added trade-tracking and example rust strats

apps/stock/core/src/api/backtest.rs

@@ -101,6 +101,58 @@ impl BacktestEngine {
                         slow_period,
                     )));
                 }
+                "mean_reversion" => {
+                    let lookback_period: usize = parameters.get_named_property::<f64>("lookbackPeriod")
+                        .unwrap_or(20.0) as usize;
+                    let entry_threshold: f64 = parameters.get_named_property::<f64>("entryThreshold")
+                        .unwrap_or(2.0);
+                    let position_size: f64 = parameters.get_named_property::<f64>("positionSize")
+                        .unwrap_or(100.0);
+                    
+                    engine.add_strategy(Box::new(crate::strategies::MeanReversionFixedStrategy::new(
+                        name.clone(),
+                        id,
+                        lookback_period,
+                        entry_threshold,
+                        position_size,
+                    )));
+                }
+                "momentum" => {
+                    let lookback_period: usize = parameters.get_named_property::<f64>("lookbackPeriod")
+                        .unwrap_or(14.0) as usize;
+                    let momentum_threshold: f64 = parameters.get_named_property::<f64>("momentumThreshold")
+                        .unwrap_or(5.0);
+                    let position_size: f64 = parameters.get_named_property::<f64>("positionSize")
+                        .unwrap_or(100.0);
+                    
+                    engine.add_strategy(Box::new(crate::strategies::MomentumStrategy::new(
+                        name.clone(),
+                        id,
+                        lookback_period,
+                        momentum_threshold,
+                        position_size,
+                    )));
+                }
+                "pairs_trading" => {
+                    let pair_a: String = parameters.get_named_property::<String>("pairA")?;
+                    let pair_b: String = parameters.get_named_property::<String>("pairB")?;
+                    let lookback_period: usize = parameters.get_named_property::<f64>("lookbackPeriod")
+                        .unwrap_or(20.0) as usize;
+                    let entry_threshold: f64 = parameters.get_named_property::<f64>("entryThreshold")
+                        .unwrap_or(2.0);
+                    let position_size: f64 = parameters.get_named_property::<f64>("positionSize")
+                        .unwrap_or(100.0);
+                    
+                    engine.add_strategy(Box::new(crate::strategies::PairsTradingStrategy::new(
+                        name.clone(),
+                        id,
+                        pair_a,
+                        pair_b,
+                        lookback_period,
+                        entry_threshold,
+                        position_size,
+                    )));
+                }
                 _ => {
                     return Err(Error::from_reason(format!("Unknown strategy type: {}", strategy_type)));
                 }

apps/stock/core/src/backtest/engine.rs

@@ -14,7 +14,7 @@ use crate::{
 
 use super::{
     BacktestConfig, BacktestState, EventQueue, BacktestEvent, EventType,
-    Strategy, Signal, SignalType, BacktestResult,
+    Strategy, Signal, SignalType, BacktestResult, TradeTracker,
 };
 
 pub struct BacktestEngine {
@@ -38,6 +38,9 @@ pub struct BacktestEngine {
     
     // Price tracking
     last_prices: HashMap<String, f64>,
+    
+    // Trade tracking
+    trade_tracker: TradeTracker,
 }
 
 impl BacktestEngine {
@@ -67,6 +70,7 @@ impl BacktestEngine {
             profitable_trades: 0,
             total_pnl: 0.0,
             last_prices: HashMap::new(),
+            trade_tracker: TradeTracker::new(),
         }
     }
     
@@ -394,6 +398,9 @@ impl BacktestEngine {
         // Record the fill with symbol and side information
         self.state.write().record_fill(order.symbol.clone(), order.side, fill.clone());
         
+        // Track trades
+        self.trade_tracker.process_fill(&order.symbol, order.side, &fill);
+        
         // Update cash
         let cash_change = match order.side {
             crate::Side::Buy => -(fill.quantity * fill.price + fill.commission),
@@ -410,6 +417,13 @@ impl BacktestEngine {
             }
         }
         
+        eprintln!("Fill processed: {} {} @ {} (side: {:?})", 
+            fill.quantity, order.symbol, fill.price, order.side);
+        eprintln!("Current position after fill: {}", 
+            self.position_tracker.get_position(&order.symbol)
+                .map(|p| p.quantity)
+                .unwrap_or(0.0));
+        
         // Update metrics
         self.total_trades += 1;
         if update.resulting_position.realized_pnl > 0.0 {
@@ -470,24 +484,43 @@ impl BacktestEngine {
         let total_pnl = realized_pnl + unrealized_pnl;
         let total_return = (total_pnl / self.config.initial_capital) * 100.0;
         
+        // Get completed trades from trade tracker for metrics
+        let completed_trades = self.trade_tracker.get_completed_trades();
+        
+        // Calculate metrics from completed trades
+        let completed_trade_count = completed_trades.len();
+        let profitable_trades = completed_trades.iter().filter(|t| t.pnl > 0.0).count();
+        let total_wins: f64 = completed_trades.iter().filter(|t| t.pnl > 0.0).map(|t| t.pnl).sum();
+        let total_losses: f64 = completed_trades.iter().filter(|t| t.pnl < 0.0).map(|t| t.pnl.abs()).sum();
+        let avg_win = if profitable_trades > 0 { total_wins / profitable_trades as f64 } else { 0.0 };
+        let avg_loss = if completed_trade_count > profitable_trades { 
+            total_losses / (completed_trade_count - profitable_trades) as f64 
+        } else { 0.0 };
+        let profit_factor = if total_losses > 0.0 { total_wins / total_losses } else { 0.0 };
+        
+        // For the API, return all fills (not just completed trades)
+        // This shows all trading activity
+        let all_fills = state.completed_trades.clone();
+        let total_trades = all_fills.len();
+        
         BacktestResult {
             config: self.config.clone(),
             metrics: super::BacktestMetrics {
                 total_return,
-                total_trades: self.total_trades,
-                profitable_trades: self.profitable_trades,
-                win_rate: if self.total_trades > 0 {
-                    (self.profitable_trades as f64 / self.total_trades as f64) * 100.0
+                total_trades,
+                profitable_trades,
+                win_rate: if completed_trade_count > 0 {
+                    (profitable_trades as f64 / completed_trade_count as f64) * 100.0
                 } else { 0.0 },
-                profit_factor: 0.0, // TODO: Calculate properly
+                profit_factor,
                 sharpe_ratio: 0.0, // TODO: Calculate properly
                 max_drawdown: 0.0, // TODO: Calculate properly
                 total_pnl,
-                avg_win: 0.0, // TODO: Calculate properly
-                avg_loss: 0.0, // TODO: Calculate properly
+                avg_win,
+                avg_loss,
             },
             equity_curve: state.equity_curve.clone(),
-            trades: state.completed_trades.clone(),
+            trades: all_fills,
             final_positions: self.position_tracker.get_all_positions()
                 .into_iter()
                 .map(|p| (p.symbol.clone(), p))

apps/stock/core/src/backtest/mod.rs

@@ -12,11 +12,13 @@ pub mod engine;
 pub mod event;
 pub mod strategy;
 pub mod results;
+pub mod trade_tracker;
 
 pub use engine::BacktestEngine;
 pub use event::{BacktestEvent, EventType};
 pub use strategy::{Strategy, Signal, SignalType};
 pub use results::{BacktestResult, BacktestMetrics};
+pub use trade_tracker::{TradeTracker, CompletedTrade as TrackedTrade};
 
 #[derive(Debug, Clone, Serialize, Deserialize)]
 pub struct CompletedTrade {

apps/stock/core/src/backtest/trade_tracker.rs

@@ -0,0 +1,258 @@
+use std::collections::{HashMap, VecDeque};
+use chrono::{DateTime, Utc};
+use serde::{Serialize, Deserialize};
+use crate::{Fill, Side};
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct CompletedTrade {
+    pub id: String,
+    pub symbol: String,
+    pub entry_time: DateTime<Utc>,
+    pub exit_time: DateTime<Utc>,
+    pub entry_price: f64,
+    pub exit_price: f64,
+    pub quantity: f64,
+    pub side: Side, // Side of the opening trade
+    pub pnl: f64,
+    pub pnl_percent: f64,
+    pub commission: f64,
+    pub duration_seconds: i64,
+}
+
+#[derive(Debug, Clone)]
+struct OpenPosition {
+    symbol: String,
+    side: Side,
+    quantity: f64,
+    entry_price: f64,
+    entry_time: DateTime<Utc>,
+    commission: f64,
+}
+
+/// Tracks fills and matches them into completed trades
+pub struct TradeTracker {
+    open_positions: HashMap<String, VecDeque<OpenPosition>>,
+    completed_trades: Vec<CompletedTrade>,
+    trade_counter: u64,
+}
+
+impl TradeTracker {
+    pub fn new() -> Self {
+        Self {
+            open_positions: HashMap::new(),
+            completed_trades: Vec::new(),
+            trade_counter: 0,
+        }
+    }
+
+    pub fn process_fill(&mut self, symbol: &str, side: Side, fill: &Fill) {
+        let positions = self.open_positions.entry(symbol.to_string()).or_insert_with(VecDeque::new);
+        
+        // Check if this fill closes existing positions
+        let mut remaining_quantity = fill.quantity;
+        let mut fills_to_remove = Vec::new();
+        
+        for (idx, open_pos) in positions.iter_mut().enumerate() {
+            // Only match against opposite side positions
+            if open_pos.side == side {
+                continue;
+            }
+            
+            if remaining_quantity <= 0.0 {
+                break;
+            }
+            
+            let matched_quantity = remaining_quantity.min(open_pos.quantity);
+            
+            // Calculate PnL
+            let (pnl, pnl_percent) = Self::calculate_pnl(
+                &open_pos,
+                fill.price,
+                matched_quantity,
+                fill.commission,
+            );
+            
+            // Create completed trade
+            self.trade_counter += 1;
+            let completed_trade = CompletedTrade {
+                id: format!("trade-{}", self.trade_counter),
+                symbol: symbol.to_string(),
+                entry_time: open_pos.entry_time,
+                exit_time: fill.timestamp,
+                entry_price: open_pos.entry_price,
+                exit_price: fill.price,
+                quantity: matched_quantity,
+                side: open_pos.side.clone(),
+                pnl,
+                pnl_percent,
+                commission: open_pos.commission + (fill.commission * matched_quantity / fill.quantity),
+                duration_seconds: (fill.timestamp - open_pos.entry_time).num_seconds(),
+            };
+            
+            self.completed_trades.push(completed_trade);
+            
+            // Update open position
+            open_pos.quantity -= matched_quantity;
+            remaining_quantity -= matched_quantity;
+            
+            if open_pos.quantity <= 0.0 {
+                fills_to_remove.push(idx);
+            }
+        }
+        
+        // Remove fully closed positions
+        for idx in fills_to_remove.iter().rev() {
+            positions.remove(*idx);
+        }
+        
+        // If there's remaining quantity, it opens a new position
+        if remaining_quantity > 0.0 {
+            let new_position = OpenPosition {
+                symbol: symbol.to_string(),
+                side,
+                quantity: remaining_quantity,
+                entry_price: fill.price,
+                entry_time: fill.timestamp,
+                commission: fill.commission * remaining_quantity / fill.quantity,
+            };
+            positions.push_back(new_position);
+        }
+    }
+    
+    fn calculate_pnl(open_pos: &OpenPosition, exit_price: f64, quantity: f64, exit_commission: f64) -> (f64, f64) {
+        let entry_value = open_pos.entry_price * quantity;
+        let exit_value = exit_price * quantity;
+        
+        let gross_pnl = match open_pos.side {
+            Side::Buy => exit_value - entry_value,
+            Side::Sell => entry_value - exit_value,
+        };
+        
+        let commission = open_pos.commission * (quantity / open_pos.quantity) + exit_commission * (quantity / open_pos.quantity);
+        let net_pnl = gross_pnl - commission;
+        let pnl_percent = (net_pnl / entry_value) * 100.0;
+        
+        (net_pnl, pnl_percent)
+    }
+    
+    pub fn get_completed_trades(&self) -> &[CompletedTrade] {
+        &self.completed_trades
+    }
+    
+    pub fn get_open_positions(&self) -> HashMap<String, Vec<(Side, f64, f64)>> {
+        let mut result = HashMap::new();
+        
+        for (symbol, positions) in &self.open_positions {
+            let pos_info: Vec<(Side, f64, f64)> = positions
+                .iter()
+                .map(|p| (p.side.clone(), p.quantity, p.entry_price))
+                .collect();
+            
+            if !pos_info.is_empty() {
+                result.insert(symbol.clone(), pos_info);
+            }
+        }
+        
+        result
+    }
+    
+    pub fn get_net_position(&self, symbol: &str) -> f64 {
+        let positions = match self.open_positions.get(symbol) {
+            Some(pos) => pos,
+            None => return 0.0,
+        };
+        
+        let mut net = 0.0;
+        for pos in positions {
+            match pos.side {
+                Side::Buy => net += pos.quantity,
+                Side::Sell => net -= pos.quantity,
+            }
+        }
+        
+        net
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    
+    #[test]
+    fn test_simple_round_trip() {
+        let mut tracker = TradeTracker::new();
+        
+        // Buy 100 shares at $50
+        let buy_fill = Fill {
+            timestamp: Utc::now(),
+            price: 50.0,
+            quantity: 100.0,
+            commission: 1.0,
+        };
+        tracker.process_fill("AAPL", Side::Buy, &buy_fill);
+        
+        // Sell 100 shares at $55
+        let sell_fill = Fill {
+            timestamp: Utc::now(),
+            price: 55.0,
+            quantity: 100.0,
+            commission: 1.0,
+        };
+        tracker.process_fill("AAPL", Side::Sell, &sell_fill);
+        
+        let trades = tracker.get_completed_trades();
+        assert_eq!(trades.len(), 1);
+        
+        let trade = &trades[0];
+        assert_eq!(trade.symbol, "AAPL");
+        assert_eq!(trade.quantity, 100.0);
+        assert_eq!(trade.entry_price, 50.0);
+        assert_eq!(trade.exit_price, 55.0);
+        assert_eq!(trade.pnl, 498.0); // (55-50)*100 - 2 commission
+        assert_eq!(trade.side, Side::Buy);
+    }
+    
+    #[test]
+    fn test_partial_fills() {
+        let mut tracker = TradeTracker::new();
+        
+        // Buy 100 shares at $50
+        let buy_fill = Fill {
+            timestamp: Utc::now(),
+            price: 50.0,
+            quantity: 100.0,
+            commission: 1.0,
+        };
+        tracker.process_fill("AAPL", Side::Buy, &buy_fill);
+        
+        // Sell 60 shares at $55
+        let sell_fill1 = Fill {
+            timestamp: Utc::now(),
+            price: 55.0,
+            quantity: 60.0,
+            commission: 0.6,
+        };
+        tracker.process_fill("AAPL", Side::Sell, &sell_fill1);
+        
+        // Check we have one completed trade and remaining position
+        let trades = tracker.get_completed_trades();
+        assert_eq!(trades.len(), 1);
+        assert_eq!(trades[0].quantity, 60.0);
+        
+        assert_eq!(tracker.get_net_position("AAPL"), 40.0);
+        
+        // Sell remaining 40 shares at $52
+        let sell_fill2 = Fill {
+            timestamp: Utc::now(),
+            price: 52.0,
+            quantity: 40.0,
+            commission: 0.4,
+        };
+        tracker.process_fill("AAPL", Side::Sell, &sell_fill2);
+        
+        // Now we should have 2 completed trades and no position
+        let trades = tracker.get_completed_trades();
+        assert_eq!(trades.len(), 2);
+        assert_eq!(tracker.get_net_position("AAPL"), 0.0);
+    }
+}

apps/stock/core/src/lib.rs

@@ -8,6 +8,7 @@ pub mod api;
 pub mod analytics;
 pub mod indicators;
 pub mod backtest;
+pub mod strategies;
 
 // Re-export commonly used types
 pub use positions::{Position, PositionUpdate, TradeRecord, ClosedTrade};

apps/stock/core/src/strategies/mean_reversion.rs

@@ -0,0 +1,210 @@
+use std::collections::HashMap;
+use chrono::{DateTime, Utc};
+use serde_json::json;
+
+use crate::{
+    MarketUpdate, MarketDataType, 
+    backtest::{Strategy, Signal, SignalType},
+};
+
+/// Mean Reversion Strategy
+/// 
+/// This strategy identifies when a security's price deviates significantly from its 
+/// moving average and trades on the assumption that it will revert back to the mean.
+/// 
+/// Entry Signals:
+/// - BUY when price falls below (MA - threshold * std_dev)
+/// - SELL when price rises above (MA + threshold * std_dev)
+/// 
+/// Exit Signals:
+/// - Exit long when price reaches MA
+/// - Exit short when price reaches MA
+pub struct MeanReversionStrategy {
+    name: String,
+    id: String,
+    lookback_period: usize,
+    entry_threshold: f64,  // Number of standard deviations
+    exit_threshold: f64,   // Typically 0 (at the mean)
+    position_size: f64,
+    
+    // State
+    price_history: HashMap<String, Vec<f64>>,
+    positions: HashMap<String, f64>,
+}
+
+impl MeanReversionStrategy {
+    pub fn new(
+        name: String, 
+        id: String,
+        lookback_period: usize,
+        entry_threshold: f64,
+        position_size: f64,
+    ) -> Self {
+        Self {
+            name,
+            id,
+            lookback_period,
+            entry_threshold,
+            exit_threshold: 0.0, // Exit at the mean
+            position_size,
+            price_history: HashMap::new(),
+            positions: HashMap::new(),
+        }
+    }
+    
+    fn calculate_mean(prices: &[f64]) -> f64 {
+        prices.iter().sum::<f64>() / prices.len() as f64
+    }
+    
+    fn calculate_std_dev(prices: &[f64], mean: f64) -> f64 {
+        let variance = prices.iter()
+            .map(|p| (p - mean).powi(2))
+            .sum::<f64>() / prices.len() as f64;
+        variance.sqrt()
+    }
+}
+
+impl Strategy for MeanReversionStrategy {
+    fn on_market_data(&mut self, data: &MarketUpdate) -> Vec<Signal> {
+        let mut signals = Vec::new();
+        
+        // Only process bar data
+        if let MarketDataType::Bar(bar) = &data.data {
+            let symbol = &data.symbol;
+            let price = bar.close;
+            
+            // Update price history
+            let history = self.price_history.entry(symbol.clone()).or_insert_with(Vec::new);
+            history.push(price);
+            
+            // Keep only necessary history
+            if history.len() > self.lookback_period {
+                history.remove(0);
+            }
+            
+            // Need enough data
+            if history.len() >= self.lookback_period {
+                // Calculate statistics
+                let mean = Self::calculate_mean(history);
+                let std_dev = Self::calculate_std_dev(history, mean);
+                
+                // Calculate bands
+                let upper_band = mean + self.entry_threshold * std_dev;
+                let lower_band = mean - self.entry_threshold * std_dev;
+                
+                let current_position = self.positions.get(symbol).copied().unwrap_or(0.0);
+                
+                // Check for entry signals
+                if current_position == 0.0 {
+                    if price < lower_band {
+                        // Price is oversold, buy
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Buy,
+                            strength: 1.0,
+                            quantity: Some(self.position_size),
+                            reason: Some(format!(
+                                "Mean reversion buy: price ${:.2} < lower band ${:.2} (mean: ${:.2}, std: ${:.2})",
+                                price, lower_band, mean, std_dev
+                            )),
+                            metadata: Some(json!({
+                                "mean": mean,
+                                "std_dev": std_dev,
+                                "upper_band": upper_band,
+                                "lower_band": lower_band,
+                                "price": price,
+                            })),
+                        });
+                        self.positions.insert(symbol.clone(), self.position_size);
+                    } else if price > upper_band {
+                        // Price is overbought, sell short
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Sell,
+                            strength: 1.0,
+                            quantity: Some(self.position_size),
+                            reason: Some(format!(
+                                "Mean reversion sell: price ${:.2} > upper band ${:.2} (mean: ${:.2}, std: ${:.2})",
+                                price, upper_band, mean, std_dev
+                            )),
+                            metadata: Some(json!({
+                                "mean": mean,
+                                "std_dev": std_dev,
+                                "upper_band": upper_band,
+                                "lower_band": lower_band,
+                                "price": price,
+                            })),
+                        });
+                        self.positions.insert(symbol.clone(), -self.position_size);
+                    }
+                }
+                // Check for exit signals
+                else if current_position > 0.0 {
+                    // We're long, exit when price crosses above mean (not just touches)
+                    // or when we hit stop loss
+                    let stop_loss = lower_band - std_dev; // Stop loss below lower band
+                    if price >= mean * 1.01 || price <= stop_loss {
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Sell,
+                            strength: 1.0,
+                            quantity: Some(current_position),
+                            reason: Some(format!(
+                                "Mean reversion exit long: price ${:.2} {} mean ${:.2}",
+                                price, if price >= mean * 1.01 { "crossed above" } else { "hit stop loss below" }, mean
+                            )),
+                            metadata: Some(json!({
+                                "mean": mean,
+                                "price": price,
+                                "exit_type": "mean_reversion",
+                            })),
+                        });
+                        self.positions.remove(symbol);
+                    }
+                } else if current_position < 0.0 {
+                    // We're short, exit when price crosses below mean
+                    // or when we hit stop loss
+                    let stop_loss = upper_band + std_dev; // Stop loss above upper band
+                    if price <= mean * 0.99 || price >= stop_loss {
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Buy,
+                            strength: 1.0,
+                            quantity: Some(current_position.abs()),
+                            reason: Some(format!(
+                                "Mean reversion exit short: price ${:.2} {} mean ${:.2}",
+                                price, if price <= mean * 0.99 { "crossed below" } else { "hit stop loss above" }, mean
+                            )),
+                            metadata: Some(json!({
+                                "mean": mean,
+                                "price": price,
+                                "exit_type": "mean_reversion",
+                            })),
+                        });
+                        self.positions.remove(symbol);
+                    }
+                }
+            }
+        }
+        
+        signals
+    }
+    
+    fn on_fill(&mut self, symbol: &str, quantity: f64, price: f64, side: &str) {
+        // Position tracking is handled in on_market_data for simplicity
+        eprintln!("Mean reversion fill: {} {} @ {} - {}", quantity, symbol, price, side);
+    }
+    
+    fn get_name(&self) -> &str {
+        &self.name
+    }
+    
+    fn get_parameters(&self) -> serde_json::Value {
+        json!({
+            "lookback_period": self.lookback_period,
+            "entry_threshold": self.entry_threshold,
+            "exit_threshold": self.exit_threshold,
+            "position_size": self.position_size,
+        })
+    }
+}

apps/stock/core/src/strategies/mean_reversion_fixed.rs

@@ -0,0 +1,279 @@
+use std::collections::HashMap;
+use serde_json::json;
+
+use crate::{
+    MarketUpdate, MarketDataType, 
+    backtest::{Strategy, Signal, SignalType},
+};
+
+/// Fixed Mean Reversion Strategy that properly tracks positions
+/// 
+/// This version doesn't maintain its own position tracking but relies
+/// on the position information passed through on_fill callbacks
+pub struct MeanReversionFixedStrategy {
+    name: String,
+    id: String,
+    lookback_period: usize,
+    entry_threshold: f64,  // Number of standard deviations
+    exit_threshold: f64,   // Exit when price moves back this fraction toward mean
+    position_size: f64,
+    
+    // State
+    price_history: HashMap<String, Vec<f64>>,
+    current_positions: HashMap<String, f64>, // Track actual positions from fills
+    entry_prices: HashMap<String, f64>, // Track entry prices for exit decisions
+}
+
+impl MeanReversionFixedStrategy {
+    pub fn new(
+        name: String, 
+        id: String,
+        lookback_period: usize,
+        entry_threshold: f64,
+        position_size: f64,
+    ) -> Self {
+        Self {
+            name,
+            id,
+            lookback_period,
+            entry_threshold,
+            exit_threshold: 0.3, // Exit when price moves 30% back to mean
+            position_size,
+            price_history: HashMap::new(),
+            current_positions: HashMap::new(),
+            entry_prices: HashMap::new(),
+        }
+    }
+    
+    fn calculate_mean(prices: &[f64]) -> f64 {
+        prices.iter().sum::<f64>() / prices.len() as f64
+    }
+    
+    fn calculate_std_dev(prices: &[f64], mean: f64) -> f64 {
+        let variance = prices.iter()
+            .map(|p| (p - mean).powi(2))
+            .sum::<f64>() / prices.len() as f64;
+        variance.sqrt()
+    }
+}
+
+impl Strategy for MeanReversionFixedStrategy {
+    fn on_market_data(&mut self, data: &MarketUpdate) -> Vec<Signal> {
+        let mut signals = Vec::new();
+        
+        // Only process bar data
+        if let MarketDataType::Bar(bar) = &data.data {
+            let symbol = &data.symbol;
+            let price = bar.close;
+            
+            // Update price history
+            let history = self.price_history.entry(symbol.clone()).or_insert_with(Vec::new);
+            history.push(price);
+            
+            // Keep only necessary history
+            if history.len() > self.lookback_period {
+                history.remove(0);
+            }
+            
+            // Need enough data
+            if history.len() >= self.lookback_period {
+                // Calculate statistics
+                let mean = Self::calculate_mean(history);
+                let std_dev = Self::calculate_std_dev(history, mean);
+                
+                // Calculate bands
+                let upper_band = mean + self.entry_threshold * std_dev;
+                let lower_band = mean - self.entry_threshold * std_dev;
+                
+                // Get actual position from our tracking
+                let current_position = self.current_positions.get(symbol).copied().unwrap_or(0.0);
+                
+                // Entry signals - only when flat
+                if current_position.abs() < 0.001 {
+                    if price < lower_band {
+                        // Price is oversold, buy
+                        eprintln!("Mean reversion: {} oversold at ${:.2}, buying (lower band: ${:.2}, mean: ${:.2})",
+                            symbol, price, lower_band, mean);
+                        
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Buy,
+                            strength: 1.0,
+                            quantity: Some(self.position_size),
+                            reason: Some(format!(
+                                "Mean reversion buy: price ${:.2} < lower band ${:.2} (mean: ${:.2}, std: ${:.2})",
+                                price, lower_band, mean, std_dev
+                            )),
+                            metadata: Some(json!({
+                                "mean": mean,
+                                "std_dev": std_dev,
+                                "upper_band": upper_band,
+                                "lower_band": lower_band,
+                                "price": price,
+                            })),
+                        });
+                    } else if price > upper_band {
+                        // Price is overbought, sell short
+                        eprintln!("Mean reversion: {} overbought at ${:.2}, selling short (upper band: ${:.2}, mean: ${:.2})",
+                            symbol, price, upper_band, mean);
+                        
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Sell,
+                            strength: 1.0,
+                            quantity: Some(self.position_size),
+                            reason: Some(format!(
+                                "Mean reversion sell: price ${:.2} > upper band ${:.2} (mean: ${:.2}, std: ${:.2})",
+                                price, upper_band, mean, std_dev
+                            )),
+                            metadata: Some(json!({
+                                "mean": mean,
+                                "std_dev": std_dev,
+                                "upper_band": upper_band,
+                                "lower_band": lower_band,
+                                "price": price,
+                            })),
+                        });
+                    }
+                }
+                // Exit signals - only when we have a position
+                else if current_position > 0.0 {
+                    // We're long - check exit conditions
+                    let entry_price = self.entry_prices.get(symbol).copied().unwrap_or(price);
+                    let target_price = entry_price + (mean - entry_price) * self.exit_threshold;
+                    let stop_loss = lower_band - std_dev; // Stop loss below lower band
+                    
+                    if price >= target_price {
+                        eprintln!("Mean reversion: {} reached target ${:.2} (entry: ${:.2}, mean: ${:.2}), closing long",
+                            symbol, target_price, entry_price, mean);
+                        
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Sell,
+                            strength: 1.0,
+                            quantity: Some(current_position),
+                            reason: Some(format!(
+                                "Mean reversion exit long: price ${:.2} reached target ${:.2} (entry: ${:.2})",
+                                price, target_price, entry_price
+                            )),
+                            metadata: Some(json!({
+                                "mean": mean,
+                                "price": price,
+                                "entry_price": entry_price,
+                                "target_price": target_price,
+                                "exit_type": "target",
+                            })),
+                        });
+                    } else if price <= stop_loss {
+                        eprintln!("Mean reversion: {} hit stop loss ${:.2}, closing long",
+                            symbol, stop_loss);
+                        
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Sell,
+                            strength: 1.0,
+                            quantity: Some(current_position),
+                            reason: Some(format!(
+                                "Mean reversion stop loss: price ${:.2} <= stop ${:.2}",
+                                price, stop_loss
+                            )),
+                            metadata: Some(json!({
+                                "stop_loss": stop_loss,
+                                "price": price,
+                                "exit_type": "stop_loss",
+                            })),
+                        });
+                    }
+                } else if current_position < 0.0 {
+                    // We're short - check exit conditions
+                    let entry_price = self.entry_prices.get(symbol).copied().unwrap_or(price);
+                    let target_price = entry_price - (entry_price - mean) * self.exit_threshold;
+                    let stop_loss = upper_band + std_dev; // Stop loss above upper band
+                    
+                    if price <= target_price {
+                        eprintln!("Mean reversion: {} reached target ${:.2} (entry: ${:.2}, mean: ${:.2}), closing short",
+                            symbol, target_price, entry_price, mean);
+                        
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Buy,
+                            strength: 1.0,
+                            quantity: Some(current_position.abs()),
+                            reason: Some(format!(
+                                "Mean reversion exit short: price ${:.2} reached target ${:.2} (entry: ${:.2})",
+                                price, target_price, entry_price
+                            )),
+                            metadata: Some(json!({
+                                "mean": mean,
+                                "price": price,
+                                "entry_price": entry_price,
+                                "target_price": target_price,
+                                "exit_type": "target",
+                            })),
+                        });
+                    } else if price >= stop_loss {
+                        eprintln!("Mean reversion: {} hit stop loss ${:.2}, closing short",
+                            symbol, stop_loss);
+                        
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Buy,
+                            strength: 1.0,
+                            quantity: Some(current_position.abs()),
+                            reason: Some(format!(
+                                "Mean reversion stop loss: price ${:.2} >= stop ${:.2}",
+                                price, stop_loss
+                            )),
+                            metadata: Some(json!({
+                                "stop_loss": stop_loss,
+                                "price": price,
+                                "exit_type": "stop_loss",
+                            })),
+                        });
+                    }
+                }
+            }
+        }
+        
+        signals
+    }
+    
+    fn on_fill(&mut self, symbol: &str, quantity: f64, price: f64, side: &str) {
+        // Update our position tracking based on actual fills
+        let current = self.current_positions.get(symbol).copied().unwrap_or(0.0);
+        let new_position = if side.contains("Buy") {
+            current + quantity
+        } else {
+            current - quantity
+        };
+        
+        eprintln!("Mean reversion fill: {} {} @ {} - {}, position: {} -> {}", 
+            quantity, symbol, price, side, current, new_position);
+        
+        // Update position
+        if new_position.abs() < 0.001 {
+            // Position closed
+            self.current_positions.remove(symbol);
+            self.entry_prices.remove(symbol);
+        } else {
+            self.current_positions.insert(symbol.to_string(), new_position);
+            // Track entry price for new positions
+            if current.abs() < 0.001 {
+                self.entry_prices.insert(symbol.to_string(), price);
+            }
+        }
+    }
+    
+    fn get_name(&self) -> &str {
+        &self.name
+    }
+    
+    fn get_parameters(&self) -> serde_json::Value {
+        json!({
+            "lookback_period": self.lookback_period,
+            "entry_threshold": self.entry_threshold,
+            "exit_threshold": self.exit_threshold,
+            "position_size": self.position_size,
+        })
+    }
+}

apps/stock/core/src/strategies/mod.rs

@@ -0,0 +1,9 @@
+pub mod mean_reversion;
+pub mod mean_reversion_fixed;
+pub mod momentum;
+pub mod pairs_trading;
+
+pub use mean_reversion::MeanReversionStrategy;
+pub use mean_reversion_fixed::MeanReversionFixedStrategy;
+pub use momentum::MomentumStrategy;
+pub use pairs_trading::PairsTradingStrategy;

apps/stock/core/src/strategies/momentum.rs

@@ -0,0 +1,228 @@
+use std::collections::HashMap;
+use chrono::{DateTime, Utc};
+use serde_json::json;
+
+use crate::{
+    MarketUpdate, MarketDataType, 
+    backtest::{Strategy, Signal, SignalType},
+};
+
+/// Momentum Strategy
+/// 
+/// This strategy trades based on momentum indicators like rate of change (ROC) and
+/// relative strength. It aims to capture trends by buying securities showing 
+/// upward momentum and selling those showing downward momentum.
+/// 
+/// Entry Signals:
+/// - BUY when momentum crosses above threshold and accelerating
+/// - SELL when momentum crosses below -threshold and decelerating
+/// 
+/// Exit Signals:
+/// - Exit long when momentum turns negative
+/// - Exit short when momentum turns positive
+pub struct MomentumStrategy {
+    name: String,
+    id: String,
+    lookback_period: usize,
+    momentum_threshold: f64,
+    position_size: f64,
+    use_acceleration: bool,
+    
+    // State
+    price_history: HashMap<String, Vec<f64>>,
+    momentum_history: HashMap<String, Vec<f64>>,
+    positions: HashMap<String, f64>,
+}
+
+impl MomentumStrategy {
+    pub fn new(
+        name: String, 
+        id: String,
+        lookback_period: usize,
+        momentum_threshold: f64,
+        position_size: f64,
+    ) -> Self {
+        Self {
+            name,
+            id,
+            lookback_period,
+            momentum_threshold,
+            position_size,
+            use_acceleration: true,
+            price_history: HashMap::new(),
+            momentum_history: HashMap::new(),
+            positions: HashMap::new(),
+        }
+    }
+    
+    fn calculate_momentum(prices: &[f64], lookback_period: usize) -> f64 {
+        if prices.len() < 2 {
+            return 0.0;
+        }
+        
+        let current = prices.last().unwrap();
+        let past = prices[prices.len() - lookback_period.min(prices.len())];
+        
+        ((current - past) / past) * 100.0
+    }
+    
+    fn calculate_acceleration(momentum_values: &[f64]) -> f64 {
+        if momentum_values.len() < 2 {
+            return 0.0;
+        }
+        
+        let current = momentum_values.last().unwrap();
+        let previous = momentum_values[momentum_values.len() - 2];
+        
+        current - previous
+    }
+}
+
+impl Strategy for MomentumStrategy {
+    fn on_market_data(&mut self, data: &MarketUpdate) -> Vec<Signal> {
+        let mut signals = Vec::new();
+        
+        // Only process bar data
+        if let MarketDataType::Bar(bar) = &data.data {
+            let symbol = &data.symbol;
+            let price = bar.close;
+            
+            // Update price history
+            let history = self.price_history.entry(symbol.clone()).or_insert_with(Vec::new);
+            history.push(price);
+            
+            // Keep reasonable history
+            if history.len() > self.lookback_period * 2 {
+                history.remove(0);
+            }
+            
+            // Need enough data
+            if history.len() >= self.lookback_period {
+                // Calculate momentum
+                let momentum = Self::calculate_momentum(history, self.lookback_period);
+                
+                // Update momentum history
+                let mom_history = self.momentum_history.entry(symbol.clone()).or_insert_with(Vec::new);
+                mom_history.push(momentum);
+                
+                if mom_history.len() > 5 {
+                    mom_history.remove(0);
+                }
+                
+                // Calculate acceleration if enabled
+                let acceleration = if self.use_acceleration && mom_history.len() >= 2 {
+                    Self::calculate_acceleration(mom_history)
+                } else {
+                    0.0
+                };
+                
+                let current_position = self.positions.get(symbol).copied().unwrap_or(0.0);
+                
+                // Check for entry signals
+                if current_position == 0.0 {
+                    // Long entry: strong positive momentum and accelerating
+                    if momentum > self.momentum_threshold && 
+                       (!self.use_acceleration || acceleration > 0.0) {
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Buy,
+                            strength: momentum / 100.0, // Normalize strength
+                            quantity: Some(self.position_size),
+                            reason: Some(format!(
+                                "Momentum buy: momentum {:.2}% > threshold {:.2}%, accel: {:.2}",
+                                momentum, self.momentum_threshold, acceleration
+                            )),
+                            metadata: Some(json!({
+                                "momentum": momentum,
+                                "acceleration": acceleration,
+                                "price": price,
+                            })),
+                        });
+                        self.positions.insert(symbol.clone(), self.position_size);
+                    }
+                    // Short entry: strong negative momentum and decelerating
+                    else if momentum < -self.momentum_threshold && 
+                            (!self.use_acceleration || acceleration < 0.0) {
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Sell,
+                            strength: momentum.abs() / 100.0,
+                            quantity: Some(self.position_size),
+                            reason: Some(format!(
+                                "Momentum sell: momentum {:.2}% < threshold -{:.2}%, accel: {:.2}",
+                                momentum, self.momentum_threshold, acceleration
+                            )),
+                            metadata: Some(json!({
+                                "momentum": momentum,
+                                "acceleration": acceleration,
+                                "price": price,
+                            })),
+                        });
+                        self.positions.insert(symbol.clone(), -self.position_size);
+                    }
+                }
+                // Check for exit signals
+                else if current_position > 0.0 {
+                    // Exit long when momentum turns negative
+                    if momentum < 0.0 {
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Sell,
+                            strength: 1.0,
+                            quantity: Some(current_position),
+                            reason: Some(format!(
+                                "Momentum exit long: momentum turned negative {:.2}%",
+                                momentum
+                            )),
+                            metadata: Some(json!({
+                                "momentum": momentum,
+                                "price": price,
+                                "exit_type": "momentum_reversal",
+                            })),
+                        });
+                        self.positions.remove(symbol);
+                    }
+                } else if current_position < 0.0 {
+                    // Exit short when momentum turns positive
+                    if momentum > 0.0 {
+                        signals.push(Signal {
+                            symbol: symbol.clone(),
+                            signal_type: SignalType::Buy,
+                            strength: 1.0,
+                            quantity: Some(current_position.abs()),
+                            reason: Some(format!(
+                                "Momentum exit short: momentum turned positive {:.2}%",
+                                momentum
+                            )),
+                            metadata: Some(json!({
+                                "momentum": momentum,
+                                "price": price,
+                                "exit_type": "momentum_reversal",
+                            })),
+                        });
+                        self.positions.remove(symbol);
+                    }
+                }
+            }
+        }
+        
+        signals
+    }
+    
+    fn on_fill(&mut self, symbol: &str, quantity: f64, price: f64, side: &str) {
+        eprintln!("Momentum fill: {} {} @ {} - {}", quantity, symbol, price, side);
+    }
+    
+    fn get_name(&self) -> &str {
+        &self.name
+    }
+    
+    fn get_parameters(&self) -> serde_json::Value {
+        json!({
+            "lookback_period": self.lookback_period,
+            "momentum_threshold": self.momentum_threshold,
+            "position_size": self.position_size,
+            "use_acceleration": self.use_acceleration,
+        })
+    }
+}

apps/stock/core/src/strategies/pairs_trading.rs

@@ -0,0 +1,295 @@
+use std::collections::HashMap;
+use chrono::{DateTime, Utc};
+use serde_json::json;
+
+use crate::{
+    MarketUpdate, MarketDataType, 
+    backtest::{Strategy, Signal, SignalType},
+};
+
+/// Pairs Trading Strategy
+/// 
+/// This strategy trades the spread between two correlated securities. When the spread
+/// deviates from its historical mean, we trade expecting it to revert.
+/// 
+/// Entry Signals:
+/// - Long pair A, Short pair B when spread < (mean - threshold * std)
+/// - Short pair A, Long pair B when spread > (mean + threshold * std)
+/// 
+/// Exit Signals:
+/// - Exit when spread returns to mean
+pub struct PairsTradingStrategy {
+    name: String,
+    id: String,
+    pair_a: String,
+    pair_b: String,
+    lookback_period: usize,
+    entry_threshold: f64,  // Number of standard deviations
+    position_size: f64,
+    hedge_ratio: f64,      // How many shares of B per share of A
+    
+    // State
+    price_history_a: Vec<f64>,
+    price_history_b: Vec<f64>,
+    spread_history: Vec<f64>,
+    positions: HashMap<String, f64>,
+    last_prices: HashMap<String, f64>,
+}
+
+impl PairsTradingStrategy {
+    pub fn new(
+        name: String, 
+        id: String,
+        pair_a: String,
+        pair_b: String,
+        lookback_period: usize,
+        entry_threshold: f64,
+        position_size: f64,
+    ) -> Self {
+        Self {
+            name,
+            id,
+            pair_a,
+            pair_b,
+            lookback_period,
+            entry_threshold,
+            position_size,
+            hedge_ratio: 1.0, // Default 1:1, could be calculated dynamically
+            price_history_a: Vec::new(),
+            price_history_b: Vec::new(),
+            spread_history: Vec::new(),
+            positions: HashMap::new(),
+            last_prices: HashMap::new(),
+        }
+    }
+    
+    fn calculate_spread(&self, price_a: f64, price_b: f64) -> f64 {
+        price_a - self.hedge_ratio * price_b
+    }
+    
+    fn calculate_mean(values: &[f64]) -> f64 {
+        values.iter().sum::<f64>() / values.len() as f64
+    }
+    
+    fn calculate_std_dev(values: &[f64], mean: f64) -> f64 {
+        let variance = values.iter()
+            .map(|v| (v - mean).powi(2))
+            .sum::<f64>() / values.len() as f64;
+        variance.sqrt()
+    }
+}
+
+impl Strategy for PairsTradingStrategy {
+    fn on_market_data(&mut self, data: &MarketUpdate) -> Vec<Signal> {
+        let mut signals = Vec::new();
+        
+        // Only process bar data
+        if let MarketDataType::Bar(bar) = &data.data {
+            let symbol = &data.symbol;
+            let price = bar.close;
+            
+            // Update last prices
+            self.last_prices.insert(symbol.clone(), price);
+            
+            // Update price histories
+            if symbol == &self.pair_a {
+                self.price_history_a.push(price);
+                if self.price_history_a.len() > self.lookback_period {
+                    self.price_history_a.remove(0);
+                }
+            } else if symbol == &self.pair_b {
+                self.price_history_b.push(price);
+                if self.price_history_b.len() > self.lookback_period {
+                    self.price_history_b.remove(0);
+                }
+            }
+            
+            // Only generate signals when we have prices for both pairs
+            if let (Some(&price_a), Some(&price_b)) = 
+                (self.last_prices.get(&self.pair_a), self.last_prices.get(&self.pair_b)) {
+                
+                // Calculate current spread
+                let spread = self.calculate_spread(price_a, price_b);
+                
+                // Update spread history
+                self.spread_history.push(spread);
+                if self.spread_history.len() > self.lookback_period {
+                    self.spread_history.remove(0);
+                }
+                
+                // Need enough data
+                if self.spread_history.len() >= self.lookback_period {
+                    // Calculate statistics
+                    let mean = Self::calculate_mean(&self.spread_history);
+                    let std_dev = Self::calculate_std_dev(&self.spread_history, mean);
+                    
+                    // Calculate bands
+                    let upper_band = mean + self.entry_threshold * std_dev;
+                    let lower_band = mean - self.entry_threshold * std_dev;
+                    
+                    let position_a = self.positions.get(&self.pair_a).copied().unwrap_or(0.0);
+                    let position_b = self.positions.get(&self.pair_b).copied().unwrap_or(0.0);
+                    
+                    // Check for entry signals
+                    if position_a == 0.0 && position_b == 0.0 {
+                        if spread < lower_band {
+                            // Spread too low: Buy A, Sell B
+                            signals.push(Signal {
+                                symbol: self.pair_a.clone(),
+                                signal_type: SignalType::Buy,
+                                strength: 1.0,
+                                quantity: Some(self.position_size),
+                                reason: Some(format!(
+                                    "Pairs trade: spread ${:.2} < lower band ${:.2}",
+                                    spread, lower_band
+                                )),
+                                metadata: Some(json!({
+                                    "spread": spread,
+                                    "mean": mean,
+                                    "std_dev": std_dev,
+                                    "pair": "A",
+                                })),
+                            });
+                            
+                            signals.push(Signal {
+                                symbol: self.pair_b.clone(),
+                                signal_type: SignalType::Sell,
+                                strength: 1.0,
+                                quantity: Some(self.position_size * self.hedge_ratio),
+                                reason: Some(format!(
+                                    "Pairs trade hedge: spread ${:.2} < lower band ${:.2}",
+                                    spread, lower_band
+                                )),
+                                metadata: Some(json!({
+                                    "spread": spread,
+                                    "mean": mean,
+                                    "std_dev": std_dev,
+                                    "pair": "B",
+                                })),
+                            });
+                            
+                            self.positions.insert(self.pair_a.clone(), self.position_size);
+                            self.positions.insert(self.pair_b.clone(), -self.position_size * self.hedge_ratio);
+                        } else if spread > upper_band {
+                            // Spread too high: Sell A, Buy B
+                            signals.push(Signal {
+                                symbol: self.pair_a.clone(),
+                                signal_type: SignalType::Sell,
+                                strength: 1.0,
+                                quantity: Some(self.position_size),
+                                reason: Some(format!(
+                                    "Pairs trade: spread ${:.2} > upper band ${:.2}",
+                                    spread, upper_band
+                                )),
+                                metadata: Some(json!({
+                                    "spread": spread,
+                                    "mean": mean,
+                                    "std_dev": std_dev,
+                                    "pair": "A",
+                                })),
+                            });
+                            
+                            signals.push(Signal {
+                                symbol: self.pair_b.clone(),
+                                signal_type: SignalType::Buy,
+                                strength: 1.0,
+                                quantity: Some(self.position_size * self.hedge_ratio),
+                                reason: Some(format!(
+                                    "Pairs trade hedge: spread ${:.2} > upper band ${:.2}",
+                                    spread, upper_band
+                                )),
+                                metadata: Some(json!({
+                                    "spread": spread,
+                                    "mean": mean,
+                                    "std_dev": std_dev,
+                                    "pair": "B",
+                                })),
+                            });
+                            
+                            self.positions.insert(self.pair_a.clone(), -self.position_size);
+                            self.positions.insert(self.pair_b.clone(), self.position_size * self.hedge_ratio);
+                        }
+                    }
+                    // Check for exit signals
+                    else if position_a != 0.0 && position_b != 0.0 {
+                        // Exit when spread returns to mean
+                        let spread_distance = (spread - mean).abs();
+                        let exit_threshold = std_dev * 0.1; // Exit near mean
+                        
+                        if spread_distance < exit_threshold {
+                            // Close positions
+                            if position_a > 0.0 {
+                                // We're long A, short B
+                                signals.push(Signal {
+                                    symbol: self.pair_a.clone(),
+                                    signal_type: SignalType::Sell,
+                                    strength: 1.0,
+                                    quantity: Some(position_a),
+                                    reason: Some(format!(
+                                        "Pairs trade exit: spread ${:.2} returned to mean ${:.2}",
+                                        spread, mean
+                                    )),
+                                    metadata: None,
+                                });
+                                
+                                signals.push(Signal {
+                                    symbol: self.pair_b.clone(),
+                                    signal_type: SignalType::Buy,
+                                    strength: 1.0,
+                                    quantity: Some(position_b.abs()),
+                                    reason: Some("Pairs trade exit: closing hedge".to_string()),
+                                    metadata: None,
+                                });
+                            } else {
+                                // We're short A, long B
+                                signals.push(Signal {
+                                    symbol: self.pair_a.clone(),
+                                    signal_type: SignalType::Buy,
+                                    strength: 1.0,
+                                    quantity: Some(position_a.abs()),
+                                    reason: Some(format!(
+                                        "Pairs trade exit: spread ${:.2} returned to mean ${:.2}",
+                                        spread, mean
+                                    )),
+                                    metadata: None,
+                                });
+                                
+                                signals.push(Signal {
+                                    symbol: self.pair_b.clone(),
+                                    signal_type: SignalType::Sell,
+                                    strength: 1.0,
+                                    quantity: Some(position_b),
+                                    reason: Some("Pairs trade exit: closing hedge".to_string()),
+                                    metadata: None,
+                                });
+                            }
+                            
+                            self.positions.clear();
+                        }
+                    }
+                }
+            }
+        }
+        
+        signals
+    }
+    
+    fn on_fill(&mut self, symbol: &str, quantity: f64, price: f64, side: &str) {
+        eprintln!("Pairs trading fill: {} {} @ {} - {}", quantity, symbol, price, side);
+    }
+    
+    fn get_name(&self) -> &str {
+        &self.name
+    }
+    
+    fn get_parameters(&self) -> serde_json::Value {
+        json!({
+            "pair_a": self.pair_a,
+            "pair_b": self.pair_b,
+            "lookback_period": self.lookback_period,
+            "entry_threshold": self.entry_threshold,
+            "position_size": self.position_size,
+            "hedge_ratio": self.hedge_ratio,
+        })
+    }
+}

apps/stock/orchestrator/src/backtest/RustBacktestAdapter.ts

@@ -140,7 +140,7 @@ export class RustBacktestAdapter extends EventEmitter {
           timestamp: new Date(point[0]).getTime(),
           value: point[1],
         })),
-        trades: this.transformFillsToTrades(rustResult.trades || []),
+        trades: this.transformCompletedTradesToFills(rustResult.trades || []),
         dailyReturns: this.calculateDailyReturns(rustResult.equity_curve),
         finalPositions: rustResult.final_positions || {},
         executionTime: Date.now() - startTime,
@@ -290,9 +290,24 @@ export class RustBacktestAdapter extends EventEmitter {
       // Use native Rust strategy for maximum performance
       this.container.logger.info('Using native Rust strategy implementation');
       
+      // Map strategy names to their Rust strategy types
+      let strategyType = 'sma_crossover'; // default
+      
+      if (strategyName.toLowerCase().includes('mean') || strategyName.toLowerCase().includes('reversion')) {
+        strategyType = 'mean_reversion';
+      } else if (strategyName.toLowerCase().includes('momentum')) {
+        strategyType = 'momentum';
+      } else if (strategyName.toLowerCase().includes('pairs')) {
+        strategyType = 'pairs_trading';
+      } else if (strategyName.toLowerCase().includes('sma') || strategyName.toLowerCase().includes('crossover')) {
+        strategyType = 'sma_crossover';
+      }
+      
+      this.container.logger.info(`Mapped strategy '${strategyName}' to type '${strategyType}'`);
+      
       // Use the addNativeStrategy method instead
       this.currentEngine.addNativeStrategy(
-        'sma_crossover', // strategy type
+        strategyType,
         strategyName,
         `strategy-${Date.now()}`,
         parameters
@@ -340,26 +355,168 @@ export class RustBacktestAdapter extends EventEmitter {
     };
   }
 
-  private transformFillsToTrades(completedTrades: any[]): any[] {
-    // Now we have CompletedTrade objects with symbol and side information
-    return completedTrades.map((trade, index) => {
-      const timestamp = new Date(trade.timestamp);
-      const side = trade.side === 'Buy' ? 'buy' : 'sell';
-      
-      return {
-        id: `trade-${index}`,
+  private transformCompletedTradesToFills(completedTrades: any[]): any[] {
+    // Convert completed trades (paired entry/exit) back to individual fills for the UI
+    const fills: any[] = [];
+    let fillId = 0;
+    
+    completedTrades.forEach(trade => {
+      // Create entry fill
+      fills.push({
+        id: `fill-${fillId++}`,
+        timestamp: trade.entry_time || trade.entryDate,
         symbol: trade.symbol,
-        entryDate: timestamp.toISOString(),
-        exitDate: timestamp.toISOString(), // Same as entry for individual fills
-        entryPrice: trade.price,
-        exitPrice: trade.price,
+        side: trade.side === 'Buy' || trade.side === 'long' ? 'buy' : 'sell',
         quantity: trade.quantity,
-        side,
-        pnl: 0, // Would need to calculate from paired trades
-        pnlPercent: 0,
-        commission: trade.commission,
-        duration: 0, // Would need to calculate from paired trades
-      };
+        price: trade.entry_price || trade.entryPrice,
+        commission: trade.commission / 2, // Split commission between entry and exit
+      });
+      
+      // Create exit fill (opposite side)
+      const exitSide = (trade.side === 'Buy' || trade.side === 'long') ? 'sell' : 'buy';
+      fills.push({
+        id: `fill-${fillId++}`,
+        timestamp: trade.exit_time || trade.exitDate,
+        symbol: trade.symbol,
+        side: exitSide,
+        quantity: trade.quantity,
+        price: trade.exit_price || trade.exitPrice,
+        commission: trade.commission / 2,
+        pnl: trade.pnl,
+      });
     });
+    
+    // Sort by timestamp
+    fills.sort((a, b) => new Date(a.timestamp).getTime() - new Date(b.timestamp).getTime());
+    
+    return fills;
+  }
+  
+  private transformFillsToTrades(completedTrades: any[]): any[] {
+    // Group fills by symbol to match entries with exits
+    const fillsBySymbol: { [symbol: string]: any[] } = {};
+    
+    completedTrades.forEach(trade => {
+      if (!fillsBySymbol[trade.symbol]) {
+        fillsBySymbol[trade.symbol] = [];
+      }
+      fillsBySymbol[trade.symbol].push(trade);
+    });
+    
+    const pairedTrades: any[] = [];
+    const openPositions: { [symbol: string]: any[] } = {};
+    
+    // Process each symbol's fills chronologically
+    Object.entries(fillsBySymbol).forEach(([symbol, fills]) => {
+      // Sort by timestamp
+      fills.sort((a, b) => new Date(a.timestamp).getTime() - new Date(b.timestamp).getTime());
+      
+      fills.forEach((fill, idx) => {
+        const isBuy = fill.side === 'Buy';
+        const timestamp = new Date(fill.timestamp);
+        
+        if (!openPositions[symbol]) {
+          openPositions[symbol] = [];
+        }
+        
+        const openPos = openPositions[symbol];
+        
+        // For buy fills, add to open positions
+        if (isBuy) {
+          openPos.push(fill);
+        } else {
+          // For sell fills, match with open buy positions (FIFO)
+          if (openPos.length > 0 && openPos[0].side === 'Buy') {
+            const entry = openPos.shift();
+            const entryDate = new Date(entry.timestamp);
+            const duration = (timestamp.getTime() - entryDate.getTime()) / 1000; // seconds
+            const pnl = (fill.price - entry.price) * fill.quantity - entry.commission - fill.commission;
+            const pnlPercent = ((fill.price - entry.price) / entry.price) * 100;
+            
+            pairedTrades.push({
+              id: `trade-${pairedTrades.length}`,
+              symbol,
+              entryDate: entryDate.toISOString(),
+              exitDate: timestamp.toISOString(),
+              entryPrice: entry.price,
+              exitPrice: fill.price,
+              quantity: fill.quantity,
+              side: 'long',
+              pnl,
+              pnlPercent,
+              commission: entry.commission + fill.commission,
+              duration,
+            });
+          } else {
+            // This is a short entry
+            openPos.push(fill);
+          }
+        }
+        
+        // For short positions (sell first, then buy to cover)
+        if (!isBuy && openPos.length > 0) {
+          const lastPos = openPos[openPos.length - 1];
+          if (lastPos.side === 'Sell' && idx < fills.length - 1) {
+            const nextFill = fills[idx + 1];
+            if (nextFill && nextFill.side === 'Buy') {
+              // We'll handle this when we process the buy fill
+            }
+          }
+        }
+        
+        // Handle buy fills that close short positions
+        if (isBuy && openPos.length > 1) {
+          const shortPos = openPos.find(p => p.side === 'Sell');
+          if (shortPos) {
+            const shortIdx = openPos.indexOf(shortPos);
+            openPos.splice(shortIdx, 1);
+            
+            const entryDate = new Date(shortPos.timestamp);
+            const duration = (timestamp.getTime() - entryDate.getTime()) / 1000;
+            const pnl = (shortPos.price - fill.price) * fill.quantity - shortPos.commission - fill.commission;
+            const pnlPercent = ((shortPos.price - fill.price) / shortPos.price) * 100;
+            
+            pairedTrades.push({
+              id: `trade-${pairedTrades.length}`,
+              symbol,
+              entryDate: entryDate.toISOString(),
+              exitDate: timestamp.toISOString(),
+              entryPrice: shortPos.price,
+              exitPrice: fill.price,
+              quantity: fill.quantity,
+              side: 'short',
+              pnl,
+              pnlPercent,
+              commission: shortPos.commission + fill.commission,
+              duration,
+            });
+          }
+        }
+      });
+      
+      // Add any remaining open positions as incomplete trades
+      const remainingOpenPositions = openPositions[symbol] || [];
+      remainingOpenPositions.forEach(pos => {
+        const timestamp = new Date(pos.timestamp);
+        const side = pos.side === 'Buy' ? 'buy' : 'sell';
+        
+        pairedTrades.push({
+          id: `trade-${pairedTrades.length}`,
+          symbol,
+          entryDate: timestamp.toISOString(),
+          exitDate: timestamp.toISOString(), // Same as entry for open positions
+          entryPrice: pos.price,
+          exitPrice: pos.price,
+          quantity: pos.quantity,
+          side,
+          pnl: 0, // No PnL for open positions
+          pnlPercent: 0,
+          commission: pos.commission,
+          duration: 0,
+        });
+      });
+    });
+    
+    return pairedTrades;
   }
 }

apps/stock/orchestrator/test-mean-reversion.ts

@@ -0,0 +1,180 @@
+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 that returns test data
+class MockStorageService {
+  async getHistoricalBars(symbol: string, startDate: Date, endDate: Date, frequency: string) {
+    console.log(`MockStorageService: Getting bars for ${symbol} from ${startDate} to ${endDate}`);
+    
+    // Generate test data with mean reverting behavior
+    const bars = [];
+    const startTime = startDate.getTime();
+    const endTime = endDate.getTime();
+    const dayMs = 24 * 60 * 60 * 1000;
+    
+    let time = startTime;
+    let dayIndex = 0;
+    
+    // Base prices for different symbols
+    const basePrices = {
+      'AAPL': 150,
+      'GOOGL': 2800,
+      'MSFT': 400,
+    };
+    
+    const basePrice = basePrices[symbol as keyof typeof basePrices] || 100;
+    
+    while (time <= endTime) {
+      // Create mean reverting price movement
+      // Price oscillates around the base price with increasing then decreasing deviations
+      const cycleLength = 40; // 40 day cycle
+      const positionInCycle = dayIndex % cycleLength;
+      const halfCycle = cycleLength / 2;
+      
+      let deviation;
+      if (positionInCycle < halfCycle) {
+        // First half: price moves away from mean
+        deviation = (positionInCycle / halfCycle) * 0.1; // Up to 10% deviation
+      } else {
+        // Second half: price reverts to mean
+        deviation = ((cycleLength - positionInCycle) / halfCycle) * 0.1;
+      }
+      
+      // Alternate between above and below mean
+      const cycleNumber = Math.floor(dayIndex / cycleLength);
+      const multiplier = cycleNumber % 2 === 0 ? 1 : -1;
+      
+      const price = basePrice * (1 + multiplier * deviation);
+      
+      // Add some noise
+      const noise = (Math.random() - 0.5) * 0.02 * basePrice;
+      const finalPrice = price + noise;
+      
+      bars.push({
+        timestamp: new Date(time),
+        open: finalPrice * 0.99,
+        high: finalPrice * 1.01,
+        low: finalPrice * 0.98,
+        close: finalPrice,
+        volume: 1000000,
+        vwap: finalPrice,
+      });
+      
+      time += dayMs;
+      dayIndex++;
+    }
+    
+    console.log(`Generated ${bars.length} bars for ${symbol}, first close: ${bars[0].close.toFixed(2)}, last close: ${bars[bars.length - 1].close.toFixed(2)}`);
+    return bars;
+  }
+}
+
+// Test the backtest
+async function testMeanReversionBacktest() {
+  console.log('=== Testing Mean Reversion Backtest ===\n');
+  
+  // Create adapter with mock storage
+  const adapter = new RustBacktestAdapter(mockContainer);
+  (adapter as any).storageService = new MockStorageService();
+  
+  const config: BacktestConfig = {
+    name: 'Mean Reversion Test',
+    strategy: 'mean_reversion',
+    symbols: ['AAPL', 'GOOGL', 'MSFT'],
+    startDate: '2024-01-01T00:00:00Z',
+    endDate: '2024-06-01T00:00:00Z',
+    initialCapital: 100000,
+    commission: 0.001,
+    slippage: 0.0001,
+    dataFrequency: '1d',
+    config: {
+      lookbackPeriod: 20,
+      entryThreshold: 2.0,
+      positionSize: 100,
+    },
+  };
+  
+  try {
+    console.log('Starting backtest...\n');
+    const result = await adapter.runBacktest(config);
+    
+    console.log('\n=== Backtest Results ===');
+    console.log(`Status: ${result.status}`);
+    console.log(`Total Trades: ${result.metrics.totalTrades}`);
+    console.log(`Profitable Trades: ${result.metrics.profitableTrades}`);
+    console.log(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
+    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    console.log(`Sharpe Ratio: ${result.metrics.sharpeRatio.toFixed(2)}`);
+    console.log(`Max Drawdown: ${result.metrics.maxDrawdown.toFixed(2)}%`);
+    
+    console.log('\n=== Trade Analysis ===');
+    console.log(`Number of completed trades: ${result.trades.length}`);
+    
+    // Analyze trades by symbol
+    const tradesBySymbol: Record<string, any[]> = {};
+    result.trades.forEach(trade => {
+      if (!tradesBySymbol[trade.symbol]) {
+        tradesBySymbol[trade.symbol] = [];
+      }
+      tradesBySymbol[trade.symbol].push(trade);
+    });
+    
+    Object.entries(tradesBySymbol).forEach(([symbol, trades]) => {
+      console.log(`\n${symbol}: ${trades.length} trades`);
+      const longTrades = trades.filter(t => t.side === 'long');
+      const shortTrades = trades.filter(t => t.side === 'short');
+      console.log(`  - Long trades: ${longTrades.length}`);
+      console.log(`  - Short trades: ${shortTrades.length}`);
+      
+      // Count buy/sell pairs
+      const buyTrades = trades.filter(t => t.side === 'buy');
+      const sellTrades = trades.filter(t => t.side === 'sell');
+      console.log(`  - Buy trades: ${buyTrades.length}`);
+      console.log(`  - Sell trades: ${sellTrades.length}`);
+      
+      // Show first few trades
+      console.log(`  - First 3 trades:`);
+      trades.slice(0, 3).forEach((trade, idx) => {
+        console.log(`    ${idx + 1}. ${trade.side} - Price: $${trade.price.toFixed(2)}, Quantity: ${trade.quantity}${trade.pnl ? `, PnL: $${trade.pnl.toFixed(2)}` : ''}`);
+      });
+    });
+    
+    // Check position distribution
+    const allDurations = result.trades.map(t => t.duration / 86400); // Convert to days
+    const avgDuration = allDurations.reduce((a, b) => a + b, 0) / allDurations.length;
+    const minDuration = Math.min(...allDurations);
+    const maxDuration = Math.max(...allDurations);
+    
+    console.log('\n=== Duration Analysis ===');
+    console.log(`Average trade duration: ${avgDuration.toFixed(1)} days`);
+    console.log(`Min duration: ${minDuration.toFixed(1)} days`);
+    console.log(`Max duration: ${maxDuration.toFixed(1)} days`);
+    
+    // Final positions
+    console.log('\n=== Final Positions ===');
+    Object.entries(result.finalPositions).forEach(([symbol, position]) => {
+      console.log(`${symbol}: ${position}`);
+    });
+    
+  } catch (error) {
+    console.error('Backtest failed:', error);
+  }
+}
+
+// Run the test
+testMeanReversionBacktest().catch(console.error);

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);

test-rust-strategies.js

@@ -0,0 +1,274 @@
+#!/usr/bin/env bun
+
+import { BacktestEngine } from './apps/stock/core/index.js';
+
+// Test configuration
+const config = {
+  name: 'Native Rust Strategies Test',
+  symbols: ['AA', 'AAS'],
+  startDate: '2024-01-01T00:00:00Z',
+  endDate: '2024-01-31T00:00:00Z',
+  initialCapital: 100000,
+  commission: 0.001,
+  slippage: 0.0001,
+  dataFrequency: '1d',
+};
+
+// Create the Rust engine
+const engine = new BacktestEngine(config);
+
+// Test different native Rust strategies
+console.log('Testing native Rust strategies...\n');
+
+// 1. Test Mean Reversion Strategy
+console.log('1. Mean Reversion Strategy');
+engine.addNativeStrategy(
+  'mean_reversion',
+  'Mean Reversion AA/AAS',
+  'mean-rev-1',
+  {
+    lookbackPeriod: 20,
+    entryThreshold: 2.0,
+    positionSize: 1000,
+  }
+);
+
+// Generate synthetic market data with mean-reverting characteristics
+const testData = [];
+const startDate = new Date('2024-01-01');
+
+for (let i = 0; i < 30; i++) {
+  const date = new Date(startDate);
+  date.setDate(date.getDate() + i);
+  
+  // AA: Mean-reverting around 100
+  const aaMean = 100;
+  const aaPrice = aaMean + Math.sin(i / 5) * 10 + (Math.random() - 0.5) * 5;
+  
+  // AAS: Mean-reverting around 50
+  const aasMean = 50;
+  const aasPrice = aasMean + Math.sin(i / 5) * 5 + (Math.random() - 0.5) * 2.5;
+  
+  testData.push({
+    symbol: 'AA',
+    timestamp: date.getTime(),
+    type: 'bar',
+    open: aaPrice - 0.5,
+    high: aaPrice + 0.5,
+    low: aaPrice - 1,
+    close: aaPrice,
+    volume: 1000000,
+    vwap: aaPrice,
+  });
+  
+  testData.push({
+    symbol: 'AAS',
+    timestamp: date.getTime(),
+    type: 'bar',
+    open: aasPrice - 0.25,
+    high: aasPrice + 0.25,
+    low: aasPrice - 0.5,
+    close: aasPrice,
+    volume: 500000,
+    vwap: aasPrice,
+  });
+}
+
+console.log(`Loading ${testData.length} market data points...`);
+engine.loadMarketData(testData);
+
+// Run the backtest
+console.log('Running mean reversion backtest...');
+try {
+  const resultJson = engine.run();
+  const result = JSON.parse(resultJson);
+  
+  console.log('\nResults:');
+  console.log('Total trades:', result.trades?.length || 0);
+  console.log('Win rate:', result.metrics.win_rate?.toFixed(2) + '%');
+  console.log('Profit factor:', result.metrics.profit_factor?.toFixed(2));
+  console.log('Total PnL:', '$' + result.metrics.total_pnl?.toFixed(2));
+  console.log('Final equity:', '$' + result.equity_curve[result.equity_curve.length - 1]?.[1].toFixed(2));
+  
+  // Show some trades
+  if (result.trades && result.trades.length > 0) {
+    console.log('\nFirst few trades:');
+    result.trades.slice(0, 5).forEach((trade, i) => {
+      console.log(`  ${i + 1}. ${trade.symbol} ${trade.side} @ $${trade.price.toFixed(2)}`);
+    });
+  }
+  
+} catch (error) {
+  console.error('Backtest failed:', error);
+}
+
+console.log('\n' + '='.repeat(50) + '\n');
+
+// 2. Test Momentum Strategy
+console.log('2. Momentum Strategy');
+
+// Create a new engine for momentum strategy
+const engine2 = new BacktestEngine(config);
+
+engine2.addNativeStrategy(
+  'momentum',
+  'Momentum Trading',
+  'momentum-1',
+  {
+    lookbackPeriod: 10,
+    momentumThreshold: 5.0,
+    positionSize: 1000,
+  }
+);
+
+// Generate trending market data
+const trendData = [];
+for (let i = 0; i < 30; i++) {
+  const date = new Date(startDate);
+  date.setDate(date.getDate() + i);
+  
+  // AA: Uptrend
+  const aaPrice = 100 + i * 2 + (Math.random() - 0.5) * 2;
+  
+  // AAS: Downtrend then uptrend
+  const aasPrice = i < 15 
+    ? 50 - i * 1 + (Math.random() - 0.5) * 1
+    : 35 + (i - 15) * 1.5 + (Math.random() - 0.5) * 1;
+  
+  trendData.push({
+    symbol: 'AA',
+    timestamp: date.getTime(),
+    type: 'bar',
+    open: aaPrice - 0.5,
+    high: aaPrice + 0.5,
+    low: aaPrice - 1,
+    close: aaPrice,
+    volume: 1000000,
+    vwap: aaPrice,
+  });
+  
+  trendData.push({
+    symbol: 'AAS',
+    timestamp: date.getTime(),
+    type: 'bar',
+    open: aasPrice - 0.25,
+    high: aasPrice + 0.25,
+    low: aasPrice - 0.5,
+    close: aasPrice,
+    volume: 500000,
+    vwap: aasPrice,
+  });
+}
+
+engine2.loadMarketData(trendData);
+
+console.log('Running momentum backtest...');
+try {
+  const resultJson = engine2.run();
+  const result = JSON.parse(resultJson);
+  
+  console.log('\nResults:');
+  console.log('Total trades:', result.trades?.length || 0);
+  console.log('Win rate:', result.metrics.win_rate?.toFixed(2) + '%');
+  console.log('Profit factor:', result.metrics.profit_factor?.toFixed(2));
+  console.log('Total PnL:', '$' + result.metrics.total_pnl?.toFixed(2));
+  console.log('Final equity:', '$' + result.equity_curve[result.equity_curve.length - 1]?.[1].toFixed(2));
+  
+} catch (error) {
+  console.error('Backtest failed:', error);
+}
+
+console.log('\n' + '='.repeat(50) + '\n');
+
+// 3. Test Pairs Trading Strategy
+console.log('3. Pairs Trading Strategy');
+
+const engine3 = new BacktestEngine(config);
+
+engine3.addNativeStrategy(
+  'pairs_trading',
+  'Pairs Trading AA/AAS',
+  'pairs-1',
+  {
+    pairA: 'AA',
+    pairB: 'AAS',
+    lookbackPeriod: 20,
+    entryThreshold: 2.0,
+    positionSize: 1000,
+  }
+);
+
+// Generate correlated market data with spread deviations
+const pairsData = [];
+for (let i = 0; i < 30; i++) {
+  const date = new Date(startDate);
+  date.setDate(date.getDate() + i);
+  
+  // Base prices
+  const basePrice = 100 + Math.sin(i / 10) * 5;
+  
+  // Spread oscillates around 50
+  const spread = 50 + Math.sin(i / 3) * 10 + (Math.random() - 0.5) * 2;
+  
+  const aaPrice = basePrice;
+  const aasPrice = basePrice - spread;
+  
+  pairsData.push({
+    symbol: 'AA',
+    timestamp: date.getTime(),
+    type: 'bar',
+    open: aaPrice - 0.5,
+    high: aaPrice + 0.5,
+    low: aaPrice - 1,
+    close: aaPrice,
+    volume: 1000000,
+    vwap: aaPrice,
+  });
+  
+  pairsData.push({
+    symbol: 'AAS',
+    timestamp: date.getTime(),
+    type: 'bar',
+    open: aasPrice - 0.25,
+    high: aasPrice + 0.25,
+    low: aasPrice - 0.5,
+    close: aasPrice,
+    volume: 500000,
+    vwap: aasPrice,
+  });
+}
+
+engine3.loadMarketData(pairsData);
+
+console.log('Running pairs trading backtest...');
+try {
+  const resultJson = engine3.run();
+  const result = JSON.parse(resultJson);
+  
+  console.log('\nResults:');
+  console.log('Total trades:', result.trades?.length || 0);
+  console.log('Win rate:', result.metrics.win_rate?.toFixed(2) + '%');
+  console.log('Profit factor:', result.metrics.profit_factor?.toFixed(2));
+  console.log('Total PnL:', '$' + result.metrics.total_pnl?.toFixed(2));
+  console.log('Final equity:', '$' + result.equity_curve[result.equity_curve.length - 1]?.[1].toFixed(2));
+  
+  // Show paired trades
+  if (result.trades && result.trades.length > 0) {
+    console.log('\nPairs trades (showing pairs):');
+    for (let i = 0; i < result.trades.length && i < 6; i += 2) {
+      const trade1 = result.trades[i];
+      const trade2 = result.trades[i + 1];
+      if (trade2) {
+        console.log(`  Pair ${Math.floor(i/2) + 1}: ${trade1.symbol} ${trade1.side} @ $${trade1.price.toFixed(2)}, ${trade2.symbol} ${trade2.side} @ $${trade2.price.toFixed(2)}`);
+      }
+    }
+  }
+  
+} catch (error) {
+  console.error('Backtest failed:', error);
+}
+
+console.log('\n' + '='.repeat(50));
+console.log('\nNative Rust strategies test complete!');
+console.log('\nThese strategies run at microsecond speeds in Rust,');
+console.log('perfect for high-frequency trading and production use.');