(job: any) {
const { service, provider, operation, payload }: JobData = job.data;
this.logger.info('Processing job', {
id: job.id,
service,
provider,
operation,
payloadKeys: Object.keys(payload || {})
});
try {
// Get handler from registry
const handler = providerRegistry.getHandler(service, provider, operation);
if (!handler) {
throw new Error(`No handler found for ${service}:${provider}:${operation}`);
}
// Execute the handler
const result = await handler(payload);
this.logger.info('Job completed successfully', {
id: job.id,
service,
provider,
operation
});
return result;
} catch (error) {
const errorMessage = error instanceof Error ? error.message : String(error);
this.logger.error('Job failed', {
id: job.id,
service,
provider,
operation,
error: errorMessage
});
throw error;
}
}
async addBulk(jobs: any[]) : Promise<any[]> {
return await this.queue.addBulk(jobs)
}
private setupEventListeners() {
this.queueEvents.on('completed', (job) => {
this.logger.info('Job completed', { id: job.jobId });
});
this.queueEvents.on('failed', (job) => {
this.logger.error('Job failed', { id: job.jobId, error: job.failedReason });
});
// Note: Worker-specific events are already set up during worker creation
// No need for additional progress events since we handle them per-worker
}
private async setupScheduledTasks() {
try {
this.logger.info('Setting up scheduled tasks from providers...');
// Get all scheduled jobs from all providers
const allScheduledJobs = providerRegistry.getAllScheduledJobs();
if (allScheduledJobs.length === 0) {
this.logger.warn('No scheduled jobs found in providers');
return;
}
// Get existing repeatable jobs for comparison
const existingJobs = await this.queue.getRepeatableJobs();
this.logger.info(`Found ${existingJobs.length} existing repeatable jobs`);
let successCount = 0;
let failureCount = 0;
let updatedCount = 0;
let newCount = 0;
// Process each scheduled job
for (const { service, provider, job } of allScheduledJobs) {
try {
const jobKey = `${service}-${provider}-${job.operation}`;
// Check if this job already exists
const existingJob = existingJobs.find(existing =>
existing.key?.includes(jobKey) || existing.name === job.type
);
if (existingJob) {
// Check if the job needs updating (different cron pattern or config)
const needsUpdate = existingJob.pattern !== job.cronPattern;
if (needsUpdate) {
this.logger.info('Job configuration changed, updating', {
jobKey,
oldPattern: existingJob.pattern,
newPattern: job.cronPattern
});
updatedCount++;
} else {
this.logger.debug('Job unchanged, skipping', { jobKey });
successCount++;
continue;
}
} else {
newCount++;
}
// Add delay between job registrations
await new Promise(resolve => setTimeout(resolve, 100));
await this.addRecurringJob({
type: job.type,
service: service,
provider: provider,
operation: job.operation,
payload: job.payload,
priority: job.priority,
immediately: job.immediately || false
}, job.cronPattern);
this.logger.info('Scheduled job registered', {
type: job.type,
service,
provider,
operation: job.operation,
cronPattern: job.cronPattern,
description: job.description,
immediately: job.immediately || false
});
successCount++;
} catch (error) {
this.logger.error('Failed to register scheduled job', {
type: job.type,
service,
provider,
error: error instanceof Error ? error.message : String(error)
});
failureCount++;
}
}
this.logger.info(`Scheduled tasks setup complete`, {
total: allScheduledJobs.length,
successful: successCount,
failed: failureCount,
updated: updatedCount,
new: newCount
});
} catch (error) {
this.logger.error('Failed to setup scheduled tasks', error);
}
}
async addJob(jobData: JobData, options?: any) {
if (!this.isInitialized) {
throw new Error('Queue service not initialized. Call initialize() first.');
}
return this.queue.add(jobData.type, jobData, {
priority: jobData.priority || 0,
removeOnComplete: 10,
removeOnFail: 5,
...options
});
}
async addRecurringJob(jobData: JobData, cronPattern: string, options?: any) {
if (!this.isInitialized) {
throw new Error('Queue service not initialized. Call initialize() first.');
}
try {
// Create a unique job key for this specific job
const jobKey = `${jobData.service}-${jobData.provider}-${jobData.operation}`;
// Get all existing repeatable jobs
const existingJobs = await this.queue.getRepeatableJobs();
// Find and remove the existing job with the same key if it exists
const existingJob = existingJobs.find(job => {
// Check if this is the same job by comparing key components
return job.key?.includes(jobKey) || job.name === jobData.type;
});
if (existingJob) {
this.logger.info('Updating existing recurring job', {
jobKey,
existingPattern: existingJob.pattern,
newPattern: cronPattern
});
// Remove the existing job
await this.queue.removeRepeatableByKey(existingJob.key);
// Small delay to ensure cleanup is complete
await new Promise(resolve => setTimeout(resolve, 100));
} else {
this.logger.info('Creating new recurring job', { jobKey, cronPattern });
}
// Add the new/updated recurring job
const job = await this.queue.add(jobData.type, jobData, {
repeat: {
pattern: cronPattern,
tz: 'UTC',
immediately: jobData.immediately || false,
},
// Use a consistent jobId for this specific recurring job
jobId: `recurring-${jobKey}`,
removeOnComplete: 1,
removeOnFail: 1,
attempts: 2,
backoff: {
type: 'fixed',
delay: 5000
},
...options
});
this.logger.info('Recurring job added/updated successfully', {
jobKey,
type: jobData.type,
cronPattern,
immediately: jobData.immediately || false
});
return job;
} catch (error) {
this.logger.error('Failed to add/update recurring job', {
jobData,
cronPattern,
error: error instanceof Error ? error.message : String(error)
});
throw error;
}
}
async getJobStats() {
if (!this.isInitialized) {
throw new Error('Queue service not initialized. Call initialize() first.');
}
const [waiting, active, completed, failed, delayed] = await Promise.all([
this.queue.getWaiting(),
this.queue.getActive(),
this.queue.getCompleted(),
this.queue.getFailed(),
this.queue.getDelayed()
]);
return {
waiting: waiting.length,
active: active.length,
completed: completed.length,
failed: failed.length,
delayed: delayed.length
};
}
async drainQueue() {
if (!this.isInitialized) {
await this.queue.drain()
}
}
async getQueueStatus() {
if (!this.isInitialized) {
throw new Error('Queue service not initialized. Call initialize() first.');
}
const stats = await this.getJobStats();
return {
...stats,
workers: this.getWorkerCount(),
totalConcurrency: this.getTotalConcurrency(),
queue: this.queue.name,
connection: {
host: process.env.DRAGONFLY_HOST || 'localhost',
port: parseInt(process.env.DRAGONFLY_PORT || '6379')
}
};
}
getWorkerCount() {
if (!this.isInitialized) {
return 0;
}
return this.workers.length;
}
getRegisteredProviders() {
return providerRegistry.getProviders().map(({ key, config }) => ({
key,
name: config.name,
service: config.service,
operations: Object.keys(config.operations),
scheduledJobs: config.scheduledJobs?.length || 0
}));
}
getScheduledJobsInfo() {
return providerRegistry.getAllScheduledJobs().map(({ service, provider, job }) => ({
id: `${service}-${provider}-${job.type}`,
service,
provider,
type: job.type,
operation: job.operation,
cronPattern: job.cronPattern,
priority: job.priority,
description: job.description,
immediately: job.immediately || false
}));
}
async shutdown() {
if (!this.isInitialized) {
this.logger.warn('Queue service not initialized, nothing to shutdown');
return;
}
this.logger.info('Shutting down queue service');
// Close all workers
this.logger.info(`Closing ${this.workers.length} workers...`);
await Promise.all(this.workers.map((worker, index) => {
this.logger.debug(`Closing worker ${index + 1}`);
return worker.close();
}));
await this.queue.close();
await this.queueEvents.close();
this.isInitialized = false;
this.logger.info('Queue service shutdown complete');
}
}
export const queueManager = new QueueService();

584
apps/data-service/src/utils/batch-processor.ts
View file

@ -1,293 +1,293 @@
import { getLogger } from '@stock-bot/logger';
export interface BatchConfig<T> {
items: T[];
batchSize?: number; // Optional - only used for batch mode
totalDelayMs: number;
jobNamePrefix: string;
operation: string;
service: string;
provider: string;
priority?: number;
createJobData: (item: T, index: number) => any;
removeOnComplete?: number;
removeOnFail?: number;
useBatching?: boolean; // Simple flag to choose mode
}
const logger = getLogger('batch-processor');
export class BatchProcessor {
constructor(private queueManager: any) {}
/**
* Unified method that handles both direct and batch approaches
*/
async processItems<T>(config: BatchConfig<T>) {
const { items, useBatching = false } = config;
if (items.length === 0) {
return { totalItems: 0, jobsCreated: 0 };
}
if (useBatching) {
return await this.createBatchJobs(config);
} else {
return await this.createDirectJobs(config);
}
}
private async createDirectJobs<T>(config: BatchConfig<T>) {
const {
items,
totalDelayMs,
jobNamePrefix,
operation,
service,
provider,
priority = 2,
createJobData,
removeOnComplete = 5,
removeOnFail = 3
} = config;
const delayPerItem = Math.floor(totalDelayMs / items.length);
const chunkSize = 100;
let totalJobsCreated = 0;
logger.info('Creating direct jobs', {
totalItems: items.length,
delayPerItem: `${(delayPerItem / 1000).toFixed(1)}s`,
estimatedDuration: `${(totalDelayMs / 1000 / 60 / 60).toFixed(1)} hours`
});
// Process in chunks to avoid overwhelming Redis
for (let i = 0; i < items.length; i += chunkSize) {
const chunk = items.slice(i, i + chunkSize);
const jobs = chunk.map((item, chunkIndex) => {
const globalIndex = i + chunkIndex;
return {
name: `${jobNamePrefix}-processing`,
data: {
type: `${jobNamePrefix}-processing`,
service,
provider,
operation,
payload: createJobData(item, globalIndex),
priority
},
opts: {
delay: globalIndex * delayPerItem,
jobId: `${jobNamePrefix}-${globalIndex}-${Date.now()}`,
removeOnComplete,
removeOnFail
}
};
});
try {
const createdJobs = await this.queueManager.queue.addBulk(jobs);
totalJobsCreated += createdJobs.length;
// Log progress every 500 jobs
if (totalJobsCreated % 500 === 0 || i + chunkSize >= items.length) {
logger.info('Direct job creation progress', {
created: totalJobsCreated,
total: items.length,
percentage: `${((totalJobsCreated / items.length) * 100).toFixed(1)}%`
});
}
} catch (error) {
logger.error('Failed to create job chunk', {
startIndex: i,
chunkSize: chunk.length,
error: error instanceof Error ? error.message : String(error)
});
}
}
return {
totalItems: items.length,
jobsCreated: totalJobsCreated,
mode: 'direct'
};
}
private async createBatchJobs<T>(config: BatchConfig<T>) {
const {
items,
batchSize = 200,
totalDelayMs,
jobNamePrefix,
operation,
service,
provider,
priority = 3
} = config;
const totalBatches = Math.ceil(items.length / batchSize);
const delayPerBatch = Math.floor(totalDelayMs / totalBatches);
const chunkSize = 50; // Create batch jobs in chunks
let batchJobsCreated = 0;
logger.info('Creating batch jobs', {
totalItems: items.length,
batchSize,
totalBatches,
delayPerBatch: `${(delayPerBatch / 1000 / 60).toFixed(2)} minutes`
});
// Create batch jobs in chunks
for (let chunkStart = 0; chunkStart < totalBatches; chunkStart += chunkSize) {
const chunkEnd = Math.min(chunkStart + chunkSize, totalBatches);
const batchJobs = [];
for (let batchIndex = chunkStart; batchIndex < chunkEnd; batchIndex++) {
const startIndex = batchIndex * batchSize;
const endIndex = Math.min(startIndex + batchSize, items.length);
const batchItems = items.slice(startIndex, endIndex);
batchJobs.push({
name: `${jobNamePrefix}-batch-processing`,
data: {
type: `${jobNamePrefix}-batch-processing`,
service,
provider,
operation: `process-${jobNamePrefix}-batch`,
payload: {
items: batchItems,
batchIndex,
total: totalBatches,
config: { ...config, priority: priority - 1 }
},
priority
},
opts: {
delay: batchIndex * delayPerBatch,
jobId: `${jobNamePrefix}-batch-${batchIndex}-${Date.now()}`
}
});
}
try {
const createdJobs = await this.queueManager.queue.addBulk(batchJobs);
batchJobsCreated += createdJobs.length;
logger.info('Batch chunk created', {
chunkStart: chunkStart + 1,
chunkEnd,
created: createdJobs.length,
totalCreated: batchJobsCreated,
progress: `${((chunkEnd / totalBatches) * 100).toFixed(1)}%`
});
} catch (error) {
logger.error('Failed to create batch chunk', {
chunkStart,
chunkEnd,
error: error instanceof Error ? error.message : String(error)
});
}
// Small delay between chunks
if (chunkEnd < totalBatches) {
await new Promise(resolve => setTimeout(resolve, 100));
}
}
return {
totalItems: items.length,
batchJobsCreated,
totalBatches,
estimatedDurationHours: totalDelayMs / 1000 / 60 / 60,
mode: 'batch'
};
}
/**
* Process a batch (called by batch jobs)
*/
async processBatch<T>(payload: {
items: T[];
batchIndex: number;
total: number;
config: BatchConfig<T>;
}, createJobData?: (item: T, index: number) => any) {
const { items, batchIndex, total, config } = payload;
logger.info('Processing batch', {
batchIndex,
batchSize: items.length,
total,
progress: `${((batchIndex + 1) / total * 100).toFixed(2)}%`
});
const totalBatchDelayMs = config.totalDelayMs / total;
const delayPerItem = Math.floor(totalBatchDelayMs / items.length);
const jobs = items.map((item, itemIndex) => {
// Use the provided createJobData function or fall back to config
const jobDataFn = createJobData || config.createJobData;
if (!jobDataFn) {
throw new Error('createJobData function is required');
}
const userData = jobDataFn(item, itemIndex);
return {
name: `${config.jobNamePrefix}-processing`,
data: {
type: `${config.jobNamePrefix}-processing`,
service: config.service,
provider: config.provider,
operation: config.operation,
payload: {
...userData,
batchIndex,
itemIndex,
total,
source: userData.source || 'batch-processing'
},
priority: config.priority || 2
},
opts: {
delay: itemIndex * delayPerItem,
jobId: `${config.jobNamePrefix}-${batchIndex}-${itemIndex}-${Date.now()}`,
removeOnComplete: config.removeOnComplete || 5,
removeOnFail: config.removeOnFail || 3
}
};
});
try {
const createdJobs = await this.queueManager.queue.addBulk(jobs);
logger.info('Batch processing completed', {
batchIndex,
totalItems: items.length,
jobsCreated: createdJobs.length,
progress: `${((batchIndex + 1) / total * 100).toFixed(2)}%`
});
return {
batchIndex,
totalItems: items.length,
jobsCreated: createdJobs.length,
jobsFailed: 0
};
} catch (error) {
logger.error('Failed to process batch', {
batchIndex,
error: error instanceof Error ? error.message : String(error)
});
return {
batchIndex,
totalItems: items.length,
jobsCreated: 0,
jobsFailed: items.length
};
}
}
import { getLogger } from '@stock-bot/logger';
export interface BatchConfig<T> {
items: T[];
batchSize?: number; // Optional - only used for batch mode
totalDelayMs: number;
jobNamePrefix: string;
operation: string;
service: string;
provider: string;
priority?: number;
createJobData: (item: T, index: number) => any;
removeOnComplete?: number;
removeOnFail?: number;
useBatching?: boolean; // Simple flag to choose mode
}
const logger = getLogger('batch-processor');
export class BatchProcessor {
constructor(private queueManager: any) {}
/**
* Unified method that handles both direct and batch approaches
*/
async processItems<T>(config: BatchConfig<T>) {
const { items, useBatching = false } = config;
if (items.length === 0) {
return { totalItems: 0, jobsCreated: 0 };
}
if (useBatching) {
return await this.createBatchJobs(config);
} else {
return await this.createDirectJobs(config);
}
}
private async createDirectJobs<T>(config: BatchConfig<T>) {
const {
items,
totalDelayMs,
jobNamePrefix,
operation,
service,
provider,
priority = 2,
createJobData,
removeOnComplete = 5,
removeOnFail = 3
} = config;
const delayPerItem = Math.floor(totalDelayMs / items.length);
const chunkSize = 100;
let totalJobsCreated = 0;
logger.info('Creating direct jobs', {
totalItems: items.length,
delayPerItem: `${(delayPerItem / 1000).toFixed(1)}s`,
estimatedDuration: `${(totalDelayMs / 1000 / 60 / 60).toFixed(1)} hours`
});
// Process in chunks to avoid overwhelming Redis
for (let i = 0; i < items.length; i += chunkSize) {
const chunk = items.slice(i, i + chunkSize);
const jobs = chunk.map((item, chunkIndex) => {
const globalIndex = i + chunkIndex;
return {
name: `${jobNamePrefix}-processing`,
data: {
type: `${jobNamePrefix}-processing`,
service,
provider,
operation,
payload: createJobData(item, globalIndex),
priority
},
opts: {
delay: globalIndex * delayPerItem,
jobId: `${jobNamePrefix}-${globalIndex}-${Date.now()}`,
removeOnComplete,
removeOnFail
}
};
});
try {
const createdJobs = await this.queueManager.queue.addBulk(jobs);
totalJobsCreated += createdJobs.length;
// Log progress every 500 jobs
if (totalJobsCreated % 500 === 0 || i + chunkSize >= items.length) {
logger.info('Direct job creation progress', {
created: totalJobsCreated,
total: items.length,
percentage: `${((totalJobsCreated / items.length) * 100).toFixed(1)}%`
});
}
} catch (error) {
logger.error('Failed to create job chunk', {
startIndex: i,
chunkSize: chunk.length,
error: error instanceof Error ? error.message : String(error)
});
}
}
return {
totalItems: items.length,
jobsCreated: totalJobsCreated,
mode: 'direct'
};
}
private async createBatchJobs<T>(config: BatchConfig<T>) {
const {
items,
batchSize = 200,
totalDelayMs,
jobNamePrefix,
operation,
service,
provider,
priority = 3
} = config;
const totalBatches = Math.ceil(items.length / batchSize);
const delayPerBatch = Math.floor(totalDelayMs / totalBatches);
const chunkSize = 50; // Create batch jobs in chunks
let batchJobsCreated = 0;
logger.info('Creating batch jobs', {
totalItems: items.length,
batchSize,
totalBatches,
delayPerBatch: `${(delayPerBatch / 1000 / 60).toFixed(2)} minutes`
});
// Create batch jobs in chunks
for (let chunkStart = 0; chunkStart < totalBatches; chunkStart += chunkSize) {
const chunkEnd = Math.min(chunkStart + chunkSize, totalBatches);
const batchJobs = [];
for (let batchIndex = chunkStart; batchIndex < chunkEnd; batchIndex++) {
const startIndex = batchIndex * batchSize;
const endIndex = Math.min(startIndex + batchSize, items.length);
const batchItems = items.slice(startIndex, endIndex);
batchJobs.push({
name: `${jobNamePrefix}-batch-processing`,
data: {
type: `${jobNamePrefix}-batch-processing`,
service,
provider,
operation: `process-${jobNamePrefix}-batch`,
payload: {
items: batchItems,
batchIndex,
total: totalBatches,
config: { ...config, priority: priority - 1 }
},
priority
},
opts: {
delay: batchIndex * delayPerBatch,
jobId: `${jobNamePrefix}-batch-${batchIndex}-${Date.now()}`
}
});
}
try {
const createdJobs = await this.queueManager.queue.addBulk(batchJobs);
batchJobsCreated += createdJobs.length;
logger.info('Batch chunk created', {
chunkStart: chunkStart + 1,
chunkEnd,
created: createdJobs.length,
totalCreated: batchJobsCreated,
progress: `${((chunkEnd / totalBatches) * 100).toFixed(1)}%`
});
} catch (error) {
logger.error('Failed to create batch chunk', {
chunkStart,
chunkEnd,
error: error instanceof Error ? error.message : String(error)
});
}
// Small delay between chunks
if (chunkEnd < totalBatches) {
await new Promise(resolve => setTimeout(resolve, 100));
}
}
return {
totalItems: items.length,
batchJobsCreated,
totalBatches,
estimatedDurationHours: totalDelayMs / 1000 / 60 / 60,
mode: 'batch'
};
}
/**
* Process a batch (called by batch jobs)
*/
async processBatch<T>(payload: {
items: T[];
batchIndex: number;
total: number;
config: BatchConfig<T>;
}, createJobData?: (item: T, index: number) => any) {
const { items, batchIndex, total, config } = payload;
logger.info('Processing batch', {
batchIndex,
batchSize: items.length,
total,
progress: `${((batchIndex + 1) / total * 100).toFixed(2)}%`
});
const totalBatchDelayMs = config.totalDelayMs / total;
const delayPerItem = Math.floor(totalBatchDelayMs / items.length);
const jobs = items.map((item, itemIndex) => {
// Use the provided createJobData function or fall back to config
const jobDataFn = createJobData || config.createJobData;
if (!jobDataFn) {
throw new Error('createJobData function is required');
}
const userData = jobDataFn(item, itemIndex);
return {
name: `${config.jobNamePrefix}-processing`,
data: {
type: `${config.jobNamePrefix}-processing`,
service: config.service,
provider: config.provider,
operation: config.operation,
payload: {
...userData,
batchIndex,
itemIndex,
total,
source: userData.source || 'batch-processing'
},
priority: config.priority || 2
},
opts: {
delay: itemIndex * delayPerItem,
jobId: `${config.jobNamePrefix}-${batchIndex}-${itemIndex}-${Date.now()}`,
removeOnComplete: config.removeOnComplete || 5,
removeOnFail: config.removeOnFail || 3
}
};
});
try {
const createdJobs = await this.queueManager.queue.addBulk(jobs);
logger.info('Batch processing completed', {
batchIndex,
totalItems: items.length,
jobsCreated: createdJobs.length,
progress: `${((batchIndex + 1) / total * 100).toFixed(2)}%`
});
return {
batchIndex,
totalItems: items.length,
jobsCreated: createdJobs.length,
jobsFailed: 0
};
} catch (error) {
logger.error('Failed to process batch', {
batchIndex,
error: error instanceof Error ? error.message : String(error)
});
return {
batchIndex,
totalItems: items.length,
jobsCreated: 0,
jobsFailed: items.length
};
}
}
}

40
apps/data-service/tsconfig.json
View file

@ -1,20 +1,20 @@
{
"extends": "../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src"
},
"include": ["src/**/*"],
"exclude": ["node_modules", "dist", "**/*.test.ts", "**/*.spec.ts", "**/test/**", "**/tests/**", "**/__tests__/**"],
"references": [
{ "path": "../../libs/types" },
{ "path": "../../libs/config" },
{ "path": "../../libs/logger" },
{ "path": "../../libs/http" },
{ "path": "../../libs/cache" },
{ "path": "../../libs/questdb-client" },
{ "path": "../../libs/mongodb-client" },
{ "path": "../../libs/event-bus" },
{ "path": "../../libs/shutdown" }
]
}
{
"extends": "../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src"
},
"include": ["src/**/*"],
"exclude": ["node_modules", "dist", "**/*.test.ts", "**/*.spec.ts", "**/test/**", "**/tests/**", "**/__tests__/**"],
"references": [
{ "path": "../../libs/types" },
{ "path": "../../libs/config" },
{ "path": "../../libs/logger" },
{ "path": "../../libs/http" },
{ "path": "../../libs/cache" },
{ "path": "../../libs/questdb-client" },
{ "path": "../../libs/mongodb-client" },
{ "path": "../../libs/event-bus" },
{ "path": "../../libs/shutdown" }
]
}

38
apps/data-service/turbo.json
View file

@ -1,19 +1,19 @@
{
"extends": ["//"],
"tasks": {
"build": {
"dependsOn": [
"@stock-bot/cache#build",
"@stock-bot/config#build",
"@stock-bot/event-bus#build",
"@stock-bot/http#build",
"@stock-bot/logger#build",
"@stock-bot/mongodb-client#build",
"@stock-bot/questdb-client#build",
"@stock-bot/shutdown#build"
],
"outputs": ["dist/**"],
"inputs": ["src/**", "package.json", "tsconfig.json", "!**/*.test.ts", "!**/*.spec.ts", "!**/test/**", "!**/tests/**", "!**/__tests__/**"]
}
}
}
{
"extends": ["//"],
"tasks": {
"build": {
"dependsOn": [
"@stock-bot/cache#build",
"@stock-bot/config#build",
"@stock-bot/event-bus#build",
"@stock-bot/http#build",
"@stock-bot/logger#build",
"@stock-bot/mongodb-client#build",
"@stock-bot/questdb-client#build",
"@stock-bot/shutdown#build"
],
"outputs": ["dist/**"],
"inputs": ["src/**", "package.json", "tsconfig.json", "!**/*.test.ts", "!**/*.spec.ts", "!**/test/**", "!**/tests/**", "!**/__tests__/**"]
}
}
}

74
apps/execution-service/package.json
View file

@ -1,37 +1,37 @@
{
"name": "@stock-bot/execution-service",
"version": "1.0.0",
"description": "Execution service for stock trading bot - handles order execution and broker integration",
"main": "dist/index.js",
"type": "module",
"scripts": {
"build": "tsc",
"devvvvv": "bun --watch src/index.ts",
"start": "bun src/index.ts",
"test": "bun test",
"lint": "eslint src --ext .ts",
"type-check": "tsc --noEmit"
},
"dependencies": {
"@hono/node-server": "^1.12.0",
"hono": "^4.6.1",
"@stock-bot/config": "*",
"@stock-bot/logger": "*",
"@stock-bot/types": "*",
"@stock-bot/event-bus": "*",
"@stock-bot/utils": "*"
},
"devDependencies": {
"@types/node": "^22.5.0",
"typescript": "^5.5.4"
},
"keywords": [
"trading",
"execution",
"broker",
"orders",
"stock-bot"
],
"author": "Stock Bot Team",
"license": "MIT"
}
{
"name": "@stock-bot/execution-service",
"version": "1.0.0",
"description": "Execution service for stock trading bot - handles order execution and broker integration",
"main": "dist/index.js",
"type": "module",
"scripts": {
"build": "tsc",
"devvvvv": "bun --watch src/index.ts",
"start": "bun src/index.ts",
"test": "bun test",
"lint": "eslint src --ext .ts",
"type-check": "tsc --noEmit"
},
"dependencies": {
"@hono/node-server": "^1.12.0",
"hono": "^4.6.1",
"@stock-bot/config": "*",
"@stock-bot/logger": "*",
"@stock-bot/types": "*",
"@stock-bot/event-bus": "*",
"@stock-bot/utils": "*"
},
"devDependencies": {
"@types/node": "^22.5.0",
"typescript": "^5.5.4"
},
"keywords": [
"trading",
"execution",
"broker",
"orders",
"stock-bot"
],
"author": "Stock Bot Team",
"license": "MIT"
}

188
apps/execution-service/src/broker/interface.ts
View file

@ -1,94 +1,94 @@
import { Order, OrderResult, OrderStatus } from '@stock-bot/types';
export interface BrokerInterface {
/**
* Execute an order with the broker
*/
executeOrder(order: Order): Promise<OrderResult>;
/**
* Get order status from broker
*/
getOrderStatus(orderId: string): Promise<OrderStatus>;
/**
* Cancel an order
*/
cancelOrder(orderId: string): Promise<boolean>;
/**
* Get current positions
*/
getPositions(): Promise<Position[]>;
/**
* Get account balance
*/
getAccountBalance(): Promise<AccountBalance>;
}
export interface Position {
symbol: string;
quantity: number;
averagePrice: number;
currentPrice: number;
unrealizedPnL: number;
side: 'long' | 'short';
}
export interface AccountBalance {
totalValue: number;
availableCash: number;
buyingPower: number;
marginUsed: number;
}
export class MockBroker implements BrokerInterface {
private orders: Map<string, OrderResult> = new Map();
private positions: Position[] = [];
async executeOrder(order: Order): Promise<OrderResult> {
const orderId = `mock_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
const result: OrderResult = {
orderId,
symbol: order.symbol,
quantity: order.quantity,
side: order.side,
status: 'filled',
executedPrice: order.price || 100, // Mock price
executedAt: new Date(),
commission: 1.0
};
this.orders.set(orderId, result);
return result;
}
async getOrderStatus(orderId: string): Promise<OrderStatus> {
const order = this.orders.get(orderId);
return order?.status || 'unknown';
}
async cancelOrder(orderId: string): Promise<boolean> {
const order = this.orders.get(orderId);
if (order && order.status === 'pending') {
order.status = 'cancelled';
return true;
}
return false;
}
async getPositions(): Promise<Position[]> {
return this.positions;
}
async getAccountBalance(): Promise<AccountBalance> {
return {
totalValue: 100000,
availableCash: 50000,
buyingPower: 200000,
marginUsed: 0
};
}
}
import { Order, OrderResult, OrderStatus } from '@stock-bot/types';
export interface BrokerInterface {
/**
* Execute an order with the broker
*/
executeOrder(order: Order): Promise<OrderResult>;
/**
* Get order status from broker
*/
getOrderStatus(orderId: string): Promise<OrderStatus>;
/**
* Cancel an order
*/
cancelOrder(orderId: string): Promise<boolean>;
/**
* Get current positions
*/
getPositions(): Promise<Position[]>;
/**
* Get account balance
*/
getAccountBalance(): Promise<AccountBalance>;
}
export interface Position {
symbol: string;
quantity: number;
averagePrice: number;
currentPrice: number;
unrealizedPnL: number;
side: 'long' | 'short';
}
export interface AccountBalance {
totalValue: number;
availableCash: number;
buyingPower: number;
marginUsed: number;
}
export class MockBroker implements BrokerInterface {
private orders: Map<string, OrderResult> = new Map();
private positions: Position[] = [];
async executeOrder(order: Order): Promise<OrderResult> {
const orderId = `mock_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
const result: OrderResult = {
orderId,
symbol: order.symbol,
quantity: order.quantity,
side: order.side,
status: 'filled',
executedPrice: order.price || 100, // Mock price
executedAt: new Date(),
commission: 1.0
};
this.orders.set(orderId, result);
return result;
}
async getOrderStatus(orderId: string): Promise<OrderStatus> {
const order = this.orders.get(orderId);
return order?.status || 'unknown';
}
async cancelOrder(orderId: string): Promise<boolean> {
const order = this.orders.get(orderId);
if (order && order.status === 'pending') {
order.status = 'cancelled';
return true;
}
return false;
}
async getPositions(): Promise<Position[]> {
return this.positions;
}
async getAccountBalance(): Promise<AccountBalance> {
return {
totalValue: 100000,
availableCash: 50000,
buyingPower: 200000,
marginUsed: 0
};
}
}

114
apps/execution-service/src/execution/order-manager.ts
View file

@ -1,57 +1,57 @@
import { Order, OrderResult } from '@stock-bot/types';
import { logger } from '@stock-bot/logger';
import { BrokerInterface } from '../broker/interface.ts';
export class OrderManager {
private broker: BrokerInterface;
private pendingOrders: Map<string, Order> = new Map();
constructor(broker: BrokerInterface) {
this.broker = broker;
}
async executeOrder(order: Order): Promise<OrderResult> {
try {
logger.info(`Executing order: ${order.symbol} ${order.side} ${order.quantity} @ ${order.price}`);
// Add to pending orders
const orderId = `order_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
this.pendingOrders.set(orderId, order);
// Execute with broker
const result = await this.broker.executeOrder(order);
// Remove from pending
this.pendingOrders.delete(orderId);
logger.info(`Order executed successfully: ${result.orderId}`);
return result;
} catch (error) {
logger.error('Order execution failed', error);
throw error;
}
}
async cancelOrder(orderId: string): Promise<boolean> {
try {
const success = await this.broker.cancelOrder(orderId);
if (success) {
this.pendingOrders.delete(orderId);
logger.info(`Order cancelled: ${orderId}`);
}
return success;
} catch (error) {
logger.error('Order cancellation failed', error);
throw error;
}
}
async getOrderStatus(orderId: string) {
return await this.broker.getOrderStatus(orderId);
}
getPendingOrders(): Order[] {
return Array.from(this.pendingOrders.values());
}
}
import { Order, OrderResult } from '@stock-bot/types';
import { logger } from '@stock-bot/logger';
import { BrokerInterface } from '../broker/interface.ts';
export class OrderManager {
private broker: BrokerInterface;
private pendingOrders: Map<string, Order> = new Map();
constructor(broker: BrokerInterface) {
this.broker = broker;
}
async executeOrder(order: Order): Promise<OrderResult> {
try {
logger.info(`Executing order: ${order.symbol} ${order.side} ${order.quantity} @ ${order.price}`);
// Add to pending orders
const orderId = `order_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
this.pendingOrders.set(orderId, order);
// Execute with broker
const result = await this.broker.executeOrder(order);
// Remove from pending
this.pendingOrders.delete(orderId);
logger.info(`Order executed successfully: ${result.orderId}`);
return result;
} catch (error) {
logger.error('Order execution failed', error);
throw error;
}
}
async cancelOrder(orderId: string): Promise<boolean> {
try {
const success = await this.broker.cancelOrder(orderId);
if (success) {
this.pendingOrders.delete(orderId);
logger.info(`Order cancelled: ${orderId}`);
}
return success;
} catch (error) {
logger.error('Order cancellation failed', error);
throw error;
}
}
async getOrderStatus(orderId: string) {
return await this.broker.getOrderStatus(orderId);
}
getPendingOrders(): Order[] {
return Array.from(this.pendingOrders.values());
}
}

222
apps/execution-service/src/execution/risk-manager.ts
View file

@ -1,111 +1,111 @@
import { Order } from '@stock-bot/types';
import { getLogger } from '@stock-bot/logger';
export interface RiskRule {
name: string;
validate(order: Order, context: RiskContext): Promise<RiskValidationResult>;
}
export interface RiskContext {
currentPositions: Map<string, number>;
accountBalance: number;
totalExposure: number;
maxPositionSize: number;
maxDailyLoss: number;
}
export interface RiskValidationResult {
isValid: boolean;
reason?: string;
severity: 'info' | 'warning' | 'error';
}
export class RiskManager {
private logger = getLogger('risk-manager');
private rules: RiskRule[] = [];
constructor() {
this.initializeDefaultRules();
}
addRule(rule: RiskRule): void {
this.rules.push(rule);
}
async validateOrder(order: Order, context: RiskContext): Promise<RiskValidationResult> {
for (const rule of this.rules) {
const result = await rule.validate(order, context);
if (!result.isValid) {
logger.warn(`Risk rule violation: ${rule.name}`, {
order,
reason: result.reason
});
return result;
}
}
return { isValid: true, severity: 'info' };
}
private initializeDefaultRules(): void {
// Position size rule
this.addRule({
name: 'MaxPositionSize',
async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
const orderValue = order.quantity * (order.price || 0);
if (orderValue > context.maxPositionSize) {
return {
isValid: false,
reason: `Order size ${orderValue} exceeds maximum position size ${context.maxPositionSize}`,
severity: 'error'
};
}
return { isValid: true, severity: 'info' };
}
});
// Balance check rule
this.addRule({
name: 'SufficientBalance',
async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
const orderValue = order.quantity * (order.price || 0);
if (order.side === 'buy' && orderValue > context.accountBalance) {
return {
isValid: false,
reason: `Insufficient balance: need ${orderValue}, have ${context.accountBalance}`,
severity: 'error'
};
}
return { isValid: true, severity: 'info' };
}
});
// Concentration risk rule
this.addRule({
name: 'ConcentrationLimit',
async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
const currentPosition = context.currentPositions.get(order.symbol) || 0;
const newPosition = order.side === 'buy' ?
currentPosition + order.quantity :
currentPosition - order.quantity;
const positionValue = Math.abs(newPosition) * (order.price || 0);
const concentrationRatio = positionValue / context.accountBalance;
if (concentrationRatio > 0.25) { // 25% max concentration
return {
isValid: false,
reason: `Position concentration ${(concentrationRatio * 100).toFixed(2)}% exceeds 25% limit`,
severity: 'warning'
};
}
return { isValid: true, severity: 'info' };
}
});
}
}
import { Order } from '@stock-bot/types';
import { getLogger } from '@stock-bot/logger';
export interface RiskRule {
name: string;
validate(order: Order, context: RiskContext): Promise<RiskValidationResult>;
}
export interface RiskContext {
currentPositions: Map<string, number>;
accountBalance: number;
totalExposure: number;
maxPositionSize: number;
maxDailyLoss: number;
}
export interface RiskValidationResult {
isValid: boolean;
reason?: string;
severity: 'info' | 'warning' | 'error';
}
export class RiskManager {
private logger = getLogger('risk-manager');
private rules: RiskRule[] = [];
constructor() {
this.initializeDefaultRules();
}
addRule(rule: RiskRule): void {
this.rules.push(rule);
}
async validateOrder(order: Order, context: RiskContext): Promise<RiskValidationResult> {
for (const rule of this.rules) {
const result = await rule.validate(order, context);
if (!result.isValid) {
logger.warn(`Risk rule violation: ${rule.name}`, {
order,
reason: result.reason
});
return result;
}
}
return { isValid: true, severity: 'info' };
}
private initializeDefaultRules(): void {
// Position size rule
this.addRule({
name: 'MaxPositionSize',
async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
const orderValue = order.quantity * (order.price || 0);
if (orderValue > context.maxPositionSize) {
return {
isValid: false,
reason: `Order size ${orderValue} exceeds maximum position size ${context.maxPositionSize}`,
severity: 'error'
};
}
return { isValid: true, severity: 'info' };
}
});
// Balance check rule
this.addRule({
name: 'SufficientBalance',
async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
const orderValue = order.quantity * (order.price || 0);
if (order.side === 'buy' && orderValue > context.accountBalance) {
return {
isValid: false,
reason: `Insufficient balance: need ${orderValue}, have ${context.accountBalance}`,
severity: 'error'
};
}
return { isValid: true, severity: 'info' };
}
});
// Concentration risk rule
this.addRule({
name: 'ConcentrationLimit',
async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
const currentPosition = context.currentPositions.get(order.symbol) || 0;
const newPosition = order.side === 'buy' ?
currentPosition + order.quantity :
currentPosition - order.quantity;
const positionValue = Math.abs(newPosition) * (order.price || 0);
const concentrationRatio = positionValue / context.accountBalance;
if (concentrationRatio > 0.25) { // 25% max concentration
return {
isValid: false,
reason: `Position concentration ${(concentrationRatio * 100).toFixed(2)}% exceeds 25% limit`,
severity: 'warning'
};
}
return { isValid: true, severity: 'info' };
}
});
}
}

194
apps/execution-service/src/index.ts
View file

@ -1,97 +1,97 @@
import { Hono } from 'hono';
import { serve } from '@hono/node-server';
import { getLogger } from '@stock-bot/logger';
import { config } from '@stock-bot/config';
// import { BrokerInterface } from './broker/interface.ts';
// import { OrderManager } from './execution/order-manager.ts';
// import { RiskManager } from './execution/risk-manager.ts';
const app = new Hono();
const logger = getLogger('execution-service');
// Health check endpoint
app.get('/health', (c) => {
return c.json({
status: 'healthy',
service: 'execution-service',
timestamp: new Date().toISOString()
});
});
// Order execution endpoints
app.post('/orders/execute', async (c) => {
try {
const orderRequest = await c.req.json();
logger.info('Received order execution request', orderRequest);
// TODO: Validate order and execute
return c.json({
orderId: `order_${Date.now()}`,
status: 'pending',
message: 'Order submitted for execution'
});
} catch (error) {
logger.error('Order execution failed', error);
return c.json({ error: 'Order execution failed' }, 500);
}
});
app.get('/orders/:orderId/status', async (c) => {
const orderId = c.req.param('orderId');
try {
// TODO: Get order status from broker
return c.json({
orderId,
status: 'filled',
executedAt: new Date().toISOString()
});
} catch (error) {
logger.error('Failed to get order status', error);
return c.json({ error: 'Failed to get order status' }, 500);
}
});
app.post('/orders/:orderId/cancel', async (c) => {
const orderId = c.req.param('orderId');
try {
// TODO: Cancel order with broker
return c.json({
orderId,
status: 'cancelled',
cancelledAt: new Date().toISOString()
});
} catch (error) {
logger.error('Failed to cancel order', error);
return c.json({ error: 'Failed to cancel order' }, 500);
}
});
// Risk management endpoints
app.get('/risk/position/:symbol', async (c) => {
const symbol = c.req.param('symbol');
try {
// TODO: Get position risk metrics
return c.json({
symbol,
position: 100,
exposure: 10000,
risk: 'low'
});
} catch (error) {
logger.error('Failed to get position risk', error);
return c.json({ error: 'Failed to get position risk' }, 500);
}
});
const port = config.EXECUTION_SERVICE_PORT || 3004;
logger.info(`Starting execution service on port ${port}`);
serve({
fetch: app.fetch,
port
}, (info) => {
logger.info(`Execution service is running on port ${info.port}`);
});
import { Hono } from 'hono';
import { serve } from '@hono/node-server';
import { getLogger } from '@stock-bot/logger';
import { config } from '@stock-bot/config';
// import { BrokerInterface } from './broker/interface.ts';
// import { OrderManager } from './execution/order-manager.ts';
// import { RiskManager } from './execution/risk-manager.ts';
const app = new Hono();
const logger = getLogger('execution-service');
// Health check endpoint
app.get('/health', (c) => {
return c.json({
status: 'healthy',
service: 'execution-service',
timestamp: new Date().toISOString()
});
});
// Order execution endpoints
app.post('/orders/execute', async (c) => {
try {
const orderRequest = await c.req.json();
logger.info('Received order execution request', orderRequest);
// TODO: Validate order and execute
return c.json({
orderId: `order_${Date.now()}`,
status: 'pending',
message: 'Order submitted for execution'
});
} catch (error) {
logger.error('Order execution failed', error);
return c.json({ error: 'Order execution failed' }, 500);
}
});
app.get('/orders/:orderId/status', async (c) => {
const orderId = c.req.param('orderId');
try {
// TODO: Get order status from broker
return c.json({
orderId,
status: 'filled',
executedAt: new Date().toISOString()
});
} catch (error) {
logger.error('Failed to get order status', error);
return c.json({ error: 'Failed to get order status' }, 500);
}
});
app.post('/orders/:orderId/cancel', async (c) => {
const orderId = c.req.param('orderId');
try {
// TODO: Cancel order with broker
return c.json({
orderId,
status: 'cancelled',
cancelledAt: new Date().toISOString()
});
} catch (error) {
logger.error('Failed to cancel order', error);
return c.json({ error: 'Failed to cancel order' }, 500);
}
});
// Risk management endpoints
app.get('/risk/position/:symbol', async (c) => {
const symbol = c.req.param('symbol');
try {
// TODO: Get position risk metrics
return c.json({
symbol,
position: 100,
exposure: 10000,
risk: 'low'
});
} catch (error) {
logger.error('Failed to get position risk', error);
return c.json({ error: 'Failed to get position risk' }, 500);
}
});
const port = config.EXECUTION_SERVICE_PORT || 3004;
logger.info(`Starting execution service on port ${port}`);
serve({
fetch: app.fetch,
port
}, (info) => {
logger.info(`Execution service is running on port ${info.port}`);
});

34
apps/execution-service/tsconfig.json
View file

@ -1,17 +1,17 @@
{
"extends": "../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src"
},
"include": ["src/**/*"],
"exclude": ["node_modules", "dist", "**/*.test.ts", "**/*.spec.ts", "**/test/**", "**/tests/**", "**/__tests__/**"],
"references": [
{ "path": "../../libs/types" },
{ "path": "../../libs/config" },
{ "path": "../../libs/logger" },
{ "path": "../../libs/utils" },
{ "path": "../../libs/event-bus" },
{ "path": "../../libs/shutdown" }
]
}
{
"extends": "../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src"
},
"include": ["src/**/*"],
"exclude": ["node_modules", "dist", "**/*.test.ts", "**/*.spec.ts", "**/test/**", "**/tests/**", "**/__tests__/**"],
"references": [
{ "path": "../../libs/types" },
{ "path": "../../libs/config" },
{ "path": "../../libs/logger" },
{ "path": "../../libs/utils" },
{ "path": "../../libs/event-bus" },
{ "path": "../../libs/shutdown" }
]
}

34
apps/execution-service/turbo.json
View file

@ -1,17 +1,17 @@
{
"extends": ["//"],
"tasks": {
"build": {
"dependsOn": [
"@stock-bot/types#build",
"@stock-bot/config#build",
"@stock-bot/logger#build",
"@stock-bot/utils#build",
"@stock-bot/event-bus#build",
"@stock-bot/shutdown#build"
],
"outputs": ["dist/**"],
"inputs": ["src/**", "package.json", "tsconfig.json", "!**/*.test.ts", "!**/*.spec.ts", "!**/test/**", "!**/tests/**", "!**/__tests__/**"]
}
}
}
{
"extends": ["//"],
"tasks": {
"build": {
"dependsOn": [
"@stock-bot/types#build",
"@stock-bot/config#build",
"@stock-bot/logger#build",
"@stock-bot/utils#build",
"@stock-bot/event-bus#build",
"@stock-bot/shutdown#build"
],
"outputs": ["dist/**"],
"inputs": ["src/**", "package.json", "tsconfig.json", "!**/*.test.ts", "!**/*.spec.ts", "!**/test/**", "!**/tests/**", "!**/__tests__/**"]
}
}
}

76
apps/portfolio-service/package.json
View file

@ -1,38 +1,38 @@
{
"name": "@stock-bot/portfolio-service",
"version": "1.0.0",
"description": "Portfolio service for stock trading bot - handles portfolio tracking and performance analytics",
"main": "dist/index.js",
"type": "module",
"scripts": {
"build": "tsc",
"devvvvv": "bun --watch src/index.ts",
"start": "bun src/index.ts",
"test": "bun test",
"lint": "eslint src --ext .ts",
"type-check": "tsc --noEmit"
},
"dependencies": {
"@hono/node-server": "^1.12.0",
"hono": "^4.6.1",
"@stock-bot/config": "*",
"@stock-bot/logger": "*",
"@stock-bot/types": "*",
"@stock-bot/questdb-client": "*",
"@stock-bot/utils": "*",
"@stock-bot/data-frame": "*"
},
"devDependencies": {
"@types/node": "^22.5.0",
"typescript": "^5.5.4"
},
"keywords": [
"trading",
"portfolio",
"performance",
"analytics",
"stock-bot"
],
"author": "Stock Bot Team",
"license": "MIT"
}
{
"name": "@stock-bot/portfolio-service",
"version": "1.0.0",
"description": "Portfolio service for stock trading bot - handles portfolio tracking and performance analytics",
"main": "dist/index.js",
"type": "module",
"scripts": {
"build": "tsc",
"devvvvv": "bun --watch src/index.ts",
"start": "bun src/index.ts",
"test": "bun test",
"lint": "eslint src --ext .ts",
"type-check": "tsc --noEmit"
},
"dependencies": {
"@hono/node-server": "^1.12.0",
"hono": "^4.6.1",
"@stock-bot/config": "*",
"@stock-bot/logger": "*",
"@stock-bot/types": "*",
"@stock-bot/questdb-client": "*",
"@stock-bot/utils": "*",
"@stock-bot/data-frame": "*"
},
"devDependencies": {
"@types/node": "^22.5.0",
"typescript": "^5.5.4"
},
"keywords": [
"trading",
"portfolio",
"performance",
"analytics",
"stock-bot"
],
"author": "Stock Bot Team",
"license": "MIT"
}

408
apps/portfolio-service/src/analytics/performance-analyzer.ts
View file

@ -1,204 +1,204 @@
import { PortfolioSnapshot, Trade } from '../portfolio/portfolio-manager.ts';
export interface PerformanceMetrics {
totalReturn: number;
annualizedReturn: number;
sharpeRatio: number;
maxDrawdown: number;
volatility: number;
beta: number;
alpha: number;
calmarRatio: number;
sortinoRatio: number;
}
export interface RiskMetrics {
var95: number; // Value at Risk (95% confidence)
cvar95: number; // Conditional Value at Risk
maxDrawdown: number;
downsideDeviation: number;
correlationMatrix: Record<string, Record<string, number>>;
}
export class PerformanceAnalyzer {
private snapshots: PortfolioSnapshot[] = [];
private benchmarkReturns: number[] = []; // S&P 500 or other benchmark
addSnapshot(snapshot: PortfolioSnapshot): void {
this.snapshots.push(snapshot);
// Keep only last 252 trading days (1 year)
if (this.snapshots.length > 252) {
this.snapshots = this.snapshots.slice(-252);
}
}
calculatePerformanceMetrics(period: 'daily' | 'weekly' | 'monthly' = 'daily'): PerformanceMetrics {
if (this.snapshots.length < 2) {
throw new Error('Need at least 2 snapshots to calculate performance');
}
const returns = this.calculateReturns(period);
const riskFreeRate = 0.02; // 2% annual risk-free rate
return {
totalReturn: this.calculateTotalReturn(),
annualizedReturn: this.calculateAnnualizedReturn(returns),
sharpeRatio: this.calculateSharpeRatio(returns, riskFreeRate),
maxDrawdown: this.calculateMaxDrawdown(),
volatility: this.calculateVolatility(returns),
beta: this.calculateBeta(returns),
alpha: this.calculateAlpha(returns, riskFreeRate),
calmarRatio: this.calculateCalmarRatio(returns),
sortinoRatio: this.calculateSortinoRatio(returns, riskFreeRate)
};
}
calculateRiskMetrics(): RiskMetrics {
const returns = this.calculateReturns('daily');
return {
var95: this.calculateVaR(returns, 0.95),
cvar95: this.calculateCVaR(returns, 0.95),
maxDrawdown: this.calculateMaxDrawdown(),
downsideDeviation: this.calculateDownsideDeviation(returns),
correlationMatrix: {} // TODO: Implement correlation matrix
};
}
private calculateReturns(period: 'daily' | 'weekly' | 'monthly'): number[] {
if (this.snapshots.length < 2) return [];
const returns: number[] = [];
for (let i = 1; i < this.snapshots.length; i++) {
const currentValue = this.snapshots[i].totalValue;
const previousValue = this.snapshots[i - 1].totalValue;
const return_ = (currentValue - previousValue) / previousValue;
returns.push(return_);
}
return returns;
}
private calculateTotalReturn(): number {
if (this.snapshots.length < 2) return 0;
const firstValue = this.snapshots[0].totalValue;
const lastValue = this.snapshots[this.snapshots.length - 1].totalValue;
return (lastValue - firstValue) / firstValue;
}
private calculateAnnualizedReturn(returns: number[]): number {
if (returns.length === 0) return 0;
const avgReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
return Math.pow(1 + avgReturn, 252) - 1; // 252 trading days per year
}
private calculateVolatility(returns: number[]): number {
if (returns.length === 0) return 0;
const avgReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
const variance = returns.reduce((sum, ret) => sum + Math.pow(ret - avgReturn, 2), 0) / returns.length;
return Math.sqrt(variance * 252); // Annualized volatility
}
private calculateSharpeRatio(returns: number[], riskFreeRate: number): number {
if (returns.length === 0) return 0;
const avgReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
const annualizedReturn = Math.pow(1 + avgReturn, 252) - 1;
const volatility = this.calculateVolatility(returns);
if (volatility === 0) return 0;
return (annualizedReturn - riskFreeRate) / volatility;
}
private calculateMaxDrawdown(): number {
if (this.snapshots.length === 0) return 0;
let maxDrawdown = 0;
let peak = this.snapshots[0].totalValue;
for (const snapshot of this.snapshots) {
if (snapshot.totalValue > peak) {
peak = snapshot.totalValue;
}
const drawdown = (peak - snapshot.totalValue) / peak;
maxDrawdown = Math.max(maxDrawdown, drawdown);
}
return maxDrawdown;
}
private calculateBeta(returns: number[]): number {
if (returns.length === 0 || this.benchmarkReturns.length === 0) return 1.0;
// Simple beta calculation - would need actual benchmark data
return 1.0; // Placeholder
}
private calculateAlpha(returns: number[], riskFreeRate: number): number {
const beta = this.calculateBeta(returns);
const portfolioReturn = this.calculateAnnualizedReturn(returns);
const benchmarkReturn = 0.10; // 10% benchmark return (placeholder)
return portfolioReturn - (riskFreeRate + beta * (benchmarkReturn - riskFreeRate));
}
private calculateCalmarRatio(returns: number[]): number {
const annualizedReturn = this.calculateAnnualizedReturn(returns);
const maxDrawdown = this.calculateMaxDrawdown();
if (maxDrawdown === 0) return 0;
return annualizedReturn / maxDrawdown;
}
private calculateSortinoRatio(returns: number[], riskFreeRate: number): number {
const annualizedReturn = this.calculateAnnualizedReturn(returns);
const downsideDeviation = this.calculateDownsideDeviation(returns);
if (downsideDeviation === 0) return 0;
return (annualizedReturn - riskFreeRate) / downsideDeviation;
}
private calculateDownsideDeviation(returns: number[]): number {
if (returns.length === 0) return 0;
const negativeReturns = returns.filter(ret => ret < 0);
if (negativeReturns.length === 0) return 0;
const avgNegativeReturn = negativeReturns.reduce((sum, ret) => sum + ret, 0) / negativeReturns.length;
const variance = negativeReturns.reduce((sum, ret) => sum + Math.pow(ret - avgNegativeReturn, 2), 0) / negativeReturns.length;
return Math.sqrt(variance * 252); // Annualized
}
private calculateVaR(returns: number[], confidence: number): number {
if (returns.length === 0) return 0;
const sortedReturns = returns.slice().sort((a, b) => a - b);
const index = Math.floor((1 - confidence) * sortedReturns.length);
return -sortedReturns[index]; // Return as positive value
}
private calculateCVaR(returns: number[], confidence: number): number {
if (returns.length === 0) return 0;
const sortedReturns = returns.slice().sort((a, b) => a - b);
const cutoffIndex = Math.floor((1 - confidence) * sortedReturns.length);
const tailReturns = sortedReturns.slice(0, cutoffIndex + 1);
if (tailReturns.length === 0) return 0;
const avgTailReturn = tailReturns.reduce((sum, ret) => sum + ret, 0) / tailReturns.length;
return -avgTailReturn; // Return as positive value
}
}
import { PortfolioSnapshot, Trade } from '../portfolio/portfolio-manager.ts';
export interface PerformanceMetrics {
totalReturn: number;
annualizedReturn: number;
sharpeRatio: number;
maxDrawdown: number;
volatility: number;
beta: number;
alpha: number;
calmarRatio: number;
sortinoRatio: number;
}
export interface RiskMetrics {
var95: number; // Value at Risk (95% confidence)
cvar95: number; // Conditional Value at Risk
maxDrawdown: number;
downsideDeviation: number;
correlationMatrix: Record<string, Record<string, number>>;
}
export class PerformanceAnalyzer {
private snapshots: PortfolioSnapshot[] = [];
private benchmarkReturns: number[] = []; // S&P 500 or other benchmark
addSnapshot(snapshot: PortfolioSnapshot): void {
this.snapshots.push(snapshot);
// Keep only last 252 trading days (1 year)
if (this.snapshots.length > 252) {
this.snapshots = this.snapshots.slice(-252);
}
}
calculatePerformanceMetrics(period: 'daily' | 'weekly' | 'monthly' = 'daily'): PerformanceMetrics {
if (this.snapshots.length < 2) {
throw new Error('Need at least 2 snapshots to calculate performance');
}
const returns = this.calculateReturns(period);
const riskFreeRate = 0.02; // 2% annual risk-free rate
return {
totalReturn: this.calculateTotalReturn(),
annualizedReturn: this.calculateAnnualizedReturn(returns),
sharpeRatio: this.calculateSharpeRatio(returns, riskFreeRate),
maxDrawdown: this.calculateMaxDrawdown(),
volatility: this.calculateVolatility(returns),
beta: this.calculateBeta(returns),
alpha: this.calculateAlpha(returns, riskFreeRate),
calmarRatio: this.calculateCalmarRatio(returns),
sortinoRatio: this.calculateSortinoRatio(returns, riskFreeRate)
};
}
calculateRiskMetrics(): RiskMetrics {
const returns = this.calculateReturns('daily');
return {
var95: this.calculateVaR(returns, 0.95),
cvar95: this.calculateCVaR(returns, 0.95),
maxDrawdown: this.calculateMaxDrawdown(),
downsideDeviation: this.calculateDownsideDeviation(returns),
correlationMatrix: {} // TODO: Implement correlation matrix
};
}
private calculateReturns(period: 'daily' | 'weekly' | 'monthly'): number[] {
if (this.snapshots.length < 2) return [];
const returns: number[] = [];
for (let i = 1; i < this.snapshots.length; i++) {
const currentValue = this.snapshots[i].totalValue;
const previousValue = this.snapshots[i - 1].totalValue;
const return_ = (currentValue - previousValue) / previousValue;
returns.push(return_);
}
return returns;
}
private calculateTotalReturn(): number {
if (this.snapshots.length < 2) return 0;
const firstValue = this.snapshots[0].totalValue;
const lastValue = this.snapshots[this.snapshots.length - 1].totalValue;
return (lastValue - firstValue) / firstValue;
}
private calculateAnnualizedReturn(returns: number[]): number {
if (returns.length === 0) return 0;
const avgReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
return Math.pow(1 + avgReturn, 252) - 1; // 252 trading days per year
}
private calculateVolatility(returns: number[]): number {
if (returns.length === 0) return 0;
const avgReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
const variance = returns.reduce((sum, ret) => sum + Math.pow(ret - avgReturn, 2), 0) / returns.length;
return Math.sqrt(variance * 252); // Annualized volatility
}
private calculateSharpeRatio(returns: number[], riskFreeRate: number): number {
if (returns.length === 0) return 0;
const avgReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
const annualizedReturn = Math.pow(1 + avgReturn, 252) - 1;
const volatility = this.calculateVolatility(returns);
if (volatility === 0) return 0;
return (annualizedReturn - riskFreeRate) / volatility;
}
private calculateMaxDrawdown(): number {
if (this.snapshots.length === 0) return 0;
let maxDrawdown = 0;
let peak = this.snapshots[0].totalValue;
for (const snapshot of this.snapshots) {
if (snapshot.totalValue > peak) {
peak = snapshot.totalValue;
}
const drawdown = (peak - snapshot.totalValue) / peak;
maxDrawdown = Math.max(maxDrawdown, drawdown);
}
return maxDrawdown;
}
private calculateBeta(returns: number[]): number {
if (returns.length === 0 || this.benchmarkReturns.length === 0) return 1.0;
// Simple beta calculation - would need actual benchmark data
return 1.0; // Placeholder
}
private calculateAlpha(returns: number[], riskFreeRate: number): number {
const beta = this.calculateBeta(returns);
const portfolioReturn = this.calculateAnnualizedReturn(returns);
const benchmarkReturn = 0.10; // 10% benchmark return (placeholder)
return portfolioReturn - (riskFreeRate + beta * (benchmarkReturn - riskFreeRate));
}
private calculateCalmarRatio(returns: number[]): number {
const annualizedReturn = this.calculateAnnualizedReturn(returns);
const maxDrawdown = this.calculateMaxDrawdown();
if (maxDrawdown === 0) return 0;
return annualizedReturn / maxDrawdown;
}
private calculateSortinoRatio(returns: number[], riskFreeRate: number): number {
const annualizedReturn = this.calculateAnnualizedReturn(returns);
const downsideDeviation = this.calculateDownsideDeviation(returns);
if (downsideDeviation === 0) return 0;
return (annualizedReturn - riskFreeRate) / downsideDeviation;
}
private calculateDownsideDeviation(returns: number[]): number {
if (returns.length === 0) return 0;
const negativeReturns = returns.filter(ret => ret < 0);
if (negativeReturns.length === 0) return 0;
const avgNegativeReturn = negativeReturns.reduce((sum, ret) => sum + ret, 0) / negativeReturns.length;
const variance = negativeReturns.reduce((sum, ret) => sum + Math.pow(ret - avgNegativeReturn, 2), 0) / negativeReturns.length;
return Math.sqrt(variance * 252); // Annualized
}
private calculateVaR(returns: number[], confidence: number): number {
if (returns.length === 0) return 0;
const sortedReturns = returns.slice().sort((a, b) => a - b);
const index = Math.floor((1 - confidence) * sortedReturns.length);
return -sortedReturns[index]; // Return as positive value
}
private calculateCVaR(returns: number[], confidence: number): number {
if (returns.length === 0) return 0;
const sortedReturns = returns.slice().sort((a, b) => a - b);
const cutoffIndex = Math.floor((1 - confidence) * sortedReturns.length);
const tailReturns = sortedReturns.slice(0, cutoffIndex + 1);
if (tailReturns.length === 0) return 0;
const avgTailReturn = tailReturns.reduce((sum, ret) => sum + ret, 0) / tailReturns.length;
return -avgTailReturn; // Return as positive value
}
}

266
apps/portfolio-service/src/index.ts
View file

@ -1,133 +1,133 @@
import { Hono } from 'hono';
import { serve } from '@hono/node-server';
import { getLogger } from '@stock-bot/logger';
import { config } from '@stock-bot/config';
import { PortfolioManager } from './portfolio/portfolio-manager.ts';
import { PerformanceAnalyzer } from './analytics/performance-analyzer.ts';
const app = new Hono();
const logger = getLogger('portfolio-service');
// Health check endpoint
app.get('/health', (c) => {
return c.json({
status: 'healthy',
service: 'portfolio-service',
timestamp: new Date().toISOString()
});
});
// Portfolio endpoints
app.get('/portfolio/overview', async (c) => {
try {
// TODO: Get portfolio overview
return c.json({
totalValue: 125000,
totalReturn: 25000,
totalReturnPercent: 25.0,
dayChange: 1250,
dayChangePercent: 1.0,
positions: []
});
} catch (error) {
logger.error('Failed to get portfolio overview', error);
return c.json({ error: 'Failed to get portfolio overview' }, 500);
}
});
app.get('/portfolio/positions', async (c) => {
try {
// TODO: Get current positions
return c.json([
{
symbol: 'AAPL',
quantity: 100,
averagePrice: 150.0,
currentPrice: 155.0,
marketValue: 15500,
unrealizedPnL: 500,
unrealizedPnLPercent: 3.33
}
]);
} catch (error) {
logger.error('Failed to get positions', error);
return c.json({ error: 'Failed to get positions' }, 500);
}
});
app.get('/portfolio/history', async (c) => {
const days = c.req.query('days') || '30';
try {
// TODO: Get portfolio history
return c.json({
period: `${days} days`,
data: []
});
} catch (error) {
logger.error('Failed to get portfolio history', error);
return c.json({ error: 'Failed to get portfolio history' }, 500);
}
});
// Performance analytics endpoints
app.get('/analytics/performance', async (c) => {
const period = c.req.query('period') || '1M';
try {
// TODO: Calculate performance metrics
return c.json({
period,
totalReturn: 0.25,
annualizedReturn: 0.30,
sharpeRatio: 1.5,
maxDrawdown: 0.05,
volatility: 0.15,
beta: 1.1,
alpha: 0.02
});
} catch (error) {
logger.error('Failed to get performance analytics', error);
return c.json({ error: 'Failed to get performance analytics' }, 500);
}
});
app.get('/analytics/risk', async (c) => {
try {
// TODO: Calculate risk metrics
return c.json({
var95: 0.02,
cvar95: 0.03,
maxDrawdown: 0.05,
downside_deviation: 0.08,
correlation_matrix: {}
});
} catch (error) {
logger.error('Failed to get risk analytics', error);
return c.json({ error: 'Failed to get risk analytics' }, 500);
}
});
app.get('/analytics/attribution', async (c) => {
try {
// TODO: Calculate performance attribution
return c.json({
sector_allocation: {},
security_selection: {},
interaction_effect: {}
});
} catch (error) {
logger.error('Failed to get attribution analytics', error);
return c.json({ error: 'Failed to get attribution analytics' }, 500);
}
});
const port = config.PORTFOLIO_SERVICE_PORT || 3005;
logger.info(`Starting portfolio service on port ${port}`);
serve({
fetch: app.fetch,
port
}, (info) => {
logger.info(`Portfolio service is running on port ${info.port}`);
});
import { Hono } from 'hono';
import { serve } from '@hono/node-server';
import { getLogger } from '@stock-bot/logger';
import { config } from '@stock-bot/config';
import { PortfolioManager } from './portfolio/portfolio-manager.ts';
import { PerformanceAnalyzer } from './analytics/performance-analyzer.ts';
const app = new Hono();
const logger = getLogger('portfolio-service');
// Health check endpoint
app.get('/health', (c) => {
return c.json({
status: 'healthy',
service: 'portfolio-service',
timestamp: new Date().toISOString()
});
});
// Portfolio endpoints
app.get('/portfolio/overview', async (c) => {
try {
// TODO: Get portfolio overview
return c.json({
totalValue: 125000,
totalReturn: 25000,
totalReturnPercent: 25.0,
dayChange: 1250,
dayChangePercent: 1.0,
positions: []
});
} catch (error) {
logger.error('Failed to get portfolio overview', error);
return c.json({ error: 'Failed to get portfolio overview' }, 500);
}
});
app.get('/portfolio/positions', async (c) => {
try {
// TODO: Get current positions
return c.json([
{
symbol: 'AAPL',
quantity: 100,
averagePrice: 150.0,
currentPrice: 155.0,
marketValue: 15500,
unrealizedPnL: 500,
unrealizedPnLPercent: 3.33
}
]);
} catch (error) {
logger.error('Failed to get positions', error);
return c.json({ error: 'Failed to get positions' }, 500);
}
});
app.get('/portfolio/history', async (c) => {
const days = c.req.query('days') || '30';
try {
// TODO: Get portfolio history
return c.json({
period: `${days} days`,
data: []
});
} catch (error) {
logger.error('Failed to get portfolio history', error);
return c.json({ error: 'Failed to get portfolio history' }, 500);
}
});
// Performance analytics endpoints
app.get('/analytics/performance', async (c) => {
const period = c.req.query('period') || '1M';
try {
// TODO: Calculate performance metrics
return c.json({
period,
totalReturn: 0.25,
annualizedReturn: 0.30,
sharpeRatio: 1.5,
maxDrawdown: 0.05,
volatility: 0.15,
beta: 1.1,
alpha: 0.02
});
} catch (error) {
logger.error('Failed to get performance analytics', error);
return c.json({ error: 'Failed to get performance analytics' }, 500);
}
});
app.get('/analytics/risk', async (c) => {
try {
// TODO: Calculate risk metrics
return c.json({
var95: 0.02,
cvar95: 0.03,
maxDrawdown: 0.05,
downside_deviation: 0.08,
correlation_matrix: {}
});
} catch (error) {
logger.error('Failed to get risk analytics', error);
return c.json({ error: 'Failed to get risk analytics' }, 500);
}
});
app.get('/analytics/attribution', async (c) => {
try {
// TODO: Calculate performance attribution
return c.json({
sector_allocation: {},
security_selection: {},
interaction_effect: {}
});
} catch (error) {
logger.error('Failed to get attribution analytics', error);
return c.json({ error: 'Failed to get attribution analytics' }, 500);
}
});
const port = config.PORTFOLIO_SERVICE_PORT || 3005;
logger.info(`Starting portfolio service on port ${port}`);
serve({
fetch: app.fetch,
port
}, (info) => {
logger.info(`Portfolio service is running on port ${info.port}`);
});

318
apps/portfolio-service/src/portfolio/portfolio-manager.ts
View file

@ -1,159 +1,159 @@
import { getLogger } from '@stock-bot/logger';
export interface Position {
symbol: string;
quantity: number;
averagePrice: number;
currentPrice: number;
marketValue: number;
unrealizedPnL: number;
unrealizedPnLPercent: number;
costBasis: number;
lastUpdated: Date;
}
export interface PortfolioSnapshot {
timestamp: Date;
totalValue: number;
cashBalance: number;
positions: Position[];
totalReturn: number;
totalReturnPercent: number;
dayChange: number;
dayChangePercent: number;
}
export interface Trade {
id: string;
symbol: string;
quantity: number;
price: number;
side: 'buy' | 'sell';
timestamp: Date;
commission: number;
}
export class PortfolioManager {
private logger = getLogger('PortfolioManager');
private positions: Map<string, Position> = new Map();
private trades: Trade[] = [];
private cashBalance: number = 100000; // Starting cash
constructor(initialCash: number = 100000) {
this.cashBalance = initialCash;
}
addTrade(trade: Trade): void {
this.trades.push(trade);
this.updatePosition(trade);
logger.info(`Trade added: ${trade.symbol} ${trade.side} ${trade.quantity} @ ${trade.price}`);
}
private updatePosition(trade: Trade): void {
const existing = this.positions.get(trade.symbol);
if (!existing) {
// New position
if (trade.side === 'buy') {
this.positions.set(trade.symbol, {
symbol: trade.symbol,
quantity: trade.quantity,
averagePrice: trade.price,
currentPrice: trade.price,
marketValue: trade.quantity * trade.price,
unrealizedPnL: 0,
unrealizedPnLPercent: 0,
costBasis: trade.quantity * trade.price + trade.commission,
lastUpdated: trade.timestamp
});
this.cashBalance -= (trade.quantity * trade.price + trade.commission);
}
return;
}
// Update existing position
if (trade.side === 'buy') {
const newQuantity = existing.quantity + trade.quantity;
const newCostBasis = existing.costBasis + (trade.quantity * trade.price) + trade.commission;
existing.quantity = newQuantity;
existing.averagePrice = (newCostBasis - this.getTotalCommissions(trade.symbol)) / newQuantity;
existing.costBasis = newCostBasis;
existing.lastUpdated = trade.timestamp;
this.cashBalance -= (trade.quantity * trade.price + trade.commission);
} else if (trade.side === 'sell') {
existing.quantity -= trade.quantity;
existing.lastUpdated = trade.timestamp;
const proceeds = trade.quantity * trade.price - trade.commission;
this.cashBalance += proceeds;
// Remove position if quantity is zero
if (existing.quantity <= 0) {
this.positions.delete(trade.symbol);
}
}
}
updatePrice(symbol: string, price: number): void {
const position = this.positions.get(symbol);
if (position) {
position.currentPrice = price;
position.marketValue = position.quantity * price;
position.unrealizedPnL = position.marketValue - (position.quantity * position.averagePrice);
position.unrealizedPnLPercent = position.unrealizedPnL / (position.quantity * position.averagePrice) * 100;
position.lastUpdated = new Date();
}
}
getPosition(symbol: string): Position | undefined {
return this.positions.get(symbol);
}
getAllPositions(): Position[] {
return Array.from(this.positions.values());
}
getPortfolioSnapshot(): PortfolioSnapshot {
const positions = this.getAllPositions();
const totalMarketValue = positions.reduce((sum, pos) => sum + pos.marketValue, 0);
const totalValue = totalMarketValue + this.cashBalance;
const totalUnrealizedPnL = positions.reduce((sum, pos) => sum + pos.unrealizedPnL, 0);
return {
timestamp: new Date(),
totalValue,
cashBalance: this.cashBalance,
positions,
totalReturn: totalUnrealizedPnL, // Simplified - should include realized gains
totalReturnPercent: (totalUnrealizedPnL / (totalValue - totalUnrealizedPnL)) * 100,
dayChange: 0, // TODO: Calculate from previous day
dayChangePercent: 0
};
}
getTrades(symbol?: string): Trade[] {
if (symbol) {
return this.trades.filter(trade => trade.symbol === symbol);
}
return this.trades;
}
private getTotalCommissions(symbol: string): number {
return this.trades
.filter(trade => trade.symbol === symbol)
.reduce((sum, trade) => sum + trade.commission, 0);
}
getCashBalance(): number {
return this.cashBalance;
}
getNetLiquidationValue(): number {
const positions = this.getAllPositions();
const positionValue = positions.reduce((sum, pos) => sum + pos.marketValue, 0);
return positionValue + this.cashBalance;
}
}
import { getLogger } from '@stock-bot/logger';
export interface Position {
symbol: string;
quantity: number;
averagePrice: number;
currentPrice: number;
marketValue: number;
unrealizedPnL: number;
unrealizedPnLPercent: number;
costBasis: number;
lastUpdated: Date;
}
export interface PortfolioSnapshot {
timestamp: Date;
totalValue: number;
cashBalance: number;
positions: Position[];
totalReturn: number;
totalReturnPercent: number;
dayChange: number;
dayChangePercent: number;
}
export interface Trade {
id: string;
symbol: string;
quantity: number;
price: number;
side: 'buy' | 'sell';
timestamp: Date;
commission: number;
}
export class PortfolioManager {
private logger = getLogger('PortfolioManager');
private positions: Map<string, Position> = new Map();
private trades: Trade[] = [];
private cashBalance: number = 100000; // Starting cash
constructor(initialCash: number = 100000) {
this.cashBalance = initialCash;
}
addTrade(trade: Trade): void {
this.trades.push(trade);
this.updatePosition(trade);
logger.info(`Trade added: ${trade.symbol} ${trade.side} ${trade.quantity} @ ${trade.price}`);
}
private updatePosition(trade: Trade): void {
const existing = this.positions.get(trade.symbol);
if (!existing) {
// New position
if (trade.side === 'buy') {
this.positions.set(trade.symbol, {
symbol: trade.symbol,
quantity: trade.quantity,
averagePrice: trade.price,
currentPrice: trade.price,
marketValue: trade.quantity * trade.price,
unrealizedPnL: 0,
unrealizedPnLPercent: 0,
costBasis: trade.quantity * trade.price + trade.commission,
lastUpdated: trade.timestamp
});
this.cashBalance -= (trade.quantity * trade.price + trade.commission);
}
return;
}
// Update existing position
if (trade.side === 'buy') {
const newQuantity = existing.quantity + trade.quantity;
const newCostBasis = existing.costBasis + (trade.quantity * trade.price) + trade.commission;
existing.quantity = newQuantity;
existing.averagePrice = (newCostBasis - this.getTotalCommissions(trade.symbol)) / newQuantity;
existing.costBasis = newCostBasis;
existing.lastUpdated = trade.timestamp;
this.cashBalance -= (trade.quantity * trade.price + trade.commission);
} else if (trade.side === 'sell') {
existing.quantity -= trade.quantity;
existing.lastUpdated = trade.timestamp;
const proceeds = trade.quantity * trade.price - trade.commission;
this.cashBalance += proceeds;
// Remove position if quantity is zero
if (existing.quantity <= 0) {
this.positions.delete(trade.symbol);
}
}
}
updatePrice(symbol: string, price: number): void {
const position = this.positions.get(symbol);
if (position) {
position.currentPrice = price;
position.marketValue = position.quantity * price;
position.unrealizedPnL = position.marketValue - (position.quantity * position.averagePrice);
position.unrealizedPnLPercent = position.unrealizedPnL / (position.quantity * position.averagePrice) * 100;
position.lastUpdated = new Date();
}
}
getPosition(symbol: string): Position | undefined {
return this.positions.get(symbol);
}
getAllPositions(): Position[] {
return Array.from(this.positions.values());
}
getPortfolioSnapshot(): PortfolioSnapshot {
const positions = this.getAllPositions();
const totalMarketValue = positions.reduce((sum, pos) => sum + pos.marketValue, 0);
const totalValue = totalMarketValue + this.cashBalance;
const totalUnrealizedPnL = positions.reduce((sum, pos) => sum + pos.unrealizedPnL, 0);
return {
timestamp: new Date(),
totalValue,
cashBalance: this.cashBalance,
positions,
totalReturn: totalUnrealizedPnL, // Simplified - should include realized gains
totalReturnPercent: (totalUnrealizedPnL / (totalValue - totalUnrealizedPnL)) * 100,
dayChange: 0, // TODO: Calculate from previous day
dayChangePercent: 0
};
}
getTrades(symbol?: string): Trade[] {
if (symbol) {
return this.trades.filter(trade => trade.symbol === symbol);
}
return this.trades;
}
private getTotalCommissions(symbol: string): number {
return this.trades
.filter(trade => trade.symbol === symbol)
.reduce((sum, trade) => sum + trade.commission, 0);
}
getCashBalance(): number {
return this.cashBalance;
}
getNetLiquidationValue(): number {
const positions = this.getAllPositions();
const positionValue = positions.reduce((sum, pos) => sum + pos.marketValue, 0);
return positionValue + this.cashBalance;
}
}

36
apps/portfolio-service/tsconfig.json
View file

@ -1,18 +1,18 @@
{
"extends": "../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src"
},
"include": ["src/**/*"],
"exclude": ["node_modules", "dist", "**/*.test.ts", "**/*.spec.ts", "**/test/**", "**/tests/**", "**/__tests__/**"],
"references": [
{ "path": "../../libs/types" },
{ "path": "../../libs/config" },
{ "path": "../../libs/logger" },
{ "path": "../../libs/utils" },
{ "path": "../../libs/postgres-client" },
{ "path": "../../libs/event-bus" },
{ "path": "../../libs/shutdown" }
]
}
{
"extends": "../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src"
},
"include": ["src/**/*"],
"exclude": ["node_modules", "dist", "**/*.test.ts", "**/*.spec.ts", "**/test/**", "**/tests/**", "**/__tests__/**"],
"references": [
{ "path": "../../libs/types" },
{ "path": "../../libs/config" },
{ "path": "../../libs/logger" },
{ "path": "../../libs/utils" },
{ "path": "../../libs/postgres-client" },
{ "path": "../../libs/event-bus" },
{ "path": "../../libs/shutdown" }
]
}

36
apps/portfolio-service/turbo.json
View file

@ -1,18 +1,18 @@
{
"extends": ["//"],
"tasks": {
"build": {
"dependsOn": [
"@stock-bot/types#build",
"@stock-bot/config#build",
"@stock-bot/logger#build",
"@stock-bot/utils#build",
"@stock-bot/postgres-client#build",
"@stock-bot/event-bus#build",
"@stock-bot/shutdown#build"
],
"outputs": ["dist/**"],
"inputs": ["src/**", "package.json", "tsconfig.json", "!**/*.test.ts", "!**/*.spec.ts", "!**/test/**", "!**/tests/**", "!**/__tests__/**"]
}
}
}
{
"extends": ["//"],
"tasks": {
"build": {
"dependsOn": [
"@stock-bot/types#build",
"@stock-bot/config#build",
"@stock-bot/logger#build",
"@stock-bot/utils#build",
"@stock-bot/postgres-client#build",
"@stock-bot/event-bus#build",
"@stock-bot/shutdown#build"
],
"outputs": ["dist/**"],
"inputs": ["src/**", "package.json", "tsconfig.json", "!**/*.test.ts", "!**/*.spec.ts", "!**/test/**", "!**/tests/**", "!**/__tests__/**"]
}
}
}

52
apps/processing-service/package.json
View file

@ -1,26 +1,26 @@
{
"name": "@stock-bot/processing-service",
"version": "1.0.0",
"description": "Combined data processing and technical indicators service",
"main": "dist/index.js",
"type": "module",
"scripts": {
"devvvvv": "bun --watch src/index.ts",
"build": "bun build src/index.ts --outdir dist --target node",
"start": "bun dist/index.js",
"test": "bun test",
"clean": "rm -rf dist"
},
"dependencies": {
"@stock-bot/config": "*",
"@stock-bot/logger": "*",
"@stock-bot/types": "*",
"@stock-bot/utils": "*",
"@stock-bot/event-bus": "*",
"@stock-bot/vector-engine": "*",
"hono": "^4.0.0"
},
"devDependencies": {
"typescript": "^5.0.0"
}
}
{
"name": "@stock-bot/processing-service",
"version": "1.0.0",
"description": "Combined data processing and technical indicators service",
"main": "dist/index.js",
"type": "module",
"scripts": {
"devvvvv": "bun --watch src/index.ts",
"build": "bun build src/index.ts --outdir dist --target node",
"start": "bun dist/index.js",
"test": "bun test",
"clean": "rm -rf dist"
},
"dependencies": {
"@stock-bot/config": "*",
"@stock-bot/logger": "*",
"@stock-bot/types": "*",
"@stock-bot/utils": "*",
"@stock-bot/event-bus": "*",
"@stock-bot/vector-engine": "*",
"hono": "^4.0.0"
},
"devDependencies": {
"typescript": "^5.0.0"
}
}

108
apps/processing-service/src/index.ts
View file

@ -1,54 +1,54 @@
/**
* Processing Service - Technical indicators and data processing
*/
import { getLogger } from '@stock-bot/logger';
import { loadEnvVariables } from '@stock-bot/config';
import { Hono } from 'hono';
import { serve } from '@hono/node-server';
// Load environment variables
loadEnvVariables();
const app = new Hono();
const logger = getLogger('processing-service');
const PORT = parseInt(process.env.PROCESSING_SERVICE_PORT || '3003');
// Health check endpoint
app.get('/health', (c) => {
return c.json({
service: 'processing-service',
status: 'healthy',
timestamp: new Date().toISOString()
});
});
// Technical indicators endpoint
app.post('/api/indicators', async (c) => {
const body = await c.req.json();
logger.info('Technical indicators request', { indicators: body.indicators });
// TODO: Implement technical indicators processing
return c.json({
message: 'Technical indicators endpoint - not implemented yet',
requestedIndicators: body.indicators
});
});
// Vectorized processing endpoint
app.post('/api/vectorized/process', async (c) => {
const body = await c.req.json();
logger.info('Vectorized processing request', { dataPoints: body.data?.length });
// TODO: Implement vectorized processing
return c.json({
message: 'Vectorized processing endpoint - not implemented yet'
});
});
// Start server
serve({
fetch: app.fetch,
port: PORT,
});
logger.info(`Processing Service started on port ${PORT}`);
/**
* Processing Service - Technical indicators and data processing
*/
import { getLogger } from '@stock-bot/logger';
import { loadEnvVariables } from '@stock-bot/config';
import { Hono } from 'hono';
import { serve } from '@hono/node-server';
// Load environment variables
loadEnvVariables();
const app = new Hono();
const logger = getLogger('processing-service');
const PORT = parseInt(process.env.PROCESSING_SERVICE_PORT || '3003');
// Health check endpoint
app.get('/health', (c) => {
return c.json({
service: 'processing-service',
status: 'healthy',
timestamp: new Date().toISOString()
});
});
// Technical indicators endpoint
app.post('/api/indicators', async (c) => {
const body = await c.req.json();
logger.info('Technical indicators request', { indicators: body.indicators });
// TODO: Implement technical indicators processing
return c.json({
message: 'Technical indicators endpoint - not implemented yet',
requestedIndicators: body.indicators
});
});
// Vectorized processing endpoint
app.post('/api/vectorized/process', async (c) => {
const body = await c.req.json();
logger.info('Vectorized processing request', { dataPoints: body.data?.length });
// TODO: Implement vectorized processing
return c.json({
message: 'Vectorized processing endpoint - not implemented yet'
});
});
// Start server
serve({
fetch: app.fetch,
port: PORT,
});
logger.info(`Processing Service started on port ${PORT}`);

164
apps/processing-service/src/indicators/indicators.ts
View file

@ -1,82 +1,82 @@
/**
* Technical Indicators Service
* Leverages @stock-bot/utils for calculations
*/
import { getLogger } from '@stock-bot/logger';
import {
sma,
ema,
rsi,
macd
} from '@stock-bot/utils';
const logger = getLogger('indicators-service');
export interface IndicatorRequest {
symbol: string;
data: number[];
indicators: string[];
parameters?: Record<string, any>;
}
export interface IndicatorResult {
symbol: string;
timestamp: Date;
indicators: Record<string, number[]>;
}
export class IndicatorsService {
async calculateIndicators(request: IndicatorRequest): Promise<IndicatorResult> {
logger.info('Calculating indicators', {
symbol: request.symbol,
indicators: request.indicators,
dataPoints: request.data.length
});
const results: Record<string, number[]> = {};
for (const indicator of request.indicators) {
try {
switch (indicator.toLowerCase()) {
case 'sma':
const smaPeriod = request.parameters?.smaPeriod || 20;
results.sma = sma(request.data, smaPeriod);
break;
case 'ema':
const emaPeriod = request.parameters?.emaPeriod || 20;
results.ema = ema(request.data, emaPeriod);
break;
case 'rsi':
const rsiPeriod = request.parameters?.rsiPeriod || 14;
results.rsi = rsi(request.data, rsiPeriod);
break;
case 'macd':
const fast = request.parameters?.macdFast || 12;
const slow = request.parameters?.macdSlow || 26;
const signal = request.parameters?.macdSignal || 9;
results.macd = macd(request.data, fast, slow, signal).macd;
break;
case 'stochastic':
// TODO: Implement stochastic oscillator
logger.warn('Stochastic oscillator not implemented yet');
break;
default:
logger.warn('Unknown indicator requested', { indicator });
}
} catch (error) {
logger.error('Error calculating indicator', { indicator, error });
}
}
return {
symbol: request.symbol,
timestamp: new Date(),
indicators: results
};
}
}
/**
* Technical Indicators Service
* Leverages @stock-bot/utils for calculations
*/
import { getLogger } from '@stock-bot/logger';
import {
sma,
ema,
rsi,
macd
} from '@stock-bot/utils';
const logger = getLogger('indicators-service');
export interface IndicatorRequest {
symbol: string;
data: number[];
indicators: string[];
parameters?: Record<string, any>;
}
export interface IndicatorResult {
symbol: string;
timestamp: Date;
indicators: Record<string, number[]>;
}
export class IndicatorsService {
async calculateIndicators(request: IndicatorRequest): Promise<IndicatorResult> {
logger.info('Calculating indicators', {
symbol: request.symbol,
indicators: request.indicators,
dataPoints: request.data.length
});
const results: Record<string, number[]> = {};
for (const indicator of request.indicators) {
try {
switch (indicator.toLowerCase()) {
case 'sma':
const smaPeriod = request.parameters?.smaPeriod || 20;
results.sma = sma(request.data, smaPeriod);
break;
case 'ema':
const emaPeriod = request.parameters?.emaPeriod || 20;
results.ema = ema(request.data, emaPeriod);
break;
case 'rsi':
const rsiPeriod = request.parameters?.rsiPeriod || 14;
results.rsi = rsi(request.data, rsiPeriod);
break;
case 'macd':
const fast = request.parameters?.macdFast || 12;
const slow = request.parameters?.macdSlow || 26;
const signal = request.parameters?.macdSignal || 9;
results.macd = macd(request.data, fast, slow, signal).macd;
break;
case 'stochastic':
// TODO: Implement stochastic oscillator
logger.warn('Stochastic oscillator not implemented yet');
break;
default:
logger.warn('Unknown indicator requested', { indicator });
}
} catch (error) {
logger.error('Error calculating indicator', { indicator, error });
}
}
return {
symbol: request.symbol,
timestamp: new Date(),
indicators: results
};
}
}

40
apps/processing-service/tsconfig.json
View file

@ -1,20 +1,20 @@
{
"extends": "../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src"
},
"include": ["src/**/*"],
"exclude": ["node_modules", "dist", "**/*.test.ts", "**/*.spec.ts", "**/test/**", "**/tests/**", "**/__tests__/**"],
"references": [
{ "path": "../../libs/types" },
{ "path": "../../libs/config" },
{ "path": "../../libs/logger" },
{ "path": "../../libs/utils" },
{ "path": "../../libs/data-frame" },
{ "path": "../../libs/vector-engine" },
{ "path": "../../libs/mongodb-client" },
{ "path": "../../libs/event-bus" },
{ "path": "../../libs/shutdown" }
]
}
{
"extends": "../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src"
},
"include": ["src/**/*"],
"exclude": ["node_modules", "dist", "**/*.test.ts", "**/*.spec.ts", "**/test/**", "**/tests/**", "**/__tests__/**"],
"references": [
{ "path": "../../libs/types" },
{ "path": "../../libs/config" },
{ "path": "../../libs/logger" },
{ "path": "../../libs/utils" },
{ "path": "../../libs/data-frame" },
{ "path": "../../libs/vector-engine" },
{ "path": "../../libs/mongodb-client" },
{ "path": "../../libs/event-bus" },
{ "path": "../../libs/shutdown" }
]
}

40
apps/processing-service/turbo.json
View file

@ -1,20 +1,20 @@
{
"extends": ["//"],
"tasks": {
"build": {
"dependsOn": [
"@stock-bot/types#build",
"@stock-bot/config#build",
"@stock-bot/logger#build",
"@stock-bot/utils#build",
"@stock-bot/data-frame#build",
"@stock-bot/vector-engine#build",
"@stock-bot/mongodb-client#build",
"@stock-bot/event-bus#build",
"@stock-bot/shutdown#build"
],
"outputs": ["dist/**"],
"inputs": ["src/**", "package.json", "tsconfig.json", "!**/*.test.ts", "!**/*.spec.ts", "!**/test/**", "!**/tests/**", "!**/__tests__/**"]
}
}
}
{
"extends": ["//"],
"tasks": {
"build": {
"dependsOn": [
"@stock-bot/types#build",
"@stock-bot/config#build",
"@stock-bot/logger#build",
"@stock-bot/utils#build",
"@stock-bot/data-frame#build",
"@stock-bot/vector-engine#build",
"@stock-bot/mongodb-client#build",
"@stock-bot/event-bus#build",
"@stock-bot/shutdown#build"
],
"outputs": ["dist/**"],
"inputs": ["src/**", "package.json", "tsconfig.json", "!**/*.test.ts", "!**/*.spec.ts", "!**/test/**", "!**/tests/**", "!**/__tests__/**"]
}
}
}

66
apps/strategy-service/package.json
View file

@ -1,33 +1,33 @@
{
"name": "@stock-bot/strategy-service",
"version": "1.0.0",
"description": "Combined strategy execution and multi-mode backtesting service",
"main": "dist/index.js",
"type": "module",
"scripts": {
"devvvvv": "bun --watch src/index.ts",
"build": "bun build src/index.ts --outdir dist --target node",
"start": "bun dist/index.js",
"test": "bun test", "clean": "rm -rf dist",
"backtest": "bun src/cli/index.ts",
"optimize": "bun src/cli/index.ts optimize",
"cli": "bun src/cli/index.ts"
},
"dependencies": {
"@stock-bot/config": "*",
"@stock-bot/logger": "*",
"@stock-bot/types": "*",
"@stock-bot/utils": "*",
"@stock-bot/event-bus": "*",
"@stock-bot/strategy-engine": "*",
"@stock-bot/vector-engine": "*",
"@stock-bot/data-frame": "*",
"@stock-bot/questdb-client": "*",
"hono": "^4.0.0",
"commander": "^11.0.0"
},
"devDependencies": {
"@types/node": "^20.0.0",
"typescript": "^5.0.0"
}
}
{
"name": "@stock-bot/strategy-service",
"version": "1.0.0",
"description": "Combined strategy execution and multi-mode backtesting service",
"main": "dist/index.js",
"type": "module",
"scripts": {
"devvvvv": "bun --watch src/index.ts",
"build": "bun build src/index.ts --outdir dist --target node",
"start": "bun dist/index.js",
"test": "bun test", "clean": "rm -rf dist",
"backtest": "bun src/cli/index.ts",
"optimize": "bun src/cli/index.ts optimize",
"cli": "bun src/cli/index.ts"
},
"dependencies": {
"@stock-bot/config": "*",
"@stock-bot/logger": "*",
"@stock-bot/types": "*",
"@stock-bot/utils": "*",
"@stock-bot/event-bus": "*",
"@stock-bot/strategy-engine": "*",
"@stock-bot/vector-engine": "*",
"@stock-bot/data-frame": "*",
"@stock-bot/questdb-client": "*",
"hono": "^4.0.0",
"commander": "^11.0.0"
},
"devDependencies": {
"@types/node": "^20.0.0",
"typescript": "^5.0.0"
}
}

150
apps/strategy-service/src/backtesting/modes/event-mode.ts
View file

@ -1,75 +1,75 @@
/**
* Event-Driven Backtesting Mode
* Processes data point by point with realistic order execution
*/
import { ExecutionMode, Order, OrderResult, MarketData } from '../../framework/execution-mode';
export interface BacktestConfig {
startDate: Date;
endDate: Date;
initialCapital: number;
slippageModel?: string;
commissionModel?: string;
}
export class EventMode extends ExecutionMode {
name = 'event-driven';
private simulationTime: Date;
private historicalData: Map<string, MarketData[]> = new Map();
constructor(private config: BacktestConfig) {
super();
this.simulationTime = config.startDate;
}
async executeOrder(order: Order): Promise<OrderResult> {
this.logger.debug('Simulating order execution', {
orderId: order.id,
simulationTime: this.simulationTime
});
// TODO: Implement realistic order simulation
// Include slippage, commission, market impact
const simulatedResult: OrderResult = {
orderId: order.id,
symbol: order.symbol,
executedQuantity: order.quantity,
executedPrice: 100, // TODO: Get realistic price
commission: 1.0, // TODO: Calculate based on commission model
slippage: 0.01, // TODO: Calculate based on slippage model
timestamp: this.simulationTime,
executionTime: 50 // ms
};
return simulatedResult;
}
getCurrentTime(): Date {
return this.simulationTime;
}
async getMarketData(symbol: string): Promise<MarketData> {
const data = this.historicalData.get(symbol) || [];
const currentData = data.find(d => d.timestamp <= this.simulationTime);
if (!currentData) {
throw new Error(`No market data available for ${symbol} at ${this.simulationTime}`);
}
return currentData;
}
async publishEvent(event: string, data: any): Promise<void> {
// In-memory event bus for simulation
this.logger.debug('Publishing simulation event', { event, data });
}
// Simulation control methods
advanceTime(newTime: Date): void {
this.simulationTime = newTime;
}
loadHistoricalData(symbol: string, data: MarketData[]): void {
this.historicalData.set(symbol, data);
}
}
/**
* Event-Driven Backtesting Mode
* Processes data point by point with realistic order execution
*/
import { ExecutionMode, Order, OrderResult, MarketData } from '../../framework/execution-mode';
export interface BacktestConfig {
startDate: Date;
endDate: Date;
initialCapital: number;
slippageModel?: string;
commissionModel?: string;
}
export class EventMode extends ExecutionMode {
name = 'event-driven';
private simulationTime: Date;
private historicalData: Map<string, MarketData[]> = new Map();
constructor(private config: BacktestConfig) {
super();
this.simulationTime = config.startDate;
}
async executeOrder(order: Order): Promise<OrderResult> {
this.logger.debug('Simulating order execution', {
orderId: order.id,
simulationTime: this.simulationTime
});
// TODO: Implement realistic order simulation
// Include slippage, commission, market impact
const simulatedResult: OrderResult = {
orderId: order.id,
symbol: order.symbol,
executedQuantity: order.quantity,
executedPrice: 100, // TODO: Get realistic price
commission: 1.0, // TODO: Calculate based on commission model
slippage: 0.01, // TODO: Calculate based on slippage model
timestamp: this.simulationTime,
executionTime: 50 // ms
};
return simulatedResult;
}
getCurrentTime(): Date {
return this.simulationTime;
}
async getMarketData(symbol: string): Promise<MarketData> {
const data = this.historicalData.get(symbol) || [];
const currentData = data.find(d => d.timestamp <= this.simulationTime);
if (!currentData) {
throw new Error(`No market data available for ${symbol} at ${this.simulationTime}`);
}
return currentData;
}
async publishEvent(event: string, data: any): Promise<void> {
// In-memory event bus for simulation
this.logger.debug('Publishing simulation event', { event, data });
}
// Simulation control methods
advanceTime(newTime: Date): void {
this.simulationTime = newTime;
}
loadHistoricalData(symbol: string, data: MarketData[]): void {
this.historicalData.set(symbol, data);
}
}

844
apps/strategy-service/src/backtesting/modes/hybrid-mode.ts
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@ -1,422 +1,422 @@
import { getLogger } from '@stock-bot/logger';
import { EventBus } from '@stock-bot/event-bus';
import { VectorEngine, VectorizedBacktestResult } from '@stock-bot/vector-engine';
import { DataFrame } from '@stock-bot/data-frame';
import { ExecutionMode, BacktestContext, BacktestResult } from '../framework/execution-mode';
import { EventMode } from './event-mode';
import VectorizedMode from './vectorized-mode';
import { create } from 'domain';
export interface HybridModeConfig {
vectorizedThreshold: number; // Switch to vectorized if data points > threshold
warmupPeriod: number; // Number of periods for initial vectorized calculation
eventDrivenRealtime: boolean; // Use event-driven for real-time portions
optimizeIndicators: boolean; // Pre-calculate indicators vectorized
batchSize: number; // Size of batches for hybrid processing
}
export class HybridMode extends ExecutionMode {
private vectorEngine: VectorEngine;
private eventMode: EventMode;
private vectorizedMode: VectorizedMode;
private config: HybridModeConfig;
private precomputedIndicators: Map<string, number[]> = new Map();
private currentIndex: number = 0;
constructor(
context: BacktestContext,
eventBus: EventBus,
config: HybridModeConfig = {}
) {
super(context, eventBus);
this.config = {
vectorizedThreshold: 50000,
warmupPeriod: 1000,
eventDrivenRealtime: true,
optimizeIndicators: true,
batchSize: 10000,
...config
};
this.vectorEngine = new VectorEngine();
this.eventMode = new EventMode(context, eventBus);
this.vectorizedMode = new VectorizedMode(context, eventBus);
this.logger = getLogger('hybrid-mode');
}
async initialize(): Promise<void> {
await super.initialize();
// Initialize both modes
await this.eventMode.initialize();
await this.vectorizedMode.initialize();
this.logger.info('Hybrid mode initialized', {
backtestId: this.context.backtestId,
config: this.config
});
}
async execute(): Promise<BacktestResult> {
const startTime = Date.now();
this.logger.info('Starting hybrid backtest execution');
try {
// Determine execution strategy based on data size
const dataSize = await this.estimateDataSize();
if (dataSize <= this.config.vectorizedThreshold) {
// Small dataset: use pure vectorized approach
this.logger.info('Using pure vectorized approach for small dataset', { dataSize });
return await this.vectorizedMode.execute();
}
// Large dataset: use hybrid approach
this.logger.info('Using hybrid approach for large dataset', { dataSize });
return await this.executeHybrid(startTime);
} catch (error) {
this.logger.error('Hybrid backtest failed', {
error,
backtestId: this.context.backtestId
});
await this.eventBus.publishBacktestUpdate(
this.context.backtestId,
0,
{ status: 'failed', error: error.message }
);
throw error;
}
}
private async executeHybrid(startTime: number): Promise<BacktestResult> {
// Phase 1: Vectorized warmup and indicator pre-computation
const warmupResult = await this.executeWarmupPhase();
// Phase 2: Event-driven processing with pre-computed indicators
const eventResult = await this.executeEventPhase(warmupResult);
// Phase 3: Combine results
const combinedResult = this.combineResults(warmupResult, eventResult, startTime);
await this.eventBus.publishBacktestUpdate(
this.context.backtestId,
100,
{ status: 'completed', result: combinedResult }
);
this.logger.info('Hybrid backtest completed', {
backtestId: this.context.backtestId,
duration: Date.now() - startTime,
totalTrades: combinedResult.trades.length,
warmupTrades: warmupResult.trades.length,
eventTrades: eventResult.trades.length
});
return combinedResult;
}
private async executeWarmupPhase(): Promise<BacktestResult> {
this.logger.info('Executing vectorized warmup phase', {
warmupPeriod: this.config.warmupPeriod
});
// Load warmup data
const warmupData = await this.loadWarmupData();
const dataFrame = this.createDataFrame(warmupData);
// Pre-compute indicators for entire dataset if optimization is enabled
if (this.config.optimizeIndicators) {
await this.precomputeIndicators(dataFrame);
}
// Run vectorized backtest on warmup period
const strategyCode = this.generateStrategyCode();
const vectorResult = await this.vectorEngine.executeVectorizedStrategy(
dataFrame.head(this.config.warmupPeriod),
strategyCode
);
// Convert to standard format
return this.convertVectorizedResult(vectorResult, Date.now());
}
private async executeEventPhase(warmupResult: BacktestResult): Promise<BacktestResult> {
this.logger.info('Executing event-driven phase');
// Set up event mode with warmup context
this.currentIndex = this.config.warmupPeriod;
// Create modified context for event phase
const eventContext: BacktestContext = {
...this.context,
initialPortfolio: this.extractFinalPortfolio(warmupResult)
};
// Execute event-driven backtest for remaining data
const eventMode = new EventMode(eventContext, this.eventBus);
await eventMode.initialize();
// Override indicator calculations to use pre-computed values
if (this.config.optimizeIndicators) {
this.overrideIndicatorCalculations(eventMode);
}
return await eventMode.execute();
}
private async precomputeIndicators(dataFrame: DataFrame): Promise<void> {
this.logger.info('Pre-computing indicators vectorized');
const close = dataFrame.getColumn('close');
const high = dataFrame.getColumn('high');
const low = dataFrame.getColumn('low');
// Import technical indicators from vector engine
const { TechnicalIndicators } = await import('@stock-bot/vector-engine');
// Pre-compute common indicators
this.precomputedIndicators.set('sma_20', TechnicalIndicators.sma(close, 20));
this.precomputedIndicators.set('sma_50', TechnicalIndicators.sma(close, 50));
this.precomputedIndicators.set('ema_12', TechnicalIndicators.ema(close, 12));
this.precomputedIndicators.set('ema_26', TechnicalIndicators.ema(close, 26));
this.precomputedIndicators.set('rsi', TechnicalIndicators.rsi(close));
this.precomputedIndicators.set('atr', TechnicalIndicators.atr(high, low, close));
const macd = TechnicalIndicators.macd(close);
this.precomputedIndicators.set('macd', macd.macd);
this.precomputedIndicators.set('macd_signal', macd.signal);
this.precomputedIndicators.set('macd_histogram', macd.histogram);
const bb = TechnicalIndicators.bollingerBands(close);
this.precomputedIndicators.set('bb_upper', bb.upper);
this.precomputedIndicators.set('bb_middle', bb.middle);
this.precomputedIndicators.set('bb_lower', bb.lower);
this.logger.info('Indicators pre-computed', {
indicators: Array.from(this.precomputedIndicators.keys())
});
}
private overrideIndicatorCalculations(eventMode: EventMode): void {
// Override the event mode's indicator calculations to use pre-computed values
// This is a simplified approach - in production you'd want a more sophisticated interface
const originalCalculateIndicators = (eventMode as any).calculateIndicators;
(eventMode as any).calculateIndicators = (symbol: string, index: number) => {
const indicators: Record<string, number> = {};
for (const [name, values] of this.precomputedIndicators.entries()) {
if (index < values.length) {
indicators[name] = values[index];
}
}
return indicators;
};
}
private async estimateDataSize(): Promise<number> {
// Estimate the number of data points for the backtest period
const startTime = new Date(this.context.startDate).getTime();
const endTime = new Date(this.context.endDate).getTime();
const timeRange = endTime - startTime;
// Assume 1-minute intervals (60000ms)
const estimatedPoints = Math.floor(timeRange / 60000);
this.logger.debug('Estimated data size', {
timeRange,
estimatedPoints,
threshold: this.config.vectorizedThreshold
});
return estimatedPoints;
}
private async loadWarmupData(): Promise<any[]> {
// Load historical data for warmup phase
// This should load more data than just the warmup period for indicator calculations
const data = [];
const startTime = new Date(this.context.startDate).getTime();
const warmupEndTime = startTime + (this.config.warmupPeriod * 60000);
// Add extra lookback for indicator calculations
const lookbackTime = startTime - (200 * 60000); // 200 periods lookback
for (let timestamp = lookbackTime; timestamp <= warmupEndTime; timestamp += 60000) {
const basePrice = 100 + Math.sin(timestamp / 1000000) * 10;
const volatility = 0.02;
const open = basePrice + (Math.random() - 0.5) * volatility * basePrice;
const close = open + (Math.random() - 0.5) * volatility * basePrice;
const high = Math.max(open, close) + Math.random() * volatility * basePrice;
const low = Math.min(open, close) - Math.random() * volatility * basePrice;
const volume = Math.floor(Math.random() * 10000) + 1000;
data.push({
timestamp,
symbol: this.context.symbol,
open,
high,
low,
close,
volume
});
}
return data;
}
private createDataFrame(data: any[]): DataFrame {
return new DataFrame(data, {
columns: ['timestamp', 'symbol', 'open', 'high', 'low', 'close', 'volume'],
dtypes: {
timestamp: 'number',
symbol: 'string',
open: 'number',
high: 'number',
low: 'number',
close: 'number',
volume: 'number'
}
});
}
private generateStrategyCode(): string {
// Generate strategy code based on context
const strategy = this.context.strategy;
if (strategy.type === 'sma_crossover') {
return 'sma_crossover';
}
return strategy.code || 'sma_crossover';
}
private convertVectorizedResult(vectorResult: VectorizedBacktestResult, startTime: number): BacktestResult {
return {
backtestId: this.context.backtestId,
strategy: this.context.strategy,
symbol: this.context.symbol,
startDate: this.context.startDate,
endDate: this.context.endDate,
mode: 'hybrid-vectorized',
duration: Date.now() - startTime,
trades: vectorResult.trades.map(trade => ({
id: `trade_${trade.entryIndex}_${trade.exitIndex}`,
symbol: this.context.symbol,
side: trade.side,
entryTime: vectorResult.timestamps[trade.entryIndex],
exitTime: vectorResult.timestamps[trade.exitIndex],
entryPrice: trade.entryPrice,
exitPrice: trade.exitPrice,
quantity: trade.quantity,
pnl: trade.pnl,
commission: 0,
slippage: 0
})),
performance: {
totalReturn: vectorResult.metrics.totalReturns,
sharpeRatio: vectorResult.metrics.sharpeRatio,
maxDrawdown: vectorResult.metrics.maxDrawdown,
winRate: vectorResult.metrics.winRate,
profitFactor: vectorResult.metrics.profitFactor,
totalTrades: vectorResult.metrics.totalTrades,
winningTrades: vectorResult.trades.filter(t => t.pnl > 0).length,
losingTrades: vectorResult.trades.filter(t => t.pnl <= 0).length,
avgTrade: vectorResult.metrics.avgTrade,
avgWin: vectorResult.trades.filter(t => t.pnl > 0)
.reduce((sum, t) => sum + t.pnl, 0) / vectorResult.trades.filter(t => t.pnl > 0).length || 0,
avgLoss: vectorResult.trades.filter(t => t.pnl <= 0)
.reduce((sum, t) => sum + t.pnl, 0) / vectorResult.trades.filter(t => t.pnl <= 0).length || 0,
largestWin: Math.max(...vectorResult.trades.map(t => t.pnl), 0),
largestLoss: Math.min(...vectorResult.trades.map(t => t.pnl), 0)
},
equity: vectorResult.equity,
drawdown: vectorResult.metrics.drawdown,
metadata: {
mode: 'hybrid-vectorized',
dataPoints: vectorResult.timestamps.length,
signals: Object.keys(vectorResult.signals),
optimizations: ['vectorized_warmup', 'precomputed_indicators']
}
};
}
private extractFinalPortfolio(warmupResult: BacktestResult): any {
// Extract the final portfolio state from warmup phase
const finalEquity = warmupResult.equity[warmupResult.equity.length - 1] || 10000;
return {
cash: finalEquity,
positions: [], // Simplified - in production would track actual positions
equity: finalEquity
};
}
private combineResults(warmupResult: BacktestResult, eventResult: BacktestResult, startTime: number): BacktestResult {
// Combine results from both phases
const combinedTrades = [...warmupResult.trades, ...eventResult.trades];
const combinedEquity = [...warmupResult.equity, ...eventResult.equity];
const combinedDrawdown = [...(warmupResult.drawdown || []), ...(eventResult.drawdown || [])];
// Recalculate combined performance metrics
const totalPnL = combinedTrades.reduce((sum, trade) => sum + trade.pnl, 0);
const winningTrades = combinedTrades.filter(t => t.pnl > 0);
const losingTrades = combinedTrades.filter(t => t.pnl <= 0);
const grossProfit = winningTrades.reduce((sum, t) => sum + t.pnl, 0);
const grossLoss = Math.abs(losingTrades.reduce((sum, t) => sum + t.pnl, 0));
return {
backtestId: this.context.backtestId,
strategy: this.context.strategy,
symbol: this.context.symbol,
startDate: this.context.startDate,
endDate: this.context.endDate,
mode: 'hybrid',
duration: Date.now() - startTime,
trades: combinedTrades,
performance: {
totalReturn: (combinedEquity[combinedEquity.length - 1] - combinedEquity[0]) / combinedEquity[0],
sharpeRatio: eventResult.performance.sharpeRatio, // Use event result for more accurate calculation
maxDrawdown: Math.max(...combinedDrawdown),
winRate: winningTrades.length / combinedTrades.length,
profitFactor: grossLoss !== 0 ? grossProfit / grossLoss : Infinity,
totalTrades: combinedTrades.length,
winningTrades: winningTrades.length,
losingTrades: losingTrades.length,
avgTrade: totalPnL / combinedTrades.length,
avgWin: grossProfit / winningTrades.length || 0,
avgLoss: grossLoss / losingTrades.length || 0,
largestWin: Math.max(...combinedTrades.map(t => t.pnl), 0),
largestLoss: Math.min(...combinedTrades.map(t => t.pnl), 0)
},
equity: combinedEquity,
drawdown: combinedDrawdown,
metadata: {
mode: 'hybrid',
phases: ['vectorized-warmup', 'event-driven'],
warmupPeriod: this.config.warmupPeriod,
optimizations: ['precomputed_indicators', 'hybrid_execution'],
warmupTrades: warmupResult.trades.length,
eventTrades: eventResult.trades.length
}
};
}
async cleanup(): Promise<void> {
await super.cleanup();
await this.eventMode.cleanup();
await this.vectorizedMode.cleanup();
this.precomputedIndicators.clear();
this.logger.info('Hybrid mode cleanup completed');
}
}
export default HybridMode;
import { getLogger } from '@stock-bot/logger';
import { EventBus } from '@stock-bot/event-bus';
import { VectorEngine, VectorizedBacktestResult } from '@stock-bot/vector-engine';
import { DataFrame } from '@stock-bot/data-frame';
import { ExecutionMode, BacktestContext, BacktestResult } from '../framework/execution-mode';
import { EventMode } from './event-mode';
import VectorizedMode from './vectorized-mode';
import { create } from 'domain';
export interface HybridModeConfig {
vectorizedThreshold: number; // Switch to vectorized if data points > threshold
warmupPeriod: number; // Number of periods for initial vectorized calculation
eventDrivenRealtime: boolean; // Use event-driven for real-time portions
optimizeIndicators: boolean; // Pre-calculate indicators vectorized
batchSize: number; // Size of batches for hybrid processing
}
export class HybridMode extends ExecutionMode {
private vectorEngine: VectorEngine;
private eventMode: EventMode;
private vectorizedMode: VectorizedMode;
private config: HybridModeConfig;
private precomputedIndicators: Map<string, number[]> = new Map();
private currentIndex: number = 0;
constructor(
context: BacktestContext,
eventBus: EventBus,
config: HybridModeConfig = {}
) {
super(context, eventBus);
this.config = {
vectorizedThreshold: 50000,
warmupPeriod: 1000,
eventDrivenRealtime: true,
optimizeIndicators: true,
batchSize: 10000,
...config
};
this.vectorEngine = new VectorEngine();
this.eventMode = new EventMode(context, eventBus);
this.vectorizedMode = new VectorizedMode(context, eventBus);
this.logger = getLogger('hybrid-mode');
}
async initialize(): Promise<void> {
await super.initialize();
// Initialize both modes
await this.eventMode.initialize();
await this.vectorizedMode.initialize();
this.logger.info('Hybrid mode initialized', {
backtestId: this.context.backtestId,
config: this.config
});
}
async execute(): Promise<BacktestResult> {
const startTime = Date.now();
this.logger.info('Starting hybrid backtest execution');
try {
// Determine execution strategy based on data size
const dataSize = await this.estimateDataSize();
if (dataSize <= this.config.vectorizedThreshold) {
// Small dataset: use pure vectorized approach
this.logger.info('Using pure vectorized approach for small dataset', { dataSize });
return await this.vectorizedMode.execute();
}
// Large dataset: use hybrid approach
this.logger.info('Using hybrid approach for large dataset', { dataSize });
return await this.executeHybrid(startTime);
} catch (error) {
this.logger.error('Hybrid backtest failed', {
error,
backtestId: this.context.backtestId
});
await this.eventBus.publishBacktestUpdate(
this.context.backtestId,
0,
{ status: 'failed', error: error.message }
);
throw error;
}
}
private async executeHybrid(startTime: number): Promise<BacktestResult> {
// Phase 1: Vectorized warmup and indicator pre-computation
const warmupResult = await this.executeWarmupPhase();
// Phase 2: Event-driven processing with pre-computed indicators
const eventResult = await this.executeEventPhase(warmupResult);
// Phase 3: Combine results
const combinedResult = this.combineResults(warmupResult, eventResult, startTime);
await this.eventBus.publishBacktestUpdate(
this.context.backtestId,
100,
{ status: 'completed', result: combinedResult }
);
this.logger.info('Hybrid backtest completed', {
backtestId: this.context.backtestId,
duration: Date.now() - startTime,
totalTrades: combinedResult.trades.length,
warmupTrades: warmupResult.trades.length,
eventTrades: eventResult.trades.length
});
return combinedResult;
}
private async executeWarmupPhase(): Promise<BacktestResult> {
this.logger.info('Executing vectorized warmup phase', {
warmupPeriod: this.config.warmupPeriod
});
// Load warmup data
const warmupData = await this.loadWarmupData();
const dataFrame = this.createDataFrame(warmupData);
// Pre-compute indicators for entire dataset if optimization is enabled
if (this.config.optimizeIndicators) {
await this.precomputeIndicators(dataFrame);
}
// Run vectorized backtest on warmup period
const strategyCode = this.generateStrategyCode();
const vectorResult = await this.vectorEngine.executeVectorizedStrategy(
dataFrame.head(this.config.warmupPeriod),
strategyCode
);
// Convert to standard format
return this.convertVectorizedResult(vectorResult, Date.now());
}
private async executeEventPhase(warmupResult: BacktestResult): Promise<BacktestResult> {
this.logger.info('Executing event-driven phase');
// Set up event mode with warmup context
this.currentIndex = this.config.warmupPeriod;
// Create modified context for event phase
const eventContext: BacktestContext = {
...this.context,
initialPortfolio: this.extractFinalPortfolio(warmupResult)
};
// Execute event-driven backtest for remaining data
const eventMode = new EventMode(eventContext, this.eventBus);
await eventMode.initialize();
// Override indicator calculations to use pre-computed values
if (this.config.optimizeIndicators) {
this.overrideIndicatorCalculations(eventMode);
}
return await eventMode.execute();
}
private async precomputeIndicators(dataFrame: DataFrame): Promise<void> {
this.logger.info('Pre-computing indicators vectorized');
const close = dataFrame.getColumn('close');
const high = dataFrame.getColumn('high');
const low = dataFrame.getColumn('low');
// Import technical indicators from vector engine
const { TechnicalIndicators } = await import('@stock-bot/vector-engine');
// Pre-compute common indicators
this.precomputedIndicators.set('sma_20', TechnicalIndicators.sma(close, 20));
this.precomputedIndicators.set('sma_50', TechnicalIndicators.sma(close, 50));
this.precomputedIndicators.set('ema_12', TechnicalIndicators.ema(close, 12));
this.precomputedIndicators.set('ema_26', TechnicalIndicators.ema(close, 26));
this.precomputedIndicators.set('rsi', TechnicalIndicators.rsi(close));
this.precomputedIndicators.set('atr', TechnicalIndicators.atr(high, low, close));
const macd = TechnicalIndicators.macd(close);
this.precomputedIndicators.set('macd', macd.macd);
this.precomputedIndicators.set('macd_signal', macd.signal);
this.precomputedIndicators.set('macd_histogram', macd.histogram);
const bb = TechnicalIndicators.bollingerBands(close);
this.precomputedIndicators.set('bb_upper', bb.upper);
this.precomputedIndicators.set('bb_middle', bb.middle);
this.precomputedIndicators.set('bb_lower', bb.lower);
this.logger.info('Indicators pre-computed', {
indicators: Array.from(this.precomputedIndicators.keys())
});
}
private overrideIndicatorCalculations(eventMode: EventMode): void {
// Override the event mode's indicator calculations to use pre-computed values
// This is a simplified approach - in production you'd want a more sophisticated interface
const originalCalculateIndicators = (eventMode as any).calculateIndicators;
(eventMode as any).calculateIndicators = (symbol: string, index: number) => {
const indicators: Record<string, number> = {};
for (const [name, values] of this.precomputedIndicators.entries()) {
if (index < values.length) {
indicators[name] = values[index];
}
}
return indicators;
};
}
private async estimateDataSize(): Promise<number> {
// Estimate the number of data points for the backtest period
const startTime = new Date(this.context.startDate).getTime();
const endTime = new Date(this.context.endDate).getTime();
const timeRange = endTime - startTime;
// Assume 1-minute intervals (60000ms)
const estimatedPoints = Math.floor(timeRange / 60000);
this.logger.debug('Estimated data size', {
timeRange,
estimatedPoints,
threshold: this.config.vectorizedThreshold
});
return estimatedPoints;
}
private async loadWarmupData(): Promise<any[]> {
// Load historical data for warmup phase
// This should load more data than just the warmup period for indicator calculations
const data = [];
const startTime = new Date(this.context.startDate).getTime();
const warmupEndTime = startTime + (this.config.warmupPeriod * 60000);
// Add extra lookback for indicator calculations
const lookbackTime = startTime - (200 * 60000); // 200 periods lookback
for (let timestamp = lookbackTime; timestamp <= warmupEndTime; timestamp += 60000) {
const basePrice = 100 + Math.sin(timestamp / 1000000) * 10;
const volatility = 0.02;
const open = basePrice + (Math.random() - 0.5) * volatility * basePrice;
const close = open + (Math.random() - 0.5) * volatility * basePrice;
const high = Math.max(open, close) + Math.random() * volatility * basePrice;
const low = Math.min(open, close) - Math.random() * volatility * basePrice;
const volume = Math.floor(Math.random() * 10000) + 1000;
data.push({
timestamp,
symbol: this.context.symbol,
open,
high,
low,
close,
volume
});
}
return data;
}
private createDataFrame(data: any[]): DataFrame {
return new DataFrame(data, {
columns: ['timestamp', 'symbol', 'open', 'high', 'low', 'close', 'volume'],
dtypes: {
timestamp: 'number',
symbol: 'string',
open: 'number',
high: 'number',
low: 'number',
close: 'number',
volume: 'number'
}
});
}
private generateStrategyCode(): string {
// Generate strategy code based on context
const strategy = this.context.strategy;
if (strategy.type === 'sma_crossover') {
return 'sma_crossover';
}
return strategy.code || 'sma_crossover';
}
private convertVectorizedResult(vectorResult: VectorizedBacktestResult, startTime: number): BacktestResult {
return {
backtestId: this.context.backtestId,
strategy: this.context.strategy,
symbol: this.context.symbol,
startDate: this.context.startDate,
endDate: this.context.endDate,
mode: 'hybrid-vectorized',
duration: Date.now() - startTime,
trades: vectorResult.trades.map(trade => ({
id: `trade_${trade.entryIndex}_${trade.exitIndex}`,
symbol: this.context.symbol,
side: trade.side,
entryTime: vectorResult.timestamps[trade.entryIndex],
exitTime: vectorResult.timestamps[trade.exitIndex],
entryPrice: trade.entryPrice,
exitPrice: trade.exitPrice,
quantity: trade.quantity,
pnl: trade.pnl,
commission: 0,
slippage: 0
})),
performance: {
totalReturn: vectorResult.metrics.totalReturns,
sharpeRatio: vectorResult.metrics.sharpeRatio,
maxDrawdown: vectorResult.metrics.maxDrawdown,
winRate: vectorResult.metrics.winRate,
profitFactor: vectorResult.metrics.profitFactor,
totalTrades: vectorResult.metrics.totalTrades,
winningTrades: vectorResult.trades.filter(t => t.pnl > 0).length,
losingTrades: vectorResult.trades.filter(t => t.pnl <= 0).length,
avgTrade: vectorResult.metrics.avgTrade,
avgWin: vectorResult.trades.filter(t => t.pnl > 0)
.reduce((sum, t) => sum + t.pnl, 0) / vectorResult.trades.filter(t => t.pnl > 0).length || 0,
avgLoss: vectorResult.trades.filter(t => t.pnl <= 0)
.reduce((sum, t) => sum + t.pnl, 0) / vectorResult.trades.filter(t => t.pnl <= 0).length || 0,
largestWin: Math.max(...vectorResult.trades.map(t => t.pnl), 0),
largestLoss: Math.min(...vectorResult.trades.map(t => t.pnl), 0)
},
equity: vectorResult.equity,
drawdown: vectorResult.metrics.drawdown,
metadata: {
mode: 'hybrid-vectorized',
dataPoints: vectorResult.timestamps.length,
signals: Object.keys(vectorResult.signals),
optimizations: ['vectorized_warmup', 'precomputed_indicators']
}
};
}
private extractFinalPortfolio(warmupResult: BacktestResult): any {
// Extract the final portfolio state from warmup phase
const finalEquity = warmupResult.equity[warmupResult.equity.length - 1] || 10000;
return {
cash: finalEquity,
positions: [], // Simplified - in production would track actual positions
equity: finalEquity
};
}
private combineResults(warmupResult: BacktestResult, eventResult: BacktestResult, startTime: number): BacktestResult {
// Combine results from both phases
const combinedTrades = [...warmupResult.trades, ...eventResult.trades];
const combinedEquity = [...warmupResult.equity, ...eventResult.equity];
const combinedDrawdown = [...(warmupResult.drawdown || []), ...(eventResult.drawdown || [])];
// Recalculate combined performance metrics
const totalPnL = combinedTrades.reduce((sum, trade) => sum + trade.pnl, 0);
const winningTrades = combinedTrades.filter(t => t.pnl > 0);
const losingTrades = combinedTrades.filter(t => t.pnl <= 0);
const grossProfit = winningTrades.reduce((sum, t) => sum + t.pnl, 0);
const grossLoss = Math.abs(losingTrades.reduce((sum, t) => sum + t.pnl, 0));
return {
backtestId: this.context.backtestId,
strategy: this.context.strategy,
symbol: this.context.symbol,
startDate: this.context.startDate,
endDate: this.context.endDate,
mode: 'hybrid',
duration: Date.now() - startTime,
trades: combinedTrades,
performance: {
totalReturn: (combinedEquity[combinedEquity.length - 1] - combinedEquity[0]) / combinedEquity[0],
sharpeRatio: eventResult.performance.sharpeRatio, // Use event result for more accurate calculation
maxDrawdown: Math.max(...combinedDrawdown),
winRate: winningTrades.length / combinedTrades.length,
profitFactor: grossLoss !== 0 ? grossProfit / grossLoss : Infinity,
totalTrades: combinedTrades.length,
winningTrades: winningTrades.length,
losingTrades: losingTrades.length,
avgTrade: totalPnL / combinedTrades.length,
avgWin: grossProfit / winningTrades.length || 0,
avgLoss: grossLoss / losingTrades.length || 0,
largestWin: Math.max(...combinedTrades.map(t => t.pnl), 0),
largestLoss: Math.min(...combinedTrades.map(t => t.pnl), 0)
},
equity: combinedEquity,
drawdown: combinedDrawdown,
metadata: {
mode: 'hybrid',
phases: ['vectorized-warmup', 'event-driven'],
warmupPeriod: this.config.warmupPeriod,
optimizations: ['precomputed_indicators', 'hybrid_execution'],
warmupTrades: warmupResult.trades.length,
eventTrades: eventResult.trades.length
}
};
}
async cleanup(): Promise<void> {
await super.cleanup();
await this.eventMode.cleanup();
await this.vectorizedMode.cleanup();
this.precomputedIndicators.clear();
this.logger.info('Hybrid mode cleanup completed');
}
}
export default HybridMode;

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