added trade-tracking and example rust strats

apps/stock/orchestrator/test-trade-format.ts

@@ -0,0 +1,101 @@
+import { RustBacktestAdapter } from './src/backtest/RustBacktestAdapter';
+import { IServiceContainer } from '@stock-bot/di';
+import { BacktestConfig } from './src/types';
+
+// Mock container
+const mockContainer: IServiceContainer = {
+  logger: {
+    info: console.log,
+    error: console.error,
+    warn: console.warn,
+    debug: console.log,
+  },
+  mongodb: {} as any,
+  postgres: {} as any,
+  redis: {} as any,
+  custom: {},
+} as IServiceContainer;
+
+// Mock storage service
+class MockStorageService {
+  async getHistoricalBars(symbol: string, startDate: Date, endDate: Date, frequency: string) {
+    const bars = [];
+    const startTime = startDate.getTime();
+    const endTime = endDate.getTime();
+    const dayMs = 24 * 60 * 60 * 1000;
+    
+    let time = startTime;
+    let dayIndex = 0;
+    
+    // Simple oscillating price for testing
+    while (time <= endTime) {
+      const price = 100 + 10 * Math.sin(dayIndex * 0.2);
+      
+      bars.push({
+        timestamp: new Date(time),
+        open: price * 0.99,
+        high: price * 1.01,
+        low: price * 0.98,
+        close: price,
+        volume: 1000000,
+        vwap: price,
+      });
+      
+      time += dayMs;
+      dayIndex++;
+    }
+    
+    return bars;
+  }
+}
+
+// Test the backtest
+async function testTradeFormat() {
+  console.log('=== Testing Trade Format ===\n');
+  
+  const adapter = new RustBacktestAdapter(mockContainer);
+  (adapter as any).storageService = new MockStorageService();
+  
+  const config: BacktestConfig = {
+    name: 'Trade Format Test',
+    strategy: 'Simple Moving Average Crossover',
+    symbols: ['TEST'],
+    startDate: '2024-01-01T00:00:00Z',
+    endDate: '2024-03-01T00:00:00Z',
+    initialCapital: 100000,
+    commission: 0.001,
+    slippage: 0.0001,
+    dataFrequency: '1d',
+    config: {
+      fastPeriod: 5,
+      slowPeriod: 15,
+    },
+  };
+  
+  try {
+    const result = await adapter.runBacktest(config);
+    
+    console.log('\n=== Trade Format ===');
+    console.log('Number of trades:', result.trades.length);
+    console.log('\nFirst 3 trades:');
+    result.trades.slice(0, 3).forEach((trade, idx) => {
+      console.log(`\nTrade ${idx + 1}:`, JSON.stringify(trade, null, 2));
+    });
+    
+    // Check what format the trades are in
+    if (result.trades.length > 0) {
+      const firstTrade = result.trades[0];
+      console.log('\n=== Trade Structure Analysis ===');
+      console.log('Keys:', Object.keys(firstTrade));
+      console.log('Has entryDate/exitDate?', 'entryDate' in firstTrade && 'exitDate' in firstTrade);
+      console.log('Has timestamp?', 'timestamp' in firstTrade);
+      console.log('Has side field?', 'side' in firstTrade);
+      console.log('Side value:', firstTrade.side);
+    }
+    
+  } catch (error) {
+    console.error('Test failed:', error);
+  }
+}
+
+testTradeFormat().catch(console.error);