fixed up backtest
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5 changed files with 77 additions and 231 deletions
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@ -92,30 +92,8 @@ export class RustBacktestAdapter extends EventEmitter {
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this.container.logger.info('First trade structure:', rustResult.trades[0]);
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}
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// Store OHLC data for each symbol
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const ohlcData: Record<string, any[]> = {};
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for (const symbol of config.symbols) {
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const bars = await this.storageService.getHistoricalBars(
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symbol,
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new Date(config.startDate),
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new Date(config.endDate),
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config.dataFrequency || '1d'
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);
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ohlcData[symbol] = bars.map(bar => ({
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timestamp: bar.timestamp.getTime(),
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open: bar.open,
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high: bar.high,
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low: bar.low,
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close: bar.close,
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volume: bar.volume,
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}));
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}
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// Rust result is already in the correct format, just add OHLC data
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const result: BacktestResult = {
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...rustResult,
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ohlcData,
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};
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// Rust result already contains OHLC data from the engine
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const result: BacktestResult = rustResult;
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this.emit('complete', result);
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return result;
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