work on backtest

This commit is contained in:
Boki 2025-07-03 09:55:13 -04:00
parent 5a3a23a2ba
commit 143e2e1678
9 changed files with 613 additions and 46 deletions

View file

@ -167,7 +167,21 @@ export class BacktestEngine extends EventEmitter {
this.container.logger.info(`Loaded ${marketData.length} market data points`);
// Initialize strategies
await this.strategyManager.initializeStrategies(validatedConfig.strategies || []);
const strategies = validatedConfig.strategies || [{
id: `${validatedConfig.strategy}-${Date.now()}`,
name: validatedConfig.strategy,
enabled: true,
parameters: {
symbols: validatedConfig.symbols,
initialCapital: validatedConfig.initialCapital,
// Add any default strategy parameters here
},
symbols: validatedConfig.symbols,
allocation: 1.0 // Use 100% of capital
}];
await this.strategyManager.initializeStrategies(strategies);
this.container.logger.info(`Initialized ${strategies.length} strategies`);
// Convert market data to events
this.populateEventQueue(marketData);
@ -421,6 +435,12 @@ export class BacktestEngine extends EventEmitter {
this.currentTime = event.timestamp;
if (tradingEngine) {
await tradingEngine.advanceTime(this.currentTime);
// Check for any fills
const fills = tradingEngine.getFills ? tradingEngine.getFills() : [];
for (const fill of fills) {
await this.processFill(fill);
}
}
// Process event based on type
@ -523,6 +543,9 @@ export class BacktestEngine extends EventEmitter {
// Let strategies process the data
await this.strategyManager.onMarketData(data);
// Check for any pending orders that should be filled
await this.checkAndFillOrders(data);
// Track performance
this.performanceAnalyzer.addEquityPoint(
new Date(this.currentTime),
@ -536,11 +559,55 @@ export class BacktestEngine extends EventEmitter {
}
private async processFill(fill: any): Promise<void> {
// Process fill in trading engine for position tracking
const tradingEngine = this.strategyManager.getTradingEngine();
if (tradingEngine) {
const fillResult = await tradingEngine.processFill(
fill.symbol,
fill.price,
fill.quantity,
fill.side,
fill.commission || 0
);
this.container.logger.debug('Fill processed:', fillResult);
}
// Record trade
this.trades.push({
...fill,
const trade = {
symbol: fill.symbol,
side: fill.side,
quantity: fill.quantity,
entryPrice: fill.price,
entryTime: fill.timestamp || this.currentTime,
exitPrice: null,
exitTime: null,
pnl: 0,
returnPct: 0,
commission: fill.commission || 0,
currentPrice: fill.price,
holdingPeriod: 0,
backtestTime: this.currentTime
});
};
this.trades.push(trade);
this.container.logger.info(`💵 Trade recorded: ${fill.side} ${fill.quantity} ${fill.symbol} @ ${fill.price}`);
// Update existing trades if this is a closing trade
if (fill.side === 'sell') {
this.updateClosedTrades(fill);
}
// Notify strategies of fill
const strategy = fill.strategyId ? this.strategyManager.getStrategy(fill.strategyId) : null;
if (strategy) {
await strategy.onOrderUpdate({
orderId: fill.orderId,
symbol: fill.symbol,
side: fill.side,
status: 'filled',
fills: [fill]
});
}
// Store in database
await this.storageService.storeFill(fill);
@ -934,4 +1001,76 @@ export class BacktestEngine extends EventEmitter {
return ohlcData;
}
private pendingOrders: Map<string, any> = new Map();
private ordersListenerSetup = false;
private async checkAndFillOrders(data: MarketData): Promise<void> {
if (data.type !== 'bar') return;
const symbol = data.data.symbol;
const currentPrice = data.data.close;
// Listen for orders from strategy manager
if (!this.ordersListenerSetup) {
this.strategyManager.on('order', async (orderEvent: any) => {
this.container.logger.info('New order received:', orderEvent);
this.pendingOrders.set(orderEvent.orderId, {
...orderEvent,
timestamp: this.currentTime
});
});
this.ordersListenerSetup = true;
}
// Check pending orders for this symbol
for (const [orderId, orderEvent] of this.pendingOrders) {
if (orderEvent.order.symbol === symbol) {
// For market orders, fill immediately at current price
if (orderEvent.order.orderType === 'market') {
const fillPrice = orderEvent.order.side === 'buy' ?
currentPrice * (1 + (this.marketSimulator.config.slippage || 0.0001)) :
currentPrice * (1 - (this.marketSimulator.config.slippage || 0.0001));
const fill = {
orderId,
symbol: orderEvent.order.symbol,
side: orderEvent.order.side,
quantity: orderEvent.order.quantity,
price: fillPrice,
timestamp: this.currentTime,
commission: orderEvent.order.quantity * fillPrice * 0.001, // 0.1% commission
strategyId: orderEvent.strategyId
};
this.container.logger.info(`✅ Filling ${orderEvent.order.side} order for ${symbol} @ ${fillPrice}`);
await this.processFill(fill);
this.pendingOrders.delete(orderId);
}
// TODO: Handle limit orders
}
}
}
private updateClosedTrades(fill: any): void {
// Find open trades for this symbol
const openTrades = this.trades.filter(t =>
t.symbol === fill.symbol &&
t.side === 'buy' &&
!t.exitTime
);
if (openTrades.length > 0) {
// FIFO - close oldest trade first
const tradeToClose = openTrades[0];
tradeToClose.exitPrice = fill.price;
tradeToClose.exitTime = fill.timestamp || this.currentTime;
tradeToClose.pnl = (tradeToClose.exitPrice - tradeToClose.entryPrice) * tradeToClose.quantity - tradeToClose.commission - fill.commission;
tradeToClose.returnPct = ((tradeToClose.exitPrice - tradeToClose.entryPrice) / tradeToClose.entryPrice) * 100;
tradeToClose.holdingPeriod = tradeToClose.exitTime - tradeToClose.entryTime;
this.container.logger.info(`💰 Trade closed: P&L ${tradeToClose.pnl.toFixed(2)}, Return ${tradeToClose.returnPct.toFixed(2)}%`);
}
}
}

View file

@ -72,19 +72,61 @@ export class StrategyManager extends EventEmitter {
}
private async createStrategy(config: StrategyConfig): Promise<BaseStrategy> {
// In a real system, this would dynamically load strategy classes
// For now, create a base strategy instance
const strategy = new BaseStrategy(
config,
this.container.custom?.ModeManager,
this.container.custom?.ExecutionService
);
// Load strategy based on name
let strategy: BaseStrategy;
switch (config.name.toLowerCase()) {
case 'meanreversion':
case 'mean-reversion': {
const { MeanReversionStrategy } = await import('./examples/MeanReversionStrategy');
strategy = new MeanReversionStrategy(
config,
this.container.custom?.ModeManager,
this.container.custom?.ExecutionService
);
break;
}
case 'smacrossover':
case 'sma-crossover':
case 'moving-average': {
const { SimpleMovingAverageCrossover } = await import('./examples/SimpleMovingAverageCrossover');
strategy = new SimpleMovingAverageCrossover(
config,
this.container.custom?.ModeManager,
this.container.custom?.ExecutionService
);
break;
}
case 'mlenhanced':
case 'ml-enhanced': {
const { MLEnhancedStrategy } = await import('./examples/MLEnhancedStrategy');
strategy = new MLEnhancedStrategy(
config,
this.container.custom?.ModeManager,
this.container.custom?.ExecutionService
);
break;
}
default:
// Default to base strategy
this.container.logger.warn(`Unknown strategy: ${config.name}, using base strategy`);
strategy = new BaseStrategy(
config,
this.container.custom?.ModeManager,
this.container.custom?.ExecutionService
);
break;
}
// Set up strategy event handlers
strategy.on('signal', (signal: any) => {
this.handleStrategySignal(config.id, signal);
});
strategy.on('order', (order: any) => {
this.handleStrategyOrder(config.id, order);
});
strategy.on('error', (error: Error) => {
this.container.logger.error(`Strategy ${config.id} error:`, error);
});
@ -99,6 +141,7 @@ export class StrategyManager extends EventEmitter {
}
await strategy.initialize();
await strategy.start(); // Start the strategy to make it active
this.activeStrategies.add(strategyId);
this.container.logger.info(`Enabled strategy: ${strategyId}`);
}
@ -114,6 +157,10 @@ export class StrategyManager extends EventEmitter {
this.container.logger.info(`Disabled strategy: ${strategyId}`);
}
async onMarketData(data: MarketData): Promise<void> {
return this.handleMarketData(data);
}
private async handleMarketData(data: MarketData): Promise<void> {
// Forward to all active strategies
for (const strategyId of this.activeStrategies) {
@ -158,25 +205,49 @@ export class StrategyManager extends EventEmitter {
private async handleStrategySignal(strategyId: string, signal: any): Promise<void> {
this.container.logger.info(`Strategy ${strategyId} generated signal:`, signal);
// Signals are informational - strategies will convert strong signals to orders
}
private async handleStrategyOrder(strategyId: string, order: OrderRequest): Promise<void> {
this.container.logger.info(`Strategy ${strategyId} generated order:`, order);
// Convert signal to order request
const orderRequest: OrderRequest = {
symbol: signal.symbol,
quantity: signal.quantity,
side: signal.side,
type: signal.orderType || 'market',
timeInForce: signal.timeInForce || 'day',
strategyId
};
// Submit order through execution service
const executionService = this.container.custom?.ExecutionService;
if (executionService) {
// Submit order through trading engine (for backtesting)
if (this.tradingEngine) {
try {
const result = await executionService.submitOrder(orderRequest);
this.container.logger.info(`Order submitted for strategy ${strategyId}:`, result);
// Create order object for Rust API
const orderObj = {
id: `${strategyId}-${Date.now()}`,
symbol: order.symbol,
side: order.side,
quantity: order.quantity,
orderType: order.orderType,
limitPrice: order.limitPrice,
timeInForce: order.timeInForce || 'DAY'
};
const orderResult = await this.tradingEngine.submitOrder(orderObj);
const result = JSON.parse(orderResult);
this.container.logger.info(`Order placed for strategy ${strategyId}: ${result.order_id}`);
// Emit order event
this.emit('order', {
strategyId,
orderId: result.order_id,
order
});
} catch (error) {
this.container.logger.error(`Failed to submit order for strategy ${strategyId}:`, error);
this.container.logger.error(`Failed to place order for strategy ${strategyId}:`, error);
}
} else {
// Use execution service for paper/live trading
const executionService = this.container.custom?.ExecutionService;
if (executionService) {
try {
const result = await executionService.submitOrder(order);
this.container.logger.info(`Order submitted for strategy ${strategyId}:`, result);
} catch (error) {
this.container.logger.error(`Failed to submit order for strategy ${strategyId}:`, error);
}
}
}
}

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@ -0,0 +1,254 @@
import { BaseStrategy, Signal } from '../BaseStrategy';
import { MarketData } from '../../types';
import { getLogger } from '@stock-bot/logger';
const logger = getLogger('SimpleMovingAverageCrossover');
export class SimpleMovingAverageCrossover extends BaseStrategy {
private priceHistory = new Map<string, number[]>();
private positions = new Map<string, number>();
private lastSignalTime = new Map<string, number>();
private totalSignals = 0;
// Strategy parameters
private readonly FAST_PERIOD = 10;
private readonly SLOW_PERIOD = 20;
private readonly POSITION_SIZE = 0.1; // 10% of capital per position
private readonly MIN_SIGNAL_INTERVAL = 24 * 60 * 60 * 1000; // 1 day minimum between signals
constructor(config: any, modeManager?: any, executionService?: any) {
super(config, modeManager, executionService);
logger.info(`SimpleMovingAverageCrossover initialized with Fast=${this.FAST_PERIOD}, Slow=${this.SLOW_PERIOD}`);
}
protected updateIndicators(data: MarketData): void {
if (data.type !== 'bar') return;
const symbol = data.data.symbol;
const price = data.data.close;
// Update price history
if (!this.priceHistory.has(symbol)) {
this.priceHistory.set(symbol, []);
logger.info(`📊 Starting to track ${symbol} @ ${price}`);
}
const history = this.priceHistory.get(symbol)!;
history.push(price);
// Keep only needed history
if (history.length > this.SLOW_PERIOD * 2) {
history.shift();
}
// Log when we have enough data to start trading
if (history.length === this.SLOW_PERIOD) {
logger.info(`${symbol} now has enough history (${history.length} bars) to start trading`);
}
}
protected async generateSignal(data: MarketData): Promise<Signal | null> {
if (data.type !== 'bar') return null;
const symbol = data.data.symbol;
const history = this.priceHistory.get(symbol);
if (!history || history.length < this.SLOW_PERIOD) {
if (history && history.length % 5 === 0) {
logger.debug(`${symbol} - Not enough history: ${history.length}/${this.SLOW_PERIOD} bars`);
}
return null;
}
// Calculate moving averages
const fastMA = this.calculateSMA(history, this.FAST_PERIOD);
const slowMA = this.calculateSMA(history, this.SLOW_PERIOD);
// Get previous MAs for crossover detection
const prevHistory = history.slice(0, -1);
const prevFastMA = this.calculateSMA(prevHistory, this.FAST_PERIOD);
const prevSlowMA = this.calculateSMA(prevHistory, this.SLOW_PERIOD);
const currentPosition = this.positions.get(symbol) || 0;
const currentPrice = data.data.close;
const timestamp = new Date(data.data.timestamp).toISOString().split('T')[0];
// Log every 50 bars to track MA values and crossover conditions
if (history.length % 50 === 0) {
logger.info(`${symbol} @ ${timestamp} - Price: ${currentPrice.toFixed(2)}, Fast MA: ${fastMA.toFixed(2)}, Slow MA: ${slowMA.toFixed(2)}, Position: ${currentPosition}`);
logger.debug(`${symbol} - Prev Fast MA: ${prevFastMA.toFixed(2)}, Prev Slow MA: ${prevSlowMA.toFixed(2)}`);
logger.debug(`${symbol} - Fast > Slow: ${fastMA > slowMA}, Prev Fast <= Prev Slow: ${prevFastMA <= prevSlowMA}`);
}
// Detect crossovers with detailed logging
const goldenCross = prevFastMA <= prevSlowMA && fastMA > slowMA;
const deathCross = prevFastMA >= prevSlowMA && fastMA < slowMA;
if (goldenCross && currentPosition === 0) {
// Golden cross - buy signal
logger.info(`🟢 Golden cross detected for ${symbol} @ ${timestamp}`);
logger.info(` Price: ${currentPrice.toFixed(2)}, Fast MA: ${fastMA.toFixed(2)} > Slow MA: ${slowMA.toFixed(2)}`);
logger.info(` Prev Fast MA: ${prevFastMA.toFixed(2)} <= Prev Slow MA: ${prevSlowMA.toFixed(2)}`);
// Calculate position size
const positionSize = this.calculatePositionSize(currentPrice);
logger.info(` Position size: ${positionSize} shares`);
const signal: Signal = {
type: 'buy',
symbol,
strength: 0.8,
reason: 'Golden cross - Fast MA crossed above Slow MA',
metadata: {
fastMA,
slowMA,
prevFastMA,
prevSlowMA,
crossoverType: 'golden',
price: currentPrice,
quantity: positionSize
}
};
// Track signal time
this.lastSignalTime.set(symbol, Date.now());
this.totalSignals++;
logger.info(`👉 Total signals generated: ${this.totalSignals}`);
return signal;
} else if (deathCross && currentPosition > 0) {
// Death cross - sell signal
logger.info(`🔴 Death cross detected for ${symbol} @ ${timestamp}`);
logger.info(` Price: ${currentPrice.toFixed(2)}, Fast MA: ${fastMA.toFixed(2)} < Slow MA: ${slowMA.toFixed(2)}`);
logger.info(` Prev Fast MA: ${prevFastMA.toFixed(2)} >= Prev Slow MA: ${prevSlowMA.toFixed(2)}`);
logger.info(` Current position: ${currentPosition} shares`);
const signal: Signal = {
type: 'sell',
symbol,
strength: 0.8,
reason: 'Death cross - Fast MA crossed below Slow MA',
metadata: {
fastMA,
slowMA,
prevFastMA,
prevSlowMA,
crossoverType: 'death',
price: currentPrice,
quantity: currentPosition
}
};
// Track signal time
this.lastSignalTime.set(symbol, Date.now());
this.totalSignals++;
logger.info(`👉 Total signals generated: ${this.totalSignals}`);
return signal;
}
// Log near-crossover conditions
const fastApproachingSlow = Math.abs(fastMA - slowMA) / slowMA < 0.01; // Within 1%
if (fastApproachingSlow && history.length % 20 === 0) {
logger.debug(`${symbol} - MAs converging: Fast MA ${fastMA.toFixed(2)} ~ Slow MA ${slowMA.toFixed(2)} (${((Math.abs(fastMA - slowMA) / slowMA) * 100).toFixed(2)}% diff)`);
}
return null;
}
private calculateSMA(prices: number[], period: number): number {
if (prices.length < period) {
logger.warn(`Not enough data for SMA calculation: ${prices.length} < ${period}`);
return 0;
}
const slice = prices.slice(-period);
const sum = slice.reduce((a, b) => a + b, 0);
const sma = sum / period;
// Sanity check
if (isNaN(sma) || !isFinite(sma)) {
logger.error(`Invalid SMA calculation: sum=${sum}, period=${period}, prices=${slice.length}`);
return 0;
}
return sma;
}
private calculatePositionSize(price: number): number {
// Get account balance from trading engine
const tradingEngine = this.modeManager?.getTradingEngine();
if (!tradingEngine) {
logger.warn('No trading engine available, using default position size');
return 100;
}
// Try to get account balance from trading engine
let accountBalance = 100000; // Default
try {
if (tradingEngine.getAccountBalance) {
accountBalance = tradingEngine.getAccountBalance();
} else if (tradingEngine.getTotalPnl) {
const [realized, unrealized] = tradingEngine.getTotalPnl();
accountBalance = 100000 + realized + unrealized; // Assuming 100k initial
}
} catch (error) {
logger.warn('Could not get account balance:', error);
}
const positionValue = accountBalance * this.POSITION_SIZE;
const shares = Math.floor(positionValue / price);
logger.debug(`Position sizing: Balance=$${accountBalance}, Position Size=${this.POSITION_SIZE}, Price=$${price}, Shares=${shares}`);
return Math.max(1, shares); // At least 1 share
}
protected onOrderFilled(fill: any): void {
const { symbol, side, quantity, price } = fill;
const currentPosition = this.positions.get(symbol) || 0;
if (side === 'buy') {
this.positions.set(symbol, currentPosition + quantity);
logger.info(`✅ BUY filled: ${symbol} - ${quantity} shares @ ${price}`);
} else {
this.positions.set(symbol, Math.max(0, currentPosition - quantity));
logger.info(`✅ SELL filled: ${symbol} - ${quantity} shares @ ${price}`);
}
logger.info(`Position updated for ${symbol}: ${this.positions.get(symbol)} shares`);
}
// Override to provide custom order generation
protected async signalToOrder(signal: Signal): Promise<OrderRequest | null> {
logger.info(`🔄 Converting signal to order:`, signal);
// Get position sizing from metadata or calculate
const quantity = signal.metadata?.quantity || 100;
if (signal.type === 'buy') {
const order: OrderRequest = {
symbol: signal.symbol,
side: 'buy',
quantity,
orderType: 'market',
timeInForce: 'DAY'
};
logger.info(`📈 Generated BUY order:`, order);
return order;
} else if (signal.type === 'sell') {
const order: OrderRequest = {
symbol: signal.symbol,
side: 'sell',
quantity,
orderType: 'market',
timeInForce: 'DAY'
};
logger.info(`📉 Generated SELL order:`, order);
return order;
}
return null;
}
}

View file

@ -12,6 +12,14 @@ export const BacktestConfigSchema = z.object({
symbols: z.array(z.string()),
initialCapital: z.number().positive(),
dataFrequency: z.enum(['1m', '5m', '15m', '1h', '1d']),
strategy: z.string(),
strategies: z.array(z.object({
name: z.string(),
enabled: z.boolean().default(true),
config: z.record(z.any()).optional()
})).optional(),
commission: z.number().optional(),
slippage: z.number().optional(),
fillModel: z.object({
slippage: z.enum(['zero', 'conservative', 'realistic', 'aggressive']),
marketImpact: z.boolean(),

View file

@ -65,8 +65,11 @@ export class BacktestService {
startDate: new Date(request.startDate).toISOString(),
endDate: new Date(request.endDate).toISOString(),
symbols: request.symbols,
strategy: request.strategy,
initialCapital: request.initialCapital,
dataFrequency: '1d', // Default to daily
commission: request.config?.commission,
slippage: request.config?.slippage,
speed: 'max', // Default speed
fillModel: {
slippage: 'realistic',

View file

@ -13,7 +13,7 @@ export function BacktestConfiguration({ onSubmit, disabled }: BacktestConfigurat
endDate: new Date(),
initialCapital: 100000,
symbols: [],
strategy: 'momentum',
strategy: 'sma-crossover',
speedMultiplier: 1,
commission: 0.001, // 0.1%
slippage: 0.0005, // 0.05%
@ -185,11 +185,19 @@ export function BacktestConfiguration({ onSubmit, disabled }: BacktestConfigurat
className="w-full px-3 py-2 bg-background border border-border rounded-md text-sm text-text-primary focus:outline-none focus:ring-1 focus:ring-primary-500"
disabled={disabled}
>
<option value="momentum">Momentum</option>
<option value="sma-crossover">SMA Crossover</option>
<option value="mean-reversion">Mean Reversion</option>
<option value="pairs-trading">Pairs Trading</option>
<option value="custom">Custom</option>
<option value="ml-enhanced">ML Enhanced (Advanced)</option>
<option value="momentum">Momentum (Coming Soon)</option>
<option value="pairs-trading">Pairs Trading (Coming Soon)</option>
</select>
<p className="text-xs text-text-muted mt-1">
{formData.strategy === 'sma-crossover' && 'Trades on 10/20 day moving average crossovers'}
{formData.strategy === 'mean-reversion' && 'Trades when price deviates from mean by 2+ std devs'}
{formData.strategy === 'ml-enhanced' && 'Uses machine learning for signal generation'}
{formData.strategy === 'momentum' && 'Follows strong price trends'}
{formData.strategy === 'pairs-trading' && 'Trades correlated asset pairs'}
</p>
</div>
<div className="grid grid-cols-2 gap-4">

View file

@ -2,7 +2,6 @@ import type { BacktestStatus } from '../types';
import type { BacktestResult } from '../services/backtestApi';
import { MetricsCard } from './MetricsCard';
import { PositionsTable } from './PositionsTable';
import { TradeLog } from './TradeLog';
import { Chart } from '../../../components/charts';
import { useState, useMemo } from 'react';
@ -171,22 +170,107 @@ export function BacktestResults({ status, results, currentTime }: BacktestResult
})()}
</div>
{/* Trade Log */}
{/* Trade History Table */}
{results.trades && results.trades.length > 0 && (
<div className="bg-surface-secondary p-4 rounded-lg border border-border">
<h3 className="text-base font-medium text-text-primary mb-4">
Trade History
Trade History ({results.trades.length} trades)
</h3>
<TradeLog trades={results.trades.map(trade => ({
id: trade.id,
timestamp: trade.exitDate || trade.entryDate,
symbol: trade.symbol,
side: trade.side as 'buy' | 'sell',
quantity: trade.quantity,
price: trade.exitPrice,
commission: trade.commission,
pnl: trade.pnl
}))} />
<div className="overflow-x-auto">
<table className="w-full text-sm">
<thead>
<tr className="border-b border-border">
<th className="text-left py-2 px-3 font-medium text-text-secondary">Date</th>
<th className="text-left py-2 px-3 font-medium text-text-secondary">Symbol</th>
<th className="text-center py-2 px-3 font-medium text-text-secondary">Side</th>
<th className="text-right py-2 px-3 font-medium text-text-secondary">Qty</th>
<th className="text-right py-2 px-3 font-medium text-text-secondary">Entry</th>
<th className="text-right py-2 px-3 font-medium text-text-secondary">Exit</th>
<th className="text-right py-2 px-3 font-medium text-text-secondary">P&L</th>
<th className="text-right py-2 px-3 font-medium text-text-secondary">Return</th>
<th className="text-right py-2 px-3 font-medium text-text-secondary">Duration</th>
</tr>
</thead>
<tbody>
{results.trades.slice().reverse().map((trade) => {
const formatDate = (dateStr: string) => {
const date = new Date(dateStr);
return date.toLocaleDateString('en-US', {
month: 'short',
day: 'numeric',
year: '2-digit'
});
};
const formatDuration = (ms: number) => {
const days = Math.floor(ms / (1000 * 60 * 60 * 24));
if (days > 0) return `${days}d`;
const hours = Math.floor(ms / (1000 * 60 * 60));
if (hours > 0) return `${hours}h`;
return '<1h';
};
return (
<tr key={trade.id} className="border-b border-border hover:bg-surface-tertiary">
<td className="py-2 px-3 text-text-muted whitespace-nowrap">
{formatDate(trade.entryDate)}
</td>
<td className="py-2 px-3 font-medium text-text-primary">
{trade.symbol}
</td>
<td className="text-center py-2 px-3">
<span className={`inline-flex px-2 py-0.5 text-xs font-medium rounded ${
trade.side === 'buy'
? 'bg-success/10 text-success'
: 'bg-error/10 text-error'
}`}>
{trade.side.toUpperCase()}
</span>
</td>
<td className="text-right py-2 px-3 text-text-primary">
{trade.quantity}
</td>
<td className="text-right py-2 px-3 text-text-primary">
${trade.entryPrice.toFixed(2)}
</td>
<td className="text-right py-2 px-3 text-text-primary">
${trade.exitPrice.toFixed(2)}
</td>
<td className={`text-right py-2 px-3 font-medium ${
trade.pnl >= 0 ? 'text-success' : 'text-error'
}`}>
{trade.pnl >= 0 ? '+' : ''}${trade.pnl.toFixed(2)}
</td>
<td className={`text-right py-2 px-3 font-medium ${
trade.pnlPercent >= 0 ? 'text-success' : 'text-error'
}`}>
{trade.pnlPercent >= 0 ? '+' : ''}{trade.pnlPercent.toFixed(2)}%
</td>
<td className="text-right py-2 px-3 text-text-muted">
{formatDuration(trade.duration)}
</td>
</tr>
);
})}
</tbody>
<tfoot className="border-t-2 border-border">
<tr className="font-medium">
<td colSpan={6} className="py-2 px-3 text-text-primary">
Total
</td>
<td className={`text-right py-2 px-3 ${
results.trades.reduce((sum, t) => sum + t.pnl, 0) >= 0 ? 'text-success' : 'text-error'
}`}>
${results.trades.reduce((sum, t) => sum + t.pnl, 0).toFixed(2)}
</td>
<td className="text-right py-2 px-3 text-text-secondary">
Avg: {(results.trades.reduce((sum, t) => sum + t.pnlPercent, 0) / results.trades.length).toFixed(2)}%
</td>
<td></td>
</tr>
</tfoot>
</table>
</div>
</div>
)}
</div>

View file

@ -75,7 +75,7 @@ export function useBacktest(): UseBacktestReturn {
setIsPolling(true);
pollingIntervalRef.current = setInterval(() => {
pollStatus(newBacktest.id);
}, 2000); // Poll every 2 seconds
}, 200); // Poll every 2 seconds
} catch (err) {
setError(err instanceof Error ? err.message : 'Failed to create backtest');

View file

@ -141,7 +141,7 @@ export class BacktestService {
static async pollBacktestUpdates(
id: string,
onUpdate: (status: BacktestStatus, progress?: number, currentTime?: number) => void,
interval: number = 1000
interval: number = 200
): Promise<() => void> {
let isPolling = true;