adding data-services

This commit is contained in:
Bojan Kucera 2025-06-03 07:42:48 -04:00
parent e3bfd05b90
commit 405b818c86
139 changed files with 55943 additions and 416 deletions

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import { EventEmitter } from 'events';
import { OHLCV } from '@stock-bot/shared-types';
import { Order, Position } from '@stock-bot/shared-types';
import { createLogger } from '@stock-bot/utils';
import { financialUtils } from '@stock-bot/utils';
const logger = createLogger('backtest-engine');
// Use OHLCV from shared-types as BarData equivalent
export type BarData = OHLCV;
// Strategy interface to match existing pattern
export interface StrategyInterface {
id: string;
onBar(bar: BarData): Promise<Order[]> | Order[];
stop(): Promise<void>;
}
export interface BacktestConfig {
initialCapital: number;
startDate: Date;
endDate: Date;
commission: number;
slippage: number;
}
export interface BacktestResult {
startDate: Date;
endDate: Date;
initialCapital: number;
finalCapital: number;
totalReturn: number;
totalTrades: number;
winningTrades: number;
losingTrades: number;
winRate: number;
avgWin: number;
avgLoss: number;
profitFactor: number;
sharpeRatio: number;
maxDrawdown: number;
trades: Array<{
id: string;
symbol: string;
side: 'BUY' | 'SELL';
quantity: number;
entryTime: Date;
exitTime: Date;
entryPrice: number;
exitPrice: number;
pnl: number;
pnlPercent: number;
}>;
dailyReturns: Array<{
date: Date;
portfolioValue: number;
dayReturn: number;
}>;
}
export interface BacktestProgress {
currentDate: Date;
progress: number; // 0-100
portfolioValue: number;
totalTrades: number;
}
export interface DataFeed {
getHistoricalData(symbol: string, startDate: Date, endDate: Date): Promise<BarData[]>;
}
// Extended Position interface that includes additional fields needed for backtesting
export interface BacktestPosition {
symbol: string;
quantity: number;
averagePrice: number;
marketValue: number;
unrealizedPnL: number;
timestamp: Date;
// Additional fields for backtesting
avgPrice: number; // Alias for averagePrice
entryTime: Date;
}
// Extended Order interface that includes additional fields needed for backtesting
export interface BacktestOrder extends Order {
fillPrice?: number;
fillTime?: Date;
}
trades: Array<{
symbol: string;
entryTime: Date;
entryPrice: number;
exitTime: Date;
exitPrice: number;
quantity: number;
pnl: number;
pnlPercent: number;
}>;
}
export interface BacktestProgress {
progress: number; // 0-100
currentDate: Date;
processingSpeed: number; // Bars per second
estimatedTimeRemaining: number; // milliseconds
currentCapital: number;
currentReturn: number;
currentDrawdown: number;
}
export interface DataFeed {
getHistoricalData(symbol: string, resolution: string, start: Date, end: Date): Promise<BarData[]>;
hasDataFor(symbol: string, resolution: string, start: Date, end: Date): Promise<boolean>;
}
export class BacktestEngine extends EventEmitter {
private config: BacktestConfig;
private strategy: StrategyInterface;
private dataFeed: DataFeed;
private isRunning: boolean = false;
private barBuffer: Map<string, BarData[]> = new Map();
private pendingOrders: BacktestOrder[] = [];
private filledOrders: BacktestOrder[] = [];
private currentTime: Date;
private startTime: number = 0; // For performance tracking
private processedBars: number = 0;
private marketData: Map<string, BarData[]> = new Map();
// Results tracking
private initialCapital: number;
private currentCapital: number;
private positions = new Map<string, BacktestPosition>();
private trades: BacktestResult['trades'] = [];
private dailyReturns: BacktestResult['dailyReturns'] = [];
private previousPortfolioValue: number;
private highWaterMark: number;
private maxDrawdown: number = 0;
private drawdownStartTime: Date | null = null;
private maxDrawdownDuration: number = 0;
private winningTrades: number = 0;
private losingTrades: number = 0;
private breakEvenTrades: number = 0;
private totalProfits: number = 0;
private totalLosses: number = 0;
constructor(strategy: StrategyInterface, config: BacktestConfig, dataFeed: DataFeed) {
super();
this.strategy = strategy;
this.config = config;
this.dataFeed = dataFeed;
this.currentTime = new Date(config.startDate);
this.initialCapital = config.initialCapital;
this.currentCapital = config.initialCapital;
this.previousPortfolioValue = config.initialCapital;
this.highWaterMark = config.initialCapital;
}
async run(): Promise<BacktestResult> {
if (this.isRunning) {
throw new Error('Backtest is already running');
}
this.isRunning = true;
this.startTime = Date.now();
this.emit('started', { strategyId: this.strategy.id, config: this.config });
try {
await this.runEventBased();
const result = this.generateResults();
this.emit('completed', { strategyId: this.strategy.id, result });
this.isRunning = false;
return result;
} catch (error) {
this.isRunning = false;
this.emit('error', { strategyId: this.strategy.id, error });
throw error;
}
}
private async runEventBased(): Promise<void> {
// Load market data for all symbols
await this.loadMarketData();
// Initialize the strategy
await this.strategy.start();
// Create a merged timeline of all bars across all symbols, sorted by timestamp
const timeline = this.createMergedTimeline();
// Process each event in chronological order
let lastProgressUpdate = Date.now();
let prevDate = new Date(0);
for (let i = 0; i < timeline.length; i++) {
const bar = timeline[i];
this.currentTime = bar.timestamp;
// Process any pending orders
await this.processOrders(bar);
// Update positions with current prices
this.updatePositions(bar);
// If we've crossed to a new day, calculate daily return
if (this.currentTime.toDateString() !== prevDate.toDateString()) {
this.calculateDailyReturn();
prevDate = this.currentTime;
}
// Send the new bar to the strategy
const orders = await this.strategy.onBar(bar);
// Add any new orders to the pending orders queue
if (orders && orders.length > 0) {
this.pendingOrders.push(...orders);
}
// Update progress periodically
if (Date.now() - lastProgressUpdate > 1000) { // Update every second
this.updateProgress(i / timeline.length);
lastProgressUpdate = Date.now();
}
}
// Process any remaining orders
for (const order of this.pendingOrders) {
await this.processOrder(order);
}
// Close any remaining positions at the last known price
await this.closeAllPositions();
// Clean up strategy
await this.strategy.stop();
}
private async runVectorized(): Promise<void> {
// Load market data for all symbols
await this.loadMarketData();
// To implement a vectorized approach, we need to:
// 1. Pre-compute technical indicators
// 2. Generate buy/sell signals for the entire dataset
// 3. Calculate portfolio values based on signals
// This is a simplified implementation since specific vectorized strategies
// will need to be implemented separately based on the strategy type
const timeline = this.createMergedTimeline();
const startTime = Date.now();
// Initialize variables for tracking performance
let currentPositions = new Map<string, number>();
let currentCash = this.initialCapital;
let prevPortfolioValue = this.initialCapital;
let highWaterMark = this.initialCapital;
let maxDrawdown = 0;
let maxDrawdownStartDate = new Date();
let maxDrawdownEndDate = new Date();
let currentDrawdownStart = new Date();
// Pre-process data (this would be implemented by the specific strategy)
const allBars = new Map<string, BarData[]>();
for (const symbol of this.config.symbols) {
allBars.set(symbol, this.marketData.get(symbol) || []);
}
// Apply strategy logic (vectorized implementation would be here)
// For now, we'll just simulate the processing
this.emit('completed', { message: 'Vectorized backtest completed in fast mode' });
}
private async loadMarketData(): Promise<void> {
for (const symbol of this.config.symbols) {
this.emit('loading', { symbol, resolution: this.config.dataResolution });
// Check if data is available
const hasData = await this.dataFeed.hasDataFor(
symbol,
this.config.dataResolution,
this.config.startDate,
this.config.endDate
);
if (!hasData) {
throw new Error(`No data available for ${symbol} at resolution ${this.config.dataResolution}`);
}
// Load data
const data = await this.dataFeed.getHistoricalData(
symbol,
this.config.dataResolution,
this.config.startDate,
this.config.endDate
);
this.marketData.set(symbol, data);
this.emit('loaded', { symbol, count: data.length });
}
}
private createMergedTimeline(): BarData[] {
const allBars: BarData[] = [];
for (const [symbol, bars] of this.marketData.entries()) {
allBars.push(...bars);
}
// Sort by timestamp
return allBars.sort((a, b) => a.timestamp.getTime() - b.timestamp.getTime());
}
private async processOrders(currentBar: BarData): Promise<void> {
// Find orders for the current symbol
const ordersToProcess = this.pendingOrders.filter(order => order.symbol === currentBar.symbol);
if (ordersToProcess.length === 0) return;
// Remove these orders from pendingOrders
this.pendingOrders = this.pendingOrders.filter(order => order.symbol !== currentBar.symbol);
// Process each order
for (const order of ordersToProcess) {
await this.processOrder(order);
}
}
private async processOrder(order: Order): Promise<void> {
// Get the latest price for the symbol
const latestBars = this.marketData.get(order.symbol);
if (!latestBars || latestBars.length === 0) {
order.status = 'REJECTED';
this.emit('orderRejected', { order, reason: 'No market data available' });
return;
}
// Find the bar closest to the order time
const bar = latestBars.find(b =>
b.timestamp.getTime() >= order.timestamp.getTime()
) || latestBars[latestBars.length - 1];
// Calculate fill price with slippage
let fillPrice: number;
if (order.type === 'MARKET') {
// Apply slippage model
const slippageFactor = 1 + (order.side === 'BUY' ? this.config.slippage : -this.config.slippage);
fillPrice = bar.close * slippageFactor;
} else if (order.type === 'LIMIT' && order.price !== undefined) {
// For limit orders, check if the price was reached
if ((order.side === 'BUY' && bar.low <= order.price) ||
(order.side === 'SELL' && bar.high >= order.price)) {
fillPrice = order.price;
} else {
// Limit price not reached
return;
}
} else {
// Other order types not implemented
order.status = 'REJECTED';
this.emit('orderRejected', { order, reason: 'Order type not supported' });
return;
}
// Calculate commission
const orderValue = order.quantity * fillPrice;
const commission = orderValue * this.config.commission;
// Check if we have enough cash for BUY orders
if (order.side === 'BUY') {
const totalCost = orderValue + commission;
if (totalCost > this.currentCapital) {
// Not enough cash
order.status = 'REJECTED';
this.emit('orderRejected', { order, reason: 'Insufficient funds' });
return;
}
// Update cash
this.currentCapital -= totalCost;
// Update or create position
const existingPosition = this.positions.get(order.symbol);
if (existingPosition) {
// Update existing position (average down)
const totalShares = existingPosition.quantity + order.quantity;
const totalCost = (existingPosition.quantity * existingPosition.avgPrice) + (order.quantity * fillPrice);
existingPosition.avgPrice = totalCost / totalShares;
existingPosition.quantity = totalShares;
} else {
// Create new position
this.positions.set(order.symbol, {
symbol: order.symbol,
quantity: order.quantity,
avgPrice: fillPrice,
side: 'LONG',
entryTime: this.currentTime
});
}
} else if (order.side === 'SELL') {
const position = this.positions.get(order.symbol);
if (!position || position.quantity < order.quantity) {
// Not enough shares to sell
order.status = 'REJECTED';
this.emit('orderRejected', { order, reason: 'Insufficient position' });
return;
}
// Calculate P&L
const pnl = (fillPrice - position.avgPrice) * order.quantity;
// Update cash
this.currentCapital += orderValue - commission;
// Update position
position.quantity -= order.quantity;
if (position.quantity === 0) {
// Position closed, record the trade
this.positions.delete(order.symbol);
this.trades.push({
symbol: order.symbol,
entryTime: position.entryTime,
entryPrice: position.avgPrice,
exitTime: this.currentTime,
exitPrice: fillPrice,
quantity: order.quantity,
pnl: pnl,
pnlPercent: (pnl / (position.avgPrice * order.quantity)) * 100
});
// Update statistics
if (pnl > 0) {
this.winningTrades++;
this.totalProfits += pnl;
} else if (pnl < 0) {
this.losingTrades++;
this.totalLosses -= pnl; // Make positive for easier calculations
} else {
this.breakEvenTrades++;
}
}
}
// Mark order as filled
order.status = 'FILLED';
order.fillPrice = fillPrice;
order.fillTime = this.currentTime;
this.filledOrders.push(order);
// Notify strategy
await this.strategy.onOrderFilled(order);
this.emit('orderFilled', { order });
}
private updatePositions(currentBar: BarData): void {
// Update the unrealized P&L for positions in this symbol
const position = this.positions.get(currentBar.symbol);
if (position) {
const currentPrice = currentBar.close;
const unrealizedPnL = (currentPrice - position.avgPrice) * position.quantity;
position.unrealizedPnL = unrealizedPnL;
}
// Calculate total portfolio value
const portfolioValue = this.calculatePortfolioValue();
// Check for new high water mark
if (portfolioValue > this.highWaterMark) {
this.highWaterMark = portfolioValue;
this.drawdownStartTime = null;
}
// Check for drawdown
if (this.drawdownStartTime === null && portfolioValue < this.highWaterMark) {
this.drawdownStartTime = this.currentTime;
}
// Update max drawdown
if (this.highWaterMark > 0) {
const currentDrawdown = (this.highWaterMark - portfolioValue) / this.highWaterMark;
if (currentDrawdown > this.maxDrawdown) {
this.maxDrawdown = currentDrawdown;
// Calculate drawdown duration
if (this.drawdownStartTime !== null) {
const drawdownDuration = (this.currentTime.getTime() - this.drawdownStartTime.getTime()) / (1000 * 60 * 60 * 24); // In days
if (drawdownDuration > this.maxDrawdownDuration) {
this.maxDrawdownDuration = drawdownDuration;
}
}
}
}
this.previousPortfolioValue = portfolioValue;
}
private calculatePortfolioValue(): number {
let totalValue = this.currentCapital;
// Add the current value of all positions
for (const [symbol, position] of this.positions.entries()) {
// Find the latest price for this symbol
const bars = this.marketData.get(symbol);
if (bars && bars.length > 0) {
const latestBar = bars[bars.length - 1];
totalValue += position.quantity * latestBar.close;
} else {
// If no price data, use the average price (not ideal but better than nothing)
totalValue += position.quantity * position.avgPrice;
}
}
return totalValue;
}
private calculateDailyReturn(): void {
const portfolioValue = this.calculatePortfolioValue();
const dailyReturn = (portfolioValue - this.previousPortfolioValue) / this.previousPortfolioValue;
this.dailyReturns.push({
date: new Date(this.currentTime),
return: dailyReturn
});
this.previousPortfolioValue = portfolioValue;
}
private async closeAllPositions(): Promise<void> {
for (const [symbol, position] of this.positions.entries()) {
// Find the latest price
const bars = this.marketData.get(symbol);
if (!bars || bars.length === 0) continue;
const lastBar = bars[bars.length - 1];
const closePrice = lastBar.close;
// Calculate P&L
const pnl = (closePrice - position.avgPrice) * position.quantity;
// Update cash
this.currentCapital += position.quantity * closePrice;
// Record the trade
this.trades.push({
symbol,
entryTime: position.entryTime,
entryPrice: position.avgPrice,
exitTime: this.currentTime,
exitPrice: closePrice,
quantity: position.quantity,
pnl,
pnlPercent: (pnl / (position.avgPrice * position.quantity)) * 100
});
// Update statistics
if (pnl > 0) {
this.winningTrades++;
this.totalProfits += pnl;
} else if (pnl < 0) {
this.losingTrades++;
this.totalLosses -= pnl; // Make positive for easier calculations
} else {
this.breakEvenTrades++;
}
}
// Clear positions
this.positions.clear();
}
private updateProgress(progress: number): void {
const currentPortfolioValue = this.calculatePortfolioValue();
const currentDrawdown = this.highWaterMark > 0
? (this.highWaterMark - currentPortfolioValue) / this.highWaterMark
: 0;
const elapsedMs = Date.now() - this.startTime;
const totalEstimatedMs = elapsedMs / progress;
const remainingMs = totalEstimatedMs - elapsedMs;
this.emit('progress', {
progress: progress * 100,
currentDate: this.currentTime,
processingSpeed: this.processedBars / (elapsedMs / 1000),
estimatedTimeRemaining: remainingMs,
currentCapital: this.currentCapital,
currentReturn: (currentPortfolioValue - this.initialCapital) / this.initialCapital,
currentDrawdown
} as BacktestProgress);
}
private generateResults(): BacktestResult {
const currentPortfolioValue = this.calculatePortfolioValue();
const totalReturn = (currentPortfolioValue - this.initialCapital) / this.initialCapital;
// Calculate annualized return
const days = (this.config.endDate.getTime() - this.config.startDate.getTime()) / (1000 * 60 * 60 * 24);
const annualizedReturn = Math.pow(1 + totalReturn, 365 / days) - 1;
// Calculate Sharpe Ratio
let sharpeRatio = 0;
if (this.dailyReturns.length > 1) {
const dailyReturnValues = this.dailyReturns.map(dr => dr.return);
const avgDailyReturn = dailyReturnValues.reduce((sum, ret) => sum + ret, 0) / dailyReturnValues.length;
const stdDev = Math.sqrt(
dailyReturnValues.reduce((sum, ret) => sum + Math.pow(ret - avgDailyReturn, 2), 0) / dailyReturnValues.length
);
// Annualize
sharpeRatio = stdDev > 0
? (avgDailyReturn * 252) / (stdDev * Math.sqrt(252))
: 0;
}
// Calculate win rate and profit factor
const totalTrades = this.winningTrades + this.losingTrades + this.breakEvenTrades;
const winRate = totalTrades > 0 ? this.winningTrades / totalTrades : 0;
const profitFactor = this.totalLosses > 0 ? this.totalProfits / this.totalLosses : (this.totalProfits > 0 ? Infinity : 0);
// Calculate average winning and losing trade
const avgWinningTrade = this.winningTrades > 0 ? this.totalProfits / this.winningTrades : 0;
const avgLosingTrade = this.losingTrades > 0 ? this.totalLosses / this.losingTrades : 0;
return {
strategyId: this.strategy.id,
startDate: this.config.startDate,
endDate: this.config.endDate,
duration: Date.now() - this.startTime,
initialCapital: this.initialCapital,
finalCapital: currentPortfolioValue,
totalReturn,
annualizedReturn,
sharpeRatio,
maxDrawdown: this.maxDrawdown,
maxDrawdownDuration: this.maxDrawdownDuration,
winRate,
totalTrades,
winningTrades: this.winningTrades,
losingTrades: this.losingTrades,
averageWinningTrade: avgWinningTrade,
averageLosingTrade: avgLosingTrade,
profitFactor,
dailyReturns: this.dailyReturns,
trades: this.trades
};
}
}

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import { BaseStrategy } from '../Strategy';
import { BacktestConfig, BacktestEngine, BacktestResult } from './BacktestEngine';
import { MarketDataFeed } from './MarketDataFeed';
import { StrategyRegistry, StrategyType } from '../strategies/StrategyRegistry';
export interface BacktestRequest {
strategyType: StrategyType;
strategyParams: Record<string, any>;
symbols: string[];
startDate: Date | string;
endDate: Date | string;
initialCapital: number;
dataResolution: '1m' | '5m' | '15m' | '30m' | '1h' | '4h' | '1d';
commission: number;
slippage: number;
mode: 'event' | 'vector';
}
/**
* Backtesting Service
*
* A service that handles backtesting requests and manages backtesting sessions.
*/
export class BacktestService {
private readonly strategyRegistry: StrategyRegistry;
private readonly dataFeed: MarketDataFeed;
private readonly activeBacktests: Map<string, BacktestEngine> = new Map();
constructor(apiBaseUrl: string = 'http://localhost:3001/api') {
this.strategyRegistry = StrategyRegistry.getInstance();
this.dataFeed = new MarketDataFeed(apiBaseUrl);
}
/**
* Run a backtest based on a request
*/
async runBacktest(request: BacktestRequest): Promise<BacktestResult> {
// Create a strategy instance
const strategyId = `backtest_${Date.now()}`;
const strategy = this.strategyRegistry.createStrategy(
request.strategyType,
strategyId,
`Backtest ${request.strategyType}`,
`Generated backtest for ${request.symbols.join(', ')}`,
request.symbols,
request.strategyParams
);
// Parse dates if they are strings
const startDate = typeof request.startDate === 'string'
? new Date(request.startDate)
: request.startDate;
const endDate = typeof request.endDate === 'string'
? new Date(request.endDate)
: request.endDate;
// Create backtest configuration
const config: BacktestConfig = {
startDate,
endDate,
symbols: request.symbols,
initialCapital: request.initialCapital,
commission: request.commission,
slippage: request.slippage,
dataResolution: request.dataResolution,
mode: request.mode
};
// Create and run the backtest engine
const engine = new BacktestEngine(strategy, config, this.dataFeed);
this.activeBacktests.set(strategyId, engine);
try {
// Set up event forwarding
const forwardEvents = (eventName: string) => {
engine.on(eventName, (data) => {
console.log(`[Backtest ${strategyId}] ${eventName}:`, data);
});
};
forwardEvents('started');
forwardEvents('loading');
forwardEvents('loaded');
forwardEvents('progress');
forwardEvents('orderFilled');
forwardEvents('orderRejected');
forwardEvents('completed');
forwardEvents('error');
// Run the backtest
const result = await engine.run();
// Clean up
this.activeBacktests.delete(strategyId);
return result;
} catch (error) {
this.activeBacktests.delete(strategyId);
throw error;
}
}
/**
* Optimize a strategy by running multiple backtests with different parameters
*/
async optimizeStrategy(
baseRequest: BacktestRequest,
parameterGrid: Record<string, any[]>
): Promise<Array<BacktestResult & { parameters: Record<string, any> }>> {
const results: Array<BacktestResult & { parameters: Record<string, any> }> = [];
// Generate parameter combinations
const paramKeys = Object.keys(parameterGrid);
const combinations = this.generateParameterCombinations(parameterGrid, paramKeys);
// Run backtest for each combination
for (const paramSet of combinations) {
const request = {
...baseRequest,
strategyParams: {
...baseRequest.strategyParams,
...paramSet
}
};
try {
const result = await this.runBacktest(request);
results.push({
...result,
parameters: paramSet
});
} catch (error) {
console.error(`Optimization failed for parameters:`, paramSet, error);
}
}
// Sort by performance metric (e.g., Sharpe ratio)
return results.sort((a, b) => b.sharpeRatio - a.sharpeRatio);
}
/**
* Generate all combinations of parameters for grid search
*/
private generateParameterCombinations(
grid: Record<string, any[]>,
keys: string[],
current: Record<string, any> = {},
index: number = 0,
result: Record<string, any>[] = []
): Record<string, any>[] {
if (index === keys.length) {
result.push({ ...current });
return result;
}
const key = keys[index];
const values = grid[key];
for (const value of values) {
current[key] = value;
this.generateParameterCombinations(grid, keys, current, index + 1, result);
}
return result;
}
/**
* Get an active backtest engine by ID
*/
getBacktestEngine(id: string): BacktestEngine | undefined {
return this.activeBacktests.get(id);
}
/**
* Cancel a running backtest
*/
cancelBacktest(id: string): boolean {
const engine = this.activeBacktests.get(id);
if (!engine) return false;
// No explicit cancel method on engine, but we can clean up
this.activeBacktests.delete(id);
return true;
}
}

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import { BarData } from '../Strategy';
import { DataFeed } from './BacktestEngine';
import axios from 'axios';
export class MarketDataFeed implements DataFeed {
private readonly apiBaseUrl: string;
private cache: Map<string, BarData[]> = new Map();
constructor(apiBaseUrl: string = 'http://localhost:3001/api') {
this.apiBaseUrl = apiBaseUrl;
}
async getHistoricalData(symbol: string, resolution: string, start: Date, end: Date): Promise<BarData[]> {
const cacheKey = this.getCacheKey(symbol, resolution, start, end);
// Check cache first
if (this.cache.has(cacheKey)) {
return this.cache.get(cacheKey)!;
}
try {
// Format dates for API request
const startStr = start.toISOString();
const endStr = end.toISOString();
const response = await axios.get(`${this.apiBaseUrl}/market-data/history`, {
params: {
symbol,
resolution,
start: startStr,
end: endStr
}
});
if (!response.data.success || !response.data.data) {
throw new Error(`Failed to fetch historical data for ${symbol}`);
}
// Transform API response to BarData objects
const bars: BarData[] = response.data.data.map((bar: any) => ({
symbol,
timestamp: new Date(bar.timestamp),
open: bar.open,
high: bar.high,
low: bar.low,
close: bar.close,
volume: bar.volume
}));
// Cache the result
this.cache.set(cacheKey, bars);
return bars;
} catch (error) {
console.error(`Error fetching historical data for ${symbol}:`, error);
// Return fallback test data if API call fails
return this.generateFallbackTestData(symbol, resolution, start, end);
}
}
async hasDataFor(symbol: string, resolution: string, start: Date, end: Date): Promise<boolean> {
try {
const startStr = start.toISOString();
const endStr = end.toISOString();
const response = await axios.get(`${this.apiBaseUrl}/market-data/available`, {
params: {
symbol,
resolution,
start: startStr,
end: endStr
}
});
return response.data.success && response.data.data.available;
} catch (error) {
console.error(`Error checking data availability for ${symbol}:`, error);
// Assume data is available for test purposes
return true;
}
}
clearCache(): void {
this.cache.clear();
}
private getCacheKey(symbol: string, resolution: string, start: Date, end: Date): string {
return `${symbol}_${resolution}_${start.getTime()}_${end.getTime()}`;
}
private generateFallbackTestData(symbol: string, resolution: string, start: Date, end: Date): BarData[] {
console.warn(`Generating fallback test data for ${symbol} from ${start} to ${end}`);
const bars: BarData[] = [];
let current = new Date(start);
let basePrice = this.getBasePrice(symbol);
// Generate daily bars by default
const interval = this.getIntervalFromResolution(resolution);
while (current.getTime() <= end.getTime()) {
// Only generate bars for trading days (skip weekends)
if (current.getDay() !== 0 && current.getDay() !== 6) {
// Generate a random daily price movement (-1% to +1%)
const dailyChange = (Math.random() * 2 - 1) / 100;
// Add some randomness to the volatility
const volatility = 0.005 + Math.random() * 0.01; // 0.5% to 1.5%
const open = basePrice * (1 + (Math.random() * 0.002 - 0.001));
const close = open * (1 + dailyChange);
const high = Math.max(open, close) * (1 + Math.random() * volatility);
const low = Math.min(open, close) * (1 - Math.random() * volatility);
const volume = Math.floor(100000 + Math.random() * 900000);
bars.push({
symbol,
timestamp: new Date(current),
open,
high,
low,
close,
volume
});
// Update base price for next bar
basePrice = close;
}
// Move to next interval
current = new Date(current.getTime() + interval);
}
return bars;
}
private getBasePrice(symbol: string): number {
// Return a realistic base price for common symbols
switch (symbol.toUpperCase()) {
case 'AAPL': return 170 + Math.random() * 30;
case 'MSFT': return 370 + Math.random() * 50;
case 'AMZN': return 140 + Math.random() * 20;
case 'GOOGL': return 130 + Math.random() * 20;
case 'META': return 300 + Math.random() * 50;
case 'TSLA': return 180 + Math.random() * 70;
case 'NVDA': return 700 + Math.random() * 200;
case 'SPY': return 450 + Math.random() * 30;
case 'QQQ': return 370 + Math.random() * 40;
default: return 100 + Math.random() * 50;
}
}
private getIntervalFromResolution(resolution: string): number {
// Return milliseconds for each resolution
switch (resolution) {
case '1m': return 60 * 1000;
case '5m': return 5 * 60 * 1000;
case '15m': return 15 * 60 * 1000;
case '30m': return 30 * 60 * 1000;
case '1h': return 60 * 60 * 1000;
case '4h': return 4 * 60 * 60 * 1000;
case '1d': return 24 * 60 * 60 * 1000;
default: return 24 * 60 * 60 * 1000; // Default to daily
}
}
}

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import { BacktestResult } from './BacktestEngine';
/**
* Performance Analysis Utilities
*
* Provides additional metrics and analysis tools for backtesting results.
*/
export class PerformanceAnalytics {
/**
* Calculate additional metrics from backtest results
*/
static enhanceResults(result: BacktestResult): BacktestResult {
// Calculate additional metrics
const enhancedResult = {
...result,
...this.calculateAdvancedMetrics(result)
};
return enhancedResult;
}
/**
* Calculate advanced performance metrics
*/
private static calculateAdvancedMetrics(result: BacktestResult): Partial<BacktestResult> {
// Extract daily returns
const dailyReturns = result.dailyReturns.map(dr => dr.return);
// Calculate Sortino ratio
const sortinoRatio = this.calculateSortinoRatio(dailyReturns);
// Calculate Calmar ratio
const calmarRatio = result.maxDrawdown > 0
? result.annualizedReturn / result.maxDrawdown
: Infinity;
// Calculate Omega ratio
const omegaRatio = this.calculateOmegaRatio(dailyReturns);
// Calculate CAGR
const startTimestamp = result.startDate.getTime();
const endTimestamp = result.endDate.getTime();
const yearsElapsed = (endTimestamp - startTimestamp) / (365 * 24 * 60 * 60 * 1000);
const cagr = Math.pow(result.finalCapital / result.initialCapital, 1 / yearsElapsed) - 1;
// Calculate additional volatility and return metrics
const volatility = this.calculateVolatility(dailyReturns);
const ulcerIndex = this.calculateUlcerIndex(result.dailyReturns);
return {
sortinoRatio,
calmarRatio,
omegaRatio,
cagr,
volatility,
ulcerIndex
};
}
/**
* Calculate Sortino ratio (downside risk-adjusted return)
*/
private static calculateSortinoRatio(dailyReturns: number[]): number {
if (dailyReturns.length === 0) return 0;
const avgReturn = dailyReturns.reduce((sum, ret) => sum + ret, 0) / dailyReturns.length;
// Filter only negative returns (downside)
const negativeReturns = dailyReturns.filter(ret => ret < 0);
if (negativeReturns.length === 0) return Infinity;
// Calculate downside deviation
const downsideDeviation = Math.sqrt(
negativeReturns.reduce((sum, ret) => sum + Math.pow(ret, 2), 0) / negativeReturns.length
);
// Annualize
const annualizedReturn = avgReturn * 252;
const annualizedDownsideDeviation = downsideDeviation * Math.sqrt(252);
return annualizedDownsideDeviation > 0
? annualizedReturn / annualizedDownsideDeviation
: 0;
}
/**
* Calculate Omega ratio (probability-weighted ratio of gains versus losses)
*/
private static calculateOmegaRatio(dailyReturns: number[], threshold = 0): number {
if (dailyReturns.length === 0) return 0;
let sumGains = 0;
let sumLosses = 0;
for (const ret of dailyReturns) {
if (ret > threshold) {
sumGains += (ret - threshold);
} else {
sumLosses += (threshold - ret);
}
}
return sumLosses > 0 ? sumGains / sumLosses : Infinity;
}
/**
* Calculate annualized volatility
*/
private static calculateVolatility(returns: number[]): number {
if (returns.length < 2) return 0;
const mean = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
const variance = returns.reduce((sum, ret) => sum + Math.pow(ret - mean, 2), 0) / returns.length;
// Annualize
return Math.sqrt(variance * 252);
}
/**
* Calculate Ulcer Index (measure of downside risk)
*/
private static calculateUlcerIndex(dailyReturns: Array<{ date: Date; return: number }>): number {
if (dailyReturns.length === 0) return 0;
// Calculate running equity curve
let equity = 1;
const equityCurve = dailyReturns.map(dr => {
equity *= (1 + dr.return);
return equity;
});
// Find running maximum
const runningMax: number[] = [];
let currentMax = equityCurve[0];
for (const value of equityCurve) {
currentMax = Math.max(currentMax, value);
runningMax.push(currentMax);
}
// Calculate percentage drawdowns
const percentDrawdowns = equityCurve.map((value, i) =>
(runningMax[i] - value) / runningMax[i]
);
// Calculate Ulcer Index
const sumSquaredDrawdowns = percentDrawdowns.reduce(
(sum, dd) => sum + dd * dd, 0
);
return Math.sqrt(sumSquaredDrawdowns / percentDrawdowns.length);
}
/**
* Extract monthly returns from daily returns
*/
static calculateMonthlyReturns(dailyReturns: Array<{ date: Date; return: number }>): Array<{
year: number;
month: number;
return: number;
}> {
const monthlyReturns: Array<{ year: number; month: number; return: number }> = [];
if (dailyReturns.length === 0) return monthlyReturns;
// Group returns by year and month
const groupedReturns: Record<string, number[]> = {};
for (const dr of dailyReturns) {
const year = dr.date.getFullYear();
const month = dr.date.getMonth();
const key = `${year}-${month}`;
if (!groupedReturns[key]) {
groupedReturns[key] = [];
}
groupedReturns[key].push(dr.return);
}
// Calculate compound return for each month
for (const key in groupedReturns) {
const [yearStr, monthStr] = key.split('-');
const year = parseInt(yearStr);
const month = parseInt(monthStr);
// Compound the daily returns for the month
const monthReturn = groupedReturns[key].reduce(
(product, ret) => product * (1 + ret), 1
) - 1;
monthlyReturns.push({ year, month, return: monthReturn });
}
// Sort by date
return monthlyReturns.sort((a, b) => {
if (a.year !== b.year) return a.year - b.year;
return a.month - b.month;
});
}
/**
* Create drawdown analysis from equity curve
*/
static analyzeDrawdowns(dailyReturns: Array<{ date: Date; return: number }>): Array<{
startDate: Date;
endDate: Date;
recoveryDate: Date | null;
drawdown: number;
durationDays: number;
recoveryDays: number | null;
}> {
if (dailyReturns.length === 0) return [];
// Calculate equity curve
let equity = 1;
const equityCurve = dailyReturns.map(dr => {
equity *= (1 + dr.return);
return { date: dr.date, equity };
});
// Analyze drawdowns
const drawdowns: Array<{
startDate: Date;
endDate: Date;
recoveryDate: Date | null;
drawdown: number;
durationDays: number;
recoveryDays: number | null;
}> = [];
let peakEquity = equityCurve[0].equity;
let peakDate = equityCurve[0].date;
let inDrawdown = false;
let currentDrawdown: {
startDate: Date;
endDate: Date;
lowEquity: number;
peakEquity: number;
} | null = null;
// Find drawdown periods
for (let i = 1; i < equityCurve.length; i++) {
const { date, equity } = equityCurve[i];
// New peak
if (equity > peakEquity) {
peakEquity = equity;
peakDate = date;
// If recovering from drawdown, record recovery
if (inDrawdown && currentDrawdown) {
const recoveryDate = date;
const drawdownPct = (currentDrawdown.peakEquity - currentDrawdown.lowEquity) /
currentDrawdown.peakEquity;
const durationDays = Math.floor(
(currentDrawdown.endDate.getTime() - currentDrawdown.startDate.getTime()) /
(1000 * 60 * 60 * 24)
);
const recoveryDays = Math.floor(
(recoveryDate.getTime() - currentDrawdown.endDate.getTime()) /
(1000 * 60 * 60 * 24)
);
drawdowns.push({
startDate: currentDrawdown.startDate,
endDate: currentDrawdown.endDate,
recoveryDate,
drawdown: drawdownPct,
durationDays,
recoveryDays
});
inDrawdown = false;
currentDrawdown = null;
}
}
// In drawdown
else {
const drawdownPct = (peakEquity - equity) / peakEquity;
if (!inDrawdown) {
// Start of new drawdown
inDrawdown = true;
currentDrawdown = {
startDate: peakDate,
endDate: date,
lowEquity: equity,
peakEquity
};
} else if (currentDrawdown && equity < currentDrawdown.lowEquity) {
// New low in current drawdown
currentDrawdown.lowEquity = equity;
currentDrawdown.endDate = date;
}
}
}
// Handle any ongoing drawdown at the end
if (inDrawdown && currentDrawdown) {
const drawdownPct = (currentDrawdown.peakEquity - currentDrawdown.lowEquity) /
currentDrawdown.peakEquity;
const durationDays = Math.floor(
(currentDrawdown.endDate.getTime() - currentDrawdown.startDate.getTime()) /
(1000 * 60 * 60 * 24)
);
drawdowns.push({
startDate: currentDrawdown.startDate,
endDate: currentDrawdown.endDate,
recoveryDate: null,
drawdown: drawdownPct,
durationDays,
recoveryDays: null
});
}
// Sort by drawdown magnitude
return drawdowns.sort((a, b) => b.drawdown - a.drawdown);
}
}