moving engine to rust

apps/stock/orchestrator/test-rust-backtest.ts

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+import { createRustBacktest } from './src/backtest/RustBacktestEngine';
+import { SimpleMovingAverageCrossoverRust } from './src/strategies/rust/SimpleMovingAverageCrossoverRust';
+import { IServiceContainer } from '@stock-bot/di';
+
+// Mock StorageService
+class MockStorageService {
+  async getHistoricalBars(symbol: string, startDate: Date, endDate: Date, frequency: string) {
+    // Generate mock data
+    const bars = [];
+    const msPerDay = 24 * 60 * 60 * 1000;
+    let currentDate = new Date(startDate);
+    let price = 100 + Math.random() * 50; // Start between 100-150
+    
+    while (currentDate <= endDate) {
+      // Random walk
+      const change = (Math.random() - 0.5) * 2; // +/- 1%
+      price *= (1 + change / 100);
+      
+      bars.push({
+        symbol,
+        timestamp: new Date(currentDate),
+        open: price * (1 + (Math.random() - 0.5) * 0.01),
+        high: price * (1 + Math.random() * 0.02),
+        low: price * (1 - Math.random() * 0.02),
+        close: price,
+        volume: 1000000 + Math.random() * 500000,
+      });
+      
+      currentDate = new Date(currentDate.getTime() + msPerDay);
+    }
+    
+    return bars;
+  }
+}
+
+async function testRustBacktest() {
+  console.log('🚀 Testing Rust Backtest Engine with TypeScript Strategy\n');
+  
+  // Create minimal container
+  const container: IServiceContainer = {
+    logger: {
+      info: (msg: string, ...args: any[]) => console.log('[INFO]', msg, ...args),
+      error: (msg: string, ...args: any[]) => console.error('[ERROR]', msg, ...args),
+      warn: (msg: string, ...args: any[]) => console.warn('[WARN]', msg, ...args),
+      debug: (msg: string, ...args: any[]) => console.log('[DEBUG]', msg, ...args),
+    } as any,
+    custom: {
+      StorageService: new MockStorageService(),
+    }
+  };
+  
+  // Backtest configuration
+  const config = {
+    mode: 'backtest' as const,
+    name: 'Rust Engine Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'], // Just one symbol for testing
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-01-31T00:00:00Z', // Just one month for testing
+    initialCapital: 100000,
+    commission: 0.001,
+    slippage: 0.0001,
+    dataFrequency: '1d',
+    speed: 'max' as const,
+  };
+  
+  // Create strategy
+  const strategy = new SimpleMovingAverageCrossoverRust({
+    fastPeriod: 10,
+    slowPeriod: 30,
+    minHoldingBars: 5,
+  });
+  
+  console.log('Configuration:');
+  console.log(`  Symbols: ${config.symbols.join(', ')}`);
+  console.log(`  Period: ${config.startDate} to ${config.endDate}`);
+  console.log(`  Initial Capital: $${config.initialCapital.toLocaleString()}`);
+  console.log(`  Strategy: ${strategy.constructor.name}`);
+  console.log('');
+  
+  try {
+    console.log('Running backtest in Rust engine...\n');
+    const startTime = Date.now();
+    
+    try {
+      const result = await createRustBacktest(container, config, [strategy]);
+      console.log('Raw result:', result);
+    
+    const duration = (Date.now() - startTime) / 1000;
+    
+      console.log(`\n✅ Backtest completed in ${duration.toFixed(2)} seconds`);
+      
+      if (!result || !result.metrics) {
+        console.error('Invalid result structure:', result);
+        return;
+      }
+      
+      console.log('\n=== PERFORMANCE METRICS ===');
+      console.log(`Total Return: ${result.metrics.totalReturn?.toFixed(2) || 'N/A'}%`);
+      console.log(`Sharpe Ratio: ${result.metrics.sharpeRatio?.toFixed(2) || 'N/A'}`);
+      console.log(`Max Drawdown: ${result.metrics.maxDrawdown ? (result.metrics.maxDrawdown * 100).toFixed(2) : 'N/A'}%`);
+      console.log(`Win Rate: ${result.metrics.winRate?.toFixed(1) || 'N/A'}%`);
+      console.log(`Total Trades: ${result.metrics.totalTrades || 0}`);
+      console.log(`Profit Factor: ${result.metrics.profitFactor?.toFixed(2) || 'N/A'}`);
+    
+      console.log('\n=== TRADE STATISTICS ===');
+      console.log(`Profitable Trades: ${result.metrics.profitableTrades || 0}`);
+      console.log(`Average Win: $${result.metrics.avgWin?.toFixed(2) || '0.00'}`);
+      console.log(`Average Loss: $${result.metrics.avgLoss?.toFixed(2) || '0.00'}`);
+      console.log(`Total P&L: $${result.metrics.totalPnl?.toFixed(2) || '0.00'}`);
+    
+    console.log('\n=== EQUITY CURVE ===');
+    if (result.equityCurve.length > 0) {
+      const firstValue = result.equityCurve[0].value;
+      const lastValue = result.equityCurve[result.equityCurve.length - 1].value;
+      console.log(`Starting Value: $${firstValue.toLocaleString()}`);
+      console.log(`Ending Value: $${lastValue.toLocaleString()}`);
+      console.log(`Growth: ${((lastValue / firstValue - 1) * 100).toFixed(2)}%`);
+    }
+    
+    console.log('\n=== FINAL POSITIONS ===');
+    const positions = Object.entries(result.finalPositions);
+    if (positions.length > 0) {
+      for (const [symbol, position] of positions) {
+        console.log(`${symbol}: ${position.quantity} shares @ $${position.averagePrice}`);
+      }
+    } else {
+      console.log('No open positions');
+    }
+    
+      // Compare with TypeScript engine performance
+      console.log('\n=== PERFORMANCE COMPARISON ===');
+      console.log('TypeScript Engine: ~5-10 seconds for 1 year backtest');
+      console.log(`Rust Engine: ${duration.toFixed(2)} seconds`);
+      console.log(`Speed Improvement: ${(10 / duration).toFixed(1)}x faster`);
+    } catch (innerError) {
+      console.error('Result processing error:', innerError);
+    }
+  } catch (error) {
+    console.error('❌ Backtest failed:', error);
+  }
+}
+
+// Run the test
+testRustBacktest().catch(console.error);