adding data-services

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# 🏗️ Stock Bot Trading System - Architecture Documentation
## 📋 Table of Contents
- [System Overview](#system-overview)
- [Current Architecture](#current-architecture)
- [Service Breakdown](#service-breakdown)
- [Data Flow](#data-flow)
- [Technology Stack](#technology-stack)
- [Future Architecture](#future-architecture)
- [Improvement Recommendations](#improvement-recommendations)
- [Deployment Architecture](#deployment-architecture)
- [Security Architecture](#security-architecture)
- [Monitoring & Observability](#monitoring--observability)
---
## 🎯 System Overview
The Stock Bot Trading System is a **microservice-based**, **event-driven** trading platform built for **real-time market analysis**, **strategy execution**, and **risk management**. The system follows a **service-oriented architecture (SOA)** with **clear separation of concerns** and **horizontal scalability**.
### Core Principles
- **Microservices Architecture**: Independent, deployable services
- **Event-Driven Communication**: WebSocket and Redis pub/sub
- **Real-Time Processing**: Sub-second latency requirements
- **Scalable Design**: Horizontal scaling capabilities
- **Fault Tolerance**: Circuit breakers and graceful degradation
- **Type Safety**: Full TypeScript implementation
---
## 🏗️ Current Architecture
```mermaid
graph TB
subgraph "Frontend Layer"
UI[Angular Trading Dashboard]
end
subgraph "API Gateway Layer"
GW[API Gateway - Future]
end
subgraph "Core Services"
MDG[Market Data Gateway<br/>Port 3001]
RG[Risk Guardian<br/>Port 3002]
SO[Strategy Orchestrator<br/>Port 4001]
end
subgraph "Data Layer"
Redis[(Redis Cache)]
PG[(PostgreSQL)]
QDB[(QuestDB)]
Mongo[(MongoDB)]
end
subgraph "External APIs"
Alpha[Alpha Vantage]
IEX[IEX Cloud]
Yahoo[Yahoo Finance]
end
UI -->|WebSocket/HTTP| MDG
UI -->|WebSocket/HTTP| RG
UI -->|WebSocket/HTTP| SO
MDG --> Redis
MDG --> QDB
MDG -->|Fetch Data| Alpha
MDG -->|Fetch Data| IEX
MDG -->|Fetch Data| Yahoo
RG --> Redis
RG --> PG
SO --> Redis
SO --> PG
SO --> Mongo
```
---
## 🔧 Service Breakdown
### **1. Interface Services**
#### **Trading Dashboard** (`apps/interface-services/trading-dashboard`)
- **Framework**: Angular 20 + Angular Material + Tailwind CSS
- **Port**: 4200 (development)
- **Purpose**: Real-time trading interface and strategy management
- **Key Features**:
- Real-time market data visualization
- Strategy creation and backtesting UI
- Risk management dashboard
- Portfolio monitoring
- WebSocket integration for live updates
**Current Structure:**
```
trading-dashboard/
├── src/
│ ├── app/
│ │ ├── components/ # Reusable UI components
│ │ │ ├── sidebar/ # Navigation sidebar
│ │ │ └── notifications/ # Alert system
│ │ ├── pages/ # Route-based pages
│ │ │ ├── dashboard/ # Main trading dashboard
│ │ │ ├── market-data/ # Market data visualization
│ │ │ ├── portfolio/ # Portfolio management
│ │ │ ├── strategies/ # Strategy management
│ │ │ └── risk-management/ # Risk controls
│ │ ├── services/ # Angular services
│ │ │ ├── api.service.ts # HTTP API communication
│ │ │ ├── websocket.service.ts # WebSocket management
│ │ │ └── strategy.service.ts # Strategy operations
│ │ └── shared/ # Shared utilities
│ └── styles.css # Global styles
```
### **2. Core Services**
#### **Market Data Gateway** (`apps/core-services/market-data-gateway`)
- **Framework**: Hono + Bun
- **Port**: 3001
- **Purpose**: Market data aggregation and real-time distribution
- **Database**: QuestDB (time-series), Redis (caching)
**Responsibilities:**
- Aggregate data from multiple market data providers
- Real-time WebSocket streaming to clients
- Historical data storage and retrieval
- Rate limiting and API management
- Data normalization and validation
**API Endpoints:**
```
GET /health # Health check
GET /api/market-data/:symbol # Get latest market data
GET /api/historical/:symbol # Get historical data
WS /ws # WebSocket for real-time data
```
#### **Risk Guardian** (`apps/core-services/risk-guardian`)
- **Framework**: Hono + Bun
- **Port**: 3002
- **Purpose**: Real-time risk monitoring and controls
- **Database**: PostgreSQL (persistent), Redis (real-time)
**Responsibilities:**
- Position size monitoring
- Daily loss tracking
- Portfolio risk assessment
- Volatility monitoring
- Real-time risk alerts
- Risk threshold management
**API Endpoints:**
```
GET /health # Health check
GET /api/risk/thresholds # Get risk thresholds
PUT /api/risk/thresholds # Update risk thresholds
POST /api/risk/evaluate # Evaluate position risk
GET /api/risk/history # Risk evaluation history
WS /ws # WebSocket for risk alerts
```
#### **Strategy Orchestrator** (`apps/intelligence-services/strategy-orchestrator`)
- **Framework**: Hono + Bun
- **Port**: 4001
- **Purpose**: Strategy lifecycle management and execution
- **Database**: MongoDB (strategies), PostgreSQL (trades), Redis (signals)
**Responsibilities:**
- Strategy creation and management
- Backtesting engine (vectorized & event-based)
- Real-time strategy execution
- Signal generation and broadcasting
- Performance analytics
- Strategy optimization
**Current Structure:**
```
strategy-orchestrator/
├── src/
│ ├── core/
│ │ ├── backtesting/
│ │ │ ├── BacktestEngine.ts # Main backtesting engine
│ │ │ ├── BacktestService.ts # Backtesting service layer
│ │ │ ├── MarketDataFeed.ts # Historical data provider
│ │ │ └── PerformanceAnalytics.ts # Performance metrics
│ │ ├── execution/
│ │ │ └── StrategyExecutionService.ts # Real-time execution
│ │ ├── strategies/
│ │ │ ├── Strategy.ts # Base strategy interface
│ │ │ ├── StrategyRegistry.ts # Strategy management
│ │ │ ├── BaseStrategy.ts # Abstract base class
│ │ │ ├── VectorizedStrategy.ts # Vectorized base class
│ │ │ ├── MovingAverageCrossover.ts # MA strategy
│ │ │ └── MeanReversionStrategy.ts # Mean reversion
│ │ └── indicators/
│ │ └── TechnicalIndicators.ts # Technical analysis
│ ├── controllers/
│ │ └── StrategyController.ts # API endpoints
│ └── index.ts # Main entry point
```
**API Endpoints:**
```
GET /health # Health check
GET /api/strategies # List strategies
POST /api/strategies # Create strategy
PUT /api/strategies/:id # Update strategy
POST /api/strategies/:id/:action # Start/stop/pause strategy
GET /api/strategies/:id/signals # Get strategy signals
POST /api/strategies/:id/backtest # Run backtest
GET /api/strategies/:id/performance # Get performance metrics
WS /ws # WebSocket for strategy updates
```
### **3. Shared Packages**
#### **Shared Types** (`packages/shared-types`)
```typescript
export interface MarketData {
symbol: string;
price: number;
volume: number;
timestamp: Date;
bid: number;
ask: number;
}
export interface Strategy {
id: string;
name: string;
symbols: string[];
parameters: Record<string, any>;
status: 'ACTIVE' | 'PAUSED' | 'STOPPED';
}
export interface BacktestResult {
totalReturn: number;
sharpeRatio: number;
maxDrawdown: number;
winRate: number;
totalTrades: number;
}
```
#### **Configuration** (`packages/config`)
```typescript
export const config = {
redis: {
host: process.env.REDIS_HOST || 'localhost',
port: parseInt(process.env.REDIS_PORT || '6379')
},
database: {
postgres: process.env.POSTGRES_URL,
questdb: process.env.QUESTDB_URL,
mongodb: process.env.MONGODB_URL
},
marketData: {
alphaVantageKey: process.env.ALPHA_VANTAGE_KEY,
iexKey: process.env.IEX_KEY
}
};
```
---
## 🔄 Data Flow
### **Real-Time Market Data Flow**
```mermaid
sequenceDiagram
participant EXT as External APIs
participant MDG as Market Data Gateway
participant Redis as Redis Cache
participant QDB as QuestDB
participant UI as Trading Dashboard
EXT->>MDG: Market data feed
MDG->>Redis: Cache latest prices
MDG->>QDB: Store historical data
MDG->>UI: WebSocket broadcast
UI->>UI: Update charts/tables
```
### **Strategy Execution Flow**
```mermaid
sequenceDiagram
participant UI as Trading Dashboard
participant SO as Strategy Orchestrator
participant MDG as Market Data Gateway
participant RG as Risk Guardian
participant Redis as Redis
UI->>SO: Start strategy
SO->>MDG: Subscribe to market data
MDG->>SO: Real-time price updates
SO->>SO: Generate trading signals
SO->>RG: Risk evaluation
RG->>SO: Risk approval/rejection
SO->>Redis: Store signals
SO->>UI: WebSocket signal broadcast
```
---
## 💻 Technology Stack
### **Backend**
- **Runtime**: Bun (ultra-fast JavaScript runtime)
- **Web Framework**: Hono (lightweight, fast web framework)
- **Language**: TypeScript (type safety)
- **Build Tool**: Turbo (monorepo management)
### **Frontend**
- **Framework**: Angular 20 (latest stable)
- **UI Library**: Angular Material + Tailwind CSS
- **State Management**: Angular Signals (reactive programming)
- **WebSocket**: Native WebSocket API
### **Databases**
- **Time-Series**: QuestDB (market data storage)
- **Relational**: PostgreSQL (structured data)
- **Document**: MongoDB (strategy configurations)
- **Cache/Pub-Sub**: Redis (real-time data)
### **Infrastructure**
- **Containerization**: Docker + Docker Compose
- **Process Management**: PM2 (production)
- **Monitoring**: Built-in health checks
- **Development**: Hot reload, TypeScript compilation
---
## 🚀 Future Architecture
### **Phase 1: Enhanced Microservices (Q2 2025)**
```mermaid
graph TB
subgraph "API Gateway Layer"
GW[Kong/Envoy API Gateway]
LB[Load Balancer]
end
subgraph "Authentication"
AUTH[Auth Service<br/>JWT + OAuth]
end
subgraph "Core Services"
MDG[Market Data Gateway]
RG[Risk Guardian]
SO[Strategy Orchestrator]
OE[Order Execution Engine]
NS[Notification Service]
end
subgraph "Analytics Services"
BA[Backtest Analytics]
PA[Performance Analytics]
ML[ML Prediction Service]
end
subgraph "Message Queue"
NATS[NATS/Apache Kafka]
end
```
### **Phase 2: Machine Learning Integration (Q3 2025)**
- **ML Pipeline**: Python-based ML services
- **Feature Engineering**: Real-time feature computation
- **Model Training**: Automated model retraining
- **Prediction API**: Real-time predictions
### **Phase 3: Multi-Asset Support (Q4 2025)**
- **Crypto Trading**: Binance, Coinbase integration
- **Forex Trading**: OANDA, FXCM integration
- **Options Trading**: Interactive Brokers integration
- **Futures Trading**: CME, ICE integration
---
## 📈 Improvement Recommendations
### **1. High Priority Improvements**
#### **API Gateway Implementation**
```typescript
// Implement Kong or Envoy for:
- Rate limiting per service
- Authentication/authorization
- Request/response transformation
- Circuit breaker patterns
- Load balancing
```
#### **Enhanced Error Handling**
```typescript
// Implement structured error handling:
interface ServiceError {
code: string;
message: string;
service: string;
timestamp: Date;
correlationId: string;
}
```
#### **Comprehensive Logging**
```typescript
// Implement structured logging:
interface LogEntry {
level: 'debug' | 'info' | 'warn' | 'error';
service: string;
message: string;
metadata: Record<string, any>;
timestamp: Date;
correlationId: string;
}
```
### **2. Medium Priority Improvements**
#### **Database Optimization**
```sql
-- QuestDB optimizations for market data:
CREATE TABLE market_data (
symbol SYMBOL,
timestamp TIMESTAMP,
price DOUBLE,
volume DOUBLE,
bid DOUBLE,
ask DOUBLE
) timestamp(timestamp) PARTITION BY DAY;
-- Add indexes for fast queries:
CREATE INDEX idx_symbol_timestamp ON market_data (symbol, timestamp);
```
#### **Caching Strategy**
```typescript
// Implement multi-layer caching:
interface CacheStrategy {
L1: Map<string, any>; // In-memory cache
L2: Redis; // Distributed cache
L3: Database; // Persistent storage
}
```
#### **WebSocket Optimization**
```typescript
// Implement WebSocket connection pooling:
interface WSConnectionPool {
connections: Map<string, WebSocket[]>;
balancer: RoundRobinBalancer;
heartbeat: HeartbeatManager;
}
```
### **3. Low Priority Improvements**
#### **Code Quality**
- Implement comprehensive unit tests (>90% coverage)
- Add integration tests for all services
- Implement E2E tests for critical user flows
- Add performance benchmarks
#### **Documentation**
- API documentation with OpenAPI/Swagger
- Developer onboarding guide
- Deployment runbooks
- Architecture decision records (ADRs)
---
## 🏗️ Deployment Architecture
### **Development Environment**
```yaml
# docker-compose.dev.yml
version: '3.8'
services:
# Databases
postgres:
image: postgres:15
ports: ["5432:5432"]
redis:
image: redis:7-alpine
ports: ["6379:6379"]
questdb:
image: questdb/questdb:latest
ports: ["9000:9000", "8812:8812"]
mongodb:
image: mongo:6
ports: ["27017:27017"]
# Services
market-data-gateway:
build: ./apps/core-services/market-data-gateway
ports: ["3001:3001"]
depends_on: [redis, questdb]
risk-guardian:
build: ./apps/core-services/risk-guardian
ports: ["3002:3002"]
depends_on: [postgres, redis]
strategy-orchestrator:
build: ./apps/intelligence-services/strategy-orchestrator
ports: ["4001:4001"]
depends_on: [mongodb, postgres, redis]
trading-dashboard:
build: ./apps/interface-services/trading-dashboard
ports: ["4200:4200"]
```
### **Production Environment**
```yaml
# kubernetes deployment example
apiVersion: apps/v1
kind: Deployment
metadata:
name: market-data-gateway
spec:
replicas: 3
selector:
matchLabels:
app: market-data-gateway
template:
metadata:
labels:
app: market-data-gateway
spec:
containers:
- name: market-data-gateway
image: stockbot/market-data-gateway:latest
ports:
- containerPort: 3001
resources:
requests:
memory: "256Mi"
cpu: "250m"
limits:
memory: "512Mi"
cpu: "500m"
```
---
## 🔒 Security Architecture
### **Authentication & Authorization**
```typescript
// JWT-based authentication
interface AuthToken {
userId: string;
roles: string[];
permissions: string[];
expiresAt: Date;
}
// Role-based access control
enum UserRole {
TRADER = 'TRADER',
ADMIN = 'ADMIN',
VIEWER = 'VIEWER'
}
enum Permission {
READ_MARKET_DATA = 'READ_MARKET_DATA',
EXECUTE_TRADES = 'EXECUTE_TRADES',
MANAGE_STRATEGIES = 'MANAGE_STRATEGIES',
CONFIGURE_RISK = 'CONFIGURE_RISK'
}
```
### **API Security**
```typescript
// Rate limiting configuration
interface RateLimit {
windowMs: number; // 15 minutes
maxRequests: number; // 100 requests per window
skipIf: (req: Request) => boolean;
}
// Input validation
interface ApiValidation {
schema: JSONSchema;
sanitization: SanitizationRules;
authentication: AuthenticationMiddleware;
}
```
### **Data Security**
- **Encryption at Rest**: AES-256 for sensitive data
- **Encryption in Transit**: TLS 1.3 for all communications
- **Secrets Management**: Kubernetes secrets or HashiCorp Vault
- **Network Security**: VPC, security groups, firewalls
---
## 📊 Monitoring & Observability
### **Metrics Collection**
```typescript
interface ServiceMetrics {
// Performance metrics
requestLatency: Histogram;
requestRate: Counter;
errorRate: Counter;
// Business metrics
tradesExecuted: Counter;
strategiesActive: Gauge;
portfolioValue: Gauge;
// System metrics
memoryUsage: Gauge;
cpuUsage: Gauge;
dbConnections: Gauge;
}
```
### **Health Checks**
```typescript
interface HealthCheck {
service: string;
status: 'healthy' | 'degraded' | 'unhealthy';
checks: {
database: boolean;
redis: boolean;
externalApis: boolean;
webSocket: boolean;
};
uptime: number;
version: string;
}
```
### **Alerting Rules**
```yaml
# Prometheus alerting rules
groups:
- name: stockbot
rules:
- alert: HighErrorRate
expr: rate(http_requests_total{status=~"5.."}[5m]) > 0.1
for: 2m
- alert: HighLatency
expr: http_request_duration_seconds{quantile="0.95"} > 1
for: 2m
- alert: ServiceDown
expr: up{job="stockbot"} == 0
for: 30s
```
---
## 📋 Migration Plan
### **Phase 1: Current → Enhanced (1-2 months)**
1. **Week 1-2**: Implement API Gateway and authentication
2. **Week 3-4**: Add comprehensive logging and monitoring
3. **Week 5-6**: Enhance error handling and resilience
4. **Week 7-8**: Performance optimization and testing
### **Phase 2: Enhanced → ML-Ready (2-3 months)**
1. **Month 1**: Implement ML pipeline infrastructure
2. **Month 2**: Develop feature engineering services
3. **Month 3**: Integrate ML predictions into strategies
### **Phase 3: ML-Ready → Multi-Asset (3-4 months)**
1. **Month 1**: Abstract market data interfaces
2. **Month 2**: Implement crypto trading support
3. **Month 3**: Add forex and options trading
4. **Month 4**: Performance optimization and testing
---
## 🎯 Success Metrics
### **Technical KPIs**
- **Latency**: < 100ms for market data updates
- **Throughput**: > 10,000 requests/second
- **Availability**: 99.9% uptime
- **Error Rate**: < 0.1% of requests
### **Business KPIs**
- **Strategy Performance**: Sharpe ratio > 1.5
- **Risk Management**: Max drawdown < 5%
- **Execution Quality**: Slippage < 0.01%
- **System Adoption**: > 90% user satisfaction
---
This architecture document serves as a living blueprint for the Stock Bot Trading System, providing clear guidance for current development and future scaling decisions.

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# Stock Bot Project Structure Refactoring
This document outlines the changes made to improve separation of concerns in the stock-bot project architecture.
## Directory Structure Changes
1. Created a dedicated `libs/` directory (replacing the previous `packages/` approach)
2. Split monolithic type definitions into domain-specific modules
3. Created specialized libraries for cross-cutting concerns
## New Libraries
### 1. `@stock-bot/shared-types`
Domain-specific type definitions organized by functional area:
- `market/` - Market data structures (OHLCV, OrderBook, etc.)
- `trading/` - Trading types (Orders, Positions, etc.)
- `strategy/` - Strategy and signal types
- `events/` - Event definitions for the event bus
- `api/` - Common API request/response types
- `config/` - Configuration type definitions
### 2. `@stock-bot/event-bus`
A Redis-based event bus implementation for inter-service communication:
- Publish/subscribe pattern for asynchronous messaging
- Support for typed events
- Reliable message delivery
### 3. `@stock-bot/utils`
Common utility functions shared across services:
- `dateUtils` - Date/time helpers for market data
- `financialUtils` - Financial calculations (Sharpe ratio, drawdown)
- `logger` - Standardized logging service
### 4. `@stock-bot/api-client`
Type-safe API clients for inter-service communication:
- `BaseApiClient` - Common HTTP client functionality
- Service-specific clients (BacktestClient, StrategyClient)
## Benefits of the New Architecture
1. **Better Separation of Concerns**
- Each library has a clear, focused purpose
- Domain types are logically grouped
2. **Improved Maintainability**
- Smaller, focused modules
- Clear dependencies between modules
3. **Type Safety**
- Consistent types across the entire system
- Better IDE autocompletion and error checking
4. **Reduced Duplication**
- Shared utilities in a central location
- Consistent implementation of common patterns
## Next Steps
1. Update service implementations to use the new libraries
2. Migrate from the old packages directory to the new libs structure
3. Implement domain-specific validations in each type module
4. Add unit tests for each library

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{
"name": "@stock-bot/data-catalog",
"version": "1.0.0",
"private": true,
"description": "Data catalog and discovery service for stock-bot",
"type": "module",
"main": "dist/index.js",
"scripts": {
"dev": "bun run --hot src/index.ts",
"build": "tsc",
"start": "node dist/index.js",
"test": "bun test",
"type-check": "tsc --noEmit"
},
"dependencies": {
"@stock-bot/shared-types": "workspace:*",
"@stock-bot/utils": "workspace:*",
"@stock-bot/event-bus": "workspace:*",
"@stock-bot/api-client": "workspace:*",
"hono": "^4.0.0",
"zod": "^3.22.0",
"elasticsearch": "^16.7.3",
"neo4j-driver": "^5.15.0",
"cron": "^3.1.6",
"uuid": "^9.0.1"
},
"devDependencies": {
"@types/uuid": "^9.0.8",
"@types/cron": "^2.4.0",
"@types/node": "^20.0.0",
"typescript": "^5.3.0"
},
"keywords": [
"data-catalog",
"data-discovery",
"data-lineage",
"metadata",
"stock-bot"
]
}

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import { Context } from 'hono';
import { Logger } from '@stock-bot/utils';
import { DataCatalogService } from '../services/DataCatalogService';
import {
CreateDataAssetRequest,
UpdateDataAssetRequest,
DataAssetType,
DataClassification
} from '../types/DataCatalog';
export class DataCatalogController {
constructor(
private dataCatalogService: DataCatalogService,
private logger: Logger
) {}
async createAsset(c: Context) {
try {
const request: CreateDataAssetRequest = await c.req.json();
// Validate required fields
if (!request.name || !request.type || !request.description || !request.owner) {
return c.json({ error: 'Missing required fields: name, type, description, owner' }, 400);
}
const asset = await this.dataCatalogService.createAsset(request);
this.logger.info('Asset created via API', {
assetId: asset.id,
name: asset.name,
type: asset.type
});
return c.json(asset, 201);
} catch (error) {
this.logger.error('Failed to create asset', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async getAsset(c: Context) {
try {
const assetId = c.req.param('id');
if (!assetId) {
return c.json({ error: 'Asset ID is required' }, 400);
}
const asset = await this.dataCatalogService.getAsset(assetId);
if (!asset) {
return c.json({ error: 'Asset not found' }, 404);
}
return c.json(asset);
} catch (error) {
this.logger.error('Failed to get asset', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async updateAsset(c: Context) {
try {
const assetId = c.req.param('id');
const updates: UpdateDataAssetRequest = await c.req.json();
if (!assetId) {
return c.json({ error: 'Asset ID is required' }, 400);
}
const asset = await this.dataCatalogService.updateAsset(assetId, updates);
if (!asset) {
return c.json({ error: 'Asset not found' }, 404);
}
this.logger.info('Asset updated via API', {
assetId,
changes: Object.keys(updates)
});
return c.json(asset);
} catch (error) {
this.logger.error('Failed to update asset', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async deleteAsset(c: Context) {
try {
const assetId = c.req.param('id');
if (!assetId) {
return c.json({ error: 'Asset ID is required' }, 400);
}
await this.dataCatalogService.deleteAsset(assetId);
this.logger.info('Asset deleted via API', { assetId });
return c.json({ message: 'Asset deleted successfully' });
} catch (error) {
this.logger.error('Failed to delete asset', { error });
if (error instanceof Error && error.message.includes('not found')) {
return c.json({ error: 'Asset not found' }, 404);
}
return c.json({ error: 'Internal server error' }, 500);
}
}
async listAssets(c: Context) {
try {
const query = c.req.query();
const filters: Record<string, any> = {};
// Parse query parameters
if (query.type) filters.type = query.type;
if (query.owner) filters.owner = query.owner;
if (query.classification) filters.classification = query.classification;
if (query.tags) {
filters.tags = Array.isArray(query.tags) ? query.tags : [query.tags];
}
const assets = await this.dataCatalogService.listAssets(filters);
return c.json({
assets,
total: assets.length,
filters: filters
});
} catch (error) {
this.logger.error('Failed to list assets', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async searchAssets(c: Context) {
try {
const query = c.req.query('q');
const queryParams = c.req.query();
if (!query) {
return c.json({ error: 'Search query is required' }, 400);
}
const filters: Record<string, any> = {};
if (queryParams.type) filters.type = queryParams.type;
if (queryParams.owner) filters.owner = queryParams.owner;
if (queryParams.classification) filters.classification = queryParams.classification;
const assets = await this.dataCatalogService.searchAssets(query, filters);
this.logger.info('Asset search performed', {
query,
filters,
resultCount: assets.length
});
return c.json({
assets,
total: assets.length,
query,
filters
});
} catch (error) {
this.logger.error('Failed to search assets', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async getAssetsByOwner(c: Context) {
try {
const owner = c.req.param('owner');
if (!owner) {
return c.json({ error: 'Owner is required' }, 400);
}
const assets = await this.dataCatalogService.getAssetsByOwner(owner);
return c.json({
assets,
total: assets.length,
owner
});
} catch (error) {
this.logger.error('Failed to get assets by owner', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async getAssetsByType(c: Context) {
try {
const type = c.req.param('type') as DataAssetType;
if (!type) {
return c.json({ error: 'Asset type is required' }, 400);
}
if (!Object.values(DataAssetType).includes(type)) {
return c.json({ error: 'Invalid asset type' }, 400);
}
const assets = await this.dataCatalogService.getAssetsByType(type);
return c.json({
assets,
total: assets.length,
type
});
} catch (error) {
this.logger.error('Failed to get assets by type', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async getAssetsByClassification(c: Context) {
try {
const classification = c.req.param('classification') as DataClassification;
if (!classification) {
return c.json({ error: 'Classification is required' }, 400);
}
if (!Object.values(DataClassification).includes(classification)) {
return c.json({ error: 'Invalid classification' }, 400);
}
const assets = await this.dataCatalogService.getAssetsByClassification(classification);
return c.json({
assets,
total: assets.length,
classification
});
} catch (error) {
this.logger.error('Failed to get assets by classification', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async getAssetsByTags(c: Context) {
try {
const tagsParam = c.req.query('tags');
if (!tagsParam) {
return c.json({ error: 'Tags parameter is required' }, 400);
}
const tags = Array.isArray(tagsParam) ? tagsParam : [tagsParam];
const assets = await this.dataCatalogService.getAssetsByTags(tags);
return c.json({
assets,
total: assets.length,
tags
});
} catch (error) {
this.logger.error('Failed to get assets by tags', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async getAssetMetrics(c: Context) {
try {
const assetId = c.req.param('id');
if (!assetId) {
return c.json({ error: 'Asset ID is required' }, 400);
}
const asset = await this.dataCatalogService.getAsset(assetId);
if (!asset) {
return c.json({ error: 'Asset not found' }, 404);
}
const metrics = {
id: asset.id,
name: asset.name,
type: asset.type,
classification: asset.classification,
usage: {
accessCount: asset.usage.accessCount,
uniqueUsers: asset.usage.uniqueUsers,
lastAccessed: asset.usage.lastAccessed,
usageTrend: asset.usage.usageTrend
},
quality: {
overallScore: asset.quality.overallScore,
lastAssessment: asset.quality.lastAssessment,
issueCount: asset.quality.issues.filter(issue => !issue.resolved).length
},
governance: {
policiesApplied: asset.governance.policies.length,
complianceStatus: asset.governance.compliance.every(c => c.status === 'passed') ? 'compliant' : 'non-compliant',
auditEntries: asset.governance.audit.length
},
lineage: {
upstreamCount: asset.lineage.upstreamAssets.length,
downstreamCount: asset.lineage.downstreamAssets.length
}
};
return c.json(metrics);
} catch (error) {
this.logger.error('Failed to get asset metrics', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async getCatalogStatistics(c: Context) {
try {
const allAssets = await this.dataCatalogService.listAssets();
const statistics = {
totalAssets: allAssets.length,
assetsByType: this.groupByProperty(allAssets, 'type'),
assetsByClassification: this.groupByProperty(allAssets, 'classification'),
assetsByOwner: this.groupByProperty(allAssets, 'owner'),
recentAssets: allAssets
.sort((a, b) => b.createdAt.getTime() - a.createdAt.getTime())
.slice(0, 10)
.map(asset => ({
id: asset.id,
name: asset.name,
type: asset.type,
owner: asset.owner,
createdAt: asset.createdAt
})),
mostAccessed: allAssets
.sort((a, b) => b.usage.accessCount - a.usage.accessCount)
.slice(0, 10)
.map(asset => ({
id: asset.id,
name: asset.name,
type: asset.type,
accessCount: asset.usage.accessCount,
lastAccessed: asset.usage.lastAccessed
}))
};
return c.json(statistics);
} catch (error) {
this.logger.error('Failed to get catalog statistics', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
// Helper method to group assets by property
private groupByProperty(assets: any[], property: string): Record<string, number> {
return assets.reduce((acc, asset) => {
const value = asset[property];
acc[value] = (acc[value] || 0) + 1;
return acc;
}, {});
}
}

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import { Hono } from 'hono';
import { DataGovernanceService } from '../services/DataGovernanceService';
import {
GovernancePolicy,
ComplianceCheck,
AccessRequest,
DataSubjectRequest,
AuditLog
} from '../types/DataCatalog';
export class GovernanceController {
private app: Hono;
private governanceService: DataGovernanceService;
constructor() {
this.app = new Hono();
this.governanceService = new DataGovernanceService();
this.setupRoutes();
}
private setupRoutes() {
// Create governance policy
this.app.post('/policies', async (c) => {
try {
const policy: Omit<GovernancePolicy, 'id' | 'createdAt' | 'updatedAt'> = await c.req.json();
const createdPolicy = await this.governanceService.createPolicy(policy);
return c.json({
success: true,
data: createdPolicy
});
} catch (error) {
console.error('Error creating governance policy:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get governance policies
this.app.get('/policies', async (c) => {
try {
const type = c.req.query('type');
const category = c.req.query('category');
const active = c.req.query('active') === 'true';
const filters: any = {};
if (type) filters.type = type;
if (category) filters.category = category;
if (active !== undefined) filters.active = active;
const policies = await this.governanceService.getPolicies(filters);
return c.json({
success: true,
data: policies
});
} catch (error) {
console.error('Error getting governance policies:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Update governance policy
this.app.put('/policies/:policyId', async (c) => {
try {
const policyId = c.req.param('policyId');
const updates: Partial<GovernancePolicy> = await c.req.json();
const updatedPolicy = await this.governanceService.updatePolicy(policyId, updates);
return c.json({
success: true,
data: updatedPolicy
});
} catch (error) {
console.error('Error updating governance policy:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Delete governance policy
this.app.delete('/policies/:policyId', async (c) => {
try {
const policyId = c.req.param('policyId');
await this.governanceService.deletePolicy(policyId);
return c.json({
success: true,
message: 'Governance policy deleted successfully'
});
} catch (error) {
console.error('Error deleting governance policy:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Apply policy to asset
this.app.post('/policies/:policyId/apply/:assetId', async (c) => {
try {
const policyId = c.req.param('policyId');
const assetId = c.req.param('assetId');
await this.governanceService.applyPolicy(policyId, assetId);
return c.json({
success: true,
message: 'Policy applied successfully'
});
} catch (error) {
console.error('Error applying policy:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Check compliance for asset
this.app.post('/compliance/check', async (c) => {
try {
const request: { assetId: string; policyIds?: string[] } = await c.req.json();
const complianceResult = await this.governanceService.checkCompliance(
request.assetId,
request.policyIds
);
return c.json({
success: true,
data: complianceResult
});
} catch (error) {
console.error('Error checking compliance:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get compliance violations
this.app.get('/compliance/violations', async (c) => {
try {
const assetId = c.req.query('assetId');
const severity = c.req.query('severity');
const status = c.req.query('status');
const limit = c.req.query('limit') ? parseInt(c.req.query('limit')!) : 100;
const offset = c.req.query('offset') ? parseInt(c.req.query('offset')!) : 0;
const filters: any = {};
if (assetId) filters.assetId = assetId;
if (severity) filters.severity = severity;
if (status) filters.status = status;
const violations = await this.governanceService.getComplianceViolations(
filters,
{ limit, offset }
);
return c.json({
success: true,
data: violations
});
} catch (error) {
console.error('Error getting compliance violations:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Request access to asset
this.app.post('/access/request', async (c) => {
try {
const request: Omit<AccessRequest, 'id' | 'requestedAt' | 'status'> = await c.req.json();
const accessRequest = await this.governanceService.requestAccess(request);
return c.json({
success: true,
data: accessRequest
});
} catch (error) {
console.error('Error requesting access:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Approve/deny access request
this.app.patch('/access/:requestId', async (c) => {
try {
const requestId = c.req.param('requestId');
const { action, reviewedBy, reviewComments } = await c.req.json();
const updatedRequest = await this.governanceService.reviewAccessRequest(
requestId,
action,
reviewedBy,
reviewComments
);
return c.json({
success: true,
data: updatedRequest
});
} catch (error) {
console.error('Error reviewing access request:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Check access authorization
this.app.post('/access/check', async (c) => {
try {
const { userId, assetId, action } = await c.req.json();
const authorized = await this.governanceService.checkAccess(userId, assetId, action);
return c.json({
success: true,
data: {
userId,
assetId,
action,
authorized
}
});
} catch (error) {
console.error('Error checking access:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Handle data subject request (GDPR)
this.app.post('/privacy/subject-request', async (c) => {
try {
const request: Omit<DataSubjectRequest, 'id' | 'submittedAt' | 'status'> = await c.req.json();
const subjectRequest = await this.governanceService.handleDataSubjectRequest(request);
return c.json({
success: true,
data: subjectRequest
});
} catch (error) {
console.error('Error handling data subject request:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Anonymize asset data
this.app.post('/privacy/anonymize/:assetId', async (c) => {
try {
const assetId = c.req.param('assetId');
const { fields, method, requestedBy } = await c.req.json();
const result = await this.governanceService.anonymizeData(
assetId,
fields,
method,
requestedBy
);
return c.json({
success: true,
data: result
});
} catch (error) {
console.error('Error anonymizing data:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get audit logs
this.app.get('/audit/logs', async (c) => {
try {
const assetId = c.req.query('assetId');
const userId = c.req.query('userId');
const action = c.req.query('action');
const startDate = c.req.query('startDate');
const endDate = c.req.query('endDate');
const limit = c.req.query('limit') ? parseInt(c.req.query('limit')!) : 100;
const offset = c.req.query('offset') ? parseInt(c.req.query('offset')!) : 0;
const filters: any = {};
if (assetId) filters.assetId = assetId;
if (userId) filters.userId = userId;
if (action) filters.action = action;
if (startDate) filters.startDate = new Date(startDate);
if (endDate) filters.endDate = new Date(endDate);
const logs = await this.governanceService.getAuditLogs(filters, { limit, offset });
return c.json({
success: true,
data: logs
});
} catch (error) {
console.error('Error getting audit logs:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Log access event
this.app.post('/audit/log', async (c) => {
try {
const logEntry: Omit<AuditLog, 'id' | 'timestamp'> = await c.req.json();
const logged = await this.governanceService.logAccess(logEntry);
return c.json({
success: true,
data: logged
});
} catch (error) {
console.error('Error logging access event:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get retention policies
this.app.get('/retention/policies', async (c) => {
try {
const assetType = c.req.query('assetType');
const policies = await this.governanceService.getRetentionPolicies(assetType);
return c.json({
success: true,
data: policies
});
} catch (error) {
console.error('Error getting retention policies:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Apply retention policy
this.app.post('/retention/apply', async (c) => {
try {
const { assetId, policyId, requestedBy } = await c.req.json();
const result = await this.governanceService.applyRetentionPolicy(
assetId,
policyId,
requestedBy
);
return c.json({
success: true,
data: result
});
} catch (error) {
console.error('Error applying retention policy:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get governance metrics
this.app.get('/metrics', async (c) => {
try {
const timeRange = c.req.query('timeRange') || '30d';
const metrics = await this.governanceService.getGovernanceMetrics(timeRange);
return c.json({
success: true,
data: metrics
});
} catch (error) {
console.error('Error getting governance metrics:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
}
public getApp(): Hono {
return this.app;
}
}

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import { Hono } from 'hono';
export class HealthController {
private app: Hono;
constructor() {
this.app = new Hono();
this.setupRoutes();
}
private setupRoutes() {
// Basic health check
this.app.get('/', async (c) => {
return c.json({
service: 'data-catalog',
status: 'healthy',
timestamp: new Date().toISOString(),
version: process.env.SERVICE_VERSION || '1.0.0'
});
});
// Detailed health check
this.app.get('/detailed', async (c) => {
try {
const healthStatus = {
service: 'data-catalog',
status: 'healthy',
timestamp: new Date().toISOString(),
version: process.env.SERVICE_VERSION || '1.0.0',
uptime: process.uptime(),
memory: process.memoryUsage(),
dependencies: {
database: await this.checkDatabase(),
search: await this.checkSearchService(),
eventBus: await this.checkEventBus()
}
};
// Determine overall status based on dependencies
const hasUnhealthyDependencies = Object.values(healthStatus.dependencies)
.some(dep => dep.status !== 'healthy');
if (hasUnhealthyDependencies) {
healthStatus.status = 'degraded';
}
const statusCode = healthStatus.status === 'healthy' ? 200 : 503;
return c.json(healthStatus, statusCode);
} catch (error) {
console.error('Health check error:', error);
return c.json({
service: 'data-catalog',
status: 'unhealthy',
timestamp: new Date().toISOString(),
error: error instanceof Error ? error.message : 'Unknown error'
}, 503);
}
});
// Readiness check
this.app.get('/ready', async (c) => {
try {
// Check if service is ready to accept requests
const readyChecks = await Promise.all([
this.checkDatabase(),
this.checkSearchService()
]);
const isReady = readyChecks.every(check => check.status === 'healthy');
if (isReady) {
return c.json({
service: 'data-catalog',
ready: true,
timestamp: new Date().toISOString()
});
} else {
return c.json({
service: 'data-catalog',
ready: false,
timestamp: new Date().toISOString(),
checks: readyChecks
}, 503);
}
} catch (error) {
console.error('Readiness check error:', error);
return c.json({
service: 'data-catalog',
ready: false,
timestamp: new Date().toISOString(),
error: error instanceof Error ? error.message : 'Unknown error'
}, 503);
}
});
// Liveness check
this.app.get('/live', async (c) => {
return c.json({
service: 'data-catalog',
alive: true,
timestamp: new Date().toISOString()
});
});
}
private async checkDatabase(): Promise<{ name: string; status: string; responseTime?: number }> {
const start = Date.now();
try {
// Simulate database check
// In real implementation, this would ping the actual database
await new Promise(resolve => setTimeout(resolve, 10));
return {
name: 'database',
status: 'healthy',
responseTime: Date.now() - start
};
} catch (error) {
return {
name: 'database',
status: 'unhealthy',
responseTime: Date.now() - start
};
}
}
private async checkSearchService(): Promise<{ name: string; status: string; responseTime?: number }> {
const start = Date.now();
try {
// Simulate search service check
// In real implementation, this would check search index health
await new Promise(resolve => setTimeout(resolve, 5));
return {
name: 'search',
status: 'healthy',
responseTime: Date.now() - start
};
} catch (error) {
return {
name: 'search',
status: 'unhealthy',
responseTime: Date.now() - start
};
}
}
private async checkEventBus(): Promise<{ name: string; status: string; responseTime?: number }> {
const start = Date.now();
try {
// Simulate event bus check
// In real implementation, this would check message broker connectivity
await new Promise(resolve => setTimeout(resolve, 3));
return {
name: 'eventBus',
status: 'healthy',
responseTime: Date.now() - start
};
} catch (error) {
return {
name: 'eventBus',
status: 'unhealthy',
responseTime: Date.now() - start
};
}
}
public getApp(): Hono {
return this.app;
}
}

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import { Hono } from 'hono';
import { DataLineageService } from '../services/DataLineageService';
import { CreateLineageRequest, LineageQuery, ImpactAnalysisQuery } from '../types/DataCatalog';
export class LineageController {
private app: Hono;
private lineageService: DataLineageService;
constructor() {
this.app = new Hono();
this.lineageService = new DataLineageService();
this.setupRoutes();
}
private setupRoutes() {
// Create lineage relationship
this.app.post('/', async (c) => {
try {
const request: CreateLineageRequest = await c.req.json();
const lineage = await this.lineageService.createLineage(request);
return c.json({
success: true,
data: lineage
});
} catch (error) {
console.error('Error creating lineage:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get lineage for asset
this.app.get('/assets/:assetId', async (c) => {
try {
const assetId = c.req.param('assetId');
const direction = c.req.query('direction') as 'upstream' | 'downstream' | 'both';
const depth = c.req.query('depth') ? parseInt(c.req.query('depth')!) : undefined;
const lineage = await this.lineageService.getAssetLineage(assetId, {
direction: direction || 'both',
depth: depth || 10
});
return c.json({
success: true,
data: lineage
});
} catch (error) {
console.error('Error getting asset lineage:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get upstream dependencies
this.app.get('/assets/:assetId/upstream', async (c) => {
try {
const assetId = c.req.param('assetId');
const depth = c.req.query('depth') ? parseInt(c.req.query('depth')!) : 5;
const upstream = await this.lineageService.getUpstreamDependencies(assetId, depth);
return c.json({
success: true,
data: upstream
});
} catch (error) {
console.error('Error getting upstream dependencies:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get downstream dependencies
this.app.get('/assets/:assetId/downstream', async (c) => {
try {
const assetId = c.req.param('assetId');
const depth = c.req.query('depth') ? parseInt(c.req.query('depth')!) : 5;
const downstream = await this.lineageService.getDownstreamDependencies(assetId, depth);
return c.json({
success: true,
data: downstream
});
} catch (error) {
console.error('Error getting downstream dependencies:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Perform impact analysis
this.app.post('/impact-analysis', async (c) => {
try {
const query: ImpactAnalysisQuery = await c.req.json();
const analysis = await this.lineageService.performImpactAnalysis(query);
return c.json({
success: true,
data: analysis
});
} catch (error) {
console.error('Error performing impact analysis:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get lineage graph
this.app.get('/graph', async (c) => {
try {
const assetIds = c.req.query('assetIds')?.split(',') || [];
const depth = c.req.query('depth') ? parseInt(c.req.query('depth')!) : 3;
if (assetIds.length === 0) {
return c.json({
success: false,
error: 'Asset IDs are required'
}, 400);
}
const graph = await this.lineageService.getLineageGraph(assetIds, depth);
return c.json({
success: true,
data: graph
});
} catch (error) {
console.error('Error getting lineage graph:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Check for circular dependencies
this.app.get('/assets/:assetId/circular-check', async (c) => {
try {
const assetId = c.req.param('assetId');
const hasCycles = await this.lineageService.hasCircularDependencies(assetId);
return c.json({
success: true,
data: {
assetId,
hasCircularDependencies: hasCycles
}
});
} catch (error) {
console.error('Error checking circular dependencies:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Delete lineage relationship
this.app.delete('/:lineageId', async (c) => {
try {
const lineageId = c.req.param('lineageId');
await this.lineageService.deleteLineage(lineageId);
return c.json({
success: true,
message: 'Lineage relationship deleted successfully'
});
} catch (error) {
console.error('Error deleting lineage:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get lineage statistics
this.app.get('/stats', async (c) => {
try {
const stats = await this.lineageService.getLineageStatistics();
return c.json({
success: true,
data: stats
});
} catch (error) {
console.error('Error getting lineage statistics:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
}
public getApp(): Hono {
return this.app;
}
}

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import { Hono } from 'hono';
import { DataQualityService } from '../services/DataQualityService';
import {
QualityAssessmentRequest,
QualityRule,
QualityIssue,
QualityReportRequest
} from '../types/DataCatalog';
export class QualityController {
private app: Hono;
private qualityService: DataQualityService;
constructor() {
this.app = new Hono();
this.qualityService = new DataQualityService();
this.setupRoutes();
}
private setupRoutes() {
// Assess asset quality
this.app.post('/assess', async (c) => {
try {
const request: QualityAssessmentRequest = await c.req.json();
const assessment = await this.qualityService.assessQuality(request);
return c.json({
success: true,
data: assessment
});
} catch (error) {
console.error('Error assessing quality:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get quality assessment for asset
this.app.get('/assets/:assetId', async (c) => {
try {
const assetId = c.req.param('assetId');
const assessment = await this.qualityService.getQualityAssessment(assetId);
if (!assessment) {
return c.json({
success: false,
error: 'Quality assessment not found'
}, 404);
}
return c.json({
success: true,
data: assessment
});
} catch (error) {
console.error('Error getting quality assessment:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Create quality rule
this.app.post('/rules', async (c) => {
try {
const rule: Omit<QualityRule, 'id' | 'createdAt' | 'updatedAt'> = await c.req.json();
const createdRule = await this.qualityService.createQualityRule(rule);
return c.json({
success: true,
data: createdRule
});
} catch (error) {
console.error('Error creating quality rule:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get quality rules
this.app.get('/rules', async (c) => {
try {
const assetType = c.req.query('assetType');
const dimension = c.req.query('dimension');
const active = c.req.query('active') === 'true';
const filters: any = {};
if (assetType) filters.assetType = assetType;
if (dimension) filters.dimension = dimension;
if (active !== undefined) filters.active = active;
const rules = await this.qualityService.getQualityRules(filters);
return c.json({
success: true,
data: rules
});
} catch (error) {
console.error('Error getting quality rules:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Update quality rule
this.app.put('/rules/:ruleId', async (c) => {
try {
const ruleId = c.req.param('ruleId');
const updates: Partial<QualityRule> = await c.req.json();
const updatedRule = await this.qualityService.updateQualityRule(ruleId, updates);
return c.json({
success: true,
data: updatedRule
});
} catch (error) {
console.error('Error updating quality rule:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Delete quality rule
this.app.delete('/rules/:ruleId', async (c) => {
try {
const ruleId = c.req.param('ruleId');
await this.qualityService.deleteQualityRule(ruleId);
return c.json({
success: true,
message: 'Quality rule deleted successfully'
});
} catch (error) {
console.error('Error deleting quality rule:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Validate quality rules for asset
this.app.post('/validate/:assetId', async (c) => {
try {
const assetId = c.req.param('assetId');
const data = await c.req.json();
const validationResults = await this.qualityService.validateQualityRules(assetId, data);
return c.json({
success: true,
data: validationResults
});
} catch (error) {
console.error('Error validating quality rules:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Report quality issue
this.app.post('/issues', async (c) => {
try {
const issue: Omit<QualityIssue, 'id' | 'reportedAt' | 'updatedAt'> = await c.req.json();
const reportedIssue = await this.qualityService.reportQualityIssue(issue);
return c.json({
success: true,
data: reportedIssue
});
} catch (error) {
console.error('Error reporting quality issue:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get quality issues
this.app.get('/issues', async (c) => {
try {
const assetId = c.req.query('assetId');
const severity = c.req.query('severity');
const status = c.req.query('status');
const dimension = c.req.query('dimension');
const limit = c.req.query('limit') ? parseInt(c.req.query('limit')!) : 100;
const offset = c.req.query('offset') ? parseInt(c.req.query('offset')!) : 0;
const filters: any = {};
if (assetId) filters.assetId = assetId;
if (severity) filters.severity = severity;
if (status) filters.status = status;
if (dimension) filters.dimension = dimension;
const issues = await this.qualityService.getQualityIssues(filters, { limit, offset });
return c.json({
success: true,
data: issues
});
} catch (error) {
console.error('Error getting quality issues:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Resolve quality issue
this.app.patch('/issues/:issueId/resolve', async (c) => {
try {
const issueId = c.req.param('issueId');
const { resolution, resolvedBy } = await c.req.json();
const resolvedIssue = await this.qualityService.resolveQualityIssue(
issueId,
resolution,
resolvedBy
);
return c.json({
success: true,
data: resolvedIssue
});
} catch (error) {
console.error('Error resolving quality issue:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get quality trends
this.app.get('/trends', async (c) => {
try {
const assetId = c.req.query('assetId');
const dimension = c.req.query('dimension');
const timeRange = c.req.query('timeRange') || '30d';
const trends = await this.qualityService.getQualityTrends(
assetId,
dimension,
timeRange
);
return c.json({
success: true,
data: trends
});
} catch (error) {
console.error('Error getting quality trends:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Generate quality report
this.app.post('/reports', async (c) => {
try {
const request: QualityReportRequest = await c.req.json();
const report = await this.qualityService.generateQualityReport(request);
return c.json({
success: true,
data: report
});
} catch (error) {
console.error('Error generating quality report:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
// Get quality metrics summary
this.app.get('/metrics/summary', async (c) => {
try {
const assetIds = c.req.query('assetIds')?.split(',');
const timeRange = c.req.query('timeRange') || '7d';
const summary = await this.qualityService.getQualityMetricsSummary(
assetIds,
timeRange
);
return c.json({
success: true,
data: summary
});
} catch (error) {
console.error('Error getting quality metrics summary:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
}
public getApp(): Hono {
return this.app;
}
}

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import { Context } from 'hono';
import { Logger } from '@stock-bot/utils';
import { SearchService } from '../services/SearchService';
import { SearchQuery, SearchFilters } from '../types/DataCatalog';
export class SearchController {
constructor(
private searchService: SearchService,
private logger: Logger
) {}
async search(c: Context) {
try {
const queryParams = c.req.query();
const searchQuery: SearchQuery = {
text: queryParams.q || '',
offset: parseInt(queryParams.offset || '0'),
limit: parseInt(queryParams.limit || '20'),
sortBy: queryParams.sortBy,
sortOrder: queryParams.sortOrder as 'asc' | 'desc',
userId: queryParams.userId
};
// Parse filters
const filters: SearchFilters = {};
if (queryParams.types) {
filters.types = Array.isArray(queryParams.types) ? queryParams.types : [queryParams.types];
}
if (queryParams.classifications) {
filters.classifications = Array.isArray(queryParams.classifications) ? queryParams.classifications : [queryParams.classifications];
}
if (queryParams.owners) {
filters.owners = Array.isArray(queryParams.owners) ? queryParams.owners : [queryParams.owners];
}
if (queryParams.tags) {
filters.tags = Array.isArray(queryParams.tags) ? queryParams.tags : [queryParams.tags];
}
if (queryParams.createdAfter) {
filters.createdAfter = new Date(queryParams.createdAfter);
}
if (queryParams.createdBefore) {
filters.createdBefore = new Date(queryParams.createdBefore);
}
if (Object.keys(filters).length > 0) {
searchQuery.filters = filters;
}
const result = await this.searchService.search(searchQuery);
this.logger.info('Search API call completed', {
query: searchQuery.text,
resultCount: result.total,
searchTime: result.searchTime
});
return c.json(result);
} catch (error) {
this.logger.error('Search API call failed', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async suggest(c: Context) {
try {
const partial = c.req.query('q');
if (!partial || partial.length < 2) {
return c.json({ suggestions: [] });
}
const suggestions = await this.searchService.suggest(partial);
return c.json({ suggestions });
} catch (error) {
this.logger.error('Suggestion API call failed', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async searchByFacets(c: Context) {
try {
const facets = await c.req.json();
if (!facets || typeof facets !== 'object') {
return c.json({ error: 'Facets object is required' }, 400);
}
const assets = await this.searchService.searchByFacets(facets);
return c.json({
assets,
total: assets.length,
facets
});
} catch (error) {
this.logger.error('Facet search API call failed', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async searchSimilar(c: Context) {
try {
const assetId = c.req.param('id');
const limit = parseInt(c.req.query('limit') || '10');
if (!assetId) {
return c.json({ error: 'Asset ID is required' }, 400);
}
const similarAssets = await this.searchService.searchSimilar(assetId, limit);
return c.json({
assetId,
similarAssets,
total: similarAssets.length
});
} catch (error) {
this.logger.error('Similar search API call failed', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async getPopularSearches(c: Context) {
try {
const limit = parseInt(c.req.query('limit') || '10');
const popularSearches = await this.searchService.getPopularSearches(limit);
return c.json({
searches: popularSearches,
total: popularSearches.length
});
} catch (error) {
this.logger.error('Popular searches API call failed', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async getRecentSearches(c: Context) {
try {
const userId = c.req.param('userId');
const limit = parseInt(c.req.query('limit') || '10');
if (!userId) {
return c.json({ error: 'User ID is required' }, 400);
}
const recentSearches = await this.searchService.getRecentSearches(userId, limit);
return c.json({
userId,
searches: recentSearches,
total: recentSearches.length
});
} catch (error) {
this.logger.error('Recent searches API call failed', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async reindexAssets(c: Context) {
try {
await this.searchService.reindexAll();
this.logger.info('Search index rebuilt via API');
return c.json({ message: 'Search index rebuilt successfully' });
} catch (error) {
this.logger.error('Reindex API call failed', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async getSearchAnalytics(c: Context) {
try {
const timeframe = c.req.query('timeframe') || 'week';
const analytics = await this.searchService.getSearchAnalytics(timeframe);
return c.json({
timeframe,
analytics
});
} catch (error) {
this.logger.error('Search analytics API call failed', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async advancedSearch(c: Context) {
try {
const searchRequest = await c.req.json();
if (!searchRequest) {
return c.json({ error: 'Search request is required' }, 400);
}
// Build advanced search query
const searchQuery: SearchQuery = {
text: searchRequest.query || '',
offset: searchRequest.offset || 0,
limit: searchRequest.limit || 20,
sortBy: searchRequest.sortBy,
sortOrder: searchRequest.sortOrder,
userId: searchRequest.userId,
filters: searchRequest.filters
};
const result = await this.searchService.search(searchQuery);
// If no results and query is complex, try to suggest simpler alternatives
if (result.total === 0 && searchQuery.text && searchQuery.text.split(' ').length > 2) {
const simpleQuery = searchQuery.text.split(' ')[0];
const simpleResult = await this.searchService.search({
...searchQuery,
text: simpleQuery
});
if (simpleResult.total > 0) {
result.suggestions = [`Try searching for "${simpleQuery}"`];
}
}
this.logger.info('Advanced search API call completed', {
query: searchQuery.text,
resultCount: result.total,
searchTime: result.searchTime
});
return c.json(result);
} catch (error) {
this.logger.error('Advanced search API call failed', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async exportSearchResults(c: Context) {
try {
const queryParams = c.req.query();
const format = queryParams.format || 'json';
if (format !== 'json' && format !== 'csv') {
return c.json({ error: 'Unsupported export format. Use json or csv' }, 400);
}
// Perform search with maximum results
const searchQuery: SearchQuery = {
text: queryParams.q || '',
offset: 0,
limit: 10000, // Large limit for export
sortBy: queryParams.sortBy,
sortOrder: queryParams.sortOrder as 'asc' | 'desc'
};
const result = await this.searchService.search(searchQuery);
if (format === 'csv') {
const csv = this.convertToCSV(result.assets);
c.header('Content-Type', 'text/csv');
c.header('Content-Disposition', 'attachment; filename="search-results.csv"');
return c.text(csv);
} else {
c.header('Content-Type', 'application/json');
c.header('Content-Disposition', 'attachment; filename="search-results.json"');
return c.json(result);
}
} catch (error) {
this.logger.error('Export search results API call failed', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
async getSearchStatistics(c: Context) {
try {
const timeframe = c.req.query('timeframe') || 'week';
const analytics = await this.searchService.getSearchAnalytics(timeframe);
const statistics = {
searchVolume: analytics.totalSearches,
uniqueQueries: analytics.uniqueQueries,
averageResultsPerSearch: Math.round(analytics.averageResults),
noResultQueriesPercent: analytics.totalSearches > 0
? Math.round((analytics.noResultQueries / analytics.totalSearches) * 100)
: 0,
topSearchTerms: analytics.topQueries.slice(0, 5),
searchTrend: analytics.searchTrend.trend,
facetUsage: analytics.facetUsage
};
return c.json({
timeframe,
statistics
});
} catch (error) {
this.logger.error('Search statistics API call failed', { error });
return c.json({ error: 'Internal server error' }, 500);
}
}
// Helper method to convert assets to CSV format
private convertToCSV(assets: any[]): string {
if (assets.length === 0) {
return 'No results found';
}
const headers = [
'ID', 'Name', 'Type', 'Description', 'Owner', 'Classification',
'Tags', 'Created At', 'Updated At', 'Last Accessed'
];
const csvRows = [headers.join(',')];
for (const asset of assets) {
const row = [
asset.id,
`"${asset.name.replace(/"/g, '""')}"`,
asset.type,
`"${asset.description.replace(/"/g, '""')}"`,
asset.owner,
asset.classification,
`"${asset.tags.join('; ')}"`,
asset.createdAt.toISOString(),
asset.updatedAt.toISOString(),
asset.lastAccessed ? asset.lastAccessed.toISOString() : ''
];
csvRows.push(row.join(','));
}
return csvRows.join('\n');
}
}

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import { Hono } from 'hono';
import { cors } from 'hono/cors';
import { logger } from 'hono/logger';
import { prettyJSON } from 'hono/pretty-json';
import { serve } from '@hono/node-server';
// Import controllers
import { DataCatalogController } from './controllers/DataCatalogController';
import { SearchController } from './controllers/SearchController';
import { LineageController } from './controllers/LineageController';
import { QualityController } from './controllers/QualityController';
import { GovernanceController } from './controllers/GovernanceController';
import { HealthController } from './controllers/HealthController';
// Create main application
const app = new Hono();
// Add middleware
app.use('*', cors({
origin: ['http://localhost:3000', 'http://localhost:4000', 'http://localhost:5173'],
allowMethods: ['GET', 'POST', 'PUT', 'DELETE', 'PATCH', 'OPTIONS'],
allowHeaders: ['Content-Type', 'Authorization', 'X-Requested-With'],
credentials: true
}));
app.use('*', logger());
app.use('*', prettyJSON());
// Initialize controllers
const dataCatalogController = new DataCatalogController();
const searchController = new SearchController();
const lineageController = new LineageController();
const qualityController = new QualityController();
const governanceController = new GovernanceController();
const healthController = new HealthController();
// Setup routes
app.route('/api/v1/assets', dataCatalogController.getApp());
app.route('/api/v1/search', searchController.getApp());
app.route('/api/v1/lineage', lineageController.getApp());
app.route('/api/v1/quality', qualityController.getApp());
app.route('/api/v1/governance', governanceController.getApp());
app.route('/health', healthController.getApp());
// Root endpoint
app.get('/', (c) => {
return c.json({
service: 'Data Catalog Service',
version: '1.0.0',
description: 'Comprehensive data catalog and governance service for stock-bot data platform',
endpoints: {
assets: '/api/v1/assets',
search: '/api/v1/search',
lineage: '/api/v1/lineage',
quality: '/api/v1/quality',
governance: '/api/v1/governance',
health: '/health'
},
documentation: '/api/v1/docs'
});
});
// API documentation endpoint
app.get('/api/v1/docs', (c) => {
return c.json({
title: 'Data Catalog Service API',
version: '1.0.0',
description: 'RESTful API for data catalog, lineage, quality, and governance operations',
endpoints: {
assets: {
description: 'Data asset management',
methods: {
'GET /api/v1/assets': 'List assets with filtering and pagination',
'POST /api/v1/assets': 'Create new data asset',
'GET /api/v1/assets/:id': 'Get asset by ID',
'PUT /api/v1/assets/:id': 'Update asset',
'DELETE /api/v1/assets/:id': 'Delete asset',
'GET /api/v1/assets/:id/schema': 'Get asset schema',
'PUT /api/v1/assets/:id/schema': 'Update asset schema',
'GET /api/v1/assets/:id/usage': 'Get asset usage analytics',
'POST /api/v1/assets/:id/usage': 'Record asset usage'
}
},
search: {
description: 'Data discovery and search',
methods: {
'GET /api/v1/search': 'Search assets with full-text and faceted search',
'GET /api/v1/search/suggest': 'Get search suggestions',
'GET /api/v1/search/facets': 'Get available search facets',
'GET /api/v1/search/similar/:id': 'Find similar assets',
'GET /api/v1/search/trending': 'Get trending searches',
'POST /api/v1/search/export': 'Export search results'
}
},
lineage: {
description: 'Data lineage and impact analysis',
methods: {
'POST /api/v1/lineage': 'Create lineage relationship',
'GET /api/v1/lineage/assets/:assetId': 'Get asset lineage',
'GET /api/v1/lineage/assets/:assetId/upstream': 'Get upstream dependencies',
'GET /api/v1/lineage/assets/:assetId/downstream': 'Get downstream dependencies',
'POST /api/v1/lineage/impact-analysis': 'Perform impact analysis',
'GET /api/v1/lineage/graph': 'Get lineage graph visualization',
'GET /api/v1/lineage/assets/:assetId/circular-check': 'Check for circular dependencies',
'DELETE /api/v1/lineage/:lineageId': 'Delete lineage relationship',
'GET /api/v1/lineage/stats': 'Get lineage statistics'
}
},
quality: {
description: 'Data quality assessment and monitoring',
methods: {
'POST /api/v1/quality/assess': 'Assess data quality',
'GET /api/v1/quality/assets/:assetId': 'Get quality assessment',
'POST /api/v1/quality/rules': 'Create quality rule',
'GET /api/v1/quality/rules': 'Get quality rules',
'PUT /api/v1/quality/rules/:ruleId': 'Update quality rule',
'DELETE /api/v1/quality/rules/:ruleId': 'Delete quality rule',
'POST /api/v1/quality/validate/:assetId': 'Validate quality rules',
'POST /api/v1/quality/issues': 'Report quality issue',
'GET /api/v1/quality/issues': 'Get quality issues',
'PATCH /api/v1/quality/issues/:issueId/resolve': 'Resolve quality issue',
'GET /api/v1/quality/trends': 'Get quality trends',
'POST /api/v1/quality/reports': 'Generate quality report',
'GET /api/v1/quality/metrics/summary': 'Get quality metrics summary'
}
},
governance: {
description: 'Data governance and compliance',
methods: {
'POST /api/v1/governance/policies': 'Create governance policy',
'GET /api/v1/governance/policies': 'Get governance policies',
'PUT /api/v1/governance/policies/:policyId': 'Update governance policy',
'DELETE /api/v1/governance/policies/:policyId': 'Delete governance policy',
'POST /api/v1/governance/policies/:policyId/apply/:assetId': 'Apply policy to asset',
'POST /api/v1/governance/compliance/check': 'Check compliance',
'GET /api/v1/governance/compliance/violations': 'Get compliance violations',
'POST /api/v1/governance/access/request': 'Request data access',
'PATCH /api/v1/governance/access/:requestId': 'Review access request',
'POST /api/v1/governance/access/check': 'Check access authorization',
'POST /api/v1/governance/privacy/subject-request': 'Handle data subject request',
'POST /api/v1/governance/privacy/anonymize/:assetId': 'Anonymize asset data',
'GET /api/v1/governance/audit/logs': 'Get audit logs',
'POST /api/v1/governance/audit/log': 'Log access event',
'GET /api/v1/governance/retention/policies': 'Get retention policies',
'POST /api/v1/governance/retention/apply': 'Apply retention policy',
'GET /api/v1/governance/metrics': 'Get governance metrics'
}
},
health: {
description: 'Service health monitoring',
methods: {
'GET /health': 'Basic health check',
'GET /health/detailed': 'Detailed health check with dependencies',
'GET /health/ready': 'Readiness check',
'GET /health/live': 'Liveness check'
}
}
}
});
});
// 404 handler
app.notFound((c) => {
return c.json({
success: false,
error: 'Endpoint not found',
availableEndpoints: [
'/api/v1/assets',
'/api/v1/search',
'/api/v1/lineage',
'/api/v1/quality',
'/api/v1/governance',
'/health'
]
}, 404);
});
// Error handler
app.onError((err, c) => {
console.error('Application error:', err);
return c.json({
success: false,
error: 'Internal server error',
message: process.env.NODE_ENV === 'development' ? err.message : 'Something went wrong'
}, 500);
});
// Start server
const port = parseInt(process.env.PORT || '3003');
console.log(`🚀 Data Catalog Service starting on port ${port}`);
console.log(`📚 API Documentation available at http://localhost:${port}/api/v1/docs`);
console.log(`❤️ Health endpoint available at http://localhost:${port}/health`);
serve({
fetch: app.fetch,
port: port
});
export default app;

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import { EventBus } from '@stock-bot/event-bus';
import { Logger } from '@stock-bot/utils';
import {
DataAsset,
CreateDataAssetRequest,
UpdateDataAssetRequest,
DataAssetType,
DataClassification
} from '../types/DataCatalog';
export interface DataCatalogService {
createAsset(request: CreateDataAssetRequest): Promise<DataAsset>;
getAsset(id: string): Promise<DataAsset | null>;
updateAsset(id: string, request: UpdateDataAssetRequest): Promise<DataAsset | null>;
deleteAsset(id: string): Promise<void>;
listAssets(filters?: Record<string, any>): Promise<DataAsset[]>;
searchAssets(query: string, filters?: Record<string, any>): Promise<DataAsset[]>;
getAssetsByOwner(owner: string): Promise<DataAsset[]>;
getAssetsByType(type: DataAssetType): Promise<DataAsset[]>;
getAssetsByClassification(classification: DataClassification): Promise<DataAsset[]>;
getAssetsByTags(tags: string[]): Promise<DataAsset[]>;
}
export class DataCatalogServiceImpl implements DataCatalogService {
private assets: Map<string, DataAsset> = new Map();
constructor(
private eventBus: EventBus,
private logger: Logger
) {}
async createAsset(request: CreateDataAssetRequest): Promise<DataAsset> {
try {
const asset: DataAsset = {
id: this.generateId(),
name: request.name,
type: request.type,
description: request.description,
owner: request.owner,
steward: request.steward,
tags: request.tags || [],
classification: request.classification,
schema: request.schema,
location: request.location,
metadata: {
customProperties: {},
...request.metadata
},
lineage: {
id: this.generateId(),
assetId: '',
upstreamAssets: [],
downstreamAssets: [],
transformations: [],
impact: {
downstreamAssets: [],
affectedUsers: [],
estimatedImpact: 'low',
impactDescription: '',
recommendations: []
},
createdAt: new Date(),
updatedAt: new Date()
},
quality: {
id: this.generateId(),
assetId: '',
overallScore: 100,
dimensions: [],
rules: [],
issues: [],
trend: {
timeframe: 'week',
dataPoints: [],
trend: 'stable',
changeRate: 0
},
lastAssessment: new Date()
},
usage: {
id: this.generateId(),
assetId: '',
accessCount: 0,
uniqueUsers: 0,
lastAccessed: new Date(),
topUsers: [],
accessPatterns: [],
popularQueries: [],
usageTrend: {
timeframe: 'week',
dataPoints: [],
trend: 'stable',
changeRate: 0
}
},
governance: request.governance || {
id: this.generateId(),
assetId: '',
policies: [],
compliance: [],
retention: {
retentionPeriod: 365,
retentionReason: 'Business requirement',
legalHold: false
},
access: {
defaultAccess: 'none',
roles: [],
users: []
},
privacy: {
containsPII: false,
sensitiveFields: [],
anonymizationRules: [],
consentRequired: false,
dataSubjectRights: []
},
audit: []
},
createdAt: new Date(),
updatedAt: new Date()
};
// Set correct asset IDs in nested objects
asset.lineage.assetId = asset.id;
asset.quality.assetId = asset.id;
asset.usage.assetId = asset.id;
asset.governance.assetId = asset.id;
this.assets.set(asset.id, asset);
this.logger.info('Data asset created', { assetId: asset.id, name: asset.name });
await this.eventBus.emit('data.asset.created', {
assetId: asset.id,
asset,
timestamp: new Date()
});
return asset;
} catch (error) {
this.logger.error('Failed to create data asset', { request, error });
throw error;
}
}
async getAsset(id: string): Promise<DataAsset | null> {
try {
const asset = this.assets.get(id);
if (asset) {
// Update last accessed time
asset.lastAccessed = new Date();
asset.usage.lastAccessed = new Date();
asset.usage.accessCount++;
await this.eventBus.emit('data.asset.accessed', {
assetId: id,
timestamp: new Date()
});
}
return asset || null;
} catch (error) {
this.logger.error('Failed to get data asset', { assetId: id, error });
throw error;
}
}
async updateAsset(id: string, request: UpdateDataAssetRequest): Promise<DataAsset | null> {
try {
const asset = this.assets.get(id);
if (!asset) {
return null;
}
// Update only provided fields
if (request.name !== undefined) asset.name = request.name;
if (request.description !== undefined) asset.description = request.description;
if (request.owner !== undefined) asset.owner = request.owner;
if (request.steward !== undefined) asset.steward = request.steward;
if (request.tags !== undefined) asset.tags = request.tags;
if (request.classification !== undefined) asset.classification = request.classification;
if (request.schema !== undefined) asset.schema = request.schema;
if (request.metadata !== undefined) {
asset.metadata = { ...asset.metadata, ...request.metadata };
}
asset.updatedAt = new Date();
this.assets.set(id, asset);
this.logger.info('Data asset updated', { assetId: id, changes: request });
await this.eventBus.emit('data.asset.updated', {
assetId: id,
asset,
changes: request,
timestamp: new Date()
});
return asset;
} catch (error) {
this.logger.error('Failed to update data asset', { assetId: id, request, error });
throw error;
}
}
async deleteAsset(id: string): Promise<void> {
try {
const asset = this.assets.get(id);
if (!asset) {
throw new Error(`Asset with id ${id} not found`);
}
this.assets.delete(id);
this.logger.info('Data asset deleted', { assetId: id });
await this.eventBus.emit('data.asset.deleted', {
assetId: id,
asset,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to delete data asset', { assetId: id, error });
throw error;
}
}
async listAssets(filters?: Record<string, any>): Promise<DataAsset[]> {
try {
let assets = Array.from(this.assets.values());
if (filters) {
assets = assets.filter(asset => {
return Object.entries(filters).every(([key, value]) => {
if (key === 'type') return asset.type === value;
if (key === 'owner') return asset.owner === value;
if (key === 'classification') return asset.classification === value;
if (key === 'tags') return Array.isArray(value) ?
value.some(tag => asset.tags.includes(tag)) :
asset.tags.includes(value);
return true;
});
});
}
return assets;
} catch (error) {
this.logger.error('Failed to list data assets', { filters, error });
throw error;
}
}
async searchAssets(query: string, filters?: Record<string, any>): Promise<DataAsset[]> {
try {
let assets = Array.from(this.assets.values());
// Simple text search in name, description, and tags
const searchTerm = query.toLowerCase();
assets = assets.filter(asset =>
asset.name.toLowerCase().includes(searchTerm) ||
asset.description.toLowerCase().includes(searchTerm) ||
asset.tags.some(tag => tag.toLowerCase().includes(searchTerm))
);
// Apply additional filters
if (filters) {
assets = assets.filter(asset => {
return Object.entries(filters).every(([key, value]) => {
if (key === 'type') return asset.type === value;
if (key === 'owner') return asset.owner === value;
if (key === 'classification') return asset.classification === value;
return true;
});
});
}
this.logger.info('Asset search completed', {
query,
filters,
resultCount: assets.length
});
return assets;
} catch (error) {
this.logger.error('Failed to search data assets', { query, filters, error });
throw error;
}
}
async getAssetsByOwner(owner: string): Promise<DataAsset[]> {
return this.listAssets({ owner });
}
async getAssetsByType(type: DataAssetType): Promise<DataAsset[]> {
return this.listAssets({ type });
}
async getAssetsByClassification(classification: DataClassification): Promise<DataAsset[]> {
return this.listAssets({ classification });
}
async getAssetsByTags(tags: string[]): Promise<DataAsset[]> {
return this.listAssets({ tags });
}
private generateId(): string {
return `asset_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
}
}

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@ -0,0 +1,764 @@
import { EventBus } from '@stock-bot/event-bus';
import { Logger } from '@stock-bot/utils';
import {
DataGovernance,
GovernancePolicy,
ComplianceCheck,
RetentionPolicy,
AccessControl,
PrivacySettings,
AuditEntry,
DataAsset,
GovernancePolicyType,
ComplianceStatus,
DataClassification
} from '../types/DataCatalog';
export interface DataGovernanceService {
createPolicy(policy: Omit<GovernancePolicy, 'id' | 'createdAt' | 'updatedAt'>): Promise<GovernancePolicy>;
updatePolicy(policyId: string, updates: Partial<GovernancePolicy>): Promise<GovernancePolicy | null>;
deletePolicy(policyId: string): Promise<void>;
getPolicy(policyId: string): Promise<GovernancePolicy | null>;
listPolicies(filters?: Record<string, any>): Promise<GovernancePolicy[]>;
applyPolicy(assetId: string, policyId: string): Promise<void>;
removePolicy(assetId: string, policyId: string): Promise<void>;
checkCompliance(assetId: string): Promise<ComplianceCheck[]>;
updateRetentionPolicy(assetId: string, retention: RetentionPolicy): Promise<void>;
updateAccessControl(assetId: string, access: AccessControl): Promise<void>;
updatePrivacySettings(assetId: string, privacy: PrivacySettings): Promise<void>;
auditAccess(assetId: string, userId: string, action: string, details?: any): Promise<void>;
getAuditTrail(assetId: string, filters?: Record<string, any>): Promise<AuditEntry[]>;
generateComplianceReport(assetIds: string[]): Promise<any>;
validateDataAccess(assetId: string, userId: string, action: string): Promise<boolean>;
anonymizeData(assetId: string, options?: any): Promise<void>;
handleDataSubjectRequest(assetId: string, request: any): Promise<any>;
}
export class DataGovernanceServiceImpl implements DataGovernanceService {
private policies: Map<string, GovernancePolicy> = new Map();
private governance: Map<string, DataGovernance> = new Map();
private assets: Map<string, DataAsset> = new Map();
constructor(
private eventBus: EventBus,
private logger: Logger
) {
this.initializeDefaultPolicies();
}
async createPolicy(policy: Omit<GovernancePolicy, 'id' | 'createdAt' | 'updatedAt'>): Promise<GovernancePolicy> {
try {
const fullPolicy: GovernancePolicy = {
...policy,
id: this.generateId(),
createdAt: new Date(),
updatedAt: new Date()
};
this.policies.set(fullPolicy.id, fullPolicy);
this.logger.info('Governance policy created', {
policyId: fullPolicy.id,
name: fullPolicy.name,
type: fullPolicy.type
});
await this.eventBus.emit('data.governance.policy.created', {
policy: fullPolicy,
timestamp: new Date()
});
return fullPolicy;
} catch (error) {
this.logger.error('Failed to create governance policy', { policy, error });
throw error;
}
}
async updatePolicy(policyId: string, updates: Partial<GovernancePolicy>): Promise<GovernancePolicy | null> {
try {
const policy = this.policies.get(policyId);
if (!policy) {
return null;
}
const updatedPolicy: GovernancePolicy = {
...policy,
...updates,
updatedAt: new Date()
};
this.policies.set(policyId, updatedPolicy);
this.logger.info('Governance policy updated', { policyId, changes: updates });
await this.eventBus.emit('data.governance.policy.updated', {
policy: updatedPolicy,
changes: updates,
timestamp: new Date()
});
return updatedPolicy;
} catch (error) {
this.logger.error('Failed to update governance policy', { policyId, updates, error });
throw error;
}
}
async deletePolicy(policyId: string): Promise<void> {
try {
const policy = this.policies.get(policyId);
if (!policy) {
throw new Error(`Policy with id ${policyId} not found`);
}
this.policies.delete(policyId);
// Remove policy from all assets
for (const [assetId, governance] of this.governance) {
governance.policies = governance.policies.filter(p => p.id !== policyId);
this.governance.set(assetId, governance);
}
this.logger.info('Governance policy deleted', { policyId });
await this.eventBus.emit('data.governance.policy.deleted', {
policyId,
policy,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to delete governance policy', { policyId, error });
throw error;
}
}
async getPolicy(policyId: string): Promise<GovernancePolicy | null> {
try {
return this.policies.get(policyId) || null;
} catch (error) {
this.logger.error('Failed to get governance policy', { policyId, error });
throw error;
}
}
async listPolicies(filters?: Record<string, any>): Promise<GovernancePolicy[]> {
try {
let policies = Array.from(this.policies.values());
if (filters) {
policies = policies.filter(policy => {
return Object.entries(filters).every(([key, value]) => {
if (key === 'type') return policy.type === value;
if (key === 'active') return policy.active === value;
if (key === 'classification') return policy.applicableClassifications?.includes(value);
return true;
});
});
}
return policies;
} catch (error) {
this.logger.error('Failed to list governance policies', { filters, error });
throw error;
}
}
async applyPolicy(assetId: string, policyId: string): Promise<void> {
try {
const policy = this.policies.get(policyId);
if (!policy) {
throw new Error(`Policy with id ${policyId} not found`);
}
let governance = this.governance.get(assetId);
if (!governance) {
governance = this.createEmptyGovernance(assetId);
}
// Check if policy is already applied
if (!governance.policies.find(p => p.id === policyId)) {
governance.policies.push(policy);
this.governance.set(assetId, governance);
// Perform compliance check after applying policy
await this.checkCompliance(assetId);
this.logger.info('Policy applied to asset', { assetId, policyId });
await this.eventBus.emit('data.governance.policy.applied', {
assetId,
policyId,
timestamp: new Date()
});
}
} catch (error) {
this.logger.error('Failed to apply policy to asset', { assetId, policyId, error });
throw error;
}
}
async removePolicy(assetId: string, policyId: string): Promise<void> {
try {
const governance = this.governance.get(assetId);
if (!governance) {
throw new Error(`Governance not found for asset ${assetId}`);
}
governance.policies = governance.policies.filter(p => p.id !== policyId);
this.governance.set(assetId, governance);
this.logger.info('Policy removed from asset', { assetId, policyId });
await this.eventBus.emit('data.governance.policy.removed', {
assetId,
policyId,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to remove policy from asset', { assetId, policyId, error });
throw error;
}
}
async checkCompliance(assetId: string): Promise<ComplianceCheck[]> {
try {
const governance = this.governance.get(assetId);
const asset = this.assets.get(assetId);
if (!governance || !asset) {
return [];
}
const complianceChecks: ComplianceCheck[] = [];
for (const policy of governance.policies) {
if (!policy.active) continue;
const check = await this.performComplianceCheck(asset, policy);
complianceChecks.push(check);
}
// Update governance with compliance results
governance.compliance = complianceChecks;
this.governance.set(assetId, governance);
// Log compliance issues
const failedChecks = complianceChecks.filter(check => check.status === 'failed');
if (failedChecks.length > 0) {
this.logger.warn('Compliance violations detected', {
assetId,
violationCount: failedChecks.length
});
await this.eventBus.emit('data.governance.compliance.violation', {
assetId,
violations: failedChecks,
timestamp: new Date()
});
}
return complianceChecks;
} catch (error) {
this.logger.error('Failed to check compliance', { assetId, error });
throw error;
}
}
async updateRetentionPolicy(assetId: string, retention: RetentionPolicy): Promise<void> {
try {
let governance = this.governance.get(assetId);
if (!governance) {
governance = this.createEmptyGovernance(assetId);
}
governance.retention = retention;
this.governance.set(assetId, governance);
this.logger.info('Retention policy updated', { assetId, retentionPeriod: retention.retentionPeriod });
await this.eventBus.emit('data.governance.retention.updated', {
assetId,
retention,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to update retention policy', { assetId, retention, error });
throw error;
}
}
async updateAccessControl(assetId: string, access: AccessControl): Promise<void> {
try {
let governance = this.governance.get(assetId);
if (!governance) {
governance = this.createEmptyGovernance(assetId);
}
governance.access = access;
this.governance.set(assetId, governance);
this.logger.info('Access control updated', { assetId, defaultAccess: access.defaultAccess });
await this.eventBus.emit('data.governance.access.updated', {
assetId,
access,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to update access control', { assetId, access, error });
throw error;
}
}
async updatePrivacySettings(assetId: string, privacy: PrivacySettings): Promise<void> {
try {
let governance = this.governance.get(assetId);
if (!governance) {
governance = this.createEmptyGovernance(assetId);
}
governance.privacy = privacy;
this.governance.set(assetId, governance);
this.logger.info('Privacy settings updated', {
assetId,
containsPII: privacy.containsPII,
consentRequired: privacy.consentRequired
});
await this.eventBus.emit('data.governance.privacy.updated', {
assetId,
privacy,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to update privacy settings', { assetId, privacy, error });
throw error;
}
}
async auditAccess(assetId: string, userId: string, action: string, details?: any): Promise<void> {
try {
let governance = this.governance.get(assetId);
if (!governance) {
governance = this.createEmptyGovernance(assetId);
}
const auditEntry: AuditEntry = {
id: this.generateId(),
userId,
action,
timestamp: new Date(),
ipAddress: details?.ipAddress,
userAgent: details?.userAgent,
details
};
governance.audit.push(auditEntry);
this.governance.set(assetId, governance);
this.logger.info('Access audited', { assetId, userId, action });
await this.eventBus.emit('data.governance.access.audited', {
assetId,
auditEntry,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to audit access', { assetId, userId, action, error });
throw error;
}
}
async getAuditTrail(assetId: string, filters?: Record<string, any>): Promise<AuditEntry[]> {
try {
const governance = this.governance.get(assetId);
if (!governance) {
return [];
}
let auditEntries = governance.audit;
if (filters) {
auditEntries = auditEntries.filter(entry => {
return Object.entries(filters).every(([key, value]) => {
if (key === 'userId') return entry.userId === value;
if (key === 'action') return entry.action === value;
if (key === 'fromDate') return entry.timestamp >= new Date(value);
if (key === 'toDate') return entry.timestamp <= new Date(value);
return true;
});
});
}
return auditEntries.sort((a, b) => b.timestamp.getTime() - a.timestamp.getTime());
} catch (error) {
this.logger.error('Failed to get audit trail', { assetId, filters, error });
throw error;
}
}
async generateComplianceReport(assetIds: string[]): Promise<any> {
try {
const reportData = {
summary: {
totalAssets: assetIds.length,
compliantAssets: 0,
nonCompliantAssets: 0,
violationCount: 0,
reportDate: new Date()
},
assetCompliance: [] as any[],
policyViolations: [] as any[],
recommendations: [] as string[]
};
let totalViolations = 0;
for (const assetId of assetIds) {
const governance = this.governance.get(assetId);
const asset = this.assets.get(assetId);
if (governance && asset) {
const complianceChecks = await this.checkCompliance(assetId);
const violations = complianceChecks.filter(check => check.status === 'failed');
const isCompliant = violations.length === 0;
if (isCompliant) {
reportData.summary.compliantAssets++;
} else {
reportData.summary.nonCompliantAssets++;
}
totalViolations += violations.length;
reportData.assetCompliance.push({
assetId,
assetName: asset.name,
classification: asset.classification,
compliant: isCompliant,
violationCount: violations.length,
policiesApplied: governance.policies.length,
lastChecked: new Date()
});
// Add violations to report
violations.forEach(violation => {
reportData.policyViolations.push({
assetId,
assetName: asset.name,
policyName: violation.policyName,
violation: violation.details,
severity: violation.severity || 'medium',
checkedAt: violation.checkedAt
});
});
}
}
reportData.summary.violationCount = totalViolations;
// Generate recommendations
reportData.recommendations = this.generateComplianceRecommendations(reportData);
this.logger.info('Compliance report generated', {
totalAssets: assetIds.length,
compliantAssets: reportData.summary.compliantAssets,
violationCount: totalViolations
});
return reportData;
} catch (error) {
this.logger.error('Failed to generate compliance report', { assetIds, error });
throw error;
}
}
async validateDataAccess(assetId: string, userId: string, action: string): Promise<boolean> {
try {
const governance = this.governance.get(assetId);
const asset = this.assets.get(assetId);
if (!governance || !asset) {
return false;
}
// Check default access
if (governance.access.defaultAccess === 'none') {
// Must have explicit permission
const hasUserAccess = governance.access.users.some(user =>
user.userId === userId && user.permissions.includes(action)
);
const hasRoleAccess = governance.access.roles.some(role =>
role.permissions.includes(action) // Simplified - would check user roles
);
return hasUserAccess || hasRoleAccess;
}
// Check if explicitly denied
const isDenied = governance.access.users.some(user =>
user.userId === userId && user.permissions.includes(`deny:${action}`)
);
if (isDenied) {
return false;
}
// Check classification-based access
if (asset.classification === 'restricted' || asset.classification === 'confidential') {
// Require explicit permission for sensitive data
const hasPermission = governance.access.users.some(user =>
user.userId === userId && user.permissions.includes(action)
);
return hasPermission;
}
return true; // Default allow for non-sensitive data
} catch (error) {
this.logger.error('Failed to validate data access', { assetId, userId, action, error });
return false;
}
}
async anonymizeData(assetId: string, options?: any): Promise<void> {
try {
const governance = this.governance.get(assetId);
if (!governance || !governance.privacy.containsPII) {
return;
}
// Apply anonymization rules
for (const rule of governance.privacy.anonymizationRules) {
await this.applyAnonymizationRule(assetId, rule, options);
}
this.logger.info('Data anonymization completed', { assetId });
await this.eventBus.emit('data.governance.anonymization.completed', {
assetId,
options,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to anonymize data', { assetId, options, error });
throw error;
}
}
async handleDataSubjectRequest(assetId: string, request: any): Promise<any> {
try {
const governance = this.governance.get(assetId);
const asset = this.assets.get(assetId);
if (!governance || !asset) {
throw new Error(`Asset or governance not found for ${assetId}`);
}
let response: any = {};
switch (request.type) {
case 'access':
response = await this.handleAccessRequest(assetId, request);
break;
case 'rectification':
response = await this.handleRectificationRequest(assetId, request);
break;
case 'erasure':
response = await this.handleErasureRequest(assetId, request);
break;
case 'portability':
response = await this.handlePortabilityRequest(assetId, request);
break;
default:
throw new Error(`Unsupported request type: ${request.type}`);
}
this.logger.info('Data subject request handled', { assetId, requestType: request.type });
await this.eventBus.emit('data.governance.subject.request.handled', {
assetId,
request,
response,
timestamp: new Date()
});
return response;
} catch (error) {
this.logger.error('Failed to handle data subject request', { assetId, request, error });
throw error;
}
}
// Private helper methods
private initializeDefaultPolicies(): void {
const defaultPolicies: GovernancePolicy[] = [
{
id: 'policy_pii_protection',
name: 'PII Protection Policy',
description: 'Ensures proper handling of personally identifiable information',
type: 'privacy',
rules: [
'PII data must be encrypted at rest',
'PII access must be logged',
'PII retention must not exceed 7 years'
],
applicableClassifications: ['pii'],
active: true,
severity: 'high',
createdAt: new Date(),
updatedAt: new Date()
},
{
id: 'policy_financial_compliance',
name: 'Financial Data Compliance',
description: 'Compliance with financial regulations',
type: 'compliance',
rules: [
'Financial data must be retained for 7 years',
'Access to financial data must be role-based',
'All financial data access must be audited'
],
applicableClassifications: ['financial'],
active: true,
severity: 'critical',
createdAt: new Date(),
updatedAt: new Date()
}
];
defaultPolicies.forEach(policy => {
this.policies.set(policy.id, policy);
});
}
private createEmptyGovernance(assetId: string): DataGovernance {
return {
id: this.generateId(),
assetId,
policies: [],
compliance: [],
retention: {
retentionPeriod: 365,
retentionReason: 'Business requirement',
legalHold: false
},
access: {
defaultAccess: 'none',
roles: [],
users: []
},
privacy: {
containsPII: false,
sensitiveFields: [],
anonymizationRules: [],
consentRequired: false,
dataSubjectRights: []
},
audit: []
};
}
private async performComplianceCheck(asset: DataAsset, policy: GovernancePolicy): Promise<ComplianceCheck> {
// Mock compliance check implementation
// In real scenario, this would validate actual compliance
const isCompliant = Math.random() > 0.1; // 90% compliance rate for demo
const check: ComplianceCheck = {
id: this.generateId(),
policyId: policy.id,
policyName: policy.name,
status: isCompliant ? 'passed' : 'failed',
checkedAt: new Date(),
details: isCompliant ? 'All policy requirements met' : 'Policy violation detected',
severity: policy.severity
};
if (!isCompliant) {
check.recommendations = [
'Review data handling procedures',
'Update access controls',
'Implement additional monitoring'
];
}
return check;
}
private async applyAnonymizationRule(assetId: string, rule: any, options?: any): Promise<void> {
// Mock anonymization implementation
this.logger.info('Applying anonymization rule', { assetId, rule: rule.type });
}
private async handleAccessRequest(assetId: string, request: any): Promise<any> {
return {
status: 'completed',
data: 'Data access provided according to privacy policy',
timestamp: new Date()
};
}
private async handleRectificationRequest(assetId: string, request: any): Promise<any> {
return {
status: 'completed',
changes: 'Data rectification completed',
timestamp: new Date()
};
}
private async handleErasureRequest(assetId: string, request: any): Promise<any> {
return {
status: 'completed',
erasure: 'Data erasure completed',
timestamp: new Date()
};
}
private async handlePortabilityRequest(assetId: string, request: any): Promise<any> {
return {
status: 'completed',
export: 'Data export provided',
timestamp: new Date()
};
}
private generateComplianceRecommendations(reportData: any): string[] {
const recommendations: string[] = [];
if (reportData.summary.nonCompliantAssets > 0) {
recommendations.push(`${reportData.summary.nonCompliantAssets} assets require compliance remediation.`);
}
if (reportData.summary.violationCount > 10) {
recommendations.push('High number of policy violations detected. Review governance policies and implementation.');
}
const criticalViolations = reportData.policyViolations.filter((v: any) => v.severity === 'critical');
if (criticalViolations.length > 0) {
recommendations.push(`${criticalViolations.length} critical violations require immediate attention.`);
}
if (recommendations.length === 0) {
recommendations.push('All assets are compliant with governance policies. Continue monitoring.');
}
return recommendations;
}
private generateId(): string {
return `governance_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
}
// Method to inject assets (typically from DataCatalogService)
setAssets(assets: Map<string, DataAsset>): void {
this.assets = assets;
}
// Method to inject governance (typically from DataCatalogService)
setGovernance(governance: Map<string, DataGovernance>): void {
this.governance = governance;
}
}

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@ -0,0 +1,607 @@
import { EventBus } from '@stock-bot/event-bus';
import { Logger } from '@stock-bot/utils';
import {
DataLineage,
DataAsset,
LineageTransformation,
ImpactAnalysis,
LineageQuery,
LineageDirection
} from '../types/DataCatalog';
export interface DataLineageService {
addLineage(lineage: DataLineage): Promise<void>;
getLineage(assetId: string): Promise<DataLineage | null>;
updateLineage(assetId: string, lineage: Partial<DataLineage>): Promise<DataLineage | null>;
addUpstreamDependency(assetId: string, upstreamAssetId: string, transformation?: LineageTransformation): Promise<void>;
addDownstreamDependency(assetId: string, downstreamAssetId: string, transformation?: LineageTransformation): Promise<void>;
removeUpstreamDependency(assetId: string, upstreamAssetId: string): Promise<void>;
removeDownstreamDependency(assetId: string, downstreamAssetId: string): Promise<void>;
getUpstreamAssets(assetId: string, depth?: number): Promise<DataAsset[]>;
getDownstreamAssets(assetId: string, depth?: number): Promise<DataAsset[]>;
analyzeImpact(assetId: string): Promise<ImpactAnalysis>;
queryLineage(query: LineageQuery): Promise<DataAsset[]>;
getLineageGraph(assetId: string, direction: LineageDirection, depth?: number): Promise<any>;
detectCircularDependencies(): Promise<string[][]>;
}
export class DataLineageServiceImpl implements DataLineageService {
private lineages: Map<string, DataLineage> = new Map();
private assets: Map<string, DataAsset> = new Map();
constructor(
private eventBus: EventBus,
private logger: Logger
) {}
async addLineage(lineage: DataLineage): Promise<void> {
try {
this.lineages.set(lineage.assetId, lineage);
this.logger.info('Data lineage added', {
assetId: lineage.assetId,
upstreamCount: lineage.upstreamAssets.length,
downstreamCount: lineage.downstreamAssets.length
});
await this.eventBus.emit('data.lineage.added', {
assetId: lineage.assetId,
lineage,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to add data lineage', { lineage, error });
throw error;
}
}
async getLineage(assetId: string): Promise<DataLineage | null> {
try {
return this.lineages.get(assetId) || null;
} catch (error) {
this.logger.error('Failed to get data lineage', { assetId, error });
throw error;
}
}
async updateLineage(assetId: string, lineage: Partial<DataLineage>): Promise<DataLineage | null> {
try {
const existingLineage = this.lineages.get(assetId);
if (!existingLineage) {
return null;
}
const updatedLineage: DataLineage = {
...existingLineage,
...lineage,
updatedAt: new Date()
};
this.lineages.set(assetId, updatedLineage);
this.logger.info('Data lineage updated', { assetId, changes: lineage });
await this.eventBus.emit('data.lineage.updated', {
assetId,
lineage: updatedLineage,
changes: lineage,
timestamp: new Date()
});
return updatedLineage;
} catch (error) {
this.logger.error('Failed to update data lineage', { assetId, lineage, error });
throw error;
}
}
async addUpstreamDependency(
assetId: string,
upstreamAssetId: string,
transformation?: LineageTransformation
): Promise<void> {
try {
let lineage = this.lineages.get(assetId);
if (!lineage) {
lineage = this.createEmptyLineage(assetId);
}
// Check if dependency already exists
if (!lineage.upstreamAssets.includes(upstreamAssetId)) {
lineage.upstreamAssets.push(upstreamAssetId);
if (transformation) {
lineage.transformations.push(transformation);
}
lineage.updatedAt = new Date();
this.lineages.set(assetId, lineage);
// Update downstream lineage of the upstream asset
await this.addDownstreamToUpstream(upstreamAssetId, assetId);
this.logger.info('Upstream dependency added', { assetId, upstreamAssetId });
await this.eventBus.emit('data.lineage.dependency.added', {
assetId,
upstreamAssetId,
transformation,
timestamp: new Date()
});
}
} catch (error) {
this.logger.error('Failed to add upstream dependency', { assetId, upstreamAssetId, error });
throw error;
}
}
async addDownstreamDependency(
assetId: string,
downstreamAssetId: string,
transformation?: LineageTransformation
): Promise<void> {
try {
let lineage = this.lineages.get(assetId);
if (!lineage) {
lineage = this.createEmptyLineage(assetId);
}
// Check if dependency already exists
if (!lineage.downstreamAssets.includes(downstreamAssetId)) {
lineage.downstreamAssets.push(downstreamAssetId);
lineage.updatedAt = new Date();
this.lineages.set(assetId, lineage);
// Update upstream lineage of the downstream asset
await this.addUpstreamToDownstream(downstreamAssetId, assetId, transformation);
this.logger.info('Downstream dependency added', { assetId, downstreamAssetId });
await this.eventBus.emit('data.lineage.dependency.added', {
assetId,
downstreamAssetId,
transformation,
timestamp: new Date()
});
}
} catch (error) {
this.logger.error('Failed to add downstream dependency', { assetId, downstreamAssetId, error });
throw error;
}
}
async removeUpstreamDependency(assetId: string, upstreamAssetId: string): Promise<void> {
try {
const lineage = this.lineages.get(assetId);
if (lineage) {
lineage.upstreamAssets = lineage.upstreamAssets.filter(id => id !== upstreamAssetId);
lineage.updatedAt = new Date();
this.lineages.set(assetId, lineage);
// Remove from downstream lineage of upstream asset
await this.removeDownstreamFromUpstream(upstreamAssetId, assetId);
this.logger.info('Upstream dependency removed', { assetId, upstreamAssetId });
await this.eventBus.emit('data.lineage.dependency.removed', {
assetId,
upstreamAssetId,
timestamp: new Date()
});
}
} catch (error) {
this.logger.error('Failed to remove upstream dependency', { assetId, upstreamAssetId, error });
throw error;
}
}
async removeDownstreamDependency(assetId: string, downstreamAssetId: string): Promise<void> {
try {
const lineage = this.lineages.get(assetId);
if (lineage) {
lineage.downstreamAssets = lineage.downstreamAssets.filter(id => id !== downstreamAssetId);
lineage.updatedAt = new Date();
this.lineages.set(assetId, lineage);
// Remove from upstream lineage of downstream asset
await this.removeUpstreamFromDownstream(downstreamAssetId, assetId);
this.logger.info('Downstream dependency removed', { assetId, downstreamAssetId });
await this.eventBus.emit('data.lineage.dependency.removed', {
assetId,
downstreamAssetId,
timestamp: new Date()
});
}
} catch (error) {
this.logger.error('Failed to remove downstream dependency', { assetId, downstreamAssetId, error });
throw error;
}
}
async getUpstreamAssets(assetId: string, depth: number = 1): Promise<DataAsset[]> {
try {
const visited = new Set<string>();
const result: DataAsset[] = [];
await this.traverseUpstream(assetId, depth, visited, result);
return result;
} catch (error) {
this.logger.error('Failed to get upstream assets', { assetId, depth, error });
throw error;
}
}
async getDownstreamAssets(assetId: string, depth: number = 1): Promise<DataAsset[]> {
try {
const visited = new Set<string>();
const result: DataAsset[] = [];
await this.traverseDownstream(assetId, depth, visited, result);
return result;
} catch (error) {
this.logger.error('Failed to get downstream assets', { assetId, depth, error });
throw error;
}
}
async analyzeImpact(assetId: string): Promise<ImpactAnalysis> {
try {
const downstreamAssets = await this.getDownstreamAssets(assetId, 5); // Go deep for impact analysis
const affectedUsers = new Set<string>();
// Collect all users who might be affected
for (const asset of downstreamAssets) {
affectedUsers.add(asset.owner);
if (asset.steward) {
affectedUsers.add(asset.steward);
}
// Add users from usage analytics
asset.usage.topUsers.forEach(user => affectedUsers.add(user.userId));
}
// Calculate impact level
let estimatedImpact: 'low' | 'medium' | 'high' | 'critical' = 'low';
if (downstreamAssets.length > 20) {
estimatedImpact = 'critical';
} else if (downstreamAssets.length > 10) {
estimatedImpact = 'high';
} else if (downstreamAssets.length > 5) {
estimatedImpact = 'medium';
}
const impact: ImpactAnalysis = {
downstreamAssets: downstreamAssets.map(asset => asset.id),
affectedUsers: Array.from(affectedUsers),
estimatedImpact,
impactDescription: this.generateImpactDescription(downstreamAssets.length, Array.from(affectedUsers).length),
recommendations: this.generateRecommendations(estimatedImpact, downstreamAssets.length)
};
this.logger.info('Impact analysis completed', {
assetId,
impactLevel: estimatedImpact,
affectedAssets: downstreamAssets.length,
affectedUsers: affectedUsers.size
});
return impact;
} catch (error) {
this.logger.error('Failed to analyze impact', { assetId, error });
throw error;
}
}
async queryLineage(query: LineageQuery): Promise<DataAsset[]> {
try {
let results: DataAsset[] = [];
if (query.assetIds) {
for (const assetId of query.assetIds) {
if (query.direction === 'upstream' || query.direction === 'both') {
const upstream = await this.getUpstreamAssets(assetId, query.depth);
results.push(...upstream);
}
if (query.direction === 'downstream' || query.direction === 'both') {
const downstream = await this.getDownstreamAssets(assetId, query.depth);
results.push(...downstream);
}
}
}
// Remove duplicates
const uniqueResults = results.filter((asset, index, arr) =>
arr.findIndex(a => a.id === asset.id) === index
);
return uniqueResults;
} catch (error) {
this.logger.error('Failed to query lineage', { query, error });
throw error;
}
}
async getLineageGraph(assetId: string, direction: LineageDirection, depth: number = 3): Promise<any> {
try {
const graph = {
nodes: new Map(),
edges: []
};
const visited = new Set<string>();
await this.buildLineageGraph(assetId, direction, depth, visited, graph);
return {
nodes: Array.from(graph.nodes.values()),
edges: graph.edges
};
} catch (error) {
this.logger.error('Failed to get lineage graph', { assetId, direction, depth, error });
throw error;
}
}
async detectCircularDependencies(): Promise<string[][]> {
try {
const cycles: string[][] = [];
const visited = new Set<string>();
const recursionStack = new Set<string>();
for (const assetId of this.lineages.keys()) {
if (!visited.has(assetId)) {
const path: string[] = [];
await this.detectCycleDFS(assetId, visited, recursionStack, path, cycles);
}
}
if (cycles.length > 0) {
this.logger.warn('Circular dependencies detected', { cycleCount: cycles.length });
}
return cycles;
} catch (error) {
this.logger.error('Failed to detect circular dependencies', { error });
throw error;
}
}
// Private helper methods
private createEmptyLineage(assetId: string): DataLineage {
return {
id: this.generateId(),
assetId,
upstreamAssets: [],
downstreamAssets: [],
transformations: [],
impact: {
downstreamAssets: [],
affectedUsers: [],
estimatedImpact: 'low',
impactDescription: '',
recommendations: []
},
createdAt: new Date(),
updatedAt: new Date()
};
}
private async addDownstreamToUpstream(upstreamAssetId: string, downstreamAssetId: string): Promise<void> {
let upstreamLineage = this.lineages.get(upstreamAssetId);
if (!upstreamLineage) {
upstreamLineage = this.createEmptyLineage(upstreamAssetId);
}
if (!upstreamLineage.downstreamAssets.includes(downstreamAssetId)) {
upstreamLineage.downstreamAssets.push(downstreamAssetId);
upstreamLineage.updatedAt = new Date();
this.lineages.set(upstreamAssetId, upstreamLineage);
}
}
private async addUpstreamToDownstream(
downstreamAssetId: string,
upstreamAssetId: string,
transformation?: LineageTransformation
): Promise<void> {
let downstreamLineage = this.lineages.get(downstreamAssetId);
if (!downstreamLineage) {
downstreamLineage = this.createEmptyLineage(downstreamAssetId);
}
if (!downstreamLineage.upstreamAssets.includes(upstreamAssetId)) {
downstreamLineage.upstreamAssets.push(upstreamAssetId);
if (transformation) {
downstreamLineage.transformations.push(transformation);
}
downstreamLineage.updatedAt = new Date();
this.lineages.set(downstreamAssetId, downstreamLineage);
}
}
private async removeDownstreamFromUpstream(upstreamAssetId: string, downstreamAssetId: string): Promise<void> {
const upstreamLineage = this.lineages.get(upstreamAssetId);
if (upstreamLineage) {
upstreamLineage.downstreamAssets = upstreamLineage.downstreamAssets.filter(id => id !== downstreamAssetId);
upstreamLineage.updatedAt = new Date();
this.lineages.set(upstreamAssetId, upstreamLineage);
}
}
private async removeUpstreamFromDownstream(downstreamAssetId: string, upstreamAssetId: string): Promise<void> {
const downstreamLineage = this.lineages.get(downstreamAssetId);
if (downstreamLineage) {
downstreamLineage.upstreamAssets = downstreamLineage.upstreamAssets.filter(id => id !== upstreamAssetId);
downstreamLineage.updatedAt = new Date();
this.lineages.set(downstreamAssetId, downstreamLineage);
}
}
private async traverseUpstream(
assetId: string,
remainingDepth: number,
visited: Set<string>,
result: DataAsset[]
): Promise<void> {
if (remainingDepth === 0 || visited.has(assetId)) {
return;
}
visited.add(assetId);
const lineage = this.lineages.get(assetId);
if (lineage) {
for (const upstreamId of lineage.upstreamAssets) {
const asset = this.assets.get(upstreamId);
if (asset && !result.find(a => a.id === asset.id)) {
result.push(asset);
}
await this.traverseUpstream(upstreamId, remainingDepth - 1, visited, result);
}
}
}
private async traverseDownstream(
assetId: string,
remainingDepth: number,
visited: Set<string>,
result: DataAsset[]
): Promise<void> {
if (remainingDepth === 0 || visited.has(assetId)) {
return;
}
visited.add(assetId);
const lineage = this.lineages.get(assetId);
if (lineage) {
for (const downstreamId of lineage.downstreamAssets) {
const asset = this.assets.get(downstreamId);
if (asset && !result.find(a => a.id === asset.id)) {
result.push(asset);
}
await this.traverseDownstream(downstreamId, remainingDepth - 1, visited, result);
}
}
}
private async buildLineageGraph(
assetId: string,
direction: LineageDirection,
remainingDepth: number,
visited: Set<string>,
graph: any
): Promise<void> {
if (remainingDepth === 0 || visited.has(assetId)) {
return;
}
visited.add(assetId);
const asset = this.assets.get(assetId);
const lineage = this.lineages.get(assetId);
if (asset) {
graph.nodes.set(assetId, {
id: assetId,
name: asset.name,
type: asset.type,
classification: asset.classification
});
}
if (lineage) {
if (direction === 'upstream' || direction === 'both') {
for (const upstreamId of lineage.upstreamAssets) {
graph.edges.push({
source: upstreamId,
target: assetId,
type: 'upstream'
});
await this.buildLineageGraph(upstreamId, direction, remainingDepth - 1, visited, graph);
}
}
if (direction === 'downstream' || direction === 'both') {
for (const downstreamId of lineage.downstreamAssets) {
graph.edges.push({
source: assetId,
target: downstreamId,
type: 'downstream'
});
await this.buildLineageGraph(downstreamId, direction, remainingDepth - 1, visited, graph);
}
}
}
}
private async detectCycleDFS(
assetId: string,
visited: Set<string>,
recursionStack: Set<string>,
path: string[],
cycles: string[][]
): Promise<void> {
visited.add(assetId);
recursionStack.add(assetId);
path.push(assetId);
const lineage = this.lineages.get(assetId);
if (lineage) {
for (const downstreamId of lineage.downstreamAssets) {
if (!visited.has(downstreamId)) {
await this.detectCycleDFS(downstreamId, visited, recursionStack, path, cycles);
} else if (recursionStack.has(downstreamId)) {
// Found a cycle
const cycleStart = path.indexOf(downstreamId);
cycles.push(path.slice(cycleStart));
}
}
}
path.pop();
recursionStack.delete(assetId);
}
private generateImpactDescription(assetCount: number, userCount: number): string {
if (assetCount === 0) {
return 'No downstream dependencies identified.';
}
return `Changes to this asset may affect ${assetCount} downstream asset(s) and ${userCount} user(s).`;
}
private generateRecommendations(impact: string, assetCount: number): string[] {
const recommendations: string[] = [];
if (impact === 'critical') {
recommendations.push('Schedule maintenance window');
recommendations.push('Notify all stakeholders in advance');
recommendations.push('Prepare rollback plan');
recommendations.push('Consider phased rollout');
} else if (impact === 'high') {
recommendations.push('Notify affected users');
recommendations.push('Test changes thoroughly');
recommendations.push('Monitor downstream systems');
} else if (impact === 'medium') {
recommendations.push('Test with subset of data');
recommendations.push('Monitor for issues');
} else {
recommendations.push('Standard testing procedures apply');
}
return recommendations;
}
private generateId(): string {
return `lineage_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
}
// Method to inject assets (typically from DataCatalogService)
setAssets(assets: Map<string, DataAsset>): void {
this.assets = assets;
}
}

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@ -0,0 +1,734 @@
import { EventBus } from '@stock-bot/event-bus';
import { Logger } from '@stock-bot/utils';
import {
DataQuality,
QualityDimension,
QualityRule,
QualityIssue,
QualityTrend,
DataAsset,
QualityAssessmentRequest,
QualityRuleType,
QualitySeverity
} from '../types/DataCatalog';
export interface DataQualityService {
assessQuality(assetId: string, request: QualityAssessmentRequest): Promise<DataQuality>;
getQuality(assetId: string): Promise<DataQuality | null>;
updateQuality(assetId: string, quality: Partial<DataQuality>): Promise<DataQuality | null>;
addQualityRule(assetId: string, rule: QualityRule): Promise<void>;
removeQualityRule(assetId: string, ruleId: string): Promise<void>;
validateRule(assetId: string, ruleId: string): Promise<boolean>;
reportIssue(assetId: string, issue: Omit<QualityIssue, 'id' | 'detectedAt'>): Promise<void>;
resolveIssue(assetId: string, issueId: string): Promise<void>;
getTrendAnalysis(assetId: string, timeframe: string): Promise<QualityTrend>;
getQualityMetrics(filters?: Record<string, any>): Promise<any>;
generateQualityReport(assetIds: string[]): Promise<any>;
}
export class DataQualityServiceImpl implements DataQualityService {
private qualities: Map<string, DataQuality> = new Map();
private assets: Map<string, DataAsset> = new Map();
constructor(
private eventBus: EventBus,
private logger: Logger
) {}
async assessQuality(assetId: string, request: QualityAssessmentRequest): Promise<DataQuality> {
try {
const asset = this.assets.get(assetId);
if (!asset) {
throw new Error(`Asset with id ${assetId} not found`);
}
let quality = this.qualities.get(assetId);
if (!quality) {
quality = this.createEmptyQuality(assetId);
}
// Perform quality assessment based on request
const assessmentResults = await this.performQualityAssessment(asset, request);
// Update quality metrics
quality.dimensions = assessmentResults.dimensions;
quality.overallScore = this.calculateOverallScore(assessmentResults.dimensions);
quality.lastAssessment = new Date();
// Update trend data
this.updateQualityTrend(quality, quality.overallScore);
this.qualities.set(assetId, quality);
this.logger.info('Quality assessment completed', {
assetId,
overallScore: quality.overallScore,
dimensionCount: quality.dimensions.length
});
await this.eventBus.emit('data.quality.assessed', {
assetId,
quality,
request,
timestamp: new Date()
});
return quality;
} catch (error) {
this.logger.error('Failed to assess quality', { assetId, request, error });
throw error;
}
}
async getQuality(assetId: string): Promise<DataQuality | null> {
try {
return this.qualities.get(assetId) || null;
} catch (error) {
this.logger.error('Failed to get quality', { assetId, error });
throw error;
}
}
async updateQuality(assetId: string, quality: Partial<DataQuality>): Promise<DataQuality | null> {
try {
const existingQuality = this.qualities.get(assetId);
if (!existingQuality) {
return null;
}
const updatedQuality: DataQuality = {
...existingQuality,
...quality,
lastAssessment: new Date()
};
this.qualities.set(assetId, updatedQuality);
this.logger.info('Quality updated', { assetId, changes: quality });
await this.eventBus.emit('data.quality.updated', {
assetId,
quality: updatedQuality,
changes: quality,
timestamp: new Date()
});
return updatedQuality;
} catch (error) {
this.logger.error('Failed to update quality', { assetId, quality, error });
throw error;
}
}
async addQualityRule(assetId: string, rule: QualityRule): Promise<void> {
try {
let quality = this.qualities.get(assetId);
if (!quality) {
quality = this.createEmptyQuality(assetId);
}
// Ensure rule has an ID
if (!rule.id) {
rule.id = this.generateId();
}
quality.rules.push(rule);
this.qualities.set(assetId, quality);
this.logger.info('Quality rule added', { assetId, ruleId: rule.id, ruleType: rule.type });
await this.eventBus.emit('data.quality.rule.added', {
assetId,
rule,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to add quality rule', { assetId, rule, error });
throw error;
}
}
async removeQualityRule(assetId: string, ruleId: string): Promise<void> {
try {
const quality = this.qualities.get(assetId);
if (!quality) {
throw new Error(`Quality not found for asset ${assetId}`);
}
quality.rules = quality.rules.filter(rule => rule.id !== ruleId);
this.qualities.set(assetId, quality);
this.logger.info('Quality rule removed', { assetId, ruleId });
await this.eventBus.emit('data.quality.rule.removed', {
assetId,
ruleId,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to remove quality rule', { assetId, ruleId, error });
throw error;
}
}
async validateRule(assetId: string, ruleId: string): Promise<boolean> {
try {
const quality = this.qualities.get(assetId);
const asset = this.assets.get(assetId);
if (!quality || !asset) {
return false;
}
const rule = quality.rules.find(r => r.id === ruleId);
if (!rule) {
return false;
}
const isValid = await this.executeQualityRule(asset, rule);
if (!isValid) {
// Create quality issue
const issue: QualityIssue = {
id: this.generateId(),
ruleId: rule.id,
type: rule.type,
severity: rule.severity,
message: `Quality rule validation failed: ${rule.description}`,
detectedAt: new Date(),
resolved: false
};
quality.issues.push(issue);
this.qualities.set(assetId, quality);
await this.eventBus.emit('data.quality.issue.detected', {
assetId,
issue,
rule,
timestamp: new Date()
});
}
return isValid;
} catch (error) {
this.logger.error('Failed to validate quality rule', { assetId, ruleId, error });
throw error;
}
}
async reportIssue(assetId: string, issue: Omit<QualityIssue, 'id' | 'detectedAt'>): Promise<void> {
try {
let quality = this.qualities.get(assetId);
if (!quality) {
quality = this.createEmptyQuality(assetId);
}
const fullIssue: QualityIssue = {
...issue,
id: this.generateId(),
detectedAt: new Date()
};
quality.issues.push(fullIssue);
this.qualities.set(assetId, quality);
this.logger.info('Quality issue reported', {
assetId,
issueId: fullIssue.id,
severity: fullIssue.severity
});
await this.eventBus.emit('data.quality.issue.reported', {
assetId,
issue: fullIssue,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to report quality issue', { assetId, issue, error });
throw error;
}
}
async resolveIssue(assetId: string, issueId: string): Promise<void> {
try {
const quality = this.qualities.get(assetId);
if (!quality) {
throw new Error(`Quality not found for asset ${assetId}`);
}
const issue = quality.issues.find(i => i.id === issueId);
if (!issue) {
throw new Error(`Issue ${issueId} not found for asset ${assetId}`);
}
issue.resolved = true;
issue.resolvedAt = new Date();
this.qualities.set(assetId, quality);
this.logger.info('Quality issue resolved', { assetId, issueId });
await this.eventBus.emit('data.quality.issue.resolved', {
assetId,
issue,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to resolve quality issue', { assetId, issueId, error });
throw error;
}
}
async getTrendAnalysis(assetId: string, timeframe: string): Promise<QualityTrend> {
try {
const quality = this.qualities.get(assetId);
if (!quality) {
throw new Error(`Quality not found for asset ${assetId}`);
}
// Filter trend data by timeframe
const filteredTrend = this.filterTrendByTimeframe(quality.trend, timeframe);
// Calculate trend direction and change rate
const trendAnalysis = this.analyzeTrend(filteredTrend.dataPoints);
return {
...filteredTrend,
trend: trendAnalysis.direction,
changeRate: trendAnalysis.changeRate
};
} catch (error) {
this.logger.error('Failed to get trend analysis', { assetId, timeframe, error });
throw error;
}
}
async getQualityMetrics(filters?: Record<string, any>): Promise<any> {
try {
let qualities = Array.from(this.qualities.values());
// Apply filters if provided
if (filters) {
const assets = Array.from(this.assets.values());
const filteredAssets = assets.filter(asset => {
return Object.entries(filters).every(([key, value]) => {
if (key === 'type') return asset.type === value;
if (key === 'owner') return asset.owner === value;
if (key === 'classification') return asset.classification === value;
return true;
});
});
qualities = qualities.filter(quality =>
filteredAssets.some(asset => asset.id === quality.assetId)
);
}
// Calculate aggregate metrics
const metrics = {
totalAssets: qualities.length,
averageQualityScore: this.calculateAverageScore(qualities),
qualityDistribution: this.calculateQualityDistribution(qualities),
topIssues: this.getTopQualityIssues(qualities),
trendSummary: this.getTrendSummary(qualities),
ruleCompliance: this.calculateRuleCompliance(qualities)
};
this.logger.info('Quality metrics calculated', {
totalAssets: metrics.totalAssets,
averageScore: metrics.averageQualityScore
});
return metrics;
} catch (error) {
this.logger.error('Failed to get quality metrics', { filters, error });
throw error;
}
}
async generateQualityReport(assetIds: string[]): Promise<any> {
try {
const reportData = {
summary: {
totalAssets: assetIds.length,
assessmentDate: new Date(),
averageScore: 0,
criticalIssues: 0,
highIssues: 0
},
assetDetails: [] as any[],
recommendations: [] as string[]
};
let totalScore = 0;
let criticalCount = 0;
let highCount = 0;
for (const assetId of assetIds) {
const quality = this.qualities.get(assetId);
const asset = this.assets.get(assetId);
if (quality && asset) {
totalScore += quality.overallScore;
const criticalIssuesCount = quality.issues.filter(i =>
i.severity === 'critical' && !i.resolved
).length;
const highIssuesCount = quality.issues.filter(i =>
i.severity === 'high' && !i.resolved
).length;
criticalCount += criticalIssuesCount;
highCount += highIssuesCount;
reportData.assetDetails.push({
assetId,
assetName: asset.name,
qualityScore: quality.overallScore,
dimensions: quality.dimensions,
openIssues: quality.issues.filter(i => !i.resolved).length,
criticalIssues: criticalIssuesCount,
highIssues: highIssuesCount,
lastAssessment: quality.lastAssessment
});
}
}
reportData.summary.averageScore = Math.round(totalScore / assetIds.length);
reportData.summary.criticalIssues = criticalCount;
reportData.summary.highIssues = highCount;
// Generate recommendations
reportData.recommendations = this.generateQualityRecommendations(reportData);
this.logger.info('Quality report generated', {
assetCount: assetIds.length,
averageScore: reportData.summary.averageScore,
criticalIssues: criticalCount
});
return reportData;
} catch (error) {
this.logger.error('Failed to generate quality report', { assetIds, error });
throw error;
}
}
// Private helper methods
private createEmptyQuality(assetId: string): DataQuality {
return {
id: this.generateId(),
assetId,
overallScore: 100,
dimensions: [],
rules: [],
issues: [],
trend: {
timeframe: 'week',
dataPoints: [],
trend: 'stable',
changeRate: 0
},
lastAssessment: new Date()
};
}
private async performQualityAssessment(
asset: DataAsset,
request: QualityAssessmentRequest
): Promise<{ dimensions: QualityDimension[] }> {
const dimensions: QualityDimension[] = [];
// Completeness assessment
if (request.checkCompleteness) {
const completeness = await this.assessCompleteness(asset);
dimensions.push(completeness);
}
// Accuracy assessment
if (request.checkAccuracy) {
const accuracy = await this.assessAccuracy(asset);
dimensions.push(accuracy);
}
// Consistency assessment
if (request.checkConsistency) {
const consistency = await this.assessConsistency(asset);
dimensions.push(consistency);
}
// Validity assessment
if (request.checkValidity) {
const validity = await this.assessValidity(asset);
dimensions.push(validity);
}
// Timeliness assessment
if (request.checkTimeliness) {
const timeliness = await this.assessTimeliness(asset);
dimensions.push(timeliness);
}
// Uniqueness assessment
if (request.checkUniqueness) {
const uniqueness = await this.assessUniqueness(asset);
dimensions.push(uniqueness);
}
return { dimensions };
}
private async assessCompleteness(asset: DataAsset): Promise<QualityDimension> {
// Mock implementation - in real scenario, this would analyze actual data
const score = Math.floor(Math.random() * 20) + 80; // 80-100
return {
name: 'completeness',
score,
description: 'Measures the degree to which data is complete',
rules: [`No null values in required fields`],
threshold: 95,
lastChecked: new Date()
};
}
private async assessAccuracy(asset: DataAsset): Promise<QualityDimension> {
const score = Math.floor(Math.random() * 15) + 85; // 85-100
return {
name: 'accuracy',
score,
description: 'Measures how well data represents real-world values',
rules: [`Values within expected ranges`, `Format validation`],
threshold: 90,
lastChecked: new Date()
};
}
private async assessConsistency(asset: DataAsset): Promise<QualityDimension> {
const score = Math.floor(Math.random() * 25) + 75; // 75-100
return {
name: 'consistency',
score,
description: 'Measures uniformity of data across datasets',
rules: [`Consistent data types`, `Standardized formats`],
threshold: 85,
lastChecked: new Date()
};
}
private async assessValidity(asset: DataAsset): Promise<QualityDimension> {
const score = Math.floor(Math.random() * 20) + 80; // 80-100
return {
name: 'validity',
score,
description: 'Measures conformity to defined business rules',
rules: [`Business rule compliance`, `Schema validation`],
threshold: 90,
lastChecked: new Date()
};
}
private async assessTimeliness(asset: DataAsset): Promise<QualityDimension> {
const score = Math.floor(Math.random() * 30) + 70; // 70-100
return {
name: 'timeliness',
score,
description: 'Measures how up-to-date the data is',
rules: [`Data refreshed within SLA`, `Timestamp validation`],
threshold: 85,
lastChecked: new Date()
};
}
private async assessUniqueness(asset: DataAsset): Promise<QualityDimension> {
const score = Math.floor(Math.random() * 25) + 75; // 75-100
return {
name: 'uniqueness',
score,
description: 'Measures absence of duplicate records',
rules: [`No duplicate primary keys`, `Unique constraints enforced`],
threshold: 95,
lastChecked: new Date()
};
}
private async executeQualityRule(asset: DataAsset, rule: QualityRule): Promise<boolean> {
// Mock implementation - in real scenario, this would execute the actual rule
// For demo purposes, randomly pass/fail rules
const passRate = rule.severity === 'critical' ? 0.9 : 0.95;
return Math.random() < passRate;
}
private calculateOverallScore(dimensions: QualityDimension[]): number {
if (dimensions.length === 0) return 100;
const totalScore = dimensions.reduce((sum, dim) => sum + dim.score, 0);
return Math.round(totalScore / dimensions.length);
}
private updateQualityTrend(quality: DataQuality, newScore: number): void {
quality.trend.dataPoints.push({
timestamp: new Date(),
value: newScore
});
// Keep only last 30 data points
if (quality.trend.dataPoints.length > 30) {
quality.trend.dataPoints = quality.trend.dataPoints.slice(-30);
}
// Update trend analysis
const trendAnalysis = this.analyzeTrend(quality.trend.dataPoints);
quality.trend.trend = trendAnalysis.direction;
quality.trend.changeRate = trendAnalysis.changeRate;
}
private filterTrendByTimeframe(trend: QualityTrend, timeframe: string): QualityTrend {
const now = new Date();
let cutoffDate: Date;
switch (timeframe) {
case 'day':
cutoffDate = new Date(now.getTime() - 24 * 60 * 60 * 1000);
break;
case 'week':
cutoffDate = new Date(now.getTime() - 7 * 24 * 60 * 60 * 1000);
break;
case 'month':
cutoffDate = new Date(now.getTime() - 30 * 24 * 60 * 60 * 1000);
break;
default:
cutoffDate = new Date(0); // All time
}
const filteredDataPoints = trend.dataPoints.filter(dp => dp.timestamp >= cutoffDate);
return {
...trend,
timeframe,
dataPoints: filteredDataPoints
};
}
private analyzeTrend(dataPoints: { timestamp: Date; value: number }[]): { direction: 'improving' | 'declining' | 'stable'; changeRate: number } {
if (dataPoints.length < 2) {
return { direction: 'stable', changeRate: 0 };
}
const values = dataPoints.map(dp => dp.value);
const firstValue = values[0];
const lastValue = values[values.length - 1];
const changeRate = ((lastValue - firstValue) / firstValue) * 100;
let direction: 'improving' | 'declining' | 'stable';
if (Math.abs(changeRate) < 2) {
direction = 'stable';
} else if (changeRate > 0) {
direction = 'improving';
} else {
direction = 'declining';
}
return { direction, changeRate: Math.round(changeRate * 100) / 100 };
}
private calculateAverageScore(qualities: DataQuality[]): number {
if (qualities.length === 0) return 0;
const totalScore = qualities.reduce((sum, quality) => sum + quality.overallScore, 0);
return Math.round(totalScore / qualities.length);
}
private calculateQualityDistribution(qualities: DataQuality[]): Record<string, number> {
const distribution = { excellent: 0, good: 0, fair: 0, poor: 0 };
qualities.forEach(quality => {
if (quality.overallScore >= 90) distribution.excellent++;
else if (quality.overallScore >= 80) distribution.good++;
else if (quality.overallScore >= 70) distribution.fair++;
else distribution.poor++;
});
return distribution;
}
private getTopQualityIssues(qualities: DataQuality[]): Array<{ type: string; count: number }> {
const issueTypes = new Map<string, number>();
qualities.forEach(quality => {
quality.issues.filter(issue => !issue.resolved).forEach(issue => {
issueTypes.set(issue.type, (issueTypes.get(issue.type) || 0) + 1);
});
});
return Array.from(issueTypes.entries())
.map(([type, count]) => ({ type, count }))
.sort((a, b) => b.count - a.count)
.slice(0, 5);
}
private getTrendSummary(qualities: DataQuality[]): Record<string, number> {
const trends = { improving: 0, declining: 0, stable: 0 };
qualities.forEach(quality => {
trends[quality.trend.trend]++;
});
return trends;
}
private calculateRuleCompliance(qualities: DataQuality[]): number {
let totalRules = 0;
let passedRules = 0;
qualities.forEach(quality => {
totalRules += quality.rules.length;
// Mock compliance calculation
passedRules += Math.floor(quality.rules.length * (quality.overallScore / 100));
});
return totalRules > 0 ? Math.round((passedRules / totalRules) * 100) : 100;
}
private generateQualityRecommendations(reportData: any): string[] {
const recommendations: string[] = [];
if (reportData.summary.averageScore < 80) {
recommendations.push('Overall data quality is below acceptable threshold. Consider implementing comprehensive data quality monitoring.');
}
if (reportData.summary.criticalIssues > 0) {
recommendations.push(`${reportData.summary.criticalIssues} critical quality issues require immediate attention.`);
}
if (reportData.summary.highIssues > 5) {
recommendations.push('High number of quality issues detected. Review data validation processes.');
}
// Asset-specific recommendations
const lowScoreAssets = reportData.assetDetails.filter((asset: any) => asset.qualityScore < 70);
if (lowScoreAssets.length > 0) {
recommendations.push(`${lowScoreAssets.length} assets have quality scores below 70% and need immediate remediation.`);
}
if (recommendations.length === 0) {
recommendations.push('Data quality is within acceptable ranges. Continue monitoring and maintain current practices.');
}
return recommendations;
}
private generateId(): string {
return `quality_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
}
// Method to inject assets (typically from DataCatalogService)
setAssets(assets: Map<string, DataAsset>): void {
this.assets = assets;
}
}

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@ -0,0 +1,801 @@
import { EventBus } from '@stock-bot/event-bus';
import { Logger } from '@stock-bot/utils';
import {
DataAsset,
SearchQuery,
SearchResult,
SearchFilters,
SearchSuggestion,
DataAssetType,
DataClassification
} from '../types/DataCatalog';
export interface SearchService {
search(query: SearchQuery): Promise<SearchResult>;
suggest(partial: string): Promise<SearchSuggestion[]>;
searchByFacets(facets: Record<string, string[]>): Promise<DataAsset[]>;
searchSimilar(assetId: string, limit?: number): Promise<DataAsset[]>;
getPopularSearches(limit?: number): Promise<string[]>;
getRecentSearches(userId: string, limit?: number): Promise<string[]>;
indexAsset(asset: DataAsset): Promise<void>;
removeFromIndex(assetId: string): Promise<void>;
reindexAll(): Promise<void>;
getSearchAnalytics(timeframe?: string): Promise<any>;
}
export class SearchServiceImpl implements SearchService {
private searchIndex: Map<string, DataAsset> = new Map();
private searchHistory: Array<{ query: string; userId?: string; timestamp: Date; resultCount: number }> = [];
private assets: Map<string, DataAsset> = new Map();
// In-memory inverted index for search
private wordToAssets: Map<string, Set<string>> = new Map();
private tagToAssets: Map<string, Set<string>> = new Map();
private typeToAssets: Map<string, Set<string>> = new Map();
private classificationToAssets: Map<string, Set<string>> = new Map();
private ownerToAssets: Map<string, Set<string>> = new Map();
constructor(
private eventBus: EventBus,
private logger: Logger
) {}
async search(query: SearchQuery): Promise<SearchResult> {
try {
const startTime = Date.now();
let results: DataAsset[] = [];
if (query.text) {
results = await this.performTextSearch(query.text);
} else {
results = Array.from(this.assets.values());
}
// Apply filters
if (query.filters) {
results = this.applyFilters(results, query.filters);
}
// Sort results
results = this.sortResults(results, query.sortBy, query.sortOrder);
// Apply pagination
const total = results.length;
const offset = query.offset || 0;
const limit = query.limit || 20;
const paginatedResults = results.slice(offset, offset + limit);
// Calculate facets
const facets = this.calculateFacets(results);
const searchTime = Date.now() - startTime;
const searchResult: SearchResult = {
assets: paginatedResults,
total,
offset,
limit,
searchTime,
facets,
suggestions: await this.generateSearchSuggestions(query.text || '', results)
};
// Record search in history
this.recordSearch(query.text || '', query.userId, total);
this.logger.info('Search completed', {
query: query.text,
resultCount: total,
searchTime
});
await this.eventBus.emit('data.catalog.search.performed', {
query,
resultCount: total,
searchTime,
timestamp: new Date()
});
return searchResult;
} catch (error) {
this.logger.error('Search failed', { query, error });
throw error;
}
}
async suggest(partial: string): Promise<SearchSuggestion[]> {
try {
const suggestions: SearchSuggestion[] = [];
const normalizedPartial = partial.toLowerCase().trim();
if (normalizedPartial.length < 2) {
return suggestions;
}
// Asset name suggestions
for (const asset of this.assets.values()) {
if (asset.name.toLowerCase().includes(normalizedPartial)) {
suggestions.push({
text: asset.name,
type: 'asset_name',
count: 1,
highlight: this.highlightMatch(asset.name, partial)
});
}
}
// Tag suggestions
const tagCounts = new Map<string, number>();
for (const asset of this.assets.values()) {
for (const tag of asset.tags) {
if (tag.toLowerCase().includes(normalizedPartial)) {
tagCounts.set(tag, (tagCounts.get(tag) || 0) + 1);
}
}
}
for (const [tag, count] of tagCounts) {
suggestions.push({
text: tag,
type: 'tag',
count,
highlight: this.highlightMatch(tag, partial)
});
}
// Owner suggestions
const ownerCounts = new Map<string, number>();
for (const asset of this.assets.values()) {
if (asset.owner.toLowerCase().includes(normalizedPartial)) {
ownerCounts.set(asset.owner, (ownerCounts.get(asset.owner) || 0) + 1);
}
}
for (const [owner, count] of ownerCounts) {
suggestions.push({
text: owner,
type: 'owner',
count,
highlight: this.highlightMatch(owner, partial)
});
}
// Popular search suggestions
const popularSearches = this.getPopularSearchTerms().filter(term =>
term.toLowerCase().includes(normalizedPartial)
);
for (const search of popularSearches.slice(0, 5)) {
suggestions.push({
text: search,
type: 'popular_search',
count: this.getSearchCount(search),
highlight: this.highlightMatch(search, partial)
});
}
// Sort by relevance and count
return suggestions
.sort((a, b) => {
// Prefer exact matches
const aExact = a.text.toLowerCase().startsWith(normalizedPartial) ? 1 : 0;
const bExact = b.text.toLowerCase().startsWith(normalizedPartial) ? 1 : 0;
if (aExact !== bExact) return bExact - aExact;
// Then by count
return b.count - a.count;
})
.slice(0, 10);
} catch (error) {
this.logger.error('Suggestion generation failed', { partial, error });
throw error;
}
}
async searchByFacets(facets: Record<string, string[]>): Promise<DataAsset[]> {
try {
let results: Set<string> = new Set();
let isFirstFacet = true;
for (const [facetType, values] of Object.entries(facets)) {
const facetResults = new Set<string>();
for (const value of values) {
let assetIds: Set<string> | undefined;
switch (facetType) {
case 'type':
assetIds = this.typeToAssets.get(value);
break;
case 'classification':
assetIds = this.classificationToAssets.get(value);
break;
case 'owner':
assetIds = this.ownerToAssets.get(value);
break;
case 'tags':
assetIds = this.tagToAssets.get(value);
break;
}
if (assetIds) {
for (const assetId of assetIds) {
facetResults.add(assetId);
}
}
}
if (isFirstFacet) {
results = facetResults;
isFirstFacet = false;
} else {
// Intersection of results
results = new Set([...results].filter(id => facetResults.has(id)));
}
}
const assets = Array.from(results)
.map(id => this.assets.get(id))
.filter((asset): asset is DataAsset => asset !== undefined);
this.logger.info('Facet search completed', {
facets,
resultCount: assets.length
});
return assets;
} catch (error) {
this.logger.error('Facet search failed', { facets, error });
throw error;
}
}
async searchSimilar(assetId: string, limit: number = 10): Promise<DataAsset[]> {
try {
const targetAsset = this.assets.get(assetId);
if (!targetAsset) {
return [];
}
const similarities: Array<{ asset: DataAsset; score: number }> = [];
for (const asset of this.assets.values()) {
if (asset.id === assetId) continue;
const score = this.calculateSimilarity(targetAsset, asset);
if (score > 0.1) { // Minimum similarity threshold
similarities.push({ asset, score });
}
}
// Sort by similarity score and return top results
const results = similarities
.sort((a, b) => b.score - a.score)
.slice(0, limit)
.map(item => item.asset);
this.logger.info('Similar assets found', {
assetId,
similarCount: results.length
});
return results;
} catch (error) {
this.logger.error('Similar asset search failed', { assetId, error });
throw error;
}
}
async getPopularSearches(limit: number = 10): Promise<string[]> {
try {
const searchCounts = new Map<string, number>();
// Count search frequency
for (const search of this.searchHistory) {
if (search.query) {
searchCounts.set(search.query, (searchCounts.get(search.query) || 0) + 1);
}
}
// Sort by frequency and return top searches
return Array.from(searchCounts.entries())
.sort((a, b) => b[1] - a[1])
.slice(0, limit)
.map(([query]) => query);
} catch (error) {
this.logger.error('Failed to get popular searches', { error });
throw error;
}
}
async getRecentSearches(userId: string, limit: number = 10): Promise<string[]> {
try {
return this.searchHistory
.filter(search => search.userId === userId && search.query)
.sort((a, b) => b.timestamp.getTime() - a.timestamp.getTime())
.slice(0, limit)
.map(search => search.query);
} catch (error) {
this.logger.error('Failed to get recent searches', { userId, error });
throw error;
}
}
async indexAsset(asset: DataAsset): Promise<void> {
try {
// Add to main index
this.searchIndex.set(asset.id, asset);
this.assets.set(asset.id, asset);
// Update inverted indices
this.updateInvertedIndices(asset);
this.logger.debug('Asset indexed', { assetId: asset.id, name: asset.name });
await this.eventBus.emit('data.catalog.asset.indexed', {
assetId: asset.id,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to index asset', { asset, error });
throw error;
}
}
async removeFromIndex(assetId: string): Promise<void> {
try {
const asset = this.searchIndex.get(assetId);
if (!asset) {
return;
}
// Remove from main index
this.searchIndex.delete(assetId);
this.assets.delete(assetId);
// Remove from inverted indices
this.removeFromInvertedIndices(asset);
this.logger.debug('Asset removed from index', { assetId });
await this.eventBus.emit('data.catalog.asset.unindexed', {
assetId,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to remove asset from index', { assetId, error });
throw error;
}
}
async reindexAll(): Promise<void> {
try {
// Clear all indices
this.searchIndex.clear();
this.wordToAssets.clear();
this.tagToAssets.clear();
this.typeToAssets.clear();
this.classificationToAssets.clear();
this.ownerToAssets.clear();
// Reindex all assets
for (const asset of this.assets.values()) {
await this.indexAsset(asset);
}
this.logger.info('Search index rebuilt', { assetCount: this.assets.size });
await this.eventBus.emit('data.catalog.index.rebuilt', {
assetCount: this.assets.size,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to rebuild search index', { error });
throw error;
}
}
async getSearchAnalytics(timeframe: string = 'week'): Promise<any> {
try {
const now = new Date();
let cutoffDate: Date;
switch (timeframe) {
case 'day':
cutoffDate = new Date(now.getTime() - 24 * 60 * 60 * 1000);
break;
case 'week':
cutoffDate = new Date(now.getTime() - 7 * 24 * 60 * 60 * 1000);
break;
case 'month':
cutoffDate = new Date(now.getTime() - 30 * 24 * 60 * 60 * 1000);
break;
default:
cutoffDate = new Date(0);
}
const recentSearches = this.searchHistory.filter(search => search.timestamp >= cutoffDate);
const analytics = {
totalSearches: recentSearches.length,
uniqueQueries: new Set(recentSearches.map(s => s.query)).size,
averageResults: recentSearches.length > 0 ?
recentSearches.reduce((sum, s) => sum + s.resultCount, 0) / recentSearches.length : 0,
noResultQueries: recentSearches.filter(s => s.resultCount === 0).length,
topQueries: this.getTopQueries(recentSearches, 10),
searchTrend: this.calculateSearchTrend(recentSearches, timeframe),
facetUsage: this.getFacetUsage(recentSearches)
};
return analytics;
} catch (error) {
this.logger.error('Failed to get search analytics', { timeframe, error });
throw error;
}
}
// Private helper methods
private async performTextSearch(text: string): Promise<DataAsset[]> {
const words = this.tokenize(text);
const assetScores = new Map<string, number>();
for (const word of words) {
const assetIds = this.wordToAssets.get(word) || new Set();
for (const assetId of assetIds) {
assetScores.set(assetId, (assetScores.get(assetId) || 0) + 1);
}
}
// Sort by relevance score
const sortedAssetIds = Array.from(assetScores.entries())
.sort((a, b) => b[1] - a[1])
.map(([assetId]) => assetId);
return sortedAssetIds
.map(id => this.assets.get(id))
.filter((asset): asset is DataAsset => asset !== undefined);
}
private applyFilters(assets: DataAsset[], filters: SearchFilters): DataAsset[] {
return assets.filter(asset => {
if (filters.types && filters.types.length > 0) {
if (!filters.types.includes(asset.type)) return false;
}
if (filters.classifications && filters.classifications.length > 0) {
if (!filters.classifications.includes(asset.classification)) return false;
}
if (filters.owners && filters.owners.length > 0) {
if (!filters.owners.includes(asset.owner)) return false;
}
if (filters.tags && filters.tags.length > 0) {
if (!filters.tags.some(tag => asset.tags.includes(tag))) return false;
}
if (filters.createdAfter) {
if (asset.createdAt < filters.createdAfter) return false;
}
if (filters.createdBefore) {
if (asset.createdAt > filters.createdBefore) return false;
}
return true;
});
}
private sortResults(assets: DataAsset[], sortBy?: string, sortOrder?: 'asc' | 'desc'): DataAsset[] {
if (!sortBy) {
return assets; // Return as-is (relevance order)
}
const order = sortOrder === 'desc' ? -1 : 1;
return assets.sort((a, b) => {
let comparison = 0;
switch (sortBy) {
case 'name':
comparison = a.name.localeCompare(b.name);
break;
case 'createdAt':
comparison = a.createdAt.getTime() - b.createdAt.getTime();
break;
case 'updatedAt':
comparison = a.updatedAt.getTime() - b.updatedAt.getTime();
break;
case 'lastAccessed':
const aAccessed = a.lastAccessed?.getTime() || 0;
const bAccessed = b.lastAccessed?.getTime() || 0;
comparison = aAccessed - bAccessed;
break;
case 'usage':
comparison = a.usage.accessCount - b.usage.accessCount;
break;
default:
comparison = 0;
}
return comparison * order;
});
}
private calculateFacets(assets: DataAsset[]): Record<string, Array<{ value: string; count: number }>> {
const facets: Record<string, Map<string, number>> = {
types: new Map(),
classifications: new Map(),
owners: new Map(),
tags: new Map()
};
for (const asset of assets) {
// Type facet
facets.types.set(asset.type, (facets.types.get(asset.type) || 0) + 1);
// Classification facet
facets.classifications.set(asset.classification, (facets.classifications.get(asset.classification) || 0) + 1);
// Owner facet
facets.owners.set(asset.owner, (facets.owners.get(asset.owner) || 0) + 1);
// Tags facet
for (const tag of asset.tags) {
facets.tags.set(tag, (facets.tags.get(tag) || 0) + 1);
}
}
// Convert to required format
const result: Record<string, Array<{ value: string; count: number }>> = {};
for (const [facetName, facetMap] of Object.entries(facets)) {
result[facetName] = Array.from(facetMap.entries())
.map(([value, count]) => ({ value, count }))
.sort((a, b) => b.count - a.count);
}
return result;
}
private async generateSearchSuggestions(query: string, results: DataAsset[]): Promise<string[]> {
if (!query || results.length === 0) {
return [];
}
const suggestions: string[] = [];
// Extract common tags from results
const tagCounts = new Map<string, number>();
for (const asset of results.slice(0, 10)) { // Top 10 results
for (const tag of asset.tags) {
tagCounts.set(tag, (tagCounts.get(tag) || 0) + 1);
}
}
// Add top tags as suggestions
const topTags = Array.from(tagCounts.entries())
.sort((a, b) => b[1] - a[1])
.slice(0, 3)
.map(([tag]) => `${query} ${tag}`);
suggestions.push(...topTags);
return suggestions;
}
private updateInvertedIndices(asset: DataAsset): void {
// Index words from name and description
const words = [
...this.tokenize(asset.name),
...this.tokenize(asset.description)
];
for (const word of words) {
if (!this.wordToAssets.has(word)) {
this.wordToAssets.set(word, new Set());
}
this.wordToAssets.get(word)!.add(asset.id);
}
// Index tags
for (const tag of asset.tags) {
if (!this.tagToAssets.has(tag)) {
this.tagToAssets.set(tag, new Set());
}
this.tagToAssets.get(tag)!.add(asset.id);
}
// Index type
if (!this.typeToAssets.has(asset.type)) {
this.typeToAssets.set(asset.type, new Set());
}
this.typeToAssets.get(asset.type)!.add(asset.id);
// Index classification
if (!this.classificationToAssets.has(asset.classification)) {
this.classificationToAssets.set(asset.classification, new Set());
}
this.classificationToAssets.get(asset.classification)!.add(asset.id);
// Index owner
if (!this.ownerToAssets.has(asset.owner)) {
this.ownerToAssets.set(asset.owner, new Set());
}
this.ownerToAssets.get(asset.owner)!.add(asset.id);
}
private removeFromInvertedIndices(asset: DataAsset): void {
// Remove from word index
const words = [
...this.tokenize(asset.name),
...this.tokenize(asset.description)
];
for (const word of words) {
const assetSet = this.wordToAssets.get(word);
if (assetSet) {
assetSet.delete(asset.id);
if (assetSet.size === 0) {
this.wordToAssets.delete(word);
}
}
}
// Remove from other indices
this.removeFromIndex(this.tagToAssets, asset.tags, asset.id);
this.removeFromIndex(this.typeToAssets, [asset.type], asset.id);
this.removeFromIndex(this.classificationToAssets, [asset.classification], asset.id);
this.removeFromIndex(this.ownerToAssets, [asset.owner], asset.id);
}
private removeFromIndex(index: Map<string, Set<string>>, values: string[], assetId: string): void {
for (const value of values) {
const assetSet = index.get(value);
if (assetSet) {
assetSet.delete(assetId);
if (assetSet.size === 0) {
index.delete(value);
}
}
}
}
private tokenize(text: string): string[] {
return text
.toLowerCase()
.replace(/[^\w\s]/g, ' ')
.split(/\s+/)
.filter(word => word.length > 2);
}
private calculateSimilarity(asset1: DataAsset, asset2: DataAsset): number {
let score = 0;
// Type similarity
if (asset1.type === asset2.type) score += 0.3;
// Classification similarity
if (asset1.classification === asset2.classification) score += 0.2;
// Owner similarity
if (asset1.owner === asset2.owner) score += 0.1;
// Tag similarity (Jaccard similarity)
const tags1 = new Set(asset1.tags);
const tags2 = new Set(asset2.tags);
const intersection = new Set([...tags1].filter(tag => tags2.has(tag)));
const union = new Set([...tags1, ...tags2]);
if (union.size > 0) {
score += (intersection.size / union.size) * 0.4;
}
return score;
}
private highlightMatch(text: string, query: string): string {
const regex = new RegExp(`(${query})`, 'gi');
return text.replace(regex, '<mark>$1</mark>');
}
private recordSearch(query: string, userId?: string, resultCount: number = 0): void {
this.searchHistory.push({
query,
userId,
timestamp: new Date(),
resultCount
});
// Keep only last 1000 searches
if (this.searchHistory.length > 1000) {
this.searchHistory = this.searchHistory.slice(-1000);
}
}
private getPopularSearchTerms(): string[] {
const searchCounts = new Map<string, number>();
for (const search of this.searchHistory) {
if (search.query) {
searchCounts.set(search.query, (searchCounts.get(search.query) || 0) + 1);
}
}
return Array.from(searchCounts.entries())
.sort((a, b) => b[1] - a[1])
.map(([query]) => query);
}
private getSearchCount(query: string): number {
return this.searchHistory.filter(search => search.query === query).length;
}
private getTopQueries(searches: any[], limit: number): Array<{ query: string; count: number }> {
const queryCounts = new Map<string, number>();
for (const search of searches) {
if (search.query) {
queryCounts.set(search.query, (queryCounts.get(search.query) || 0) + 1);
}
}
return Array.from(queryCounts.entries())
.map(([query, count]) => ({ query, count }))
.sort((a, b) => b.count - a.count)
.slice(0, limit);
}
private calculateSearchTrend(searches: any[], timeframe: string): any {
// Group searches by day
const dailyCounts = new Map<string, number>();
for (const search of searches) {
const day = search.timestamp.toISOString().split('T')[0];
dailyCounts.set(day, (dailyCounts.get(day) || 0) + 1);
}
const dataPoints = Array.from(dailyCounts.entries())
.map(([date, count]) => ({ date, count }))
.sort((a, b) => a.date.localeCompare(b.date));
return {
dataPoints,
trend: this.analyzeTrend(dataPoints.map(p => p.count))
};
}
private analyzeTrend(values: number[]): string {
if (values.length < 2) return 'stable';
const firstHalf = values.slice(0, Math.floor(values.length / 2));
const secondHalf = values.slice(Math.floor(values.length / 2));
const firstAvg = firstHalf.reduce((sum, val) => sum + val, 0) / firstHalf.length;
const secondAvg = secondHalf.reduce((sum, val) => sum + val, 0) / secondHalf.length;
const changePercent = ((secondAvg - firstAvg) / firstAvg) * 100;
if (Math.abs(changePercent) < 10) return 'stable';
return changePercent > 0 ? 'increasing' : 'decreasing';
}
private getFacetUsage(searches: any[]): Record<string, number> {
// Mock facet usage tracking
return {
types: Math.floor(searches.length * 0.3),
classifications: Math.floor(searches.length * 0.2),
owners: Math.floor(searches.length * 0.1),
tags: Math.floor(searches.length * 0.4)
};
}
// Method to inject assets (typically from DataCatalogService)
setAssets(assets: Map<string, DataAsset>): void {
this.assets = assets;
// Reindex all assets when assets are updated
this.reindexAll();
}
}

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// Data Asset Types
export interface DataAsset {
id: string;
name: string;
type: DataAssetType;
description: string;
owner: string;
steward?: string;
tags: string[];
classification: DataClassification;
schema?: DataSchema;
location: DataLocation;
metadata: DataAssetMetadata;
lineage: DataLineage;
quality: DataQuality;
usage: DataUsage;
governance: DataGovernance;
createdAt: Date;
updatedAt: Date;
lastAccessed?: Date;
}
export enum DataAssetType {
TABLE = 'table',
VIEW = 'view',
DATASET = 'dataset',
API = 'api',
FILE = 'file',
STREAM = 'stream',
MODEL = 'model',
FEATURE_GROUP = 'feature_group',
PIPELINE = 'pipeline',
REPORT = 'report'
}
export enum DataClassification {
PUBLIC = 'public',
INTERNAL = 'internal',
CONFIDENTIAL = 'confidential',
RESTRICTED = 'restricted',
PII = 'pii',
FINANCIAL = 'financial'
}
export interface DataSchema {
version: string;
fields: DataField[];
primaryKeys?: string[];
foreignKeys?: ForeignKey[];
indexes?: Index[];
}
export interface DataField {
name: string;
type: string;
nullable: boolean;
description?: string;
constraints?: FieldConstraint[];
tags?: string[];
classification?: DataClassification;
}
export interface ForeignKey {
fields: string[];
referencedAsset: string;
referencedFields: string[];
}
export interface Index {
name: string;
fields: string[];
unique: boolean;
type: 'btree' | 'hash' | 'gin' | 'gist';
}
export interface FieldConstraint {
type: 'not_null' | 'unique' | 'check' | 'range' | 'pattern';
value?: any;
description?: string;
}
export interface DataLocation {
type: 'database' | 'file_system' | 'cloud_storage' | 'api' | 'stream';
connection: string;
path: string;
format?: string;
compression?: string;
partitioning?: PartitionInfo;
}
export interface PartitionInfo {
fields: string[];
strategy: 'range' | 'hash' | 'list';
count?: number;
}
export interface DataAssetMetadata {
size?: number;
rowCount?: number;
columnCount?: number;
fileFormat?: string;
encoding?: string;
delimiter?: string;
compression?: string;
checksums?: Record<string, string>;
customProperties?: Record<string, any>;
}
// Data Lineage Types
export interface DataLineage {
id: string;
assetId: string;
upstreamAssets: LineageEdge[];
downstreamAssets: LineageEdge[];
transformations: DataTransformation[];
impact: ImpactAnalysis;
createdAt: Date;
updatedAt: Date;
}
export interface LineageEdge {
sourceAssetId: string;
targetAssetId: string;
relationship: LineageRelationship;
transformations: string[];
confidence: number;
metadata?: Record<string, any>;
}
export enum LineageRelationship {
DERIVED_FROM = 'derived_from',
AGGREGATED_FROM = 'aggregated_from',
JOINED_WITH = 'joined_with',
FILTERED_FROM = 'filtered_from',
TRANSFORMED_FROM = 'transformed_from',
COPIED_FROM = 'copied_from',
ENRICHED_WITH = 'enriched_with'
}
export interface DataTransformation {
id: string;
name: string;
type: TransformationType;
description?: string;
code?: string;
inputFields: string[];
outputFields: string[];
logic: string;
parameters?: Record<string, any>;
}
export enum TransformationType {
FILTER = 'filter',
AGGREGATE = 'aggregate',
JOIN = 'join',
UNION = 'union',
PIVOT = 'pivot',
UNPIVOT = 'unpivot',
SORT = 'sort',
DEDUPLICATE = 'deduplicate',
CALCULATE = 'calculate',
CAST = 'cast',
RENAME = 'rename'
}
export interface ImpactAnalysis {
downstreamAssets: string[];
affectedUsers: string[];
estimatedImpact: 'low' | 'medium' | 'high' | 'critical';
impactDescription: string;
recommendations: string[];
}
// Data Quality Types
export interface DataQuality {
id: string;
assetId: string;
overallScore: number;
dimensions: QualityDimension[];
rules: QualityRule[];
issues: QualityIssue[];
trend: QualityTrend;
lastAssessment: Date;
nextAssessment?: Date;
}
export interface QualityDimension {
name: QualityDimensionType;
score: number;
weight: number;
description: string;
metrics: QualityMetric[];
}
export enum QualityDimensionType {
COMPLETENESS = 'completeness',
ACCURACY = 'accuracy',
CONSISTENCY = 'consistency',
VALIDITY = 'validity',
UNIQUENESS = 'uniqueness',
TIMELINESS = 'timeliness',
INTEGRITY = 'integrity'
}
export interface QualityRule {
id: string;
name: string;
description: string;
dimension: QualityDimensionType;
type: QualityRuleType;
field?: string;
condition: string;
threshold: number;
severity: 'low' | 'medium' | 'high' | 'critical';
enabled: boolean;
}
export enum QualityRuleType {
NULL_CHECK = 'null_check',
RANGE_CHECK = 'range_check',
PATTERN_CHECK = 'pattern_check',
REFERENCE_CHECK = 'reference_check',
DUPLICATE_CHECK = 'duplicate_check',
FRESHNESS_CHECK = 'freshness_check',
CUSTOM = 'custom'
}
export interface QualityMetric {
name: string;
value: number;
unit?: string;
threshold?: number;
status: 'pass' | 'warn' | 'fail';
}
export interface QualityIssue {
id: string;
ruleId: string;
severity: 'low' | 'medium' | 'high' | 'critical';
description: string;
field?: string;
affectedRows?: number;
detectedAt: Date;
status: 'open' | 'acknowledged' | 'resolved' | 'false_positive';
assignee?: string;
resolution?: string;
resolvedAt?: Date;
}
export interface QualityTrend {
timeframe: 'day' | 'week' | 'month';
dataPoints: QualityDataPoint[];
trend: 'improving' | 'stable' | 'degrading';
changeRate: number;
}
export interface QualityDataPoint {
timestamp: Date;
score: number;
dimensionScores: Record<QualityDimensionType, number>;
}
// Data Usage Types
export interface DataUsage {
id: string;
assetId: string;
accessCount: number;
uniqueUsers: number;
lastAccessed: Date;
topUsers: UserUsage[];
accessPatterns: AccessPattern[];
popularQueries: PopularQuery[];
usageTrend: UsageTrend;
}
export interface UserUsage {
userId: string;
userName: string;
accessCount: number;
lastAccessed: Date;
accessType: 'read' | 'write' | 'query' | 'download';
}
export interface AccessPattern {
timeOfDay: number; // Hour 0-23
dayOfWeek: number; // 0-6
frequency: number;
accessType: 'read' | 'write' | 'query' | 'download';
}
export interface PopularQuery {
query: string;
count: number;
avgExecutionTime: number;
lastExecuted: Date;
users: string[];
}
export interface UsageTrend {
timeframe: 'day' | 'week' | 'month';
dataPoints: UsageDataPoint[];
trend: 'increasing' | 'stable' | 'decreasing';
changeRate: number;
}
export interface UsageDataPoint {
timestamp: Date;
accessCount: number;
uniqueUsers: number;
avgResponseTime?: number;
}
// Data Governance Types
export interface DataGovernance {
id: string;
assetId: string;
policies: GovernancePolicy[];
compliance: ComplianceStatus[];
retention: RetentionPolicy;
access: AccessPolicy;
privacy: PrivacySettings;
audit: AuditTrail[];
}
export interface GovernancePolicy {
id: string;
name: string;
type: PolicyType;
description: string;
rules: PolicyRule[];
enforcement: 'advisory' | 'preventive' | 'detective';
status: 'active' | 'inactive' | 'draft';
}
export enum PolicyType {
ACCESS_CONTROL = 'access_control',
DATA_RETENTION = 'data_retention',
DATA_PRIVACY = 'data_privacy',
DATA_QUALITY = 'data_quality',
USAGE_MONITORING = 'usage_monitoring',
COMPLIANCE = 'compliance'
}
export interface PolicyRule {
id: string;
condition: string;
action: string;
parameters?: Record<string, any>;
}
export interface ComplianceStatus {
regulation: 'GDPR' | 'CCPA' | 'SOX' | 'HIPAA' | 'PCI_DSS' | 'CUSTOM';
status: 'compliant' | 'non_compliant' | 'unknown';
lastAssessment: Date;
issues: ComplianceIssue[];
}
export interface ComplianceIssue {
id: string;
description: string;
severity: 'low' | 'medium' | 'high' | 'critical';
requirement: string;
remediation: string;
dueDate?: Date;
}
export interface RetentionPolicy {
retentionPeriod: number; // in days
archiveAfter?: number; // in days
deleteAfter?: number; // in days
retentionReason: string;
legalHold: boolean;
}
export interface AccessPolicy {
defaultAccess: 'none' | 'read' | 'write' | 'admin';
roles: RolePermission[];
users: UserPermission[];
conditions?: AccessCondition[];
}
export interface RolePermission {
role: string;
permissions: Permission[];
conditions?: AccessCondition[];
}
export interface UserPermission {
userId: string;
permissions: Permission[];
conditions?: AccessCondition[];
expiresAt?: Date;
}
export enum Permission {
READ = 'read',
WRITE = 'write',
DELETE = 'delete',
ADMIN = 'admin',
QUERY = 'query',
EXPORT = 'export'
}
export interface AccessCondition {
type: 'time_based' | 'location_based' | 'purpose_based' | 'data_sensitivity';
condition: string;
value: any;
}
export interface PrivacySettings {
containsPII: boolean;
sensitiveFields: string[];
anonymizationRules: AnonymizationRule[];
consentRequired: boolean;
dataSubjectRights: DataSubjectRight[];
}
export interface AnonymizationRule {
field: string;
method: 'mask' | 'hash' | 'encrypt' | 'tokenize' | 'generalize' | 'suppress';
parameters?: Record<string, any>;
}
export interface DataSubjectRight {
type: 'access' | 'rectification' | 'erasure' | 'portability' | 'restriction';
enabled: boolean;
automatedResponse: boolean;
}
export interface AuditTrail {
id: string;
timestamp: Date;
userId: string;
action: string;
resource: string;
details: Record<string, any>;
outcome: 'success' | 'failure';
ipAddress?: string;
userAgent?: string;
}
// Search and Discovery Types
export interface SearchRequest {
query: string;
filters?: SearchFilter[];
facets?: string[];
sortBy?: string;
sortOrder?: 'asc' | 'desc';
limit?: number;
offset?: number;
}
export interface SearchFilter {
field: string;
operator: 'eq' | 'ne' | 'gt' | 'gte' | 'lt' | 'lte' | 'in' | 'contains' | 'startswith' | 'endswith';
value: any;
}
export interface SearchResponse {
total: number;
assets: DataAsset[];
facets: SearchFacet[];
suggestions: string[];
}
export interface SearchFacet {
field: string;
values: FacetValue[];
}
export interface FacetValue {
value: string;
count: number;
}
// API Request/Response Types
export interface CreateDataAssetRequest {
name: string;
type: DataAssetType;
description: string;
owner: string;
steward?: string;
tags?: string[];
classification: DataClassification;
schema?: DataSchema;
location: DataLocation;
metadata?: Partial<DataAssetMetadata>;
governance?: Partial<DataGovernance>;
}
export interface UpdateDataAssetRequest {
name?: string;
description?: string;
owner?: string;
steward?: string;
tags?: string[];
classification?: DataClassification;
schema?: DataSchema;
metadata?: Partial<DataAssetMetadata>;
}
export interface LineageRequest {
assetId: string;
direction: 'upstream' | 'downstream' | 'both';
depth?: number;
includeTransformations?: boolean;
}
export interface QualityAssessmentRequest {
assetId: string;
rules?: string[];
immediate?: boolean;
}
export interface CreateQualityRuleRequest {
name: string;
description: string;
dimension: QualityDimensionType;
type: QualityRuleType;
field?: string;
condition: string;
threshold: number;
severity: 'low' | 'medium' | 'high' | 'critical';
}

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{
"extends": "../../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src",
"baseUrl": "./src",
"paths": {
"@/*": ["*"]
}
},
"include": [
"src/**/*"
],
"exclude": [
"node_modules",
"dist",
"**/*.test.ts",
"**/*.spec.ts"
]
}

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{
"name": "data-processor",
"version": "1.0.0",
"description": "Data processing and pipeline orchestration service",
"main": "src/index.ts",
"scripts": {
"dev": "bun run --watch src/index.ts",
"start": "bun run src/index.ts",
"build": "bun build src/index.ts --outdir=dist",
"test": "bun test",
"lint": "eslint src/**/*.ts",
"type-check": "tsc --noEmit"
},
"dependencies": {
"@stock-bot/shared-types": "*",
"@stock-bot/event-bus": "*",
"@stock-bot/utils": "*",
"@stock-bot/api-client": "*",
"hono": "^4.6.3",
"ioredis": "^5.4.1",
"cron": "^3.1.6",
"bull": "^4.12.2",
"axios": "^1.6.2",
"node-fetch": "^3.3.2",
"csv-parser": "^3.0.0",
"joi": "^17.11.0"
},
"devDependencies": {
"bun-types": "^1.2.15",
"@types/node": "^20.10.5",
"@types/bull": "^4.10.0",
"typescript": "^5.3.3",
"eslint": "^8.56.0"
}
}

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import { Context } from 'hono';
import { logger } from '@stock-bot/utils';
export class HealthController {
async getHealth(c: Context): Promise<Response> {
try {
const health = {
status: 'healthy',
timestamp: new Date().toISOString(),
service: 'data-processor',
version: process.env.npm_package_version || '1.0.0',
uptime: process.uptime(),
environment: process.env.NODE_ENV || 'development',
dependencies: {
redis: await this.checkRedisHealth(),
eventBus: await this.checkEventBusHealth(),
}
};
return c.json(health);
} catch (error) {
logger.error('Health check failed:', error);
return c.json({
status: 'unhealthy',
timestamp: new Date().toISOString(),
service: 'data-processor',
error: error instanceof Error ? error.message : 'Unknown error'
}, 503);
}
}
async getDetailedHealth(c: Context): Promise<Response> {
try {
const health = {
status: 'healthy',
timestamp: new Date().toISOString(),
service: 'data-processor',
version: process.env.npm_package_version || '1.0.0',
uptime: process.uptime(),
environment: process.env.NODE_ENV || 'development',
system: {
platform: process.platform,
architecture: process.arch,
nodeVersion: process.version,
memory: process.memoryUsage(),
pid: process.pid
},
dependencies: {
redis: await this.checkRedisHealth(),
eventBus: await this.checkEventBusHealth(),
},
metrics: {
activePipelines: 0, // Will be populated by orchestrator
runningJobs: 0, // Will be populated by orchestrator
totalProcessedRecords: 0 // Will be populated by orchestrator
}
};
return c.json(health);
} catch (error) {
logger.error('Detailed health check failed:', error);
return c.json({
status: 'unhealthy',
timestamp: new Date().toISOString(),
service: 'data-processor',
error: error instanceof Error ? error.message : 'Unknown error'
}, 503);
}
}
private async checkRedisHealth(): Promise<{ status: string; latency?: number; error?: string }> {
try {
const startTime = Date.now();
// In a real implementation, ping Redis here
const latency = Date.now() - startTime;
return {
status: 'healthy',
latency
};
} catch (error) {
return {
status: 'unhealthy',
error: error instanceof Error ? error.message : 'Redis connection failed'
};
}
}
private async checkEventBusHealth(): Promise<{ status: string; error?: string }> {
try {
// In a real implementation, check event bus connection here
return {
status: 'healthy'
};
} catch (error) {
return {
status: 'unhealthy',
error: error instanceof Error ? error.message : 'Event bus connection failed'
};
}
}
}

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import { Context } from 'hono';
import { logger } from '@stock-bot/utils';
import { DataPipelineOrchestrator } from '../core/DataPipelineOrchestrator';
import { JobStatus } from '../types/DataPipeline';
export class JobController {
constructor(private orchestrator: DataPipelineOrchestrator) {}
async listJobs(c: Context): Promise<Response> {
try {
const pipelineId = c.req.query('pipelineId');
const status = c.req.query('status') as JobStatus;
const limit = parseInt(c.req.query('limit') || '50');
const offset = parseInt(c.req.query('offset') || '0');
let jobs = this.orchestrator.listJobs(pipelineId);
// Filter by status if provided
if (status) {
jobs = jobs.filter(job => job.status === status);
}
// Sort by creation time (newest first)
jobs.sort((a, b) => b.createdAt.getTime() - a.createdAt.getTime());
// Apply pagination
const totalJobs = jobs.length;
const paginatedJobs = jobs.slice(offset, offset + limit);
return c.json({
success: true,
data: paginatedJobs,
pagination: {
total: totalJobs,
limit,
offset,
hasMore: offset + limit < totalJobs
}
});
} catch (error) {
logger.error('Failed to list jobs:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to list jobs'
}, 500);
}
}
async getJob(c: Context): Promise<Response> {
try {
const jobId = c.req.param('id');
const job = this.orchestrator.getJob(jobId);
if (!job) {
return c.json({
success: false,
error: 'Job not found'
}, 404);
}
return c.json({
success: true,
data: job
});
} catch (error) {
logger.error('Failed to get job:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to get job'
}, 500);
}
}
async cancelJob(c: Context): Promise<Response> {
try {
const jobId = c.req.param('id');
const job = this.orchestrator.getJob(jobId);
if (!job) {
return c.json({
success: false,
error: 'Job not found'
}, 404);
}
if (job.status !== JobStatus.RUNNING && job.status !== JobStatus.PENDING) {
return c.json({
success: false,
error: 'Job cannot be cancelled in current status'
}, 400);
}
// Update job status to cancelled
job.status = JobStatus.CANCELLED;
job.completedAt = new Date();
job.error = 'Job cancelled by user';
logger.info(`Cancelled job: ${jobId}`);
return c.json({
success: true,
message: 'Job cancelled successfully',
data: job
});
} catch (error) {
logger.error('Failed to cancel job:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to cancel job'
}, 500);
}
}
async retryJob(c: Context): Promise<Response> {
try {
const jobId = c.req.param('id');
const job = this.orchestrator.getJob(jobId);
if (!job) {
return c.json({
success: false,
error: 'Job not found'
}, 404);
}
if (job.status !== JobStatus.FAILED) {
return c.json({
success: false,
error: 'Only failed jobs can be retried'
}, 400);
}
// Create a new job with the same parameters
const newJob = await this.orchestrator.runPipeline(job.pipelineId, job.parameters);
logger.info(`Retried job: ${jobId} as new job: ${newJob.id}`);
return c.json({
success: true,
message: 'Job retried successfully',
data: {
originalJob: job,
newJob: newJob
}
});
} catch (error) {
logger.error('Failed to retry job:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to retry job'
}, 500);
}
}
async getJobLogs(c: Context): Promise<Response> {
try {
const jobId = c.req.param('id');
const job = this.orchestrator.getJob(jobId);
if (!job) {
return c.json({
success: false,
error: 'Job not found'
}, 404);
}
// In a real implementation, fetch logs from a log store
const logs = [
{
timestamp: job.createdAt,
level: 'info',
message: `Job ${jobId} created`
},
...(job.startedAt ? [{
timestamp: job.startedAt,
level: 'info',
message: `Job ${jobId} started`
}] : []),
...(job.completedAt ? [{
timestamp: job.completedAt,
level: job.status === JobStatus.COMPLETED ? 'info' : 'error',
message: job.status === JobStatus.COMPLETED ?
`Job ${jobId} completed successfully` :
`Job ${jobId} failed: ${job.error}`
}] : [])
];
return c.json({
success: true,
data: {
jobId,
logs,
totalLogs: logs.length
}
});
} catch (error) {
logger.error('Failed to get job logs:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to get job logs'
}, 500);
}
}
async getJobMetrics(c: Context): Promise<Response> {
try {
const jobId = c.req.param('id');
const job = this.orchestrator.getJob(jobId);
if (!job) {
return c.json({
success: false,
error: 'Job not found'
}, 404);
}
const metrics = {
...job.metrics,
duration: job.completedAt && job.startedAt ?
job.completedAt.getTime() - job.startedAt.getTime() : null,
successRate: job.metrics.recordsProcessed > 0 ?
(job.metrics.recordsSuccessful / job.metrics.recordsProcessed) * 100 : 0,
errorRate: job.metrics.recordsProcessed > 0 ?
(job.metrics.recordsFailed / job.metrics.recordsProcessed) * 100 : 0,
status: job.status,
startedAt: job.startedAt,
completedAt: job.completedAt
};
return c.json({
success: true,
data: metrics
});
} catch (error) {
logger.error('Failed to get job metrics:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to get job metrics'
}, 500);
}
}
async getJobStats(c: Context): Promise<Response> {
try {
const jobs = this.orchestrator.listJobs();
const stats = {
total: jobs.length,
byStatus: {
pending: jobs.filter(j => j.status === JobStatus.PENDING).length,
running: jobs.filter(j => j.status === JobStatus.RUNNING).length,
completed: jobs.filter(j => j.status === JobStatus.COMPLETED).length,
failed: jobs.filter(j => j.status === JobStatus.FAILED).length,
cancelled: jobs.filter(j => j.status === JobStatus.CANCELLED).length,
},
metrics: {
totalRecordsProcessed: jobs.reduce((sum, j) => sum + j.metrics.recordsProcessed, 0),
totalRecordsSuccessful: jobs.reduce((sum, j) => sum + j.metrics.recordsSuccessful, 0),
totalRecordsFailed: jobs.reduce((sum, j) => sum + j.metrics.recordsFailed, 0),
averageProcessingTime: jobs.length > 0 ?
jobs.reduce((sum, j) => sum + j.metrics.processingTimeMs, 0) / jobs.length : 0,
successRate: jobs.length > 0 ?
(jobs.filter(j => j.status === JobStatus.COMPLETED).length / jobs.length) * 100 : 0
},
recentJobs: jobs
.sort((a, b) => b.createdAt.getTime() - a.createdAt.getTime())
.slice(0, 10)
.map(job => ({
id: job.id,
pipelineId: job.pipelineId,
status: job.status,
createdAt: job.createdAt,
processingTime: job.metrics.processingTimeMs,
recordsProcessed: job.metrics.recordsProcessed
}))
};
return c.json({
success: true,
data: stats
});
} catch (error) {
logger.error('Failed to get job stats:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to get job stats'
}, 500);
}
}
}

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import { Context } from 'hono';
import { logger } from '@stock-bot/utils';
import { DataPipelineOrchestrator } from '../core/DataPipelineOrchestrator';
import { DataPipeline, PipelineStatus } from '../types/DataPipeline';
export class PipelineController {
constructor(private orchestrator: DataPipelineOrchestrator) {}
async listPipelines(c: Context): Promise<Response> {
try {
const pipelines = this.orchestrator.listPipelines();
return c.json({
success: true,
data: pipelines,
total: pipelines.length
});
} catch (error) {
logger.error('Failed to list pipelines:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to list pipelines'
}, 500);
}
}
async createPipeline(c: Context): Promise<Response> {
try {
const pipelineData = await c.req.json();
// Validate required fields
if (!pipelineData.name) {
return c.json({
success: false,
error: 'Pipeline name is required'
}, 400);
}
const pipeline = await this.orchestrator.createPipeline(pipelineData);
logger.info(`Created pipeline: ${pipeline.name} (${pipeline.id})`);
return c.json({
success: true,
data: pipeline
}, 201);
} catch (error) {
logger.error('Failed to create pipeline:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to create pipeline'
}, 500);
}
}
async getPipeline(c: Context): Promise<Response> {
try {
const pipelineId = c.req.param('id');
const pipeline = this.orchestrator.getPipeline(pipelineId);
if (!pipeline) {
return c.json({
success: false,
error: 'Pipeline not found'
}, 404);
}
return c.json({
success: true,
data: pipeline
});
} catch (error) {
logger.error('Failed to get pipeline:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to get pipeline'
}, 500);
}
}
async updatePipeline(c: Context): Promise<Response> {
try {
const pipelineId = c.req.param('id');
const updateData = await c.req.json();
const existingPipeline = this.orchestrator.getPipeline(pipelineId);
if (!existingPipeline) {
return c.json({
success: false,
error: 'Pipeline not found'
}, 404);
}
// Update pipeline (in a real implementation, this would use a proper update method)
const updatedPipeline: DataPipeline = {
...existingPipeline,
...updateData,
id: pipelineId, // Ensure ID doesn't change
updatedAt: new Date()
};
// In a real implementation, save to persistent storage
logger.info(`Updated pipeline: ${updatedPipeline.name} (${pipelineId})`);
return c.json({
success: true,
data: updatedPipeline
});
} catch (error) {
logger.error('Failed to update pipeline:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to update pipeline'
}, 500);
}
}
async deletePipeline(c: Context): Promise<Response> {
try {
const pipelineId = c.req.param('id');
const pipeline = this.orchestrator.getPipeline(pipelineId);
if (!pipeline) {
return c.json({
success: false,
error: 'Pipeline not found'
}, 404);
}
// Check if pipeline is running
const runningJobs = this.orchestrator.listJobs(pipelineId);
if (runningJobs.length > 0) {
return c.json({
success: false,
error: 'Cannot delete pipeline with running jobs'
}, 400);
}
// In a real implementation, delete from persistent storage
logger.info(`Deleted pipeline: ${pipeline.name} (${pipelineId})`);
return c.json({
success: true,
message: 'Pipeline deleted successfully'
});
} catch (error) {
logger.error('Failed to delete pipeline:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to delete pipeline'
}, 500);
}
}
async runPipeline(c: Context): Promise<Response> {
try {
const pipelineId = c.req.param('id');
const parameters = await c.req.json().catch(() => ({}));
const pipeline = this.orchestrator.getPipeline(pipelineId);
if (!pipeline) {
return c.json({
success: false,
error: 'Pipeline not found'
}, 404);
}
if (pipeline.status !== PipelineStatus.ACTIVE) {
return c.json({
success: false,
error: 'Pipeline is not active'
}, 400);
}
const job = await this.orchestrator.runPipeline(pipelineId, parameters);
logger.info(`Started pipeline job: ${job.id} for pipeline: ${pipelineId}`);
return c.json({
success: true,
data: job
}, 202);
} catch (error) {
logger.error('Failed to run pipeline:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to run pipeline'
}, 500);
}
}
async schedulePipeline(c: Context): Promise<Response> {
try {
const pipelineId = c.req.param('id');
const { cronExpression } = await c.req.json();
if (!cronExpression) {
return c.json({
success: false,
error: 'Cron expression is required'
}, 400);
}
const pipeline = this.orchestrator.getPipeline(pipelineId);
if (!pipeline) {
return c.json({
success: false,
error: 'Pipeline not found'
}, 404);
}
await this.orchestrator.schedulePipeline(pipelineId, cronExpression);
logger.info(`Scheduled pipeline: ${pipelineId} with cron: ${cronExpression}`);
return c.json({
success: true,
message: 'Pipeline scheduled successfully',
data: {
pipelineId,
cronExpression
}
});
} catch (error) {
logger.error('Failed to schedule pipeline:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to schedule pipeline'
}, 500);
}
}
async pausePipeline(c: Context): Promise<Response> {
try {
const pipelineId = c.req.param('id');
const pipeline = this.orchestrator.getPipeline(pipelineId);
if (!pipeline) {
return c.json({
success: false,
error: 'Pipeline not found'
}, 404);
}
// Update pipeline status to paused
pipeline.status = PipelineStatus.PAUSED;
pipeline.updatedAt = new Date();
logger.info(`Paused pipeline: ${pipelineId}`);
return c.json({
success: true,
message: 'Pipeline paused successfully',
data: pipeline
});
} catch (error) {
logger.error('Failed to pause pipeline:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to pause pipeline'
}, 500);
}
}
async resumePipeline(c: Context): Promise<Response> {
try {
const pipelineId = c.req.param('id');
const pipeline = this.orchestrator.getPipeline(pipelineId);
if (!pipeline) {
return c.json({
success: false,
error: 'Pipeline not found'
}, 404);
}
// Update pipeline status to active
pipeline.status = PipelineStatus.ACTIVE;
pipeline.updatedAt = new Date();
logger.info(`Resumed pipeline: ${pipelineId}`);
return c.json({
success: true,
message: 'Pipeline resumed successfully',
data: pipeline
});
} catch (error) {
logger.error('Failed to resume pipeline:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to resume pipeline'
}, 500);
}
}
async getPipelineMetrics(c: Context): Promise<Response> {
try {
const pipelineId = c.req.param('id');
const pipeline = this.orchestrator.getPipeline(pipelineId);
if (!pipeline) {
return c.json({
success: false,
error: 'Pipeline not found'
}, 404);
}
const jobs = this.orchestrator.listJobs(pipelineId);
const metrics = {
totalJobs: jobs.length,
completedJobs: jobs.filter(j => j.status === 'completed').length,
failedJobs: jobs.filter(j => j.status === 'failed').length,
runningJobs: jobs.filter(j => j.status === 'running').length,
totalRecordsProcessed: jobs.reduce((sum, j) => sum + j.metrics.recordsProcessed, 0),
totalProcessingTime: jobs.reduce((sum, j) => sum + j.metrics.processingTimeMs, 0),
averageProcessingTime: jobs.length > 0 ?
jobs.reduce((sum, j) => sum + j.metrics.processingTimeMs, 0) / jobs.length : 0,
successRate: jobs.length > 0 ?
(jobs.filter(j => j.status === 'completed').length / jobs.length) * 100 : 0
};
return c.json({
success: true,
data: metrics
});
} catch (error) {
logger.error('Failed to get pipeline metrics:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Failed to get pipeline metrics'
}, 500);
}
}
}

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import { EventBus } from '@stock-bot/event-bus';
import { logger } from '@stock-bot/utils';
import { DataPipeline, PipelineStatus, PipelineJob, JobStatus } from '../types/DataPipeline';
import { DataIngestionService } from '../services/DataIngestionService';
import { DataTransformationService } from '../services/DataTransformationService';
import { DataValidationService } from '../services/DataValidationService';
import { DataQualityService } from '../services/DataQualityService';
import { PipelineScheduler } from './PipelineScheduler';
import { JobQueue } from './JobQueue';
export class DataPipelineOrchestrator {
private eventBus: EventBus;
private scheduler: PipelineScheduler;
private jobQueue: JobQueue;
private pipelines: Map<string, DataPipeline> = new Map();
private runningJobs: Map<string, PipelineJob> = new Map();
constructor(
private ingestionService: DataIngestionService,
private transformationService: DataTransformationService,
private validationService: DataValidationService,
private qualityService: DataQualityService
) {
this.eventBus = new EventBus();
this.scheduler = new PipelineScheduler(this);
this.jobQueue = new JobQueue(this);
}
async initialize(): Promise<void> {
logger.info('🔄 Initializing Data Pipeline Orchestrator...');
await this.eventBus.initialize();
await this.scheduler.initialize();
await this.jobQueue.initialize();
// Subscribe to pipeline events
await this.eventBus.subscribe('data.pipeline.*', this.handlePipelineEvent.bind(this));
await this.eventBus.subscribe('data.job.*', this.handleJobEvent.bind(this));
// Load existing pipelines
await this.loadPipelines();
logger.info('✅ Data Pipeline Orchestrator initialized');
}
async createPipeline(pipeline: Omit<DataPipeline, 'id' | 'createdAt' | 'updatedAt'>): Promise<DataPipeline> {
const pipelineWithId: DataPipeline = {
...pipeline,
id: this.generatePipelineId(),
status: PipelineStatus.DRAFT,
createdAt: new Date(),
updatedAt: new Date(),
};
this.pipelines.set(pipelineWithId.id, pipelineWithId);
await this.eventBus.publish('data.pipeline.created', {
pipelineId: pipelineWithId.id,
pipeline: pipelineWithId,
});
logger.info(`📋 Created pipeline: ${pipelineWithId.name} (${pipelineWithId.id})`);
return pipelineWithId;
}
async runPipeline(pipelineId: string, parameters?: Record<string, any>): Promise<PipelineJob> {
const pipeline = this.pipelines.get(pipelineId);
if (!pipeline) {
throw new Error(`Pipeline not found: ${pipelineId}`);
}
if (pipeline.status !== PipelineStatus.ACTIVE) {
throw new Error(`Pipeline is not active: ${pipeline.status}`);
}
const job: PipelineJob = {
id: this.generateJobId(),
pipelineId,
status: JobStatus.PENDING,
parameters: parameters || {},
createdAt: new Date(),
startedAt: null,
completedAt: null,
error: null,
metrics: {
recordsProcessed: 0,
recordsSuccessful: 0,
recordsFailed: 0,
processingTimeMs: 0,
},
};
this.runningJobs.set(job.id, job);
// Queue the job for execution
await this.jobQueue.enqueueJob(job);
await this.eventBus.publish('data.job.queued', {
jobId: job.id,
pipelineId,
job,
});
logger.info(`🚀 Queued pipeline job: ${job.id} for pipeline: ${pipeline.name}`);
return job;
}
async executePipelineJob(job: PipelineJob): Promise<void> {
const pipeline = this.pipelines.get(job.pipelineId);
if (!pipeline) {
throw new Error(`Pipeline not found: ${job.pipelineId}`);
}
const startTime = Date.now();
job.status = JobStatus.RUNNING;
job.startedAt = new Date();
await this.eventBus.publish('data.job.started', {
jobId: job.id,
pipelineId: job.pipelineId,
job,
});
try {
logger.info(`⚙️ Executing pipeline job: ${job.id}`);
// Execute pipeline steps
await this.executeIngestionStep(pipeline, job);
await this.executeTransformationStep(pipeline, job);
await this.executeValidationStep(pipeline, job);
await this.executeQualityChecks(pipeline, job);
// Complete the job
job.status = JobStatus.COMPLETED;
job.completedAt = new Date();
job.metrics.processingTimeMs = Date.now() - startTime;
await this.eventBus.publish('data.job.completed', {
jobId: job.id,
pipelineId: job.pipelineId,
job,
});
logger.info(`✅ Pipeline job completed: ${job.id} in ${job.metrics.processingTimeMs}ms`);
} catch (error) {
job.status = JobStatus.FAILED;
job.completedAt = new Date();
job.error = error instanceof Error ? error.message : 'Unknown error';
job.metrics.processingTimeMs = Date.now() - startTime;
await this.eventBus.publish('data.job.failed', {
jobId: job.id,
pipelineId: job.pipelineId,
job,
error: job.error,
});
logger.error(`❌ Pipeline job failed: ${job.id}`, error);
throw error;
}
}
private async executeIngestionStep(pipeline: DataPipeline, job: PipelineJob): Promise<void> {
if (!pipeline.steps.ingestion) return;
logger.info(`📥 Executing ingestion step for job: ${job.id}`);
const result = await this.ingestionService.ingestData(
pipeline.steps.ingestion,
job.parameters
);
job.metrics.recordsProcessed += result.recordsProcessed;
job.metrics.recordsSuccessful += result.recordsSuccessful;
job.metrics.recordsFailed += result.recordsFailed;
}
private async executeTransformationStep(pipeline: DataPipeline, job: PipelineJob): Promise<void> {
if (!pipeline.steps.transformation) return;
logger.info(`🔄 Executing transformation step for job: ${job.id}`);
const result = await this.transformationService.transformData(
pipeline.steps.transformation,
job.parameters
);
job.metrics.recordsProcessed += result.recordsProcessed;
job.metrics.recordsSuccessful += result.recordsSuccessful;
job.metrics.recordsFailed += result.recordsFailed;
}
private async executeValidationStep(pipeline: DataPipeline, job: PipelineJob): Promise<void> {
if (!pipeline.steps.validation) return;
logger.info(`✅ Executing validation step for job: ${job.id}`);
const result = await this.validationService.validateData(
pipeline.steps.validation,
job.parameters
);
job.metrics.recordsProcessed += result.recordsProcessed;
job.metrics.recordsSuccessful += result.recordsSuccessful;
job.metrics.recordsFailed += result.recordsFailed;
}
private async executeQualityChecks(pipeline: DataPipeline, job: PipelineJob): Promise<void> {
if (!pipeline.steps.qualityChecks) return;
logger.info(`🔍 Executing quality checks for job: ${job.id}`);
await this.qualityService.runQualityChecks(
pipeline.steps.qualityChecks,
job.parameters
);
}
async schedulePipeline(pipelineId: string, cronExpression: string): Promise<void> {
const pipeline = this.pipelines.get(pipelineId);
if (!pipeline) {
throw new Error(`Pipeline not found: ${pipelineId}`);
}
await this.scheduler.schedulePipeline(pipelineId, cronExpression);
pipeline.schedule = {
cronExpression,
enabled: true,
lastRun: null,
nextRun: this.scheduler.getNextRunTime(cronExpression),
};
await this.eventBus.publish('data.pipeline.scheduled', {
pipelineId,
cronExpression,
});
logger.info(`📅 Scheduled pipeline: ${pipeline.name} with cron: ${cronExpression}`);
}
// Pipeline CRUD operations
getPipeline(pipelineId: string): DataPipeline | undefined {
return this.pipelines.get(pipelineId);
}
listPipelines(): DataPipeline[] {
return Array.from(this.pipelines.values());
}
getJob(jobId: string): PipelineJob | undefined {
return this.runningJobs.get(jobId);
}
listJobs(pipelineId?: string): PipelineJob[] {
const jobs = Array.from(this.runningJobs.values());
return pipelineId ? jobs.filter(job => job.pipelineId === pipelineId) : jobs;
}
private async handlePipelineEvent(event: any): Promise<void> {
logger.debug('📨 Received pipeline event:', event);
// Handle pipeline-level events
}
private async handleJobEvent(event: any): Promise<void> {
logger.debug('📨 Received job event:', event);
// Handle job-level events
}
private async loadPipelines(): Promise<void> {
// In a real implementation, load pipelines from persistent storage
logger.info('📂 Loading existing pipelines...');
}
private generatePipelineId(): string {
return `pipeline_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
}
private generateJobId(): string {
return `job_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
}
async shutdown(): Promise<void> {
logger.info('🔄 Shutting down Data Pipeline Orchestrator...');
await this.scheduler.shutdown();
await this.jobQueue.shutdown();
await this.eventBus.disconnect();
logger.info('✅ Data Pipeline Orchestrator shutdown complete');
}
}

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import Queue from 'bull';
import { logger } from '@stock-bot/utils';
import { PipelineJob } from '../types/DataPipeline';
import { DataPipelineOrchestrator } from './DataPipelineOrchestrator';
export class JobQueue {
private queue: Queue.Queue;
constructor(private orchestrator: DataPipelineOrchestrator) {
this.queue = new Queue('data-pipeline-jobs', {
redis: {
host: process.env.REDIS_HOST || 'localhost',
port: parseInt(process.env.REDIS_PORT || '6379'),
},
});
}
async initialize(): Promise<void> {
logger.info('🔄 Initializing Job Queue...');
// Process jobs with a maximum of 5 concurrent jobs
this.queue.process('pipeline-job', 5, async (job) => {
const pipelineJob: PipelineJob = job.data;
await this.orchestrator.executePipelineJob(pipelineJob);
});
// Handle job events
this.queue.on('completed', (job) => {
logger.info(`✅ Job completed: ${job.id}`);
});
this.queue.on('failed', (job, error) => {
logger.error(`❌ Job failed: ${job.id}`, error);
});
this.queue.on('stalled', (job) => {
logger.warn(`⚠️ Job stalled: ${job.id}`);
});
logger.info('✅ Job Queue initialized');
}
async enqueueJob(job: PipelineJob): Promise<void> {
await this.queue.add('pipeline-job', job, {
jobId: job.id,
removeOnComplete: 100, // Keep last 100 completed jobs
removeOnFail: 50, // Keep last 50 failed jobs
attempts: 3, // Retry failed jobs up to 3 times
backoff: {
type: 'exponential',
delay: 2000,
},
});
logger.info(`📤 Enqueued job: ${job.id}`);
}
async getJobStats(): Promise<any> {
const waiting = await this.queue.getWaiting();
const active = await this.queue.getActive();
const completed = await this.queue.getCompleted();
const failed = await this.queue.getFailed();
return {
waiting: waiting.length,
active: active.length,
completed: completed.length,
failed: failed.length,
};
}
async shutdown(): Promise<void> {
logger.info('🔄 Shutting down Job Queue...');
await this.queue.close();
logger.info('✅ Job Queue shutdown complete');
}
}

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import { CronJob } from 'cron';
import { logger } from '@stock-bot/utils';
import { DataPipelineOrchestrator } from './DataPipelineOrchestrator';
export class PipelineScheduler {
private scheduledJobs: Map<string, CronJob> = new Map();
constructor(private orchestrator: DataPipelineOrchestrator) {}
async initialize(): Promise<void> {
logger.info('🔄 Initializing Pipeline Scheduler...');
logger.info('✅ Pipeline Scheduler initialized');
}
async schedulePipeline(pipelineId: string, cronExpression: string): Promise<void> {
// Cancel existing schedule if it exists
if (this.scheduledJobs.has(pipelineId)) {
this.cancelSchedule(pipelineId);
}
const cronJob = new CronJob(
cronExpression,
async () => {
try {
logger.info(`⏰ Scheduled execution triggered for pipeline: ${pipelineId}`);
await this.orchestrator.runPipeline(pipelineId);
} catch (error) {
logger.error(`❌ Scheduled pipeline execution failed: ${pipelineId}`, error);
}
},
null,
true, // Start immediately
'UTC'
);
this.scheduledJobs.set(pipelineId, cronJob);
logger.info(`📅 Scheduled pipeline ${pipelineId} with cron: ${cronExpression}`);
}
cancelSchedule(pipelineId: string): void {
const job = this.scheduledJobs.get(pipelineId);
if (job) {
job.stop();
this.scheduledJobs.delete(pipelineId);
logger.info(`🚫 Cancelled schedule for pipeline: ${pipelineId}`);
}
}
getNextRunTime(cronExpression: string): Date {
const job = new CronJob(cronExpression);
return job.nextDate().toDate();
}
getScheduledPipelines(): string[] {
return Array.from(this.scheduledJobs.keys());
}
async shutdown(): Promise<void> {
logger.info('🔄 Shutting down Pipeline Scheduler...');
for (const [pipelineId, job] of this.scheduledJobs) {
job.stop();
logger.info(`🚫 Stopped scheduled job for pipeline: ${pipelineId}`);
}
this.scheduledJobs.clear();
logger.info('✅ Pipeline Scheduler shutdown complete');
}
}

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import { Hono } from 'hono';
import { serve } from 'bun';
import { logger } from '@stock-bot/utils';
import { DataPipelineOrchestrator } from './core/DataPipelineOrchestrator';
import { DataQualityService } from './services/DataQualityService';
import { DataIngestionService } from './services/DataIngestionService';
import { DataTransformationService } from './services/DataTransformationService';
import { DataValidationService } from './services/DataValidationService';
import { HealthController } from './controllers/HealthController';
import { PipelineController } from './controllers/PipelineController';
import { JobController } from './controllers/JobController';
const app = new Hono();
// Services
const dataQualityService = new DataQualityService();
const dataIngestionService = new DataIngestionService();
const dataTransformationService = new DataTransformationService();
const dataValidationService = new DataValidationService();
// Core orchestrator
const pipelineOrchestrator = new DataPipelineOrchestrator(
dataIngestionService,
dataTransformationService,
dataValidationService,
dataQualityService
);
// Controllers
const healthController = new HealthController();
const pipelineController = new PipelineController(pipelineOrchestrator);
const jobController = new JobController(pipelineOrchestrator);
// Health endpoints
app.get('/health', healthController.getHealth.bind(healthController));
app.get('/health/detailed', healthController.getDetailedHealth.bind(healthController));
// Pipeline management
app.get('/api/pipelines', pipelineController.listPipelines.bind(pipelineController));
app.post('/api/pipelines', pipelineController.createPipeline.bind(pipelineController));
app.get('/api/pipelines/:id', pipelineController.getPipeline.bind(pipelineController));
app.put('/api/pipelines/:id', pipelineController.updatePipeline.bind(pipelineController));
app.delete('/api/pipelines/:id', pipelineController.deletePipeline.bind(pipelineController));
app.post('/api/pipelines/:id/run', pipelineController.runPipeline.bind(pipelineController));
app.post('/api/pipelines/:id/schedule', pipelineController.schedulePipeline.bind(pipelineController));
app.post('/api/pipelines/:id/pause', pipelineController.pausePipeline.bind(pipelineController));
app.post('/api/pipelines/:id/resume', pipelineController.resumePipeline.bind(pipelineController));
app.get('/api/pipelines/:id/metrics', pipelineController.getPipelineMetrics.bind(pipelineController));
// Job management
app.get('/api/jobs', jobController.listJobs.bind(jobController));
app.get('/api/jobs/stats', jobController.getJobStats.bind(jobController));
app.get('/api/jobs/:id', jobController.getJob.bind(jobController));
app.get('/api/jobs/:id/logs', jobController.getJobLogs.bind(jobController));
app.get('/api/jobs/:id/metrics', jobController.getJobMetrics.bind(jobController));
app.post('/api/jobs/:id/cancel', jobController.cancelJob.bind(jobController));
app.post('/api/jobs/:id/retry', jobController.retryJob.bind(jobController));
// Data quality endpoints
app.get('/api/data-quality/metrics', async (c) => {
const metrics = await dataQualityService.getQualityMetrics();
return c.json({ success: true, data: metrics });
});
app.get('/api/data-quality/report/:dataset', async (c) => {
const dataset = c.req.param('dataset');
const report = await dataQualityService.generateReport(dataset);
return c.json({ success: true, data: report });
});
const PORT = parseInt(process.env.DATA_PROCESSOR_PORT || '5001');
// Initialize services
async function initializeServices() {
try {
logger.info('🔄 Initializing Data Processor services...');
await dataQualityService.initialize();
await dataIngestionService.initialize();
await dataTransformationService.initialize();
await dataValidationService.initialize();
await pipelineOrchestrator.initialize();
logger.info('✅ Data Processor services initialized successfully');
} catch (error) {
logger.error('❌ Failed to initialize Data Processor services:', error);
process.exit(1);
}
}
// Graceful shutdown
process.on('SIGINT', async () => {
logger.info('🔄 Gracefully shutting down Data Processor...');
await pipelineOrchestrator.shutdown();
process.exit(0);
});
initializeServices().then(() => {
serve({
port: PORT,
fetch: app.fetch,
});
logger.info(`🚀 Data Processor running on port ${PORT}`);
logger.info(`🔍 Health check: http://localhost:${PORT}/health`);
logger.info(`📊 API documentation: http://localhost:${PORT}/api`);
});

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import { logger } from '@stock-bot/utils';
import { IngestionStep, ProcessingResult, DataSource } from '../types/DataPipeline';
import axios from 'axios';
import * as csv from 'csv-parser';
import * as fs from 'fs';
export class DataIngestionService {
private activeConnections: Map<string, any> = new Map();
async initialize(): Promise<void> {
logger.info('🔄 Initializing Data Ingestion Service...');
logger.info('✅ Data Ingestion Service initialized');
}
async ingestData(step: IngestionStep, parameters: Record<string, any>): Promise<ProcessingResult> {
const startTime = Date.now();
logger.info(`📥 Starting data ingestion from ${step.source.type}: ${step.source.connection.url || step.source.connection.host}`);
try {
switch (step.source.type) {
case 'api':
return await this.ingestFromApi(step.source, parameters);
case 'file':
return await this.ingestFromFile(step.source, parameters);
case 'database':
return await this.ingestFromDatabase(step.source, parameters);
case 'stream':
return await this.ingestFromStream(step.source, parameters);
default:
throw new Error(`Unsupported ingestion type: ${step.source.type}`);
}
} catch (error) {
const processingTime = Date.now() - startTime;
logger.error(`❌ Data ingestion failed after ${processingTime}ms:`, error);
return {
recordsProcessed: 0,
recordsSuccessful: 0,
recordsFailed: 0,
errors: [{
record: 0,
message: error instanceof Error ? error.message : 'Unknown error',
code: 'INGESTION_ERROR'
}],
metadata: { processingTimeMs: processingTime }
};
}
}
private async ingestFromApi(source: DataSource, parameters: Record<string, any>): Promise<ProcessingResult> {
const config = {
method: 'GET',
url: source.connection.url,
headers: source.connection.headers || {},
params: { ...source.connection.params, ...parameters },
};
if (source.connection.apiKey) {
config.headers['Authorization'] = `Bearer ${source.connection.apiKey}`;
}
const response = await axios(config);
const data = response.data;
// Process the data based on format
let records: any[] = [];
if (Array.isArray(data)) {
records = data;
} else if (data.data && Array.isArray(data.data)) {
records = data.data;
} else if (data.results && Array.isArray(data.results)) {
records = data.results;
} else {
records = [data];
}
logger.info(`📊 Ingested ${records.length} records from API: ${source.connection.url}`);
return {
recordsProcessed: records.length,
recordsSuccessful: records.length,
recordsFailed: 0,
errors: [],
metadata: {
source: 'api',
url: source.connection.url,
statusCode: response.status,
responseSize: JSON.stringify(data).length
}
};
}
private async ingestFromFile(source: DataSource, parameters: Record<string, any>): Promise<ProcessingResult> {
const filePath = source.connection.url || parameters.filePath;
if (!filePath) {
throw new Error('File path is required for file ingestion');
}
switch (source.format) {
case 'csv':
return await this.ingestCsvFile(filePath);
case 'json':
return await this.ingestJsonFile(filePath);
default:
throw new Error(`Unsupported file format: ${source.format}`);
}
}
private async ingestCsvFile(filePath: string): Promise<ProcessingResult> {
return new Promise((resolve, reject) => {
const records: any[] = [];
const errors: any[] = [];
let recordCount = 0;
fs.createReadStream(filePath)
.pipe(csv())
.on('data', (data) => {
recordCount++;
try {
records.push(data);
} catch (error) {
errors.push({
record: recordCount,
message: error instanceof Error ? error.message : 'Parse error',
code: 'CSV_PARSE_ERROR'
});
}
})
.on('end', () => {
logger.info(`📊 Ingested ${records.length} records from CSV: ${filePath}`);
resolve({
recordsProcessed: recordCount,
recordsSuccessful: records.length,
recordsFailed: errors.length,
errors,
metadata: {
source: 'file',
format: 'csv',
filePath
}
});
})
.on('error', reject);
});
}
private async ingestJsonFile(filePath: string): Promise<ProcessingResult> {
const fileContent = await fs.promises.readFile(filePath, 'utf8');
const data = JSON.parse(fileContent);
let records: any[] = [];
if (Array.isArray(data)) {
records = data;
} else {
records = [data];
}
logger.info(`📊 Ingested ${records.length} records from JSON: ${filePath}`);
return {
recordsProcessed: records.length,
recordsSuccessful: records.length,
recordsFailed: 0,
errors: [],
metadata: {
source: 'file',
format: 'json',
filePath,
fileSize: fileContent.length
}
};
}
private async ingestFromDatabase(source: DataSource, parameters: Record<string, any>): Promise<ProcessingResult> {
// Placeholder for database ingestion
// In a real implementation, this would connect to various databases
// (PostgreSQL, MySQL, MongoDB, etc.) and execute queries
throw new Error('Database ingestion not yet implemented');
}
private async ingestFromStream(source: DataSource, parameters: Record<string, any>): Promise<ProcessingResult> {
// Placeholder for stream ingestion
// In a real implementation, this would connect to streaming sources
// (Kafka, Kinesis, WebSocket, etc.)
throw new Error('Stream ingestion not yet implemented');
}
async getIngestionMetrics(): Promise<any> {
return {
activeConnections: this.activeConnections.size,
supportedSources: ['api', 'file', 'database', 'stream'],
supportedFormats: ['json', 'csv', 'xml', 'parquet', 'avro']
};
}
}

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import { logger } from '@stock-bot/utils';
import { QualityCheckStep, ProcessingResult, QualityCheck, QualityThresholds } from '../types/DataPipeline';
export class DataQualityService {
private qualityMetrics: Map<string, any> = new Map();
private qualityReports: Map<string, any> = new Map();
async initialize(): Promise<void> {
logger.info('🔄 Initializing Data Quality Service...');
// Initialize quality metrics storage
this.qualityMetrics.clear();
this.qualityReports.clear();
logger.info('✅ Data Quality Service initialized');
}
async runQualityChecks(step: QualityCheckStep, parameters: Record<string, any>): Promise<ProcessingResult> {
const startTime = Date.now();
logger.info(`🔍 Running ${step.checks.length} quality checks`);
const inputData = parameters.inputData || [];
const results: any[] = [];
const errors: any[] = [];
let totalScore = 0;
try {
for (const check of step.checks) {
const checkResult = await this.executeQualityCheck(check, inputData);
results.push(checkResult);
totalScore += checkResult.score;
// Check if the quality score meets thresholds
if (checkResult.score < step.thresholds.error) {
errors.push({
record: 0,
field: check.field,
message: `Quality check failed: ${check.name} scored ${checkResult.score}%, below error threshold ${step.thresholds.error}%`,
code: 'QUALITY_CHECK_ERROR'
});
} else if (checkResult.score < step.thresholds.warning) {
logger.warn(`⚠️ Quality warning: ${check.name} scored ${checkResult.score}%, below warning threshold ${step.thresholds.warning}%`);
}
}
const averageScore = totalScore / step.checks.length;
const processingTime = Date.now() - startTime;
// Store quality metrics
this.storeQualityMetrics({
timestamp: new Date(),
averageScore,
checksRun: step.checks.length,
results,
processingTimeMs: processingTime
});
logger.info(`🔍 Quality checks completed: ${averageScore.toFixed(2)}% average score in ${processingTime}ms`);
return {
recordsProcessed: inputData.length,
recordsSuccessful: errors.length === 0 ? inputData.length : 0,
recordsFailed: errors.length > 0 ? inputData.length : 0,
errors,
metadata: {
qualityScore: averageScore,
checksRun: step.checks.length,
results,
processingTimeMs: processingTime
}
};
} catch (error) {
const processingTime = Date.now() - startTime;
logger.error(`❌ Quality checks failed after ${processingTime}ms:`, error);
return {
recordsProcessed: inputData.length,
recordsSuccessful: 0,
recordsFailed: inputData.length,
errors: [{
record: 0,
message: error instanceof Error ? error.message : 'Unknown quality check error',
code: 'QUALITY_SERVICE_ERROR'
}],
metadata: { processingTimeMs: processingTime }
};
}
}
private async executeQualityCheck(check: QualityCheck, data: any[]): Promise<any> {
switch (check.type) {
case 'completeness':
return this.checkCompleteness(check, data);
case 'accuracy':
return this.checkAccuracy(check, data);
case 'consistency':
return this.checkConsistency(check, data);
case 'validity':
return this.checkValidity(check, data);
case 'uniqueness':
return this.checkUniqueness(check, data);
default:
throw new Error(`Unsupported quality check type: ${check.type}`);
}
}
private checkCompleteness(check: QualityCheck, data: any[]): any {
if (!check.field) {
throw new Error('Completeness check requires a field');
}
const totalRecords = data.length;
const completeRecords = data.filter(record => {
const value = this.getFieldValue(record, check.field!);
return value !== null && value !== undefined && value !== '';
}).length;
const score = totalRecords > 0 ? (completeRecords / totalRecords) * 100 : 100;
return {
checkName: check.name,
type: 'completeness',
field: check.field,
score,
passed: score >= check.threshold,
details: {
totalRecords,
completeRecords,
missingRecords: totalRecords - completeRecords
}
};
}
private checkAccuracy(check: QualityCheck, data: any[]): any {
// Placeholder for accuracy checks
// In a real implementation, this would validate data against known references
// or business rules specific to stock market data
const score = 95; // Mock score
return {
checkName: check.name,
type: 'accuracy',
field: check.field,
score,
passed: score >= check.threshold,
details: {
validatedRecords: data.length,
accurateRecords: Math.floor(data.length * 0.95)
}
};
}
private checkConsistency(check: QualityCheck, data: any[]): any {
if (!check.field) {
throw new Error('Consistency check requires a field');
}
// Check for consistent data types and formats
const fieldValues = data.map(record => this.getFieldValue(record, check.field!));
const types = [...new Set(fieldValues.map(val => typeof val))];
// For stock symbols, check consistent format
if (check.field === 'symbol') {
const validSymbols = fieldValues.filter(symbol =>
typeof symbol === 'string' && /^[A-Z]{1,5}$/.test(symbol)
).length;
const score = fieldValues.length > 0 ? (validSymbols / fieldValues.length) * 100 : 100;
return {
checkName: check.name,
type: 'consistency',
field: check.field,
score,
passed: score >= check.threshold,
details: {
totalValues: fieldValues.length,
consistentValues: validSymbols,
inconsistentValues: fieldValues.length - validSymbols
}
};
}
// Generic consistency check
const score = types.length === 1 ? 100 : 0;
return {
checkName: check.name,
type: 'consistency',
field: check.field,
score,
passed: score >= check.threshold,
details: {
dataTypes: types,
isConsistent: types.length === 1
}
};
}
private checkValidity(check: QualityCheck, data: any[]): any {
if (!check.field) {
throw new Error('Validity check requires a field');
}
let validRecords = 0;
const totalRecords = data.length;
for (const record of data) {
const value = this.getFieldValue(record, check.field);
if (this.isValidValue(check.field, value)) {
validRecords++;
}
}
const score = totalRecords > 0 ? (validRecords / totalRecords) * 100 : 100;
return {
checkName: check.name,
type: 'validity',
field: check.field,
score,
passed: score >= check.threshold,
details: {
totalRecords,
validRecords,
invalidRecords: totalRecords - validRecords
}
};
}
private checkUniqueness(check: QualityCheck, data: any[]): any {
if (!check.field) {
throw new Error('Uniqueness check requires a field');
}
const fieldValues = data.map(record => this.getFieldValue(record, check.field!));
const uniqueValues = new Set(fieldValues);
const score = fieldValues.length > 0 ? (uniqueValues.size / fieldValues.length) * 100 : 100;
return {
checkName: check.name,
type: 'uniqueness',
field: check.field,
score,
passed: score >= check.threshold,
details: {
totalValues: fieldValues.length,
uniqueValues: uniqueValues.size,
duplicateValues: fieldValues.length - uniqueValues.size
}
};
}
private getFieldValue(record: any, fieldPath: string): any {
return fieldPath.split('.').reduce((obj, field) => obj?.[field], record);
}
private isValidValue(field: string, value: any): boolean {
switch (field) {
case 'symbol':
return typeof value === 'string' && /^[A-Z]{1,5}$/.test(value);
case 'price':
return typeof value === 'number' && value > 0 && value < 1000000;
case 'volume':
return typeof value === 'number' && value >= 0 && Number.isInteger(value);
case 'timestamp':
return value instanceof Date || !isNaN(new Date(value).getTime());
default:
return value !== null && value !== undefined;
}
}
private storeQualityMetrics(metrics: any): void {
const key = `metrics_${Date.now()}`;
this.qualityMetrics.set(key, metrics);
// Keep only last 100 metrics
if (this.qualityMetrics.size > 100) {
const oldestKey = this.qualityMetrics.keys().next().value;
this.qualityMetrics.delete(oldestKey);
}
}
async getQualityMetrics(dataset?: string): Promise<any> {
const allMetrics = Array.from(this.qualityMetrics.values());
if (allMetrics.length === 0) {
return {
totalChecks: 0,
averageScore: 0,
recentResults: []
};
}
const totalChecks = allMetrics.reduce((sum, m) => sum + m.checksRun, 0);
const averageScore = allMetrics.reduce((sum, m) => sum + m.averageScore, 0) / allMetrics.length;
const recentResults = allMetrics.slice(-10);
return {
totalChecks,
averageScore: Math.round(averageScore * 100) / 100,
recentResults,
summary: {
totalRuns: allMetrics.length,
averageProcessingTime: allMetrics.reduce((sum, m) => sum + m.processingTimeMs, 0) / allMetrics.length
}
};
}
async generateReport(dataset: string): Promise<any> {
const metrics = await this.getQualityMetrics(dataset);
const report = {
dataset,
generatedAt: new Date(),
summary: metrics,
recommendations: this.generateRecommendations(metrics),
trends: this.analyzeTrends(metrics.recentResults)
};
this.qualityReports.set(dataset, report);
return report;
}
private generateRecommendations(metrics: any): string[] {
const recommendations: string[] = [];
if (metrics.averageScore < 80) {
recommendations.push('Overall data quality is below acceptable threshold. Review data ingestion processes.');
}
if (metrics.averageScore < 95 && metrics.averageScore >= 80) {
recommendations.push('Data quality is acceptable but could be improved. Consider implementing additional validation rules.');
}
if (metrics.totalChecks === 0) {
recommendations.push('No quality checks have been run. Implement quality monitoring for your data pipelines.');
}
return recommendations;
}
private analyzeTrends(recentResults: any[]): any {
if (recentResults.length < 2) {
return { trend: 'insufficient_data', message: 'Not enough data to analyze trends' };
}
const scores = recentResults.map(r => r.averageScore);
const latestScore = scores[scores.length - 1];
const previousScore = scores[scores.length - 2];
if (latestScore > previousScore) {
return { trend: 'improving', message: 'Data quality is improving' };
} else if (latestScore < previousScore) {
return { trend: 'declining', message: 'Data quality is declining' };
} else {
return { trend: 'stable', message: 'Data quality is stable' };
}
}
async getAvailableReports(): Promise<string[]> {
return Array.from(this.qualityReports.keys());
}
async getReport(dataset: string): Promise<any | null> {
return this.qualityReports.get(dataset) || null;
}
}

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import { logger } from '@stock-bot/utils';
import { TransformationStep, ProcessingResult } from '../types/DataPipeline';
export class DataTransformationService {
private transformationFunctions: Map<string, Function> = new Map();
async initialize(): Promise<void> {
logger.info('🔄 Initializing Data Transformation Service...');
// Register built-in transformation functions
this.registerBuiltInTransformations();
logger.info('✅ Data Transformation Service initialized');
}
async transformData(step: TransformationStep, parameters: Record<string, any>): Promise<ProcessingResult> {
const startTime = Date.now();
logger.info(`🔄 Starting data transformation: ${step.type}`);
try {
switch (step.type) {
case 'javascript':
return await this.executeJavaScriptTransformation(step, parameters);
case 'sql':
return await this.executeSqlTransformation(step, parameters);
case 'custom':
return await this.executeCustomTransformation(step, parameters);
default:
throw new Error(`Unsupported transformation type: ${step.type}`);
}
} catch (error) {
const processingTime = Date.now() - startTime;
logger.error(`❌ Data transformation failed after ${processingTime}ms:`, error);
return {
recordsProcessed: 0,
recordsSuccessful: 0,
recordsFailed: 0,
errors: [{
record: 0,
message: error instanceof Error ? error.message : 'Unknown error',
code: 'TRANSFORMATION_ERROR'
}],
metadata: { processingTimeMs: processingTime }
};
}
}
private async executeJavaScriptTransformation(step: TransformationStep, parameters: Record<string, any>): Promise<ProcessingResult> {
const { code, inputData } = step.configuration;
if (!code || !inputData) {
throw new Error('JavaScript transformation requires code and inputData configuration');
}
const transformedRecords: any[] = [];
const errors: any[] = [];
let recordCount = 0;
// Execute transformation for each record
for (const record of inputData) {
recordCount++;
try {
// Create a safe execution context
const context = {
record,
parameters,
utils: this.getTransformationUtils(),
};
// Execute the transformation code
const transformFunction = new Function('context', `
const { record, parameters, utils } = context;
${code}
`);
const result = transformFunction(context);
if (result !== undefined) {
transformedRecords.push(result);
} else {
transformedRecords.push(record); // Keep original if no transformation result
}
} catch (error) {
errors.push({
record: recordCount,
message: error instanceof Error ? error.message : 'Transformation error',
code: 'JS_TRANSFORM_ERROR'
});
}
}
logger.info(`🔄 Transformed ${transformedRecords.length} records using JavaScript`);
return {
recordsProcessed: recordCount,
recordsSuccessful: transformedRecords.length,
recordsFailed: errors.length,
errors,
metadata: {
transformationType: 'javascript',
outputData: transformedRecords
}
};
}
private async executeSqlTransformation(step: TransformationStep, parameters: Record<string, any>): Promise<ProcessingResult> {
// Placeholder for SQL transformation
// In a real implementation, this would execute SQL queries against a data warehouse
// or in-memory SQL engine like DuckDB
throw new Error('SQL transformation not yet implemented');
}
private async executeCustomTransformation(step: TransformationStep, parameters: Record<string, any>): Promise<ProcessingResult> {
const { functionName, inputData } = step.configuration;
if (!functionName) {
throw new Error('Custom transformation requires functionName configuration');
}
const transformFunction = this.transformationFunctions.get(functionName);
if (!transformFunction) {
throw new Error(`Custom transformation function not found: ${functionName}`);
}
const result = await transformFunction(inputData, parameters);
logger.info(`🔄 Executed custom transformation: ${functionName}`);
return result;
}
private registerBuiltInTransformations(): void {
// Market data normalization
this.transformationFunctions.set('normalizeMarketData', (data: any[], parameters: any) => {
const normalized = data.map(record => ({
symbol: record.symbol?.toUpperCase(),
price: parseFloat(record.price) || 0,
volume: parseInt(record.volume) || 0,
timestamp: new Date(record.timestamp || Date.now()),
source: parameters.source || 'unknown'
}));
return {
recordsProcessed: data.length,
recordsSuccessful: normalized.length,
recordsFailed: 0,
errors: [],
metadata: { outputData: normalized }
};
});
// Financial data aggregation
this.transformationFunctions.set('aggregateFinancialData', (data: any[], parameters: any) => {
const { groupBy = 'symbol', aggregations = ['avg', 'sum'] } = parameters;
const grouped = data.reduce((acc, record) => {
const key = record[groupBy];
if (!acc[key]) {
acc[key] = [];
}
acc[key].push(record);
return acc;
}, {});
const aggregated = Object.entries(grouped).map(([key, records]: [string, any[]]) => {
const result: any = { [groupBy]: key };
if (aggregations.includes('avg')) {
result.avgPrice = records.reduce((sum, r) => sum + (r.price || 0), 0) / records.length;
}
if (aggregations.includes('sum')) {
result.totalVolume = records.reduce((sum, r) => sum + (r.volume || 0), 0);
}
if (aggregations.includes('count')) {
result.count = records.length;
}
return result;
});
return {
recordsProcessed: data.length,
recordsSuccessful: aggregated.length,
recordsFailed: 0,
errors: [],
metadata: { outputData: aggregated }
};
});
// Data cleaning
this.transformationFunctions.set('cleanData', (data: any[], parameters: any) => {
const { removeNulls = true, trimStrings = true, validateNumbers = true } = parameters;
const cleaned: any[] = [];
const errors: any[] = [];
data.forEach((record, index) => {
try {
let cleanRecord = { ...record };
if (removeNulls) {
Object.keys(cleanRecord).forEach(key => {
if (cleanRecord[key] === null || cleanRecord[key] === undefined) {
delete cleanRecord[key];
}
});
}
if (trimStrings) {
Object.keys(cleanRecord).forEach(key => {
if (typeof cleanRecord[key] === 'string') {
cleanRecord[key] = cleanRecord[key].trim();
}
});
}
if (validateNumbers) {
Object.keys(cleanRecord).forEach(key => {
if (typeof cleanRecord[key] === 'string' && !isNaN(Number(cleanRecord[key]))) {
cleanRecord[key] = Number(cleanRecord[key]);
}
});
}
cleaned.push(cleanRecord);
} catch (error) {
errors.push({
record: index + 1,
message: error instanceof Error ? error.message : 'Cleaning error',
code: 'DATA_CLEANING_ERROR'
});
}
});
return {
recordsProcessed: data.length,
recordsSuccessful: cleaned.length,
recordsFailed: errors.length,
errors,
metadata: { outputData: cleaned }
};
});
}
private getTransformationUtils() {
return {
// Date utilities
formatDate: (date: Date | string, format: string = 'ISO') => {
const d = new Date(date);
switch (format) {
case 'ISO':
return d.toISOString();
case 'YYYY-MM-DD':
return d.toISOString().split('T')[0];
default:
return d.toString();
}
},
// Number utilities
round: (num: number, decimals: number = 2) => {
return Math.round(num * Math.pow(10, decimals)) / Math.pow(10, decimals);
},
// String utilities
slugify: (str: string) => {
return str.toLowerCase().replace(/[^a-z0-9]/g, '-').replace(/-+/g, '-');
},
// Market data utilities
calculatePercentageChange: (current: number, previous: number) => {
if (previous === 0) return 0;
return ((current - previous) / previous) * 100;
}
};
}
registerCustomTransformation(name: string, func: Function): void {
this.transformationFunctions.set(name, func);
logger.info(`✅ Registered custom transformation: ${name}`);
}
getAvailableTransformations(): string[] {
return Array.from(this.transformationFunctions.keys());
}
}

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import { logger } from '@stock-bot/utils';
import { ValidationStep, ProcessingResult, ValidationRule } from '../types/DataPipeline';
import Joi from 'joi';
export class DataValidationService {
private validators: Map<string, Function> = new Map();
async initialize(): Promise<void> {
logger.info('🔄 Initializing Data Validation Service...');
// Register built-in validators
this.registerBuiltInValidators();
logger.info('✅ Data Validation Service initialized');
}
async validateData(step: ValidationStep, parameters: Record<string, any>): Promise<ProcessingResult> {
const startTime = Date.now();
logger.info(`✅ Starting data validation with ${step.rules.length} rules`);
const inputData = parameters.inputData || [];
const validRecords: any[] = [];
const errors: any[] = [];
let recordCount = 0;
try {
for (const record of inputData) {
recordCount++;
const recordErrors: any[] = [];
// Apply all validation rules to this record
for (const rule of step.rules) {
try {
const isValid = await this.applyValidationRule(record, rule);
if (!isValid) {
recordErrors.push({
record: recordCount,
field: rule.field,
message: rule.message || `Validation failed for rule: ${rule.type}`,
code: `VALIDATION_${rule.type.toUpperCase()}_FAILED`
});
}
} catch (error) {
recordErrors.push({
record: recordCount,
field: rule.field,
message: error instanceof Error ? error.message : 'Validation error',
code: 'VALIDATION_ERROR'
});
}
}
if (recordErrors.length === 0) {
validRecords.push(record);
} else {
errors.push(...recordErrors);
// Handle validation failure based on strategy
if (step.onFailure === 'stop') {
break;
}
}
}
const processingTime = Date.now() - startTime;
logger.info(`✅ Validation completed: ${validRecords.length}/${recordCount} records valid in ${processingTime}ms`);
return {
recordsProcessed: recordCount,
recordsSuccessful: validRecords.length,
recordsFailed: recordCount - validRecords.length,
errors,
metadata: {
validationRules: step.rules.length,
onFailure: step.onFailure,
processingTimeMs: processingTime,
outputData: validRecords
}
};
} catch (error) {
const processingTime = Date.now() - startTime;
logger.error(`❌ Data validation failed after ${processingTime}ms:`, error);
return {
recordsProcessed: recordCount,
recordsSuccessful: 0,
recordsFailed: recordCount,
errors: [{
record: 0,
message: error instanceof Error ? error.message : 'Unknown validation error',
code: 'VALIDATION_SERVICE_ERROR'
}],
metadata: { processingTimeMs: processingTime }
};
}
}
private async applyValidationRule(record: any, rule: ValidationRule): Promise<boolean> {
const fieldValue = this.getFieldValue(record, rule.field);
switch (rule.type) {
case 'required':
return this.validateRequired(fieldValue);
case 'type':
return this.validateType(fieldValue, rule.value);
case 'range':
return this.validateRange(fieldValue, rule.value);
case 'pattern':
return this.validatePattern(fieldValue, rule.value);
case 'custom':
return await this.validateCustom(record, rule);
default:
throw new Error(`Unknown validation rule type: ${rule.type}`);
}
}
private getFieldValue(record: any, fieldPath: string): any {
return fieldPath.split('.').reduce((obj, key) => obj?.[key], record);
}
private validateRequired(value: any): boolean {
return value !== null && value !== undefined && value !== '';
}
private validateType(value: any, expectedType: string): boolean {
if (value === null || value === undefined) {
return false;
}
switch (expectedType) {
case 'string':
return typeof value === 'string';
case 'number':
return typeof value === 'number' && !isNaN(value);
case 'boolean':
return typeof value === 'boolean';
case 'date':
return value instanceof Date || !isNaN(Date.parse(value));
case 'array':
return Array.isArray(value);
case 'object':
return typeof value === 'object' && !Array.isArray(value);
default:
return false;
}
}
private validateRange(value: any, range: { min?: number; max?: number }): boolean {
if (typeof value !== 'number') {
return false;
}
if (range.min !== undefined && value < range.min) {
return false;
}
if (range.max !== undefined && value > range.max) {
return false;
}
return true;
}
private validatePattern(value: any, pattern: string): boolean {
if (typeof value !== 'string') {
return false;
}
const regex = new RegExp(pattern);
return regex.test(value);
}
private async validateCustom(record: any, rule: ValidationRule): Promise<boolean> {
const validatorName = rule.value as string;
const validator = this.validators.get(validatorName);
if (!validator) {
throw new Error(`Custom validator not found: ${validatorName}`);
}
return await validator(record, rule.field);
}
private registerBuiltInValidators(): void {
// Stock symbol validator
this.validators.set('stockSymbol', (record: any, field: string) => {
const symbol = this.getFieldValue(record, field);
if (typeof symbol !== 'string') return false;
// Basic stock symbol validation: 1-5 uppercase letters
return /^[A-Z]{1,5}$/.test(symbol);
});
// Price validator
this.validators.set('stockPrice', (record: any, field: string) => {
const price = this.getFieldValue(record, field);
// Must be a positive number
return typeof price === 'number' && price > 0 && price < 1000000;
});
// Volume validator
this.validators.set('stockVolume', (record: any, field: string) => {
const volume = this.getFieldValue(record, field);
// Must be a non-negative integer
return Number.isInteger(volume) && volume >= 0;
});
// Market data timestamp validator
this.validators.set('marketTimestamp', (record: any, field: string) => {
const timestamp = this.getFieldValue(record, field);
if (!timestamp) return false;
const date = new Date(timestamp);
if (isNaN(date.getTime())) return false;
// Check if timestamp is within reasonable bounds (not too old or in future)
const now = new Date();
const oneYearAgo = new Date(now.getTime() - 365 * 24 * 60 * 60 * 1000);
const oneHourInFuture = new Date(now.getTime() + 60 * 60 * 1000);
return date >= oneYearAgo && date <= oneHourInFuture;
});
// Email validator
this.validators.set('email', (record: any, field: string) => {
const email = this.getFieldValue(record, field);
if (typeof email !== 'string') return false;
const emailRegex = /^[^\s@]+@[^\s@]+\.[^\s@]+$/;
return emailRegex.test(email);
});
// JSON schema validator
this.validators.set('jsonSchema', (record: any, field: string, schema?: any) => {
if (!schema) return false;
try {
const joiSchema = Joi.object(schema);
const { error } = joiSchema.validate(record);
return !error;
} catch {
return false;
}
});
// Data completeness validator
this.validators.set('completeness', (record: any, field: string) => {
const requiredFields = ['symbol', 'price', 'timestamp'];
return requiredFields.every(f => {
const value = this.getFieldValue(record, f);
return value !== null && value !== undefined && value !== '';
});
});
}
registerCustomValidator(name: string, validator: Function): void {
this.validators.set(name, validator);
logger.info(`✅ Registered custom validator: ${name}`);
}
getAvailableValidators(): string[] {
return Array.from(this.validators.keys());
}
async validateSchema(data: any[], schema: any): Promise<ProcessingResult> {
const joiSchema = Joi.array().items(Joi.object(schema));
const { error, value } = joiSchema.validate(data);
if (error) {
return {
recordsProcessed: data.length,
recordsSuccessful: 0,
recordsFailed: data.length,
errors: [{
record: 0,
message: error.message,
code: 'SCHEMA_VALIDATION_FAILED'
}],
metadata: { schemaValidation: true }
};
}
return {
recordsProcessed: data.length,
recordsSuccessful: data.length,
recordsFailed: 0,
errors: [],
metadata: {
schemaValidation: true,
outputData: value
}
};
}
}

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// Data Pipeline Types
export interface DataPipeline {
id: string;
name: string;
description?: string;
status: PipelineStatus;
steps: PipelineSteps;
schedule?: PipelineSchedule;
metadata: Record<string, any>;
createdAt: Date;
updatedAt: Date;
}
export enum PipelineStatus {
DRAFT = 'draft',
ACTIVE = 'active',
PAUSED = 'paused',
DISABLED = 'disabled',
}
export interface PipelineSteps {
ingestion?: IngestionStep;
transformation?: TransformationStep;
validation?: ValidationStep;
qualityChecks?: QualityCheckStep;
}
export interface IngestionStep {
type: 'api' | 'file' | 'database' | 'stream';
source: DataSource;
configuration: Record<string, any>;
retryPolicy?: RetryPolicy;
}
export interface TransformationStep {
type: 'sql' | 'javascript' | 'python' | 'custom';
configuration: Record<string, any>;
schema?: DataSchema;
}
export interface ValidationStep {
rules: ValidationRule[];
onFailure: 'stop' | 'continue' | 'alert';
}
export interface QualityCheckStep {
checks: QualityCheck[];
thresholds: QualityThresholds;
}
export interface PipelineSchedule {
cronExpression: string;
enabled: boolean;
lastRun: Date | null;
nextRun: Date | null;
}
// Job Types
export interface PipelineJob {
id: string;
pipelineId: string;
status: JobStatus;
parameters: Record<string, any>;
createdAt: Date;
startedAt: Date | null;
completedAt: Date | null;
error: string | null;
metrics: JobMetrics;
}
export enum JobStatus {
PENDING = 'pending',
RUNNING = 'running',
COMPLETED = 'completed',
FAILED = 'failed',
CANCELLED = 'cancelled',
}
export interface JobMetrics {
recordsProcessed: number;
recordsSuccessful: number;
recordsFailed: number;
processingTimeMs: number;
}
// Data Source Types
export interface DataSource {
type: 'api' | 'file' | 'database' | 'stream';
connection: ConnectionConfig;
format?: 'json' | 'csv' | 'xml' | 'parquet' | 'avro';
}
export interface ConnectionConfig {
url?: string;
host?: string;
port?: number;
database?: string;
username?: string;
password?: string;
apiKey?: string;
headers?: Record<string, string>;
params?: Record<string, any>;
}
// Schema Types
export interface DataSchema {
fields: SchemaField[];
constraints?: SchemaConstraint[];
}
export interface SchemaField {
name: string;
type: 'string' | 'number' | 'boolean' | 'date' | 'object' | 'array';
required: boolean;
nullable: boolean;
format?: string;
description?: string;
}
export interface SchemaConstraint {
type: 'unique' | 'reference' | 'range' | 'pattern';
field: string;
value: any;
}
// Validation Types
export interface ValidationRule {
field: string;
type: 'required' | 'type' | 'range' | 'pattern' | 'custom';
value: any;
message?: string;
}
// Quality Check Types
export interface QualityCheck {
name: string;
type: 'completeness' | 'accuracy' | 'consistency' | 'validity' | 'uniqueness';
field?: string;
condition: string;
threshold: number;
}
export interface QualityThresholds {
error: number; // 0-100 percentage
warning: number; // 0-100 percentage
}
// Processing Result Types
export interface ProcessingResult {
recordsProcessed: number;
recordsSuccessful: number;
recordsFailed: number;
errors: ProcessingError[];
metadata: Record<string, any>;
}
export interface ProcessingError {
record: number;
field?: string;
message: string;
code?: string;
}
// Retry Policy Types
export interface RetryPolicy {
maxAttempts: number;
backoffStrategy: 'fixed' | 'exponential' | 'linear';
initialDelay: number;
maxDelay: number;
}

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@ -3,15 +3,20 @@
"target": "ES2022",
"module": "ESNext",
"moduleResolution": "bundler",
"declaration": true,
"allowImportingTsExtensions": true,
"allowSyntheticDefaultImports": true,
"esModuleInterop": true,
"forceConsistentCasingInFileNames": true,
"strict": true,
"noImplicitAny": true,
"skipLibCheck": true,
"outDir": "./dist",
"rootDir": "./src",
"strict": true,
"esModuleInterop": true,
"skipLibCheck": true,
"forceConsistentCasingInFileNames": true,
"allowSyntheticDefaultImports": true,
"resolveJsonModule": true
"resolveJsonModule": true,
"declaration": true,
"declarationMap": true,
"sourceMap": true,
"types": ["bun-types"]
},
"include": ["src/**/*"],
"exclude": ["node_modules", "dist"]

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{
"name": "feature-store",
"version": "1.0.0",
"description": "ML feature management and serving service",
"main": "src/index.ts",
"scripts": {
"dev": "bun run --watch src/index.ts",
"start": "bun run src/index.ts",
"build": "bun build src/index.ts --outdir=dist",
"test": "bun test",
"lint": "eslint src/**/*.ts",
"type-check": "tsc --noEmit"
},
"dependencies": {
"@stock-bot/shared-types": "*",
"@stock-bot/event-bus": "*",
"@stock-bot/utils": "*",
"@stock-bot/api-client": "*",
"hono": "^4.6.3",
"ioredis": "^5.4.1",
"node-fetch": "^3.3.2",
"date-fns": "^2.30.0",
"lodash": "^4.17.21",
"compression": "^1.7.4",
"cors": "^2.8.5",
"helmet": "^7.1.0"
},
"devDependencies": {
"@types/bun": "latest",
"@types/lodash": "^4.14.200",
"@types/compression": "^1.7.5",
"@types/cors": "^2.8.17",
"typescript": "^5.3.0",
"eslint": "^8.55.0",
"@typescript-eslint/eslint-plugin": "^6.13.1",
"@typescript-eslint/parser": "^6.13.1"
},
"peerDependencies": {
"typescript": "^5.0.0"
}
}

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import { Context } from 'hono';
import { FeatureComputationService } from '../services/FeatureComputationService';
import { Logger } from '@stock-bot/utils';
import {
ComputationJob,
CreateComputationJobRequest,
UpdateComputationJobRequest
} from '../types/FeatureStore';
export class ComputationController {
constructor(
private computationService: FeatureComputationService,
private logger: Logger
) {}
async createComputationJob(c: Context) {
try {
const request: CreateComputationJobRequest = await c.req.json();
const job = await this.computationService.createComputationJob(request);
this.logger.info('Computation job created', { jobId: job.id });
return c.json({
success: true,
data: job
}, 201);
} catch (error) {
this.logger.error('Failed to create computation job', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async getComputationJob(c: Context) {
try {
const jobId = c.req.param('id');
const job = await this.computationService.getComputationJob(jobId);
if (!job) {
return c.json({
success: false,
error: 'Computation job not found'
}, 404);
}
return c.json({
success: true,
data: job
});
} catch (error) {
this.logger.error('Failed to get computation job', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async updateComputationJob(c: Context) {
try {
const jobId = c.req.param('id');
const request: UpdateComputationJobRequest = await c.req.json();
const job = await this.computationService.updateComputationJob(jobId, request);
if (!job) {
return c.json({
success: false,
error: 'Computation job not found'
}, 404);
}
this.logger.info('Computation job updated', { jobId });
return c.json({
success: true,
data: job
});
} catch (error) {
this.logger.error('Failed to update computation job', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async deleteComputationJob(c: Context) {
try {
const jobId = c.req.param('id');
await this.computationService.deleteComputationJob(jobId);
this.logger.info('Computation job deleted', { jobId });
return c.json({
success: true,
message: 'Computation job deleted successfully'
});
} catch (error) {
this.logger.error('Failed to delete computation job', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async listComputationJobs(c: Context) {
try {
const featureGroupId = c.req.query('featureGroupId');
const status = c.req.query('status');
const jobs = await this.computationService.listComputationJobs({
featureGroupId,
status: status as any
});
return c.json({
success: true,
data: jobs
});
} catch (error) {
this.logger.error('Failed to list computation jobs', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async executeComputationJob(c: Context) {
try {
const jobId = c.req.param('id');
const result = await this.computationService.executeComputationJob(jobId);
this.logger.info('Computation job executed', { jobId, result });
return c.json({
success: true,
data: result
});
} catch (error) {
this.logger.error('Failed to execute computation job', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async scheduleComputationJob(c: Context) {
try {
const jobId = c.req.param('id');
const { schedule } = await c.req.json();
await this.computationService.scheduleComputationJob(jobId, schedule);
this.logger.info('Computation job scheduled', { jobId, schedule });
return c.json({
success: true,
message: 'Computation job scheduled successfully'
});
} catch (error) {
this.logger.error('Failed to schedule computation job', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async unscheduleComputationJob(c: Context) {
try {
const jobId = c.req.param('id');
await this.computationService.unscheduleComputationJob(jobId);
this.logger.info('Computation job unscheduled', { jobId });
return c.json({
success: true,
message: 'Computation job unscheduled successfully'
});
} catch (error) {
this.logger.error('Failed to unschedule computation job', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async getComputationJobHistory(c: Context) {
try {
const jobId = c.req.param('id');
const limit = parseInt(c.req.query('limit') || '10');
const offset = parseInt(c.req.query('offset') || '0');
const history = await this.computationService.getComputationJobHistory(jobId, limit, offset);
return c.json({
success: true,
data: history
});
} catch (error) {
this.logger.error('Failed to get computation job history', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
}

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import { Context } from 'hono';
import { FeatureStoreService } from '../services/FeatureStoreService';
import { Logger } from '@stock-bot/utils';
import {
FeatureGroup,
CreateFeatureGroupRequest,
UpdateFeatureGroupRequest,
FeatureValue,
GetFeaturesRequest
} from '../types/FeatureStore';
export class FeatureController {
constructor(
private featureStoreService: FeatureStoreService,
private logger: Logger
) {}
async createFeatureGroup(c: Context) {
try {
const request: CreateFeatureGroupRequest = await c.req.json();
const featureGroup = await this.featureStoreService.createFeatureGroup(request);
this.logger.info('Feature group created', { featureGroupId: featureGroup.id });
return c.json({
success: true,
data: featureGroup
}, 201);
} catch (error) {
this.logger.error('Failed to create feature group', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async getFeatureGroup(c: Context) {
try {
const featureGroupId = c.req.param('id');
const featureGroup = await this.featureStoreService.getFeatureGroup(featureGroupId);
if (!featureGroup) {
return c.json({
success: false,
error: 'Feature group not found'
}, 404);
}
return c.json({
success: true,
data: featureGroup
});
} catch (error) {
this.logger.error('Failed to get feature group', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async updateFeatureGroup(c: Context) {
try {
const featureGroupId = c.req.param('id');
const request: UpdateFeatureGroupRequest = await c.req.json();
const featureGroup = await this.featureStoreService.updateFeatureGroup(featureGroupId, request);
if (!featureGroup) {
return c.json({
success: false,
error: 'Feature group not found'
}, 404);
}
this.logger.info('Feature group updated', { featureGroupId });
return c.json({
success: true,
data: featureGroup
});
} catch (error) {
this.logger.error('Failed to update feature group', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async deleteFeatureGroup(c: Context) {
try {
const featureGroupId = c.req.param('id');
await this.featureStoreService.deleteFeatureGroup(featureGroupId);
this.logger.info('Feature group deleted', { featureGroupId });
return c.json({
success: true,
message: 'Feature group deleted successfully'
});
} catch (error) {
this.logger.error('Failed to delete feature group', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async listFeatureGroups(c: Context) {
try {
const featureGroups = await this.featureStoreService.listFeatureGroups();
return c.json({
success: true,
data: featureGroups
});
} catch (error) {
this.logger.error('Failed to list feature groups', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async getFeatures(c: Context) {
try {
const featureGroupId = c.req.param('id');
const entityId = c.req.query('entityId');
const timestamp = c.req.query('timestamp');
if (!entityId) {
return c.json({
success: false,
error: 'entityId query parameter is required'
}, 400);
}
const request: GetFeaturesRequest = {
featureGroupId,
entityId,
timestamp: timestamp ? new Date(timestamp) : undefined
};
const features = await this.featureStoreService.getFeatures(request);
return c.json({
success: true,
data: features
});
} catch (error) {
this.logger.error('Failed to get features', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async storeFeatures(c: Context) {
try {
const featureGroupId = c.req.param('id');
const features: FeatureValue[] = await c.req.json();
await this.featureStoreService.storeFeatures(featureGroupId, features);
this.logger.info('Features stored', {
featureGroupId,
featureCount: features.length
});
return c.json({
success: true,
message: 'Features stored successfully'
});
} catch (error) {
this.logger.error('Failed to store features', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async getFeatureHistory(c: Context) {
try {
const featureGroupId = c.req.param('id');
const featureName = c.req.param('featureName');
const entityId = c.req.query('entityId');
const startTime = c.req.query('startTime');
const endTime = c.req.query('endTime');
if (!entityId) {
return c.json({
success: false,
error: 'entityId query parameter is required'
}, 400);
}
const history = await this.featureStoreService.getFeatureHistory(
featureGroupId,
featureName,
entityId,
startTime ? new Date(startTime) : undefined,
endTime ? new Date(endTime) : undefined
);
return c.json({
success: true,
data: history
});
} catch (error) {
this.logger.error('Failed to get feature history', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
}

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import { Context } from 'hono';
import { Logger } from '@stock-bot/utils';
export class HealthController {
constructor(private logger: Logger) {}
async getHealth(c: Context) {
try {
const health = {
status: 'healthy',
timestamp: new Date().toISOString(),
service: 'feature-store',
version: '1.0.0',
uptime: process.uptime(),
memory: {
used: Math.round((process.memoryUsage().heapUsed / 1024 / 1024) * 100) / 100,
total: Math.round((process.memoryUsage().heapTotal / 1024 / 1024) * 100) / 100
},
dependencies: {
redis: await this.checkRedisHealth(),
database: await this.checkDatabaseHealth(),
eventBus: await this.checkEventBusHealth()
}
};
return c.json(health);
} catch (error) {
this.logger.error('Health check failed', { error });
return c.json({
status: 'unhealthy',
timestamp: new Date().toISOString(),
service: 'feature-store',
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async getReadiness(c: Context) {
try {
const readiness = {
status: 'ready',
timestamp: new Date().toISOString(),
service: 'feature-store',
checks: {
onlineStore: await this.checkOnlineStoreReadiness(),
offlineStore: await this.checkOfflineStoreReadiness(),
metadataStore: await this.checkMetadataStoreReadiness(),
computationEngine: await this.checkComputationEngineReadiness()
}
};
const isReady = Object.values(readiness.checks).every(check => check.status === 'ready');
return c.json(readiness, isReady ? 200 : 503);
} catch (error) {
this.logger.error('Readiness check failed', { error });
return c.json({
status: 'not_ready',
timestamp: new Date().toISOString(),
service: 'feature-store',
error: error instanceof Error ? error.message : 'Unknown error'
}, 503);
}
}
async getLiveness(c: Context) {
try {
const liveness = {
status: 'alive',
timestamp: new Date().toISOString(),
service: 'feature-store',
pid: process.pid,
uptime: process.uptime()
};
return c.json(liveness);
} catch (error) {
this.logger.error('Liveness check failed', { error });
return c.json({
status: 'dead',
timestamp: new Date().toISOString(),
service: 'feature-store',
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
private async checkRedisHealth(): Promise<{ status: string; latency?: number }> {
try {
const start = Date.now();
// TODO: Implement actual Redis health check
const latency = Date.now() - start;
return { status: 'healthy', latency };
} catch (error) {
return { status: 'unhealthy' };
}
}
private async checkDatabaseHealth(): Promise<{ status: string; latency?: number }> {
try {
const start = Date.now();
// TODO: Implement actual database health check
const latency = Date.now() - start;
return { status: 'healthy', latency };
} catch (error) {
return { status: 'unhealthy' };
}
}
private async checkEventBusHealth(): Promise<{ status: string }> {
try {
// TODO: Implement actual event bus health check
return { status: 'healthy' };
} catch (error) {
return { status: 'unhealthy' };
}
}
private async checkOnlineStoreReadiness(): Promise<{ status: string; message?: string }> {
try {
// TODO: Implement actual online store readiness check
return { status: 'ready' };
} catch (error) {
return {
status: 'not_ready',
message: error instanceof Error ? error.message : 'Unknown error'
};
}
}
private async checkOfflineStoreReadiness(): Promise<{ status: string; message?: string }> {
try {
// TODO: Implement actual offline store readiness check
return { status: 'ready' };
} catch (error) {
return {
status: 'not_ready',
message: error instanceof Error ? error.message : 'Unknown error'
};
}
}
private async checkMetadataStoreReadiness(): Promise<{ status: string; message?: string }> {
try {
// TODO: Implement actual metadata store readiness check
return { status: 'ready' };
} catch (error) {
return {
status: 'not_ready',
message: error instanceof Error ? error.message : 'Unknown error'
};
}
}
private async checkComputationEngineReadiness(): Promise<{ status: string; message?: string }> {
try {
// TODO: Implement actual computation engine readiness check
return { status: 'ready' };
} catch (error) {
return {
status: 'not_ready',
message: error instanceof Error ? error.message : 'Unknown error'
};
}
}
}

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import { Context } from 'hono';
import { FeatureMonitoringService } from '../services/FeatureMonitoringService';
import { Logger } from '@stock-bot/utils';
import {
FeatureMonitoringConfig,
FeatureValue
} from '../types/FeatureStore';
export class MonitoringController {
constructor(
private monitoringService: FeatureMonitoringService,
private logger: Logger
) {}
async startMonitoring(c: Context) {
try {
const featureGroupId = c.req.param('id');
const config: FeatureMonitoringConfig = await c.req.json();
await this.monitoringService.startMonitoring(featureGroupId, config);
this.logger.info('Monitoring started', { featureGroupId });
return c.json({
success: true,
message: 'Monitoring started successfully'
});
} catch (error) {
this.logger.error('Failed to start monitoring', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async stopMonitoring(c: Context) {
try {
const featureGroupId = c.req.param('id');
await this.monitoringService.stopMonitoring(featureGroupId);
this.logger.info('Monitoring stopped', { featureGroupId });
return c.json({
success: true,
message: 'Monitoring stopped successfully'
});
} catch (error) {
this.logger.error('Failed to stop monitoring', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async detectDrift(c: Context) {
try {
const featureGroupId = c.req.param('id');
const recentData: FeatureValue[] = await c.req.json();
const alerts = await this.monitoringService.detectDrift(featureGroupId, recentData);
this.logger.info('Drift detection completed', {
featureGroupId,
alertsCount: alerts.length
});
return c.json({
success: true,
data: alerts
});
} catch (error) {
this.logger.error('Failed to detect drift', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async getMonitoringMetrics(c: Context) {
try {
const featureGroupId = c.req.param('id');
const metrics = await this.monitoringService.getMonitoringMetrics(featureGroupId);
return c.json({
success: true,
data: metrics
});
} catch (error) {
this.logger.error('Failed to get monitoring metrics', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
async updateMonitoringConfig(c: Context) {
try {
const featureGroupId = c.req.param('id');
const config: FeatureMonitoringConfig = await c.req.json();
await this.monitoringService.updateMonitoringConfig(featureGroupId, config);
this.logger.info('Monitoring config updated', { featureGroupId });
return c.json({
success: true,
message: 'Monitoring configuration updated successfully'
});
} catch (error) {
this.logger.error('Failed to update monitoring config', { error });
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
}
}

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import { Hono } from 'hono';
import { cors } from 'hono/cors';
import { logger } from 'hono/logger';
// Controllers
import { HealthController } from './controllers/HealthController';
const app = new Hono();
// Middleware
app.use('*', cors());
app.use('*', logger());
// Initialize logger for services
const appLogger = { info: console.log, error: console.error, warn: console.warn, debug: console.log };
// Controllers
const healthController = new HealthController(appLogger);
// Health endpoints
app.get('/health', healthController.getHealth.bind(healthController));
app.get('/health/readiness', healthController.getReadiness.bind(healthController));
app.get('/health/liveness', healthController.getLiveness.bind(healthController));
// API endpoints will be implemented as services are completed
app.get('/api/v1/feature-groups', async (c) => {
return c.json({ message: 'Feature groups endpoint - not implemented yet' });
});
app.post('/api/v1/feature-groups', async (c) => {
return c.json({ message: 'Create feature group endpoint - not implemented yet' });
});
const port = process.env.PORT || 3003;
console.log(`Feature Store service running on port ${port}`);
export default {
port,
fetch: app.fetch,
};

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import { logger } from '@stock-bot/utils';
import {
FeatureComputation,
ComputationStatus,
ComputationError
} from '../types/FeatureStore';
export class FeatureComputationService {
private computations: Map<string, FeatureComputation> = new Map();
private runningComputations: Set<string> = new Set();
async initialize(): Promise<void> {
logger.info('🔄 Initializing Feature Computation Service...');
this.computations.clear();
this.runningComputations.clear();
logger.info('✅ Feature Computation Service initialized');
}
async startComputation(
featureGroupId: string,
parameters: Record<string, any>
): Promise<FeatureComputation> {
const computation: FeatureComputation = {
id: this.generateComputationId(),
featureGroupId,
status: ComputationStatus.PENDING,
startTime: new Date(),
recordsProcessed: 0,
recordsGenerated: 0,
errors: [],
metadata: parameters,
};
this.computations.set(computation.id, computation);
// Start computation asynchronously
this.executeComputation(computation);
logger.info(`⚙️ Started feature computation: ${computation.id} for group: ${featureGroupId}`);
return computation;
}
async getComputation(id: string): Promise<FeatureComputation | null> {
return this.computations.get(id) || null;
}
async listComputations(featureGroupId?: string): Promise<FeatureComputation[]> {
const computations = Array.from(this.computations.values());
return featureGroupId ?
computations.filter(c => c.featureGroupId === featureGroupId) :
computations;
}
async cancelComputation(id: string): Promise<boolean> {
const computation = this.computations.get(id);
if (!computation) {
return false;
}
if (computation.status === ComputationStatus.RUNNING) {
computation.status = ComputationStatus.CANCELLED;
computation.endTime = new Date();
this.runningComputations.delete(id);
logger.info(`❌ Cancelled computation: ${id}`);
return true;
}
return false;
}
private async executeComputation(computation: FeatureComputation): Promise<void> {
try {
computation.status = ComputationStatus.RUNNING;
this.runningComputations.add(computation.id);
logger.info(`⚙️ Executing computation: ${computation.id}`);
// Simulate computation work
const totalRecords = 1000; // Mock value
const batchSize = 100;
for (let processed = 0; processed < totalRecords; processed += batchSize) {
// Check if computation was cancelled
if (computation.status === ComputationStatus.CANCELLED) {
return;
}
// Simulate processing time
await new Promise(resolve => setTimeout(resolve, 100));
const currentBatch = Math.min(batchSize, totalRecords - processed);
computation.recordsProcessed += currentBatch;
computation.recordsGenerated += currentBatch; // Assume 1:1 for simplicity
// Simulate some errors
if (Math.random() < 0.05) { // 5% error rate
const error: ComputationError = {
entityId: `entity_${processed}`,
error: 'Simulated processing error',
timestamp: new Date(),
};
computation.errors.push(error);
}
}
computation.status = ComputationStatus.COMPLETED;
computation.endTime = new Date();
this.runningComputations.delete(computation.id);
logger.info(`✅ Completed computation: ${computation.id}`);
} catch (error) {
computation.status = ComputationStatus.FAILED;
computation.endTime = new Date();
this.runningComputations.delete(computation.id);
const computationError: ComputationError = {
entityId: 'unknown',
error: error instanceof Error ? error.message : 'Unknown error',
timestamp: new Date(),
};
computation.errors.push(computationError);
logger.error(`❌ Computation failed: ${computation.id}`, error);
}
}
private generateComputationId(): string {
return `comp_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
}
async getComputationStats(): Promise<any> {
const computations = Array.from(this.computations.values());
return {
total: computations.length,
running: this.runningComputations.size,
byStatus: {
pending: computations.filter(c => c.status === ComputationStatus.PENDING).length,
running: computations.filter(c => c.status === ComputationStatus.RUNNING).length,
completed: computations.filter(c => c.status === ComputationStatus.COMPLETED).length,
failed: computations.filter(c => c.status === ComputationStatus.FAILED).length,
cancelled: computations.filter(c => c.status === ComputationStatus.CANCELLED).length,
},
totalRecordsProcessed: computations.reduce((sum, c) => sum + c.recordsProcessed, 0),
totalRecordsGenerated: computations.reduce((sum, c) => sum + c.recordsGenerated, 0),
totalErrors: computations.reduce((sum, c) => sum + c.errors.length, 0),
};
}
async shutdown(): Promise<void> {
logger.info('🔄 Shutting down Feature Computation Service...');
// Cancel all running computations
for (const computationId of this.runningComputations) {
await this.cancelComputation(computationId);
}
this.computations.clear();
this.runningComputations.clear();
logger.info('✅ Feature Computation Service shutdown complete');
}
}

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import { EventBus } from '@stock-bot/event-bus';
import { Logger } from '@stock-bot/utils';
import {
FeatureGroup,
FeatureDriftAlert,
FeatureMonitoringConfig,
FeatureMonitoringMetrics,
FeatureValue,
DriftDetectionMethod
} from '../types/FeatureStore';
export interface FeatureMonitoringService {
startMonitoring(featureGroupId: string, config: FeatureMonitoringConfig): Promise<void>;
stopMonitoring(featureGroupId: string): Promise<void>;
detectDrift(featureGroupId: string, recentData: FeatureValue[]): Promise<FeatureDriftAlert[]>;
getMonitoringMetrics(featureGroupId: string): Promise<FeatureMonitoringMetrics>;
updateMonitoringConfig(featureGroupId: string, config: FeatureMonitoringConfig): Promise<void>;
}
export class FeatureMonitoringServiceImpl implements FeatureMonitoringService {
private monitoringJobs: Map<string, NodeJS.Timeout> = new Map();
private baselineStats: Map<string, any> = new Map();
constructor(
private eventBus: EventBus,
private logger: Logger
) {}
async startMonitoring(featureGroupId: string, config: FeatureMonitoringConfig): Promise<void> {
try {
// Stop existing monitoring if running
await this.stopMonitoring(featureGroupId);
// Start new monitoring job
const interval = setInterval(async () => {
await this.runMonitoringCheck(featureGroupId, config);
}, config.checkInterval * 1000);
this.monitoringJobs.set(featureGroupId, interval);
this.logger.info(`Started monitoring for feature group: ${featureGroupId}`);
await this.eventBus.emit('feature.monitoring.started', {
featureGroupId,
config,
timestamp: new Date()
});
} catch (error) {
this.logger.error('Failed to start feature monitoring', { featureGroupId, error });
throw error;
}
}
async stopMonitoring(featureGroupId: string): Promise<void> {
try {
const job = this.monitoringJobs.get(featureGroupId);
if (job) {
clearInterval(job);
this.monitoringJobs.delete(featureGroupId);
this.logger.info(`Stopped monitoring for feature group: ${featureGroupId}`);
await this.eventBus.emit('feature.monitoring.stopped', {
featureGroupId,
timestamp: new Date()
});
}
} catch (error) {
this.logger.error('Failed to stop feature monitoring', { featureGroupId, error });
throw error;
}
}
async detectDrift(featureGroupId: string, recentData: FeatureValue[]): Promise<FeatureDriftAlert[]> {
try {
const alerts: FeatureDriftAlert[] = [];
const baseline = this.baselineStats.get(featureGroupId);
if (!baseline) {
// No baseline available, collect current data as baseline
await this.updateBaseline(featureGroupId, recentData);
return alerts;
}
// Group data by feature name
const featureData = this.groupByFeature(recentData);
for (const [featureName, values] of featureData) {
const currentStats = this.calculateStatistics(values);
const baselineFeatureStats = baseline[featureName];
if (!baselineFeatureStats) continue;
// Detect drift using various methods
const driftScore = await this.calculateDriftScore(
baselineFeatureStats,
currentStats,
DriftDetectionMethod.KOLMOGOROV_SMIRNOV
);
if (driftScore > 0.1) { // Threshold for drift detection
alerts.push({
id: `drift_${featureGroupId}_${featureName}_${Date.now()}`,
featureGroupId,
featureName,
driftScore,
severity: driftScore > 0.3 ? 'high' : driftScore > 0.2 ? 'medium' : 'low',
detectionMethod: DriftDetectionMethod.KOLMOGOROV_SMIRNOV,
baselineStats: baselineFeatureStats,
currentStats,
detectedAt: new Date(),
message: `Feature drift detected for ${featureName} with score ${driftScore.toFixed(3)}`
});
}
}
if (alerts.length > 0) {
await this.eventBus.emit('feature.drift.detected', {
featureGroupId,
alerts,
timestamp: new Date()
});
}
return alerts;
} catch (error) {
this.logger.error('Failed to detect drift', { featureGroupId, error });
throw error;
}
}
async getMonitoringMetrics(featureGroupId: string): Promise<FeatureMonitoringMetrics> {
try {
const isActive = this.monitoringJobs.has(featureGroupId);
const baseline = this.baselineStats.get(featureGroupId);
return {
featureGroupId,
isActive,
lastCheckTime: new Date(),
totalChecks: 0, // Would be stored in persistent storage
driftAlertsCount: 0, // Would be queried from alert storage
averageDriftScore: 0,
featuresMonitored: baseline ? Object.keys(baseline).length : 0,
uptime: isActive ? Date.now() : 0 // Would calculate actual uptime
};
} catch (error) {
this.logger.error('Failed to get monitoring metrics', { featureGroupId, error });
throw error;
}
}
async updateMonitoringConfig(featureGroupId: string, config: FeatureMonitoringConfig): Promise<void> {
try {
// Restart monitoring with new config
if (this.monitoringJobs.has(featureGroupId)) {
await this.stopMonitoring(featureGroupId);
await this.startMonitoring(featureGroupId, config);
}
this.logger.info(`Updated monitoring config for feature group: ${featureGroupId}`);
} catch (error) {
this.logger.error('Failed to update monitoring config', { featureGroupId, error });
throw error;
}
}
private async runMonitoringCheck(featureGroupId: string, config: FeatureMonitoringConfig): Promise<void> {
try {
// In a real implementation, this would fetch recent data from the feature store
const recentData: FeatureValue[] = []; // Placeholder
await this.detectDrift(featureGroupId, recentData);
} catch (error) {
this.logger.error('Monitoring check failed', { featureGroupId, error });
}
}
private async updateBaseline(featureGroupId: string, data: FeatureValue[]): Promise<void> {
const featureData = this.groupByFeature(data);
const baseline: Record<string, any> = {};
for (const [featureName, values] of featureData) {
baseline[featureName] = this.calculateStatistics(values);
}
this.baselineStats.set(featureGroupId, baseline);
}
private groupByFeature(data: FeatureValue[]): Map<string, number[]> {
const grouped = new Map<string, number[]>();
for (const item of data) {
if (!grouped.has(item.featureName)) {
grouped.set(item.featureName, []);
}
grouped.get(item.featureName)!.push(item.value as number);
}
return grouped;
}
private calculateStatistics(values: number[]): any {
const sorted = values.sort((a, b) => a - b);
const n = values.length;
const mean = values.reduce((sum, val) => sum + val, 0) / n;
const variance = values.reduce((sum, val) => sum + Math.pow(val - mean, 2), 0) / n;
const stdDev = Math.sqrt(variance);
return {
count: n,
mean,
stdDev,
min: sorted[0],
max: sorted[n - 1],
median: n % 2 === 0 ? (sorted[n/2 - 1] + sorted[n/2]) / 2 : sorted[Math.floor(n/2)],
q25: sorted[Math.floor(n * 0.25)],
q75: sorted[Math.floor(n * 0.75)]
};
}
private async calculateDriftScore(
baseline: any,
current: any,
method: DriftDetectionMethod
): Promise<number> {
switch (method) {
case DriftDetectionMethod.KOLMOGOROV_SMIRNOV:
// Simplified KS test approximation
return Math.abs(baseline.mean - current.mean) / (baseline.stdDev + current.stdDev + 1e-8);
case DriftDetectionMethod.POPULATION_STABILITY_INDEX:
// Simplified PSI calculation
const expectedRatio = baseline.mean / (baseline.mean + current.mean + 1e-8);
const actualRatio = current.mean / (baseline.mean + current.mean + 1e-8);
return Math.abs(expectedRatio - actualRatio);
case DriftDetectionMethod.JENSEN_SHANNON_DIVERGENCE:
// Simplified JS divergence approximation
return Math.min(1.0, Math.abs(baseline.mean - current.mean) / Math.max(baseline.stdDev, current.stdDev, 1e-8));
default:
return 0;
}
}
}

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import { logger } from '@stock-bot/utils';
import { FeatureStatistics, HistogramBucket, ValueCount } from '../types/FeatureStore';
export class FeatureStatisticsService {
private statistics: Map<string, FeatureStatistics> = new Map();
async initialize(): Promise<void> {
logger.info('🔄 Initializing Feature Statistics Service...');
this.statistics.clear();
logger.info('✅ Feature Statistics Service initialized');
}
async computeStatistics(
featureGroupId: string,
featureName: string,
data: any[]
): Promise<FeatureStatistics> {
const values = data.map(item => item[featureName]).filter(v => v !== null && v !== undefined);
const statistics: FeatureStatistics = {
featureGroupId,
featureName,
statistics: {
count: data.length,
nullCount: data.length - values.length,
distinctCount: new Set(values).size,
},
computedAt: new Date(),
};
// Compute numerical statistics if applicable
const numericalValues = values.filter(v => typeof v === 'number');
if (numericalValues.length > 0) {
const sorted = numericalValues.sort((a, b) => a - b);
const sum = numericalValues.reduce((acc, val) => acc + val, 0);
const mean = sum / numericalValues.length;
statistics.statistics.min = sorted[0];
statistics.statistics.max = sorted[sorted.length - 1];
statistics.statistics.mean = mean;
statistics.statistics.median = this.calculateMedian(sorted);
statistics.statistics.stdDev = this.calculateStandardDeviation(numericalValues, mean);
statistics.statistics.percentiles = this.calculatePercentiles(sorted);
statistics.statistics.histogram = this.calculateHistogram(numericalValues);
}
// Compute top values for categorical data
statistics.statistics.topValues = this.calculateTopValues(values);
const key = `${featureGroupId}.${featureName}`;
this.statistics.set(key, statistics);
logger.info(`📊 Computed statistics for feature: ${featureGroupId}.${featureName}`);
return statistics;
}
async getStatistics(featureGroupId: string, featureName: string): Promise<FeatureStatistics | null> {
const key = `${featureGroupId}.${featureName}`;
return this.statistics.get(key) || null;
}
async getFeatureGroupStatistics(featureGroupId: string): Promise<FeatureStatistics[]> {
const groupStats: FeatureStatistics[] = [];
for (const [key, stats] of this.statistics.entries()) {
if (stats.featureGroupId === featureGroupId) {
groupStats.push(stats);
}
}
return groupStats;
}
async getAllStatistics(): Promise<FeatureStatistics[]> {
return Array.from(this.statistics.values());
}
async deleteStatistics(featureGroupId: string, featureName?: string): Promise<void> {
if (featureName) {
const key = `${featureGroupId}.${featureName}`;
this.statistics.delete(key);
} else {
// Delete all statistics for the feature group
const keysToDelete: string[] = [];
for (const [key, stats] of this.statistics.entries()) {
if (stats.featureGroupId === featureGroupId) {
keysToDelete.push(key);
}
}
for (const key of keysToDelete) {
this.statistics.delete(key);
}
}
}
private calculateMedian(sortedValues: number[]): number {
const length = sortedValues.length;
if (length % 2 === 0) {
return (sortedValues[length / 2 - 1] + sortedValues[length / 2]) / 2;
} else {
return sortedValues[Math.floor(length / 2)];
}
}
private calculateStandardDeviation(values: number[], mean: number): number {
const squaredDifferences = values.map(value => Math.pow(value - mean, 2));
const avgSquaredDiff = squaredDifferences.reduce((acc, val) => acc + val, 0) / values.length;
return Math.sqrt(avgSquaredDiff);
}
private calculatePercentiles(sortedValues: number[]): Record<string, number> {
const percentiles = [5, 10, 25, 50, 75, 90, 95];
const result: Record<string, number> = {};
for (const p of percentiles) {
const index = (p / 100) * (sortedValues.length - 1);
if (Number.isInteger(index)) {
result[`p${p}`] = sortedValues[index];
} else {
const lower = Math.floor(index);
const upper = Math.ceil(index);
const weight = index - lower;
result[`p${p}`] = sortedValues[lower] * (1 - weight) + sortedValues[upper] * weight;
}
}
return result;
}
private calculateHistogram(values: number[], buckets: number = 10): HistogramBucket[] {
const min = Math.min(...values);
const max = Math.max(...values);
const bucketSize = (max - min) / buckets;
const histogram: HistogramBucket[] = [];
for (let i = 0; i < buckets; i++) {
const bucketMin = min + i * bucketSize;
const bucketMax = i === buckets - 1 ? max : min + (i + 1) * bucketSize;
const count = values.filter(v => v >= bucketMin && v < bucketMax).length;
histogram.push({
min: bucketMin,
max: bucketMax,
count,
});
}
return histogram;
}
private calculateTopValues(values: any[], limit: number = 10): ValueCount[] {
const valueCounts = new Map<any, number>();
for (const value of values) {
valueCounts.set(value, (valueCounts.get(value) || 0) + 1);
}
const sortedCounts = Array.from(valueCounts.entries())
.map(([value, count]) => ({
value,
count,
percentage: (count / values.length) * 100,
}))
.sort((a, b) => b.count - a.count)
.slice(0, limit);
return sortedCounts;
}
async getStatisticsSummary(): Promise<any> {
const allStats = Array.from(this.statistics.values());
return {
totalFeatures: allStats.length,
totalRecords: allStats.reduce((sum, s) => sum + s.statistics.count, 0),
totalNullValues: allStats.reduce((sum, s) => sum + s.statistics.nullCount, 0),
featureGroups: new Set(allStats.map(s => s.featureGroupId)).size,
lastComputed: allStats.length > 0 ?
Math.max(...allStats.map(s => s.computedAt.getTime())) : null,
};
}
async shutdown(): Promise<void> {
logger.info('🔄 Shutting down Feature Statistics Service...');
this.statistics.clear();
logger.info('✅ Feature Statistics Service shutdown complete');
}
}

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import { EventBus } from '@stock-bot/event-bus';
import { logger } from '@stock-bot/utils';
import {
FeatureGroup,
FeatureGroupStatus,
FeatureVector,
FeatureRequest,
FeatureResponse,
FeatureStorageConfig,
FeatureRegistry
} from '../types/FeatureStore';
import { OnlineStore } from './storage/OnlineStore';
import { OfflineStore } from './storage/OfflineStore';
import { MetadataStore } from './storage/MetadataStore';
export class FeatureStoreService {
private eventBus: EventBus;
private onlineStore: OnlineStore;
private offlineStore: OfflineStore;
private metadataStore: MetadataStore;
private registry: FeatureRegistry;
constructor() {
this.eventBus = new EventBus();
this.onlineStore = new OnlineStore();
this.offlineStore = new OfflineStore();
this.metadataStore = new MetadataStore();
this.registry = {
featureGroups: new Map(),
features: new Map(),
dependencies: new Map(),
lineage: new Map()
};
}
async initialize(): Promise<void> {
logger.info('🔄 Initializing Feature Store Service...');
await this.eventBus.initialize();
await this.onlineStore.initialize();
await this.offlineStore.initialize();
await this.metadataStore.initialize();
// Load existing feature groups from metadata store
await this.loadFeatureGroups();
// Subscribe to feature events
await this.eventBus.subscribe('feature.*', this.handleFeatureEvent.bind(this));
logger.info('✅ Feature Store Service initialized');
}
async createFeatureGroup(featureGroup: Omit<FeatureGroup, 'id' | 'createdAt' | 'updatedAt'>): Promise<FeatureGroup> {
const featureGroupWithId: FeatureGroup = {
...featureGroup,
id: this.generateFeatureGroupId(),
status: FeatureGroupStatus.DRAFT,
createdAt: new Date(),
updatedAt: new Date(),
};
// Store in metadata store
await this.metadataStore.saveFeatureGroup(featureGroupWithId);
// Update registry
this.registry.featureGroups.set(featureGroupWithId.id, featureGroupWithId);
// Register individual features
for (const feature of featureGroupWithId.features) {
const featureKey = `${featureGroupWithId.id}.${feature.name}`;
this.registry.features.set(featureKey, feature);
}
await this.eventBus.publish('feature.group.created', {
featureGroupId: featureGroupWithId.id,
featureGroup: featureGroupWithId,
});
logger.info(`📋 Created feature group: ${featureGroupWithId.name} (${featureGroupWithId.id})`);
return featureGroupWithId;
}
async updateFeatureGroup(id: string, updates: Partial<FeatureGroup>): Promise<FeatureGroup> {
const existingGroup = this.registry.featureGroups.get(id);
if (!existingGroup) {
throw new Error(`Feature group not found: ${id}`);
}
const updatedGroup: FeatureGroup = {
...existingGroup,
...updates,
id, // Ensure ID doesn't change
updatedAt: new Date(),
};
// Store in metadata store
await this.metadataStore.saveFeatureGroup(updatedGroup);
// Update registry
this.registry.featureGroups.set(id, updatedGroup);
await this.eventBus.publish('feature.group.updated', {
featureGroupId: id,
featureGroup: updatedGroup,
});
logger.info(`📝 Updated feature group: ${updatedGroup.name} (${id})`);
return updatedGroup;
}
async deleteFeatureGroup(id: string): Promise<void> {
const featureGroup = this.registry.featureGroups.get(id);
if (!featureGroup) {
throw new Error(`Feature group not found: ${id}`);
}
// Remove from stores
await this.metadataStore.deleteFeatureGroup(id);
await this.onlineStore.deleteFeatureGroup(id);
await this.offlineStore.deleteFeatureGroup(id);
// Update registry
this.registry.featureGroups.delete(id);
// Remove features from registry
for (const feature of featureGroup.features) {
const featureKey = `${id}.${feature.name}`;
this.registry.features.delete(featureKey);
}
await this.eventBus.publish('feature.group.deleted', {
featureGroupId: id,
featureGroup,
});
logger.info(`🗑️ Deleted feature group: ${featureGroup.name} (${id})`);
}
async getFeatureGroup(id: string): Promise<FeatureGroup | null> {
return this.registry.featureGroups.get(id) || null;
}
async listFeatureGroups(status?: FeatureGroupStatus): Promise<FeatureGroup[]> {
const groups = Array.from(this.registry.featureGroups.values());
return status ? groups.filter(group => group.status === status) : groups;
}
async getOnlineFeatures(request: FeatureRequest): Promise<FeatureResponse[]> {
logger.info(`🔍 Getting online features for ${request.entityIds.length} entities`);
const responses: FeatureResponse[] = [];
for (const entityId of request.entityIds) {
const features: Record<string, any> = {};
const metadata: Record<string, any> = {};
for (const featureGroupId of request.featureGroups) {
const featureGroup = this.registry.featureGroups.get(featureGroupId);
if (!featureGroup) {
logger.warn(`Feature group not found: ${featureGroupId}`);
continue;
}
const featureVector = await this.onlineStore.getFeatures(
entityId,
request.entityType,
featureGroupId,
request.asOfTime
);
if (featureVector) {
Object.assign(features, featureVector.values);
if (request.includeMetadata) {
metadata[featureGroupId] = featureVector.metadata;
}
}
}
responses.push({
entityId,
entityType: request.entityType,
features,
metadata,
timestamp: request.asOfTime || new Date(),
});
}
return responses;
}
async getHistoricalFeatures(request: FeatureRequest): Promise<FeatureResponse[]> {
logger.info(`📊 Getting historical features for ${request.entityIds.length} entities`);
return await this.offlineStore.getHistoricalFeatures(request);
}
async getBatchFeatures(request: FeatureRequest): Promise<FeatureResponse[]> {
logger.info(`📦 Getting batch features for ${request.entityIds.length} entities`);
// For batch requests, use offline store for efficiency
return await this.offlineStore.getBatchFeatures(request);
}
async ingestFeatures(featureVectors: FeatureVector[]): Promise<void> {
logger.info(`📥 Ingesting ${featureVectors.length} feature vectors`);
// Store in both online and offline stores
await Promise.all([
this.onlineStore.writeFeatures(featureVectors),
this.offlineStore.writeFeatures(featureVectors)
]);
await this.eventBus.publish('feature.ingested', {
vectorCount: featureVectors.length,
timestamp: new Date(),
});
}
async searchFeatures(query: string, filters?: Record<string, any>): Promise<any[]> {
const results: any[] = [];
for (const [groupId, group] of this.registry.featureGroups) {
for (const feature of group.features) {
const featureInfo = {
featureGroupId: groupId,
featureGroupName: group.name,
featureName: feature.name,
description: feature.description,
type: feature.type,
valueType: feature.valueType,
tags: feature.tags,
};
// Simple text search
const searchText = `${group.name} ${feature.name} ${feature.description || ''} ${feature.tags.join(' ')}`.toLowerCase();
if (searchText.includes(query.toLowerCase())) {
// Apply filters if provided
if (filters) {
let matches = true;
for (const [key, value] of Object.entries(filters)) {
if (featureInfo[key as keyof typeof featureInfo] !== value) {
matches = false;
break;
}
}
if (matches) {
results.push(featureInfo);
}
} else {
results.push(featureInfo);
}
}
}
}
return results;
}
async getFeatureLineage(featureGroupId: string, featureName: string): Promise<any> {
const lineageKey = `${featureGroupId}.${featureName}`;
return this.registry.lineage.get(lineageKey) || null;
}
async getFeatureUsage(featureGroupId: string, featureName: string): Promise<any> {
// In a real implementation, this would track feature usage across models and applications
return {
featureGroupId,
featureName,
usageCount: 0,
lastUsed: null,
consumers: [],
models: []
};
}
private async loadFeatureGroups(): Promise<void> {
logger.info('📂 Loading existing feature groups...');
const featureGroups = await this.metadataStore.getAllFeatureGroups();
for (const group of featureGroups) {
this.registry.featureGroups.set(group.id, group);
// Register individual features
for (const feature of group.features) {
const featureKey = `${group.id}.${feature.name}`;
this.registry.features.set(featureKey, feature);
}
}
logger.info(`📂 Loaded ${featureGroups.length} feature groups`);
}
private async handleFeatureEvent(event: any): Promise<void> {
logger.debug('📨 Received feature event:', event);
// Handle feature-level events
}
private generateFeatureGroupId(): string {
return `fg_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
}
async shutdown(): Promise<void> {
logger.info('🔄 Shutting down Feature Store Service...');
await this.onlineStore.shutdown();
await this.offlineStore.shutdown();
await this.metadataStore.shutdown();
await this.eventBus.disconnect();
logger.info('✅ Feature Store Service shutdown complete');
}
}

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import { logger } from '@stock-bot/utils';
import { FeatureGroup } from '../../types/FeatureStore';
export class MetadataStore {
private featureGroups: Map<string, FeatureGroup> = new Map();
async initialize(): Promise<void> {
logger.info('🔄 Initializing Metadata Store...');
// In a real implementation, connect to PostgreSQL or other metadata store
this.featureGroups.clear();
logger.info('✅ Metadata Store initialized');
}
async saveFeatureGroup(featureGroup: FeatureGroup): Promise<void> {
this.featureGroups.set(featureGroup.id, { ...featureGroup });
logger.debug(`💾 Saved feature group metadata: ${featureGroup.id}`);
}
async getFeatureGroup(id: string): Promise<FeatureGroup | null> {
return this.featureGroups.get(id) || null;
}
async getAllFeatureGroups(): Promise<FeatureGroup[]> {
return Array.from(this.featureGroups.values());
}
async deleteFeatureGroup(id: string): Promise<void> {
this.featureGroups.delete(id);
logger.debug(`🗑️ Deleted feature group metadata: ${id}`);
}
async findFeatureGroups(criteria: Partial<FeatureGroup>): Promise<FeatureGroup[]> {
const groups = Array.from(this.featureGroups.values());
return groups.filter(group => {
for (const [key, value] of Object.entries(criteria)) {
if (group[key as keyof FeatureGroup] !== value) {
return false;
}
}
return true;
});
}
async shutdown(): Promise<void> {
logger.info('🔄 Shutting down Metadata Store...');
this.featureGroups.clear();
logger.info('✅ Metadata Store shutdown complete');
}
}

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import { logger } from '@stock-bot/utils';
import { FeatureVector, FeatureRequest, FeatureResponse } from '../../types/FeatureStore';
export class OfflineStore {
private store: Map<string, FeatureVector[]> = new Map();
async initialize(): Promise<void> {
logger.info('🔄 Initializing Offline Store...');
// In a real implementation, connect to data warehouse, S3, etc.
this.store.clear();
logger.info('✅ Offline Store initialized');
}
async writeFeatures(featureVectors: FeatureVector[]): Promise<void> {
for (const vector of featureVectors) {
const partitionKey = this.buildPartitionKey(vector.entityType, vector.featureGroupId);
if (!this.store.has(partitionKey)) {
this.store.set(partitionKey, []);
}
this.store.get(partitionKey)!.push(vector);
}
logger.debug(`💾 Stored ${featureVectors.length} feature vectors in offline store`);
}
async getHistoricalFeatures(request: FeatureRequest): Promise<FeatureResponse[]> {
const responses: FeatureResponse[] = [];
for (const entityId of request.entityIds) {
const features: Record<string, any> = {};
const metadata: Record<string, any> = {};
for (const featureGroupId of request.featureGroups) {
const partitionKey = this.buildPartitionKey(request.entityType, featureGroupId);
const vectors = this.store.get(partitionKey) || [];
// Find the most recent vector for this entity before asOfTime
const relevantVectors = vectors
.filter(v => v.entityId === entityId)
.filter(v => !request.asOfTime || v.timestamp <= request.asOfTime)
.sort((a, b) => b.timestamp.getTime() - a.timestamp.getTime());
if (relevantVectors.length > 0) {
const latestVector = relevantVectors[0];
Object.assign(features, latestVector.values);
if (request.includeMetadata) {
metadata[featureGroupId] = latestVector.metadata;
}
}
}
responses.push({
entityId,
entityType: request.entityType,
features,
metadata,
timestamp: request.asOfTime || new Date(),
});
}
return responses;
}
async getBatchFeatures(request: FeatureRequest): Promise<FeatureResponse[]> {
// For simplicity, use the same logic as historical features
// In a real implementation, this would use optimized batch processing
return await this.getHistoricalFeatures(request);
}
async getFeatureData(
featureGroupId: string,
entityType: string,
startTime?: Date,
endTime?: Date
): Promise<FeatureVector[]> {
const partitionKey = this.buildPartitionKey(entityType, featureGroupId);
let vectors = this.store.get(partitionKey) || [];
// Apply time filters
if (startTime) {
vectors = vectors.filter(v => v.timestamp >= startTime);
}
if (endTime) {
vectors = vectors.filter(v => v.timestamp <= endTime);
}
return vectors;
}
async deleteFeatureGroup(featureGroupId: string): Promise<void> {
const keysToDelete: string[] = [];
for (const key of this.store.keys()) {
if (key.includes(`:${featureGroupId}`)) {
keysToDelete.push(key);
}
}
for (const key of keysToDelete) {
this.store.delete(key);
}
logger.debug(`🗑️ Deleted ${keysToDelete.length} partitions for feature group: ${featureGroupId}`);
}
private buildPartitionKey(entityType: string, featureGroupId: string): string {
return `${entityType}:${featureGroupId}`;
}
async shutdown(): Promise<void> {
logger.info('🔄 Shutting down Offline Store...');
this.store.clear();
logger.info('✅ Offline Store shutdown complete');
}
}

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import { logger } from '@stock-bot/utils';
import { FeatureVector, FeatureRequest, FeatureResponse } from '../../types/FeatureStore';
export class OnlineStore {
private store: Map<string, any> = new Map();
async initialize(): Promise<void> {
logger.info('🔄 Initializing Online Store...');
// In a real implementation, connect to Redis or other online store
this.store.clear();
logger.info('✅ Online Store initialized');
}
async writeFeatures(featureVectors: FeatureVector[]): Promise<void> {
for (const vector of featureVectors) {
const key = this.buildKey(vector.entityId, vector.entityType, vector.featureGroupId);
this.store.set(key, {
...vector,
timestamp: vector.timestamp,
});
}
logger.debug(`💾 Stored ${featureVectors.length} feature vectors in online store`);
}
async getFeatures(
entityId: string,
entityType: string,
featureGroupId: string,
asOfTime?: Date
): Promise<FeatureVector | null> {
const key = this.buildKey(entityId, entityType, featureGroupId);
const storedVector = this.store.get(key);
if (!storedVector) {
return null;
}
// If asOfTime is specified, check if the stored vector is valid at that time
if (asOfTime && storedVector.timestamp > asOfTime) {
return null;
}
return storedVector;
}
async deleteFeatureGroup(featureGroupId: string): Promise<void> {
const keysToDelete: string[] = [];
for (const key of this.store.keys()) {
if (key.includes(`:${featureGroupId}`)) {
keysToDelete.push(key);
}
}
for (const key of keysToDelete) {
this.store.delete(key);
}
logger.debug(`🗑️ Deleted ${keysToDelete.length} records for feature group: ${featureGroupId}`);
}
private buildKey(entityId: string, entityType: string, featureGroupId: string): string {
return `${entityType}:${entityId}:${featureGroupId}`;
}
async shutdown(): Promise<void> {
logger.info('🔄 Shutting down Online Store...');
this.store.clear();
logger.info('✅ Online Store shutdown complete');
}
}

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// Feature Store Types
export interface FeatureGroup {
id: string;
name: string;
description?: string;
version: string;
features: Feature[];
source: FeatureSource;
schedule?: FeatureSchedule;
metadata: Record<string, any>;
createdAt: Date;
updatedAt: Date;
status: FeatureGroupStatus;
}
export enum FeatureGroupStatus {
DRAFT = 'draft',
ACTIVE = 'active',
DEPRECATED = 'deprecated',
ARCHIVED = 'archived',
}
export interface Feature {
name: string;
type: FeatureType;
description?: string;
valueType: 'number' | 'string' | 'boolean' | 'array' | 'object';
nullable: boolean;
defaultValue?: any;
validation?: FeatureValidation;
transformation?: FeatureTransformation;
tags: string[];
}
export enum FeatureType {
NUMERICAL = 'numerical',
CATEGORICAL = 'categorical',
BOOLEAN = 'boolean',
TEXT = 'text',
TIMESTAMP = 'timestamp',
DERIVED = 'derived',
}
export interface FeatureSource {
type: 'batch' | 'stream' | 'sql' | 'api' | 'file';
connection: Record<string, any>;
query?: string;
transformation?: string;
refreshInterval?: number;
}
export interface FeatureSchedule {
cronExpression: string;
enabled: boolean;
lastRun: Date | null;
nextRun: Date | null;
}
export interface FeatureValidation {
required: boolean;
minValue?: number;
maxValue?: number;
allowedValues?: any[];
pattern?: string;
customValidator?: string;
}
export interface FeatureTransformation {
type: 'normalize' | 'standardize' | 'encode' | 'custom';
parameters: Record<string, any>;
}
// Feature Value Types
export interface FeatureVector {
entityId: string;
entityType: string;
featureGroupId: string;
timestamp: Date;
values: Record<string, any>;
metadata?: Record<string, any>;
}
export interface FeatureRequest {
entityIds: string[];
entityType: string;
featureGroups: string[];
asOfTime?: Date;
pointInTime?: boolean;
includeMetadata?: boolean;
}
export interface FeatureResponse {
entityId: string;
entityType: string;
features: Record<string, any>;
metadata: Record<string, any>;
timestamp: Date;
}
// Feature Store Operations
export interface FeatureComputation {
id: string;
featureGroupId: string;
status: ComputationStatus;
startTime: Date;
endTime?: Date;
recordsProcessed: number;
recordsGenerated: number;
errors: ComputationError[];
metadata: Record<string, any>;
}
export enum ComputationStatus {
PENDING = 'pending',
RUNNING = 'running',
COMPLETED = 'completed',
FAILED = 'failed',
CANCELLED = 'cancelled',
}
export interface ComputationError {
entityId: string;
error: string;
timestamp: Date;
}
// Feature Statistics
export interface FeatureStatistics {
featureGroupId: string;
featureName: string;
statistics: {
count: number;
nullCount: number;
distinctCount: number;
min?: number;
max?: number;
mean?: number;
median?: number;
stdDev?: number;
percentiles?: Record<string, number>;
histogram?: HistogramBucket[];
topValues?: ValueCount[];
};
computedAt: Date;
}
export interface HistogramBucket {
min: number;
max: number;
count: number;
}
export interface ValueCount {
value: any;
count: number;
percentage: number;
}
// Feature Registry
export interface FeatureRegistry {
featureGroups: Map<string, FeatureGroup>;
features: Map<string, Feature>;
dependencies: Map<string, string[]>;
lineage: Map<string, FeatureLineage>;
}
export interface FeatureLineage {
featureGroupId: string;
featureName: string;
upstream: FeatureDependency[];
downstream: FeatureDependency[];
transformations: string[];
}
export interface FeatureDependency {
featureGroupId: string;
featureName: string;
dependencyType: 'direct' | 'derived' | 'aggregated';
}
// Storage Types
export interface FeatureStorageConfig {
online: OnlineStoreConfig;
offline: OfflineStoreConfig;
metadata: MetadataStoreConfig;
}
export interface OnlineStoreConfig {
type: 'redis' | 'dynamodb' | 'cassandra';
connection: Record<string, any>;
ttl?: number;
keyFormat?: string;
}
export interface OfflineStoreConfig {
type: 'parquet' | 'delta' | 'postgresql' | 's3';
connection: Record<string, any>;
partitioning?: PartitioningConfig;
}
export interface MetadataStoreConfig {
type: 'postgresql' | 'mysql' | 'sqlite';
connection: Record<string, any>;
}
export interface PartitioningConfig {
columns: string[];
strategy: 'time' | 'hash' | 'range';
granularity?: 'hour' | 'day' | 'month';
}
// Monitoring and Alerting
export interface FeatureMonitoring {
featureGroupId: string;
featureName: string;
monitors: FeatureMonitor[];
alerts: FeatureAlert[];
}
export interface FeatureMonitor {
name: string;
type: 'drift' | 'freshness' | 'availability' | 'quality';
threshold: number;
enabled: boolean;
configuration: Record<string, any>;
}
export interface FeatureAlert {
id: string;
monitorName: string;
level: 'warning' | 'error' | 'critical';
message: string;
timestamp: Date;
resolved: boolean;
resolvedAt?: Date;
}

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{
"compilerOptions": {
"target": "ES2022",
"lib": ["ES2022"],
"module": "ESNext",
"moduleResolution": "bundler",
"declaration": true,
"declarationMap": true,
"sourceMap": true,
"outDir": "./dist",
"rootDir": "./src",
"strict": true,
"esModuleInterop": true,
"skipLibCheck": true,
"forceConsistentCasingInFileNames": true,
"resolveJsonModule": true,
"allowImportingTsExtensions": true,
"noEmit": true,
"paths": {
"@/*": ["./src/*"]
}
},
"include": [
"src/**/*"
],
"exclude": [
"node_modules",
"dist"
]
}

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{
"name": "backtest-engine",
"version": "1.0.0",
"description": "Dedicated backtesting engine for trading strategies",
"main": "src/index.ts",
"scripts": {
"dev": "bun run --watch src/index.ts",
"start": "bun run src/index.ts",
"test": "bun test --timeout 10000 src/tests/**/*.test.ts",
"test:watch": "bun test --watch src/tests/**/*.test.ts"
}, "dependencies": {
"hono": "^4.6.3",
"@stock-bot/shared-types": "workspace:*",
"@stock-bot/utils": "workspace:*",
"@stock-bot/event-bus": "workspace:*",
"@stock-bot/api-client": "workspace:*",
"@stock-bot/config": "*",
"ws": "^8.18.0"
},
"devDependencies": {
"bun-types": "^1.2.15",
"@types/ws": "^8.5.12"
}
}

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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);
}
}

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@ -2,11 +2,11 @@
"name": "strategy-orchestrator",
"version": "1.0.0",
"description": "Trading strategy lifecycle management service",
"main": "src/index.ts",
"scripts": {
"main": "src/index.ts", "scripts": {
"dev": "bun run --watch src/index.ts",
"start": "bun run src/index.ts",
"test": "echo 'No tests yet'"
"test": "bun test --timeout 10000 src/tests/**/*.test.ts",
"test:watch": "bun test --watch src/tests/**/*.test.ts"
},
"dependencies": {
"hono": "^4.6.3",

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import { Request, Response } from 'express';
import { StrategyRegistry, StrategyType } from '../core/strategies/StrategyRegistry';
import { BacktestRequest, BacktestService } from '../core/backtesting/BacktestService';
import { BaseStrategy } from '../core/Strategy';
import { PerformanceAnalytics } from '../core/backtesting/PerformanceAnalytics';
/**
* Strategy Controller
*
* Handles HTTP requests related to strategy management, backtesting, and execution.
*/
export class StrategyController {
private readonly strategyRegistry: StrategyRegistry;
private readonly backtestService: BacktestService;
constructor(apiBaseUrl: string = 'http://localhost:3001/api') {
this.strategyRegistry = StrategyRegistry.getInstance();
this.backtestService = new BacktestService(apiBaseUrl);
}
/**
* Get all available strategy types
*/
public getStrategyTypes(req: Request, res: Response): void {
const types = Object.values(StrategyType);
res.json({
success: true,
data: types
});
}
/**
* Get all strategies
*/
public getStrategies(req: Request, res: Response): void {
const strategies = this.strategyRegistry.getAllStrategies();
// Convert to array of plain objects for serialization
const serializedStrategies = strategies.map(strategy => ({
id: strategy.id,
name: strategy.name,
description: strategy.description,
symbols: strategy.symbols,
parameters: strategy.parameters,
type: this.strategyRegistry.getStrategyType(strategy)
}));
res.json({
success: true,
data: serializedStrategies
});
}
/**
* Get a specific strategy by ID
*/
public getStrategy(req: Request, res: Response): void {
const { id } = req.params;
const strategy = this.strategyRegistry.getStrategyById(id);
if (!strategy) {
res.status(404).json({
success: false,
error: `Strategy with ID ${id} not found`
});
return;
}
const type = this.strategyRegistry.getStrategyType(strategy);
res.json({
success: true,
data: {
id: strategy.id,
name: strategy.name,
description: strategy.description,
symbols: strategy.symbols,
parameters: strategy.parameters,
type
}
});
}
/**
* Create a new strategy
*/
public createStrategy(req: Request, res: Response): void {
try {
const { name, description, symbols, parameters, type } = req.body;
if (!type || !Object.values(StrategyType).includes(type)) {
res.status(400).json({
success: false,
error: 'Invalid strategy type'
});
return;
}
const strategy = this.strategyRegistry.createStrategy(
type as StrategyType,
`strategy_${Date.now()}`, // Generate an ID
name || `New ${type} Strategy`,
description || `Generated ${type} strategy`,
symbols || [],
parameters || {}
);
res.status(201).json({
success: true,
data: {
id: strategy.id,
name: strategy.name,
description: strategy.description,
symbols: strategy.symbols,
parameters: strategy.parameters,
type
}
});
} catch (error) {
res.status(500).json({
success: false,
error: (error as Error).message
});
}
}
/**
* Update an existing strategy
*/
public updateStrategy(req: Request, res: Response): void {
const { id } = req.params;
const { name, description, symbols, parameters } = req.body;
const strategy = this.strategyRegistry.getStrategyById(id);
if (!strategy) {
res.status(404).json({
success: false,
error: `Strategy with ID ${id} not found`
});
return;
}
// Update properties
if (name !== undefined) strategy.name = name;
if (description !== undefined) strategy.description = description;
if (symbols !== undefined) (strategy as any).symbols = symbols; // Hack since symbols is readonly
if (parameters !== undefined) strategy.parameters = parameters;
res.json({
success: true,
data: {
id: strategy.id,
name: strategy.name,
description: strategy.description,
symbols: strategy.symbols,
parameters: strategy.parameters,
type: this.strategyRegistry.getStrategyType(strategy)
}
});
}
/**
* Delete a strategy
*/
public deleteStrategy(req: Request, res: Response): void {
const { id } = req.params;
const success = this.strategyRegistry.deleteStrategy(id);
if (!success) {
res.status(404).json({
success: false,
error: `Strategy with ID ${id} not found`
});
return;
}
res.json({
success: true,
data: { id }
});
}
/**
* Run a backtest
*/
public async runBacktest(req: Request, res: Response): Promise<void> {
try {
const backtestRequest: BacktestRequest = req.body;
// Validate request
if (!backtestRequest.strategyType) {
res.status(400).json({
success: false,
error: 'Strategy type is required'
});
return;
}
if (!backtestRequest.symbols || backtestRequest.symbols.length === 0) {
res.status(400).json({
success: false,
error: 'At least one symbol is required'
});
return;
}
// Run the backtest
const result = await this.backtestService.runBacktest(backtestRequest);
// Enhance results with additional metrics
const enhancedResult = PerformanceAnalytics.enhanceResults(result);
// Calculate additional analytics
const monthlyReturns = PerformanceAnalytics.calculateMonthlyReturns(result.dailyReturns);
const drawdowns = PerformanceAnalytics.analyzeDrawdowns(result.dailyReturns);
res.json({
success: true,
data: {
...enhancedResult,
monthlyReturns,
drawdowns
}
});
} catch (error) {
console.error('Backtest error:', error);
res.status(500).json({
success: false,
error: (error as Error).message
});
}
}
/**
* Optimize a strategy with grid search
*/
public async optimizeStrategy(req: Request, res: Response): Promise<void> {
try {
const { baseRequest, parameterGrid } = req.body;
// Validate request
if (!baseRequest || !parameterGrid) {
res.status(400).json({
success: false,
error: 'Base request and parameter grid are required'
});
return;
}
// Run optimization
const results = await this.backtestService.optimizeStrategy(baseRequest, parameterGrid);
res.json({
success: true,
data: results
});
} catch (error) {
res.status(500).json({
success: false,
error: (error as Error).message
});
}
}
}
export default StrategyController;

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import { EventEmitter } from 'events';
export interface BarData {
symbol: string;
timestamp: Date;
open: number;
high: number;
low: number;
close: number;
volume: number;
}
export interface Position {
symbol: string;
quantity: number;
avgPrice: number;
side: 'LONG' | 'SHORT';
entryTime: Date;
unrealizedPnL?: number;
realizedPnL?: number;
}
export interface Order {
id: string;
symbol: string;
side: 'BUY' | 'SELL';
quantity: number;
price?: number; // Market order if undefined
type: 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_LIMIT';
status: 'PENDING' | 'FILLED' | 'CANCELLED' | 'REJECTED';
timestamp: Date;
fillPrice?: number;
fillTime?: Date;
}
export interface StrategyContext {
currentTime: Date;
portfolio: {
cash: number;
positions: Map<string, Position>;
totalValue: number;
};
marketData: Map<string, BarData[]>; // Historical data for each symbol
indicators: Map<string, any>; // Cached indicator values
}
export interface StrategyParameters {
[key: string]: number | string | boolean | any[];
}
export interface StrategyMetrics {
totalReturn: number;
totalTrades: number;
winningTrades: number;
losingTrades: number;
winRate: number;
avgWin: number;
avgLoss: number;
profitFactor: number;
sharpeRatio: number;
maxDrawdown: number;
maxDrawdownDuration: number;
calmarRatio: number;
sortinoRatio: number;
beta: number;
alpha: number;
volatility: number;
}
export abstract class BaseStrategy extends EventEmitter {
public readonly id: string;
public readonly name: string;
public readonly description: string;
public readonly symbols: string[];
public parameters: StrategyParameters;
protected context: StrategyContext;
protected isInitialized: boolean = false;
constructor(
id: string,
name: string,
description: string,
symbols: string[],
parameters: StrategyParameters = {}
) {
super();
this.id = id;
this.name = name;
this.description = description;
this.symbols = symbols;
this.parameters = parameters;
this.context = {
currentTime: new Date(),
portfolio: {
cash: 100000, // Default starting capital
positions: new Map(),
totalValue: 100000
},
marketData: new Map(),
indicators: new Map()
};
}
// Abstract methods that must be implemented by strategy subclasses
abstract initialize(): Promise<void>;
abstract onBar(bar: BarData): Promise<Order[]>;
abstract onOrderFilled(order: Order): Promise<void>;
abstract cleanup(): Promise<void>;
// Lifecycle methods
async start(): Promise<void> {
if (!this.isInitialized) {
await this.initialize();
this.isInitialized = true;
}
this.emit('started', { strategyId: this.id });
}
async stop(): Promise<void> {
await this.cleanup();
this.emit('stopped', { strategyId: this.id });
}
// Market data management
addBar(bar: BarData): void {
this.context.currentTime = bar.timestamp;
if (!this.context.marketData.has(bar.symbol)) {
this.context.marketData.set(bar.symbol, []);
}
const bars = this.context.marketData.get(bar.symbol)!;
bars.push(bar);
// Keep only last 1000 bars to manage memory
if (bars.length > 1000) {
bars.shift();
}
}
// Portfolio management helpers
protected getCurrentPrice(symbol: string): number | null {
const bars = this.context.marketData.get(symbol);
return bars && bars.length > 0 ? bars[bars.length - 1].close : null;
}
protected getPosition(symbol: string): Position | null {
return this.context.portfolio.positions.get(symbol) || null;
}
protected hasPosition(symbol: string): boolean {
return this.context.portfolio.positions.has(symbol);
}
protected getAvailableCash(): number {
return this.context.portfolio.cash;
}
protected calculatePositionValue(symbol: string): number {
const position = this.getPosition(symbol);
const currentPrice = this.getCurrentPrice(symbol);
if (!position || !currentPrice) return 0;
return position.quantity * currentPrice;
}
protected updatePortfolioValue(): void {
let totalValue = this.context.portfolio.cash;
for (const [symbol, position] of this.context.portfolio.positions) {
const currentPrice = this.getCurrentPrice(symbol);
if (currentPrice) {
totalValue += position.quantity * currentPrice;
}
}
this.context.portfolio.totalValue = totalValue;
}
// Order creation helpers
protected createMarketOrder(symbol: string, side: 'BUY' | 'SELL', quantity: number): Order {
return {
id: this.generateOrderId(),
symbol,
side,
quantity: Math.abs(quantity),
type: 'MARKET',
status: 'PENDING',
timestamp: this.context.currentTime
};
}
protected createLimitOrder(
symbol: string,
side: 'BUY' | 'SELL',
quantity: number,
price: number
): Order {
return {
id: this.generateOrderId(),
symbol,
side,
quantity: Math.abs(quantity),
price,
type: 'LIMIT',
status: 'PENDING',
timestamp: this.context.currentTime
};
}
protected createStopOrder(
symbol: string,
side: 'BUY' | 'SELL',
quantity: number,
stopPrice: number
): Order {
return {
id: this.generateOrderId(),
symbol,
side,
quantity: Math.abs(quantity),
price: stopPrice,
type: 'STOP',
status: 'PENDING',
timestamp: this.context.currentTime
};
}
private generateOrderId(): string {
return `${this.id}_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
}
// Utility methods for common strategy patterns
protected getBarsSince(symbol: string, periods: number): BarData[] {
const bars = this.context.marketData.get(symbol) || [];
return bars.slice(-periods);
}
protected getReturns(symbol: string, periods: number): number[] {
const bars = this.getBarsSince(symbol, periods + 1);
const returns: number[] = [];
for (let i = 1; i < bars.length; i++) {
const returnPct = (bars[i].close - bars[i - 1].close) / bars[i - 1].close;
returns.push(returnPct);
}
return returns;
}
protected getVolatility(symbol: string, periods: number): number {
const returns = this.getReturns(symbol, periods);
if (returns.length === 0) 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;
return Math.sqrt(variance * 252); // Annualized volatility
}
// Parameter validation
protected validateParameters(): boolean {
// Override in subclasses for parameter validation
return true;
}
// Get strategy state for serialization
getState() {
return {
id: this.id,
name: this.name,
description: this.description,
symbols: this.symbols,
parameters: this.parameters,
isInitialized: this.isInitialized,
currentTime: this.context.currentTime,
portfolio: {
cash: this.context.portfolio.cash,
totalValue: this.context.portfolio.totalValue,
positions: Array.from(this.context.portfolio.positions.entries())
}
};
}
}

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import { BarData } from '../Strategy';
export class TechnicalIndicators {
/**
* Calculate Simple Moving Average (SMA)
* @param prices Array of price values
* @param period Number of periods for calculation
* @returns Array of SMA values
*/
static sma(prices: number[], period: number): number[] {
if (period <= 0 || prices.length === 0) return [];
const result: number[] = [];
// Not enough data for calculation
if (prices.length < period) {
return Array(prices.length).fill(NaN);
}
// Calculate first SMA
let sum = 0;
for (let i = 0; i < period; i++) {
sum += prices[i];
}
result.push(sum / period);
// Calculate subsequent SMAs using previous sum
for (let i = period; i < prices.length; i++) {
sum = sum - prices[i - period] + prices[i];
result.push(sum / period);
}
// Fill beginning with NaN
const nanValues = Array(period - 1).fill(NaN);
return [...nanValues, ...result];
}
/**
* Calculate Exponential Moving Average (EMA)
* @param prices Array of price values
* @param period Number of periods for calculation
* @returns Array of EMA values
*/
static ema(prices: number[], period: number): number[] {
if (period <= 0 || prices.length === 0) return [];
const result: number[] = [];
const multiplier = 2 / (period + 1);
// Not enough data for calculation
if (prices.length < period) {
return Array(prices.length).fill(NaN);
}
// Calculate SMA for first EMA value
let sum = 0;
for (let i = 0; i < period; i++) {
sum += prices[i];
}
// First EMA is SMA
let ema = sum / period;
result.push(ema);
// Calculate subsequent EMAs
for (let i = period; i < prices.length; i++) {
ema = (prices[i] - ema) * multiplier + ema;
result.push(ema);
}
// Fill beginning with NaN
const nanValues = Array(period - 1).fill(NaN);
return [...nanValues, ...result];
}
/**
* Calculate Relative Strength Index (RSI)
* @param prices Array of price values
* @param period Number of periods for calculation
* @returns Array of RSI values
*/
static rsi(prices: number[], period: number): number[] {
if (period <= 0 || prices.length < period + 1) {
return Array(prices.length).fill(NaN);
}
const result: number[] = [];
const gains: number[] = [];
const losses: number[] = [];
// Calculate price changes
for (let i = 1; i < prices.length; i++) {
const change = prices[i] - prices[i - 1];
gains.push(change > 0 ? change : 0);
losses.push(change < 0 ? Math.abs(change) : 0);
}
// Not enough data
if (gains.length < period) {
return Array(prices.length).fill(NaN);
}
// Calculate first average gain and loss
let avgGain = 0;
let avgLoss = 0;
for (let i = 0; i < period; i++) {
avgGain += gains[i];
avgLoss += losses[i];
}
avgGain /= period;
avgLoss /= period;
// Calculate first RSI
let rs = avgGain / (avgLoss === 0 ? 0.001 : avgLoss); // Avoid division by zero
let rsi = 100 - (100 / (1 + rs));
result.push(rsi);
// Calculate subsequent RSIs
for (let i = period; i < gains.length; i++) {
// Smooth averages
avgGain = ((avgGain * (period - 1)) + gains[i]) / period;
avgLoss = ((avgLoss * (period - 1)) + losses[i]) / period;
// Calculate RS and RSI
rs = avgGain / (avgLoss === 0 ? 0.001 : avgLoss);
rsi = 100 - (100 / (1 + rs));
result.push(rsi);
}
// Fill beginning with NaN
const nanValues = Array(period).fill(NaN);
return [...nanValues, ...result];
}
/**
* Calculate Moving Average Convergence Divergence (MACD)
* @param prices Array of price values
* @param fastPeriod Fast EMA period (default: 12)
* @param slowPeriod Slow EMA period (default: 26)
* @param signalPeriod Signal line period (default: 9)
* @returns Object containing MACD line, signal line, and histogram
*/
static macd(
prices: number[],
fastPeriod: number = 12,
slowPeriod: number = 26,
signalPeriod: number = 9
): { macdLine: number[], signalLine: number[], histogram: number[] } {
// Calculate EMAs
const fastEMA = this.ema(prices, fastPeriod);
const slowEMA = this.ema(prices, slowPeriod);
// Calculate MACD line (fast EMA - slow EMA)
const macdLine: number[] = [];
for (let i = 0; i < prices.length; i++) {
macdLine.push(isNaN(fastEMA[i]) || isNaN(slowEMA[i])
? NaN
: fastEMA[i] - slowEMA[i]);
}
// Calculate signal line (EMA of MACD line)
const signalLine = this.ema(macdLine.filter(val => !isNaN(val)), signalPeriod);
// Pad signal line with NaNs to match original length
const paddedSignalLine = Array(prices.length - signalLine.length).fill(NaN).concat(signalLine);
// Calculate histogram (MACD line - signal line)
const histogram: number[] = [];
for (let i = 0; i < prices.length; i++) {
histogram.push(isNaN(macdLine[i]) || isNaN(paddedSignalLine[i])
? NaN
: macdLine[i] - paddedSignalLine[i]);
}
return {
macdLine,
signalLine: paddedSignalLine,
histogram
};
}
/**
* Calculate Bollinger Bands
* @param prices Array of price values
* @param period SMA period (default: 20)
* @param stdDevMultiplier Standard deviation multiplier (default: 2)
* @returns Object containing upper band, middle band, and lower band
*/
static bollingerBands(
prices: number[],
period: number = 20,
stdDevMultiplier: number = 2
): { upper: number[], middle: number[], lower: number[] } {
// Calculate middle band (SMA)
const middle = this.sma(prices, period);
// Calculate standard deviation for each point
const upper: number[] = [];
const lower: number[] = [];
for (let i = 0; i < prices.length; i++) {
if (isNaN(middle[i])) {
upper.push(NaN);
lower.push(NaN);
continue;
}
// Calculate standard deviation using values in the period window
let stdDev = 0;
let count = 0;
// Start index for the window
const startIdx = Math.max(0, i - period + 1);
for (let j = startIdx; j <= i; j++) {
stdDev += Math.pow(prices[j] - middle[i], 2);
count++;
}
stdDev = Math.sqrt(stdDev / count);
// Calculate bands
upper.push(middle[i] + (stdDevMultiplier * stdDev));
lower.push(middle[i] - (stdDevMultiplier * stdDev));
}
return { upper, middle, lower };
}
/**
* Calculate Average True Range (ATR)
* @param bars Array of BarData objects
* @param period Number of periods for calculation
* @returns Array of ATR values
*/
static atr(bars: BarData[], period: number): number[] {
if (period <= 0 || bars.length < 2) {
return Array(bars.length).fill(NaN);
}
// Calculate True Range for each bar
const trueRanges: number[] = [];
// First TR is high - low
trueRanges.push(bars[0].high - bars[0].low);
// Calculate remaining TRs
for (let i = 1; i < bars.length; i++) {
const currentHigh = bars[i].high;
const currentLow = bars[i].low;
const previousClose = bars[i - 1].close;
const tr1 = currentHigh - currentLow;
const tr2 = Math.abs(currentHigh - previousClose);
const tr3 = Math.abs(currentLow - previousClose);
const tr = Math.max(tr1, tr2, tr3);
trueRanges.push(tr);
}
// Calculate ATR (first value is simple average)
const result: number[] = [];
// Not enough data
if (trueRanges.length < period) {
return Array(bars.length).fill(NaN);
}
// First ATR is simple average of true ranges
let atr = 0;
for (let i = 0; i < period; i++) {
atr += trueRanges[i];
}
atr /= period;
result.push(atr);
// Calculate subsequent ATRs using smoothing
for (let i = period; i < trueRanges.length; i++) {
atr = ((atr * (period - 1)) + trueRanges[i]) / period;
result.push(atr);
}
// Fill beginning with NaN
const nanValues = Array(period).fill(NaN);
return [...nanValues, ...result];
}
/**
* Calculate Stochastic Oscillator
* @param bars Array of BarData objects
* @param period %K period (default: 14)
* @param smoothK %K smoothing (default: 3)
* @param smoothD %D period (default: 3)
* @returns Object containing %K and %D values
*/
static stochastic(
bars: BarData[],
period: number = 14,
smoothK: number = 3,
smoothD: number = 3
): { k: number[], d: number[] } {
if (period <= 0 || bars.length < period) {
return { k: Array(bars.length).fill(NaN), d: Array(bars.length).fill(NaN) };
}
const rawK: number[] = [];
// Calculate raw %K values
for (let i = period - 1; i < bars.length; i++) {
let highest = -Infinity;
let lowest = Infinity;
// Find highest high and lowest low in the period
for (let j = i - (period - 1); j <= i; j++) {
highest = Math.max(highest, bars[j].high);
lowest = Math.min(lowest, bars[j].low);
}
// Calculate raw %K
const currentClose = bars[i].close;
const rawKValue = 100 * ((currentClose - lowest) / (highest - lowest));
rawK.push(rawKValue);
}
// Fill beginning with NaN
const nanValues = Array(period - 1).fill(NaN);
const fullRawK = [...nanValues, ...rawK];
// Apply smoothing to %K (SMA of raw %K)
const filteredK = fullRawK.filter(val => !isNaN(val));
let k = this.sma(filteredK, smoothK);
// Pad with NaNs
k = [...Array(fullRawK.length - k.length).fill(NaN), ...k];
// Calculate %D (SMA of %K)
const filteredSmoothedK = k.filter(val => !isNaN(val));
let d = this.sma(filteredSmoothedK, smoothD);
// Pad with NaNs
d = [...Array(k.length - d.length).fill(NaN), ...d];
return { k, d };
}
/**
* Extract specific price from bars (e.g., close, open, high, low)
* @param bars Array of BarData objects
* @param field Price field to extract
* @returns Array of extracted price values
*/
static extractPrice(bars: BarData[], field: 'open' | 'high' | 'low' | 'close' = 'close'): number[] {
return bars.map(bar => bar[field]);
}
}

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import { EventEmitter } from 'events';
import { BaseStrategy } from '../Strategy';
import { BarData, Order, Position } from '../Strategy';
export interface BacktestConfig {
startDate: Date;
endDate: Date;
symbols: string[];
initialCapital: number;
commission: number; // Per trade commission (percentage)
slippage: number; // Slippage model (percentage)
dataResolution: '1m' | '5m' | '15m' | '30m' | '1h' | '4h' | '1d';
mode: 'event' | 'vector';
}
export interface BacktestResult {
strategyId: string;
startDate: Date;
endDate: Date;
duration: number; // In milliseconds
initialCapital: number;
finalCapital: number;
totalReturn: number;
annualizedReturn: number;
sharpeRatio: number;
maxDrawdown: number;
maxDrawdownDuration: number; // In days
winRate: number;
totalTrades: number;
winningTrades: number;
losingTrades: number;
averageWinningTrade: number;
averageLosingTrade: number;
profitFactor: number;
dailyReturns: Array<{ date: Date; return: number }>;
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: BaseStrategy;
private dataFeed: DataFeed;
private isRunning: boolean = false;
private barBuffer: Map<string, BarData[]> = new Map();
private pendingOrders: Order[] = [];
private filledOrders: Order[] = [];
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, Position>();
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: BaseStrategy, 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 {
// Load data based on configured mode
if (this.config.mode === 'event') {
await this.runEventBased();
} else {
await this.runVectorized();
}
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);
}
}

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import { EventEmitter } from 'events';
import { BaseStrategy } from '../Strategy';
import { BarData, Order, Position } from '../Strategy';
import { MarketDataFeed } from '../backtesting/MarketDataFeed';
import { StrategyRegistry } from '../strategies/StrategyRegistry';
import { WebSocket } from 'ws';
export interface ExecutionConfig {
symbols: string[];
dataResolution: '1m' | '5m' | '15m' | '30m' | '1h' | '4h' | '1d';
realTrading: boolean;
maxPositionValue: number;
maxOrdersPerMinute: number;
stopLossPercentage: number;
}
/**
* Strategy Execution Service
*
* Handles the real-time execution of trading strategies.
* Manages live data feeds, order execution, and position tracking.
*/
export class StrategyExecutionService extends EventEmitter {
private strategyRegistry: StrategyRegistry;
private marketDataFeed: MarketDataFeed;
private activeStrategies: Map<string, {
strategy: BaseStrategy;
config: ExecutionConfig;
positions: Map<string, Position>;
lastBar: Map<string, BarData>;
}> = new Map();
private isRunning: boolean = false;
private dataPollingIntervals: Map<string, NodeJS.Timeout> = new Map();
private webSocketServer: WebSocket.Server | null = null;
private wsClients: Set<WebSocket> = new Set();
private marketDataCache: Map<string, BarData[]> = new Map();
constructor(apiBaseUrl: string = 'http://localhost:3001/api', wsPort: number = 8082) {
super();
this.strategyRegistry = StrategyRegistry.getInstance();
this.marketDataFeed = new MarketDataFeed(apiBaseUrl);
this.initializeWebSocketServer(wsPort);
}
/**
* Initialize WebSocket server for real-time updates
*/
private initializeWebSocketServer(port: number): void {
try {
this.webSocketServer = new WebSocket.Server({ port });
this.webSocketServer.on('connection', (ws) => {
console.log('New client connected to strategy execution service');
this.wsClients.add(ws);
ws.on('message', (message) => {
try {
const data = JSON.parse(message.toString());
this.handleWebSocketMessage(ws, data);
} catch (error) {
console.error('Error handling WebSocket message:', error);
}
});
ws.on('close', () => {
console.log('Client disconnected from strategy execution service');
this.wsClients.delete(ws);
});
// Send initial state
this.sendAllStrategyStatus(ws);
});
console.log(`WebSocket server started on port ${port}`);
} catch (error) {
console.error('Failed to initialize WebSocket server:', error);
}
}
/**
* Handle incoming WebSocket messages
*/
private handleWebSocketMessage(ws: WebSocket, message: any): void {
switch (message.type) {
case 'get_active_strategies':
this.sendAllStrategyStatus(ws);
break;
case 'start_strategy':
this.startStrategy(message.id, message.config);
break;
case 'stop_strategy':
this.stopStrategy(message.id);
break;
case 'pause_strategy':
this.pauseStrategy(message.id);
break;
default:
console.warn(`Unknown WebSocket message type: ${message.type}`);
}
}
/**
* Send a message to all connected WebSocket clients
*/
private broadcastMessage(message: any): void {
const messageStr = JSON.stringify(message);
for (const client of this.wsClients) {
if (client.readyState === WebSocket.OPEN) {
client.send(messageStr);
}
}
}
/**
* Send current status of all active strategies to a specific client
*/
private sendAllStrategyStatus(ws: WebSocket): void {
const statusList = Array.from(this.activeStrategies.entries()).map(([id, data]) => ({
id,
name: data.strategy.name,
status: this.isRunning ? 'ACTIVE' : 'PAUSED',
symbols: data.config.symbols,
positions: Array.from(data.positions.entries()).map(([symbol, pos]) => ({
symbol,
quantity: pos.quantity,
entryPrice: pos.entryPrice,
currentValue: pos.currentValue
}))
}));
ws.send(JSON.stringify({
type: 'strategy_status_list',
timestamp: new Date().toISOString(),
data: statusList
}));
}
/**
* Start the execution service (global)
*/
start(): void {
if (this.isRunning) return;
this.isRunning = true;
console.log('Strategy execution service started');
// Start data polling for all active strategies
for (const [strategyId, data] of this.activeStrategies.entries()) {
this.startDataPollingForStrategy(strategyId, data);
}
this.broadcastMessage({
type: 'execution_service_status',
timestamp: new Date().toISOString(),
data: { status: 'RUNNING' }
});
}
/**
* Stop the execution service (global)
*/
stop(): void {
if (!this.isRunning) return;
this.isRunning = false;
console.log('Strategy execution service stopped');
// Clear all data polling intervals
for (const interval of this.dataPollingIntervals.values()) {
clearInterval(interval);
}
this.dataPollingIntervals.clear();
this.broadcastMessage({
type: 'execution_service_status',
timestamp: new Date().toISOString(),
data: { status: 'STOPPED' }
});
}
/**
* Start a specific strategy
*/
startStrategy(strategyId: string, config?: ExecutionConfig): boolean {
const strategy = this.strategyRegistry.getStrategyById(strategyId);
if (!strategy) {
console.error(`Strategy with ID ${strategyId} not found`);
return false;
}
// If strategy is already active, return false
if (this.activeStrategies.has(strategyId)) {
console.warn(`Strategy ${strategyId} is already active`);
return false;
}
// Use provided config or create default
const executionConfig: ExecutionConfig = config || {
symbols: strategy.symbols,
dataResolution: '1m',
realTrading: false,
maxPositionValue: 10000,
maxOrdersPerMinute: 5,
stopLossPercentage: 0.02
};
// Initialize strategy data
const strategyData = {
strategy,
config: executionConfig,
positions: new Map<string, Position>(),
lastBar: new Map<string, BarData>()
};
this.activeStrategies.set(strategyId, strategyData);
// If execution service is running, start data polling for this strategy
if (this.isRunning) {
this.startDataPollingForStrategy(strategyId, strategyData);
}
console.log(`Strategy ${strategyId} started with ${executionConfig.symbols.length} symbols`);
this.broadcastMessage({
type: 'strategy_started',
timestamp: new Date().toISOString(),
data: {
strategyId,
name: strategy.name,
symbols: executionConfig.symbols
}
});
return true;
}
/**
* Stop a specific strategy
*/
stopStrategy(strategyId: string): boolean {
if (!this.activeStrategies.has(strategyId)) {
console.warn(`Strategy ${strategyId} is not active`);
return false;
}
// Clear data polling interval for this strategy
const intervalId = this.dataPollingIntervals.get(strategyId);
if (intervalId) {
clearInterval(intervalId);
this.dataPollingIntervals.delete(strategyId);
}
// Get strategy data before removing
const strategyData = this.activeStrategies.get(strategyId)!;
const { strategy } = strategyData;
// Close any open positions (in real implementation)
// ...
this.activeStrategies.delete(strategyId);
console.log(`Strategy ${strategyId} stopped`);
this.broadcastMessage({
type: 'strategy_stopped',
timestamp: new Date().toISOString(),
data: {
strategyId,
name: strategy.name
}
});
return true;
}
/**
* Pause a specific strategy
*/
pauseStrategy(strategyId: string): boolean {
if (!this.activeStrategies.has(strategyId)) {
console.warn(`Strategy ${strategyId} is not active`);
return false;
}
// Clear data polling interval for this strategy
const intervalId = this.dataPollingIntervals.get(strategyId);
if (intervalId) {
clearInterval(intervalId);
this.dataPollingIntervals.delete(strategyId);
}
const { strategy } = this.activeStrategies.get(strategyId)!;
console.log(`Strategy ${strategyId} paused`);
this.broadcastMessage({
type: 'strategy_paused',
timestamp: new Date().toISOString(),
data: {
strategyId,
name: strategy.name
}
});
return true;
}
/**
* Start data polling for a specific strategy
*/
private startDataPollingForStrategy(
strategyId: string,
data: {
strategy: BaseStrategy;
config: ExecutionConfig;
positions: Map<string, Position>;
lastBar: Map<string, BarData>;
}
): void {
const { strategy, config } = data;
// Determine polling interval based on data resolution
const pollingIntervalMs = this.getPollingIntervalFromResolution(config.dataResolution);
// Set up interval for data polling
const intervalId = setInterval(async () => {
await this.pollMarketData(strategyId);
}, pollingIntervalMs);
this.dataPollingIntervals.set(strategyId, intervalId);
console.log(`Started data polling for strategy ${strategyId} with interval ${pollingIntervalMs}ms`);
}
/**
* Convert data resolution to polling interval
*/
private getPollingIntervalFromResolution(resolution: string): number {
switch (resolution) {
case '1m': return 60 * 1000; // 60 seconds
case '5m': return 5 * 60 * 1000; // 5 minutes
case '15m': return 15 * 60 * 1000; // 15 minutes
case '30m': return 30 * 60 * 1000; // 30 minutes
case '1h': return 60 * 60 * 1000; // 1 hour
case '4h': return 4 * 60 * 60 * 1000; // 4 hours
case '1d': return 24 * 60 * 60 * 1000; // 1 day
default: return 60 * 1000; // Default to 1 minute
}
}
/**
* Poll market data for a specific strategy
*/
private async pollMarketData(strategyId: string): Promise<void> {
const strategyData = this.activeStrategies.get(strategyId);
if (!strategyData) {
console.warn(`Strategy ${strategyId} not found in active strategies`);
return;
}
const { strategy, config, lastBar } = strategyData;
try {
// Get latest market data for all symbols
for (const symbol of config.symbols) {
// Get latest bar
const now = new Date();
const startTime = new Date(now.getTime() - 24 * 60 * 60 * 1000); // 24 hours ago
// Fetch latest bar
const bars = await this.marketDataFeed.getHistoricalData(
symbol,
config.dataResolution,
startTime,
now
);
if (bars.length > 0) {
const latestBar = bars[bars.length - 1];
// Only process if this is a new bar
const currentLastBar = lastBar.get(symbol);
if (!currentLastBar || latestBar.timestamp.getTime() > currentLastBar.timestamp.getTime()) {
// Update last bar
lastBar.set(symbol, latestBar);
// Process the bar with the strategy
this.processBar(strategyId, symbol, latestBar);
}
}
}
} catch (error) {
console.error(`Error polling market data for strategy ${strategyId}:`, error);
}
}
/**
* Process a new bar with the strategy
*/ private processBar(strategyId: string, symbol: string, bar: BarData): void {
const strategyData = this.activeStrategies.get(strategyId);
if (!strategyData) {
console.warn(`Strategy ${strategyId} not found in active strategies`);
return;
}
const { strategy } = strategyData;
// Call strategy's onBar method to get trading signals
const signal = strategy.onBar(bar);
if (signal) {
// Create a signal object with timestamp and ID
const signalObject = {
id: `sig_${Date.now()}_${Math.floor(Math.random() * 10000)}`,
strategyId,
name: strategy.name,
symbol: bar.symbol,
price: bar.close,
action: signal.action,
quantity: signal.quantity,
metadata: signal.metadata,
timestamp: new Date().toISOString(),
confidence: signal.confidence || 0.8 // Default confidence if not provided
};
// Store the signal in Redis (this would be in a production environment)
try {
// This would normally be injected as a dependency, but for simplicity:
const redis = require('ioredis') ?
new (require('ioredis'))({
host: process.env.REDIS_HOST || 'localhost',
port: parseInt(process.env.REDIS_PORT || '6379')
}) : null;
if (redis) {
// Store signal with TTL of 7 days
redis.setex(
`signal:${strategyId}:${signalObject.id}`,
60 * 60 * 24 * 7, // 7 days TTL
JSON.stringify(signalObject)
);
}
} catch (err) {
console.error('Error storing signal in Redis:', err);
}
// Broadcast the signal
this.broadcastMessage({
type: 'strategy_signal',
timestamp: new Date().toISOString(),
data: signalObject
});
// Execute the signal if real trading is enabled
if (strategyData.config.realTrading) {
this.executeSignal(strategyId, signal);
}
}
}
/**
* Execute a trading signal
*/
private executeSignal(strategyId: string, signal: any): void {
// In a real implementation, this would connect to the order execution service
// For now, just log the signal and broadcast a mock trade
console.log(`Executing signal for strategy ${strategyId}:`, signal);
const strategyData = this.activeStrategies.get(strategyId);
if (!strategyData) return;
const { strategy } = strategyData;
// Broadcast mock trade execution
this.broadcastMessage({
type: 'strategy_trade',
timestamp: new Date().toISOString(),
data: {
strategyId,
name: strategy.name,
symbol: signal.symbol,
price: signal.price,
action: signal.action,
quantity: signal.quantity,
executionTime: new Date().toISOString(),
status: 'FILLED'
}
});
}
/**
* Close all connections when service is shut down
*/
shutdown(): void {
this.stop();
if (this.webSocketServer) {
for (const client of this.wsClients) {
client.close();
}
this.wsClients.clear();
this.webSocketServer.close(() => {
console.log('WebSocket server closed');
});
}
}
}

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import { BarData, Order } from '../Strategy';
import { TechnicalIndicators } from '../analysis/TechnicalIndicators';
import { VectorizedStrategy, VectorizedStrategyParams } from './VectorizedStrategy';
export interface MeanReversionParams extends VectorizedStrategyParams {
lookback: number; // Period for mean calculation
entryDeviation: number; // Standard deviations for entry
exitDeviation: number; // Standard deviations for exit
rsiPeriod: number; // RSI period
rsiOverbought: number; // RSI overbought level
rsiOversold: number; // RSI oversold level
useRsi: boolean; // Whether to use RSI filter
}
/**
* Mean Reversion Strategy
*
* A vectorized strategy that trades mean reversion by detecting
* overbought/oversold conditions and entering when price deviates
* significantly from its moving average.
*/
export class MeanReversionStrategy extends VectorizedStrategy {
// Default parameters
protected static readonly DEFAULT_PARAMS: MeanReversionParams = {
...VectorizedStrategy.DEFAULT_PARAMS,
lookback: 20,
entryDeviation: 1.5,
exitDeviation: 0.5,
lookbackPeriod: 100,
rsiPeriod: 14,
rsiOverbought: 70,
rsiOversold: 30,
useRsi: true
};
constructor(
id: string,
name: string,
description: string,
symbols: string[],
params: Partial<MeanReversionParams> = {}
) {
super(id, name, description, symbols, {
...MeanReversionStrategy.DEFAULT_PARAMS,
...params
});
}
/**
* Computes buy/sell signals based on mean reversion logic
*/
protected computeSignals(
symbol: string,
prices: number[],
volumes: number[]
): Array<1 | 0 | -1> {
const params = this.parameters as MeanReversionParams;
const result: Array<1 | 0 | -1> = Array(prices.length).fill(0);
// Not enough data
if (prices.length < params.lookback) {
return result;
}
// Calculate moving average
const sma = TechnicalIndicators.sma(prices, params.lookback);
// Calculate standard deviation
const stdDevs: number[] = [];
for (let i = params.lookback - 1; i < prices.length; i++) {
let sum = 0;
for (let j = i - params.lookback + 1; j <= i; j++) {
sum += Math.pow(prices[j] - sma[i], 2);
}
stdDevs.push(Math.sqrt(sum / params.lookback));
}
// Pad standard deviations with NaN
const paddedStdDevs = [...Array(params.lookback - 1).fill(NaN), ...stdDevs];
// Calculate upper and lower bands
const upperBand: number[] = [];
const lowerBand: number[] = [];
for (let i = 0; i < prices.length; i++) {
if (isNaN(sma[i]) || isNaN(paddedStdDevs[i])) {
upperBand.push(NaN);
lowerBand.push(NaN);
} else {
upperBand.push(sma[i] + paddedStdDevs[i] * params.entryDeviation);
lowerBand.push(sma[i] - paddedStdDevs[i] * params.entryDeviation);
}
}
// Calculate RSI if used
let rsi: number[] = [];
if (params.useRsi) {
rsi = TechnicalIndicators.rsi(prices, params.rsiPeriod);
}
// Generate signals
for (let i = params.lookback; i < prices.length; i++) {
// Check if price is outside bands
const outsideUpperBand = prices[i] > upperBand[i];
const outsideLowerBand = prices[i] < lowerBand[i];
// Check RSI conditions
const rsiOverbought = params.useRsi && rsi[i] > params.rsiOverbought;
const rsiOversold = params.useRsi && rsi[i] < params.rsiOversold;
// Check if price is returning to mean
const returningFromUpper =
outsideUpperBand && prices[i] < prices[i-1] && prices[i-1] > prices[i-2];
const returningFromLower =
outsideLowerBand && prices[i] > prices[i-1] && prices[i-1] < prices[i-2];
// Generate signals
if ((returningFromUpper && (!params.useRsi || rsiOverbought))) {
result[i] = -1; // SELL signal
} else if ((returningFromLower && (!params.useRsi || rsiOversold))) {
result[i] = 1; // BUY signal
} else if (Math.abs(prices[i] - sma[i]) < paddedStdDevs[i] * params.exitDeviation) {
// Price returned to mean - exit position
if (i > 0 && result[i-1] !== 0) {
result[i] = result[i-1] * -1; // Opposite of previous signal
}
}
}
return result;
}
async onBar(bar: BarData): Promise<Order[]> {
// Use the vectorized implementation from the base class
return super.onBar(bar);
}
}

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import { BaseStrategy, BarData, Order, StrategyParameters } from '../Strategy';
import { TechnicalIndicators } from '../analysis/TechnicalIndicators';
export interface MovingAverageCrossoverParams extends StrategyParameters {
fastPeriod: number; // Fast moving average period
slowPeriod: number; // Slow moving average period
positionSize: number; // Position size as percentage (0-1)
stopLoss: number; // Stop loss percentage (0-1)
takeProfit: number; // Take profit percentage (0-1)
}
/**
* Moving Average Crossover Strategy
*
* A simple strategy that buys when fast MA crosses above slow MA,
* and sells when fast MA crosses below slow MA.
*/
export class MovingAverageCrossover extends BaseStrategy {
// Default parameters
protected static readonly DEFAULT_PARAMS: MovingAverageCrossoverParams = {
fastPeriod: 10,
slowPeriod: 30,
positionSize: 0.2, // 20% of portfolio
stopLoss: 0.02, // 2% stop loss
takeProfit: 0.05 // 5% take profit
};
private fastMA: Map<string, number[]> = new Map();
private slowMA: Map<string, number[]> = new Map();
private lastSignal: Map<string, 'BUY' | 'SELL' | null> = new Map();
private stopLossLevels: Map<string, number> = new Map();
private takeProfitLevels: Map<string, number> = new Map();
constructor(
id: string,
name: string,
description: string,
symbols: string[],
params: Partial<MovingAverageCrossoverParams> = {}
) {
super(id, name, description, symbols, {
...MovingAverageCrossover.DEFAULT_PARAMS,
...params
});
}
async initialize(): Promise<void> {
// Initialize state for each symbol
for (const symbol of this.symbols) {
this.fastMA.set(symbol, []);
this.slowMA.set(symbol, []);
this.lastSignal.set(symbol, null);
}
// Validate parameters
const params = this.parameters as MovingAverageCrossoverParams;
if (params.fastPeriod >= params.slowPeriod) {
console.warn('Fast period should be smaller than slow period');
}
if (params.positionSize <= 0 || params.positionSize > 1) {
console.warn('Position size should be between 0 and 1');
params.positionSize = 0.2; // Reset to default
}
}
async onBar(bar: BarData): Promise<Order[]> {
const symbol = bar.symbol;
const params = this.parameters as MovingAverageCrossoverParams;
// Update market data
this.addBar(bar);
// Get historical data
const bars = this.context.marketData.get(symbol) || [];
// Wait until we have enough data
if (bars.length < params.slowPeriod + 1) {
return [];
}
// Extract close prices
const prices = TechnicalIndicators.extractPrice(bars, 'close');
// Calculate moving averages
const fastMA = TechnicalIndicators.sma(prices, params.fastPeriod);
const slowMA = TechnicalIndicators.sma(prices, params.slowPeriod);
// Update MA values
this.fastMA.set(symbol, fastMA);
this.slowMA.set(symbol, slowMA);
// Get current and previous values
const currentFast = fastMA[fastMA.length - 1];
const currentSlow = slowMA[slowMA.length - 1];
const previousFast = fastMA[fastMA.length - 2];
const previousSlow = slowMA[slowMA.length - 2];
// Check for crossovers
const orders: Order[] = [];
// Check for stop loss and take profit first
if (this.hasPosition(symbol)) {
const position = this.getPosition(symbol)!;
const currentPrice = bar.close;
const stopLossLevel = this.stopLossLevels.get(symbol);
const takeProfitLevel = this.takeProfitLevels.get(symbol);
// Check stop loss
if (stopLossLevel && currentPrice <= stopLossLevel) {
orders.push(this.createMarketOrder(symbol, 'SELL', position.quantity));
this.stopLossLevels.delete(symbol);
this.takeProfitLevels.delete(symbol);
console.log(`${symbol} Stop loss triggered at ${currentPrice}`);
return orders;
}
// Check take profit
if (takeProfitLevel && currentPrice >= takeProfitLevel) {
orders.push(this.createMarketOrder(symbol, 'SELL', position.quantity));
this.stopLossLevels.delete(symbol);
this.takeProfitLevels.delete(symbol);
console.log(`${symbol} Take profit triggered at ${currentPrice}`);
return orders;
}
}
// Check for moving average crossover signals
const crossedAbove = previousFast <= previousSlow && currentFast > currentSlow;
const crossedBelow = previousFast >= previousSlow && currentFast < currentSlow;
if (crossedAbove && !this.hasPosition(symbol)) {
// Buy signal - calculate position size
const cash = this.getAvailableCash();
const positionValue = cash * params.positionSize;
const quantity = Math.floor(positionValue / bar.close);
if (quantity > 0) {
orders.push(this.createMarketOrder(symbol, 'BUY', quantity));
this.lastSignal.set(symbol, 'BUY');
// Set stop loss and take profit levels
this.stopLossLevels.set(symbol, bar.close * (1 - params.stopLoss));
this.takeProfitLevels.set(symbol, bar.close * (1 + params.takeProfit));
console.log(`${symbol} Buy signal at ${bar.close}, quantity: ${quantity}`);
}
} else if (crossedBelow && this.hasPosition(symbol)) {
// Sell signal
const position = this.getPosition(symbol)!;
orders.push(this.createMarketOrder(symbol, 'SELL', position.quantity));
this.lastSignal.set(symbol, 'SELL');
this.stopLossLevels.delete(symbol);
this.takeProfitLevels.delete(symbol);
console.log(`${symbol} Sell signal at ${bar.close}`);
}
return orders;
}
async onOrderFilled(order: Order): Promise<void> {
console.log(`Order filled: ${order.symbol} ${order.side} ${order.quantity} @ ${order.fillPrice}`);
// Additional post-order logic can be added here
if (order.side === 'BUY') {
// Update stop loss and take profit levels based on fill price
const params = this.parameters as MovingAverageCrossoverParams;
this.stopLossLevels.set(order.symbol, order.fillPrice! * (1 - params.stopLoss));
this.takeProfitLevels.set(order.symbol, order.fillPrice! * (1 + params.takeProfit));
}
}
async cleanup(): Promise<void> {
// Clean up any resources or state
this.fastMA.clear();
this.slowMA.clear();
this.lastSignal.clear();
this.stopLossLevels.clear();
this.takeProfitLevels.clear();
}
}

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import { BaseStrategy, StrategyParameters } from '../Strategy';
import { MovingAverageCrossover, MovingAverageCrossoverParams } from './MovingAverageCrossover';
import { MeanReversionStrategy, MeanReversionParams } from './MeanReversionStrategy';
// Define the strategy types
export type StrategyType = 'MOVING_AVERAGE_CROSSOVER' | 'MEAN_REVERSION' | 'CUSTOM';
// Strategy factory function type
export type StrategyFactory = (
id: string,
name: string,
description: string,
symbols: string[],
parameters: StrategyParameters
) => BaseStrategy;
/**
* Strategy Registry
*
* Manages and creates strategy instances based on strategy type.
* Allows dynamic registration of new strategy types.
*/
export class StrategyRegistry {
private static instance: StrategyRegistry;
private factories: Map<StrategyType, StrategyFactory> = new Map();
/**
* Get the singleton instance of StrategyRegistry
*/
public static getInstance(): StrategyRegistry {
if (!StrategyRegistry.instance) {
StrategyRegistry.instance = new StrategyRegistry();
}
return StrategyRegistry.instance;
}
/**
* Private constructor to enforce singleton pattern
*/
private constructor() {
this.registerBuiltInStrategies();
}
/**
* Register built-in strategies
*/
private registerBuiltInStrategies(): void {
// Register Moving Average Crossover
this.registerStrategy('MOVING_AVERAGE_CROSSOVER', (id, name, description, symbols, parameters) => {
return new MovingAverageCrossover(
id,
name,
description,
symbols,
parameters as MovingAverageCrossoverParams
);
});
// Register Mean Reversion
this.registerStrategy('MEAN_REVERSION', (id, name, description, symbols, parameters) => {
return new MeanReversionStrategy(
id,
name,
description,
symbols,
parameters as MeanReversionParams
);
});
}
/**
* Register a new strategy type with factory function
*/
public registerStrategy(type: StrategyType, factory: StrategyFactory): void {
this.factories.set(type, factory);
}
/**
* Create a strategy instance based on type and parameters
*/
public createStrategy(
type: StrategyType,
id: string,
name: string,
description: string,
symbols: string[],
parameters: StrategyParameters = {}
): BaseStrategy {
const factory = this.factories.get(type);
if (!factory) {
throw new Error(`Strategy type '${type}' is not registered`);
}
const strategy = factory(id, name, description, symbols, parameters);
// Store the strategy for management
this.storeStrategy(strategy);
return strategy;
}
/**
* Get default parameters for a strategy type
*/
public getDefaultParameters(type: StrategyType): StrategyParameters {
switch(type) {
case 'MOVING_AVERAGE_CROSSOVER':
return {
fastPeriod: 10,
slowPeriod: 30,
positionSize: 0.2,
stopLoss: 0.02,
takeProfit: 0.05
};
case 'MEAN_REVERSION':
return {
lookback: 20,
entryDeviation: 1.5,
exitDeviation: 0.5,
lookbackPeriod: 100,
positionSize: 0.2,
stopLoss: 0.02,
takeProfit: 0.05,
useBollingerBands: true,
bollingerPeriod: 20,
bollingerDeviation: 2,
rsiPeriod: 14,
rsiOverbought: 70,
rsiOversold: 30,
useRsi: true
};
default:
return {};
}
}
/**
* Get all registered strategy types
*/
public getStrategyTypes(): StrategyType[] {
return Array.from(this.factories.keys());
}
/**
* Check if a strategy type is registered
*/
public hasStrategyType(type: StrategyType): boolean {
return this.factories.has(type);
}
// Store created strategies for management
private strategies: Map<string, BaseStrategy> = new Map();
/**
* Store strategy instance for later retrieval
* Used when creating strategies through registry
*/
private storeStrategy(strategy: BaseStrategy): void {
this.strategies.set(strategy.id, strategy);
}
/**
* Get all registered strategies
*/
public getAllStrategies(): BaseStrategy[] {
return Array.from(this.strategies.values());
}
/**
* Get a strategy by ID
*/
public getStrategyById(id: string): BaseStrategy | undefined {
return this.strategies.get(id);
}
/**
* Delete a strategy by ID
*/
public deleteStrategy(id: string): boolean {
return this.strategies.delete(id);
}
/**
* Get the type of a strategy instance
*/
public getStrategyType(strategy: BaseStrategy): StrategyType {
// Determine the type based on constructor
if (strategy instanceof MovingAverageCrossover) {
return 'MOVING_AVERAGE_CROSSOVER';
} else if (strategy instanceof MeanReversionStrategy) {
return 'MEAN_REVERSION';
}
// Default to CUSTOM if we can't determine
return 'CUSTOM';
}
}

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import { BaseStrategy, BarData, Order, StrategyParameters } from '../Strategy';
import { TechnicalIndicators } from '../analysis/TechnicalIndicators';
export interface VectorizedStrategyParams extends StrategyParameters {
lookbackPeriod: number; // Data history to use for calculations
positionSize: number; // Position size as percentage (0-1)
stopLoss: number; // Stop loss percentage (0-1)
takeProfit: number; // Take profit percentage (0-1)
useBollingerBands: boolean; // Use Bollinger Bands for volatility
bollingerPeriod: number; // Bollinger Band period
bollingerDeviation: number; // Number of standard deviations
}
/**
* Vectorized Strategy Base Class
*
* A performant strategy implementation designed for fast backtesting.
* Instead of processing bars one at a time, it pre-calculates signals
* for large chunks of data and executes them in batches.
*/
export abstract class VectorizedStrategy extends BaseStrategy {
// Default parameters
protected static readonly DEFAULT_PARAMS: VectorizedStrategyParams = {
lookbackPeriod: 100,
positionSize: 0.2, // 20% of portfolio
stopLoss: 0.02, // 2% stop loss
takeProfit: 0.05, // 5% take profit
useBollingerBands: true,
bollingerPeriod: 20,
bollingerDeviation: 2
};
protected indicators: Map<string, {
prices: number[];
signals: Array<1 | 0 | -1>; // 1 = BUY, 0 = NEUTRAL, -1 = SELL
stopLevels: number[];
profitLevels: number[];
bollingerUpper?: number[];
bollingerLower?: number[];
}> = new Map();
protected stopLossLevels: Map<string, number> = new Map();
protected takeProfitLevels: Map<string, number> = new Map();
constructor(
id: string,
name: string,
description: string,
symbols: string[],
params: Partial<VectorizedStrategyParams> = {}
) {
super(id, name, description, symbols, {
...VectorizedStrategy.DEFAULT_PARAMS,
...params
});
}
async initialize(): Promise<void> {
// Initialize state for each symbol
for (const symbol of this.symbols) {
this.indicators.set(symbol, {
prices: [],
signals: [],
stopLevels: [],
profitLevels: []
});
}
// Validate parameters
const params = this.parameters as VectorizedStrategyParams;
if (params.positionSize <= 0 || params.positionSize > 1) {
console.warn('Position size should be between 0 and 1');
params.positionSize = 0.2; // Reset to default
}
}
/**
* The main method that must be implemented by vectorized strategy subclasses.
* It should compute signals based on price data in a vectorized manner.
*/
protected abstract computeSignals(
symbol: string,
prices: number[],
volumes: number[]
): Array<1 | 0 | -1>;
async onBar(bar: BarData): Promise<Order[]> {
const symbol = bar.symbol;
const params = this.parameters as VectorizedStrategyParams;
// Update market data
this.addBar(bar);
// Get historical data
const bars = this.context.marketData.get(symbol) || [];
// If we don't have enough bars yet, wait
if (bars.length < params.lookbackPeriod) {
return [];
}
// Extract price and volume data
const prices = TechnicalIndicators.extractPrice(bars, 'close');
const volumes = bars.map(b => b.volume);
// Update indicators cache
const indicators = this.indicators.get(symbol)!;
indicators.prices = prices;
// Check for stop loss and take profit first
const orders: Order[] = [];
if (this.hasPosition(symbol)) {
const position = this.getPosition(symbol)!;
const currentPrice = bar.close;
const stopLossLevel = this.stopLossLevels.get(symbol);
const takeProfitLevel = this.takeProfitLevels.get(symbol);
// Check stop loss
if (stopLossLevel && currentPrice <= stopLossLevel) {
orders.push(this.createMarketOrder(symbol, 'SELL', position.quantity));
this.stopLossLevels.delete(symbol);
this.takeProfitLevels.delete(symbol);
return orders;
}
// Check take profit
if (takeProfitLevel && currentPrice >= takeProfitLevel) {
orders.push(this.createMarketOrder(symbol, 'SELL', position.quantity));
this.stopLossLevels.delete(symbol);
this.takeProfitLevels.delete(symbol);
return orders;
}
}
// Compute vectorized signals only when we have enough new data
// (optimization to avoid recomputing on every bar)
if (bars.length % 10 === 0 || !indicators.signals.length) {
indicators.signals = this.computeSignals(symbol, prices, volumes);
// Update Bollinger Bands if configured
if (params.useBollingerBands) {
const bands = TechnicalIndicators.bollingerBands(
prices,
params.bollingerPeriod,
params.bollingerDeviation
);
indicators.bollingerUpper = bands.upper;
indicators.bollingerLower = bands.lower;
}
}
// Get the latest signal
const latestSignal = indicators.signals[indicators.signals.length - 1];
// Generate orders based on signals
if (latestSignal === 1 && !this.hasPosition(symbol)) {
// Buy signal - calculate position size
const cash = this.getAvailableCash();
const positionValue = cash * params.positionSize;
const quantity = Math.floor(positionValue / bar.close);
if (quantity > 0) {
orders.push(this.createMarketOrder(symbol, 'BUY', quantity));
// Set stop loss and take profit levels
this.stopLossLevels.set(symbol, bar.close * (1 - params.stopLoss));
this.takeProfitLevels.set(symbol, bar.close * (1 + params.takeProfit));
}
} else if (latestSignal === -1 && this.hasPosition(symbol)) {
// Sell signal
const position = this.getPosition(symbol)!;
orders.push(this.createMarketOrder(symbol, 'SELL', position.quantity));
this.stopLossLevels.delete(symbol);
this.takeProfitLevels.delete(symbol);
}
return orders;
}
async onOrderFilled(order: Order): Promise<void> {
// Update stop loss and take profit levels based on fill price
if (order.side === 'BUY') {
const params = this.parameters as VectorizedStrategyParams;
this.stopLossLevels.set(order.symbol, order.fillPrice! * (1 - params.stopLoss));
this.takeProfitLevels.set(order.symbol, order.fillPrice! * (1 + params.takeProfit));
}
}
async cleanup(): Promise<void> {
// Clean up any resources or state
this.indicators.clear();
this.stopLossLevels.clear();
this.takeProfitLevels.clear();
}
}

View file

@ -2,6 +2,12 @@ import { Hono } from 'hono';
import { WebSocketServer } from 'ws';
import Redis from 'ioredis';
import * as cron from 'node-cron';
import { BaseStrategy } from './core/Strategy';
import { StrategyRegistry } from './core/strategies/StrategyRegistry';
import { BacktestService, BacktestRequest } from './core/backtesting/BacktestService';
import { BacktestResult } from './core/backtesting/BacktestEngine';
import { PerformanceAnalytics } from './core/backtesting/PerformanceAnalytics';
import { StrategyController } from './controllers/StrategyController';
const app = new Hono();
const redis = new Redis({
@ -14,6 +20,10 @@ const redis = new Redis({
// WebSocket server for real-time strategy updates
const wss = new WebSocketServer({ port: 8082 });
// Initialize strategy registry and backtest service
const strategyRegistry = StrategyRegistry.getInstance();
const backtestService = new BacktestService();
// Strategy interfaces
interface TradingStrategy {
id: string;
@ -48,6 +58,9 @@ interface StrategySignal {
// In-memory strategy registry (in production, this would be persisted)
const strategies = new Map<string, TradingStrategy>();
// Initialize strategy controller
const strategyController = new StrategyController();
// Health check endpoint
app.get('/health', (c) => {
return c.json({
@ -56,41 +69,214 @@ app.get('/health', (c) => {
timestamp: new Date(),
version: '1.0.0',
activeStrategies: Array.from(strategies.values()).filter(s => s.status === 'ACTIVE').length,
registeredStrategies: strategyRegistry.getAllStrategies().length,
connections: wss.clients.size
});
});
// Get all strategies
// API Routes
// Strategy management endpoints
app.get('/api/strategy-types', async (c) => {
try {
const types = Object.values(strategyRegistry.getStrategyTypes());
return c.json({ success: true, data: types });
} catch (error) {
console.error('Error getting strategy types:', error);
return c.json({ success: false, error: 'Failed to get strategy types' }, 500);
}
});
app.get('/api/strategies', async (c) => {
try {
const strategiesList = Array.from(strategies.values());
return c.json({
success: true,
data: strategiesList
});
const strategies = strategyRegistry.getAllStrategies();
const serializedStrategies = strategies.map(strategy => ({
id: strategy.id,
name: strategy.name,
description: strategy.description,
symbols: strategy.symbols,
parameters: strategy.parameters,
type: strategyRegistry.getStrategyType(strategy)
}));
return c.json({ success: true, data: serializedStrategies });
} catch (error) {
console.error('Error fetching strategies:', error);
return c.json({ success: false, error: 'Failed to fetch strategies' }, 500);
}
});
// Get specific strategy
app.get('/api/strategies/:id', async (c) => {
try {
const id = c.req.param('id');
const strategy = strategies.get(id);
const strategy = strategyRegistry.getStrategyById(id);
if (!strategy) {
return c.json({ success: false, error: 'Strategy not found' }, 404);
return c.json({ success: false, error: `Strategy with ID ${id} not found` }, 404);
}
return c.json({ success: true, data: strategy });
const type = strategyRegistry.getStrategyType(strategy);
return c.json({
success: true,
data: {
id: strategy.id,
name: strategy.name,
description: strategy.description,
symbols: strategy.symbols,
parameters: strategy.parameters,
type
}
});
} catch (error) {
console.error('Error fetching strategy:', error);
return c.json({ success: false, error: 'Failed to fetch strategy' }, 500);
}
});
app.post('/api/strategies', async (c) => {
try {
const { name, description, symbols, parameters, type } = await c.req.json();
if (!type) {
return c.json({
success: false,
error: 'Invalid strategy type'
}, 400);
}
const strategy = strategyRegistry.createStrategy(
type,
`strategy_${Date.now()}`, // Generate an ID
name || `New ${type} Strategy`,
description || `Generated ${type} strategy`,
symbols || [],
parameters || {}
);
return c.json({
success: true,
data: {
id: strategy.id,
name: strategy.name,
description: strategy.description,
symbols: strategy.symbols,
parameters: strategy.parameters,
type
}
}, 201);
} catch (error) {
console.error('Error creating strategy:', error);
return c.json({ success: false, error: (error as Error).message }, 500);
}
});
app.put('/api/strategies/:id', async (c) => {
try {
const id = c.req.param('id');
const { name, description, symbols, parameters } = await c.req.json();
const strategy = strategyRegistry.getStrategyById(id);
if (!strategy) {
return c.json({ success: false, error: `Strategy with ID ${id} not found` }, 404);
}
// Update properties
if (name !== undefined) strategy.name = name;
if (description !== undefined) strategy.description = description;
if (symbols !== undefined) (strategy as any).symbols = symbols; // Hack since symbols is readonly
if (parameters !== undefined) strategy.parameters = parameters;
return c.json({
success: true,
data: {
id: strategy.id,
name: strategy.name,
description: strategy.description,
symbols: strategy.symbols,
parameters: strategy.parameters,
type: strategyRegistry.getStrategyType(strategy)
}
});
} catch (error) {
console.error('Error updating strategy:', error);
return c.json({ success: false, error: (error as Error).message }, 500);
}
});
app.delete('/api/strategies/:id', async (c) => {
try {
const id = c.req.param('id');
const success = strategyRegistry.deleteStrategy(id);
if (!success) {
return c.json({ success: false, error: `Strategy with ID ${id} not found` }, 404);
}
return c.json({ success: true, data: { id } });
} catch (error) {
console.error('Error deleting strategy:', error);
return c.json({ success: false, error: (error as Error).message }, 500);
}
});
// Backtesting endpoints
app.post('/api/backtest', async (c) => {
try {
const backtestRequest = await c.req.json() as BacktestRequest;
// Validate request
if (!backtestRequest.strategyType) {
return c.json({ success: false, error: 'Strategy type is required' }, 400);
}
if (!backtestRequest.symbols || backtestRequest.symbols.length === 0) {
return c.json({ success: false, error: 'At least one symbol is required' }, 400);
}
// Run the backtest
const result = await backtestService.runBacktest(backtestRequest);
// Enhance results with additional metrics
const enhancedResult = PerformanceAnalytics.enhanceResults(result);
// Calculate additional analytics
const monthlyReturns = PerformanceAnalytics.calculateMonthlyReturns(result.dailyReturns);
const drawdowns = PerformanceAnalytics.analyzeDrawdowns(result.dailyReturns);
return c.json({
success: true,
data: {
...enhancedResult,
monthlyReturns,
drawdowns
}
});
} catch (error) {
console.error('Backtest error:', error);
return c.json({ success: false, error: (error as Error).message }, 500);
}
});
app.post('/api/optimize', async (c) => {
try {
const { baseRequest, parameterGrid } = await c.req.json();
// Validate request
if (!baseRequest || !parameterGrid) {
return c.json({ success: false, error: 'Base request and parameter grid are required' }, 400);
}
// Run optimization
const results = await backtestService.optimizeStrategy(baseRequest, parameterGrid);
return c.json({ success: true, data: results });
} catch (error) {
console.error('Strategy optimization error:', error);
return c.json({ success: false, error: (error as Error).message }, 500);
}
});
// Create new strategy
app.post('/api/strategies', async (c) => {
try {
@ -252,6 +438,32 @@ app.get('/api/strategies/:id/signals', async (c) => {
}
});
// Get strategy trades
app.get('/api/strategies/:id/trades', async (c) => {
try {
const id = c.req.param('id');
const limit = parseInt(c.req.query('limit') || '50');
const tradeKeys = await redis.keys(`trade:${id}:*`);
const trades: any[] = [];
for (const key of tradeKeys.slice(0, limit)) {
const data = await redis.get(key);
if (data) {
trades.push(JSON.parse(data));
}
}
return c.json({
success: true,
data: trades.sort((a: any, b: any) => new Date(b.exitTime || b.timestamp).getTime() - new Date(a.exitTime || a.timestamp).getTime())
});
} catch (error) {
console.error('Error fetching strategy trades:', error);
return c.json({ success: false, error: 'Failed to fetch trades' }, 500);
}
});
// Generate demo signal (for testing)
app.post('/api/strategies/:id/generate-signal', async (c) => {
try {
@ -378,6 +590,91 @@ cron.schedule('*/5 * * * *', async () => {
}
});
// Backtesting API endpoints
app.post('/api/backtest', async (c) => {
try {
const request = await c.req.json() as BacktestRequest;
console.log('Received backtest request:', request);
const result = await backtestService.runBacktest(request);
const enhancedResult = PerformanceAnalytics.enhanceResults(result);
// Store backtest result in Redis for persistence
await redis.setex(
`backtest:${result.strategyId}`,
86400 * 7, // 7 days TTL
JSON.stringify(enhancedResult)
);
return c.json({ success: true, data: enhancedResult });
} catch (error) {
console.error('Backtest error:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
app.post('/api/backtest/optimize', async (c) => {
try {
const { baseRequest, parameterGrid } = await c.req.json() as {
baseRequest: BacktestRequest,
parameterGrid: Record<string, any[]>
};
console.log('Received optimization request:', baseRequest, parameterGrid);
const results = await backtestService.optimizeStrategy(baseRequest, parameterGrid);
return c.json({ success: true, data: results });
} catch (error) {
console.error('Optimization error:', error);
return c.json({
success: false,
error: error instanceof Error ? error.message : 'Unknown error'
}, 500);
}
});
app.get('/api/backtest/:id', async (c) => {
try {
const id = c.req.param('id');
const data = await redis.get(`backtest:${id}`);
if (!data) {
return c.json({ success: false, error: 'Backtest not found' }, 404);
}
const result = JSON.parse(data) as BacktestResult;
return c.json({ success: true, data: result });
} catch (error) {
console.error('Error fetching backtest:', error);
return c.json({ success: false, error: 'Failed to fetch backtest' }, 500);
}
});
app.get('/api/strategy-types', (c) => {
const types = strategyRegistry.getStrategyTypes();
return c.json({ success: true, data: types });
});
app.get('/api/strategy-parameters/:type', (c) => {
try {
const type = c.req.param('type') as any;
if (!strategyRegistry.hasStrategyType(type)) {
return c.json({ success: false, error: 'Strategy type not found' }, 404);
}
const params = strategyRegistry.getDefaultParameters(type);
return c.json({ success: true, data: params });
} catch (error) {
console.error('Error fetching strategy parameters:', error);
return c.json({ success: false, error: 'Failed to fetch parameters' }, 500);
}
});
// Load existing strategies from Redis on startup
async function loadStrategiesFromRedis() {
try {
@ -395,7 +692,7 @@ async function loadStrategiesFromRedis() {
}
}
const port = parseInt(process.env.PORT || '3003');
const port = parseInt(process.env.PORT || '4001');
console.log(`🎯 Strategy Orchestrator starting on port ${port}`);
console.log(`📡 WebSocket server running on port 8082`);

View file

@ -0,0 +1,139 @@
import { describe, test, expect, beforeEach } from 'bun:test';
import { BacktestService, BacktestRequest } from '../../core/backtesting/BacktestService';
import { StrategyRegistry, StrategyType } from '../../core/strategies/StrategyRegistry';
import { MarketDataFeed } from '../../core/backtesting/MarketDataFeed';
// Mock dependencies
jest.mock('../../core/backtesting/MarketDataFeed');
describe('BacktestService', () => {
let backtestService: BacktestService;
let mockRequest: BacktestRequest;
beforeEach(() => {
// Reset mocks and create fresh service instance
jest.clearAllMocks();
backtestService = new BacktestService('http://test.api');
// Create a standard backtest request for tests
mockRequest = {
strategyType: 'MEAN_REVERSION' as StrategyType,
strategyParams: {
lookback: 20,
entryDeviation: 1.5,
exitDeviation: 0.5,
lookbackPeriod: 100
},
symbols: ['AAPL'],
startDate: new Date('2023-01-01'),
endDate: new Date('2023-02-01'),
initialCapital: 100000,
dataResolution: '1d',
commission: 0.001,
slippage: 0.001,
mode: 'vector'
};
// Mock the MarketDataFeed implementation
(MarketDataFeed.prototype.getHistoricalData as jest.Mock).mockResolvedValue([
// Generate some sample data
...Array(30).fill(0).map((_, i) => ({
symbol: 'AAPL',
timestamp: new Date(`2023-01-${(i + 1).toString().padStart(2, '0')}`),
open: 150 + Math.random() * 10,
high: 155 + Math.random() * 10,
low: 145 + Math.random() * 10,
close: 150 + Math.random() * 10,
volume: 1000000 + Math.random() * 500000
}))
]);
});
test('should run a backtest successfully', async () => {
// Act
const result = await backtestService.runBacktest(mockRequest);
// Assert
expect(result).toBeDefined();
expect(result.strategyId).toBeDefined();
expect(result.initialCapital).toBe(100000);
expect(result.trades).toBeDefined();
expect(result.dailyReturns).toBeDefined();
// Verify market data was requested
expect(MarketDataFeed.prototype.getHistoricalData).toHaveBeenCalledTimes(mockRequest.symbols.length);
});
test('should optimize strategy parameters', async () => {
// Arrange
const parameterGrid = {
lookback: [10, 20],
entryDeviation: [1.0, 1.5, 2.0]
};
// We should get 2×3 = 6 combinations
// Act
const results = await backtestService.optimizeStrategy(mockRequest, parameterGrid);
// Assert
expect(results).toHaveLength(6);
expect(results[0].parameters).toBeDefined();
// Check that results are sorted by performance (sharpe ratio)
for (let i = 0; i < results.length - 1; i++) {
expect(results[i].sharpeRatio).toBeGreaterThanOrEqual(results[i + 1].sharpeRatio);
}
});
test('should handle errors during backtest', async () => {
// Arrange
(MarketDataFeed.prototype.getHistoricalData as jest.Mock).mockRejectedValue(
new Error('Data source error')
);
// Act & Assert
await expect(backtestService.runBacktest(mockRequest))
.rejects
.toThrow();
});
test('should generate correct parameter combinations', () => {
// Arrange
const grid = {
param1: [1, 2],
param2: ['a', 'b'],
param3: [true, false]
};
// Act
const combinations = (backtestService as any).generateParameterCombinations(grid, Object.keys(grid));
// Assert - should get 2×2×2 = 8 combinations
expect(combinations).toHaveLength(8);
// Check that all combinations are generated
expect(combinations).toContainEqual({ param1: 1, param2: 'a', param3: true });
expect(combinations).toContainEqual({ param1: 1, param2: 'a', param3: false });
expect(combinations).toContainEqual({ param1: 1, param2: 'b', param3: true });
expect(combinations).toContainEqual({ param1: 1, param2: 'b', param3: false });
expect(combinations).toContainEqual({ param1: 2, param2: 'a', param3: true });
expect(combinations).toContainEqual({ param1: 2, param2: 'a', param3: false });
expect(combinations).toContainEqual({ param1: 2, param2: 'b', param3: true });
expect(combinations).toContainEqual({ param1: 2, param2: 'b', param3: false });
});
test('should track active backtests', () => {
// Arrange
const activeBacktests = (backtestService as any).activeBacktests;
// Act
let promise = backtestService.runBacktest(mockRequest);
// Assert
expect(activeBacktests.size).toBe(1);
// Clean up
return promise;
});
});

View file

@ -0,0 +1,169 @@
import { describe, test, expect } from 'bun:test';
import { PerformanceAnalytics } from '../../core/backtesting/PerformanceAnalytics';
import { BacktestResult } from '../../core/backtesting/BacktestEngine';
describe('PerformanceAnalytics', () => {
// Sample backtest result for testing
const sampleResult: BacktestResult = {
strategyId: 'test-strategy',
startDate: new Date('2023-01-01'),
endDate: new Date('2023-12-31'),
duration: 31536000000, // 1 year in ms
initialCapital: 100000,
finalCapital: 125000,
totalReturn: 0.25, // 25% return
annualizedReturn: 0.25,
sharpeRatio: 1.5,
maxDrawdown: 0.10, // 10% drawdown
maxDrawdownDuration: 30, // 30 days
winRate: 0.6, // 60% win rate
totalTrades: 50,
winningTrades: 30,
losingTrades: 20,
averageWinningTrade: 0.05, // 5% average win
averageLosingTrade: -0.03, // 3% average loss
profitFactor: 2.5,
dailyReturns: [
// Generate 365 days of sample daily returns with some randomness
...Array(365).fill(0).map((_, i) => ({
date: new Date(new Date('2023-01-01').getTime() + i * 24 * 3600 * 1000),
return: 0.001 + (Math.random() - 0.45) * 0.01 // Mean positive return with noise
}))
],
trades: [
// Generate sample trades
...Array(50).fill(0).map((_, i) => ({
symbol: 'AAPL',
entryTime: new Date(`2023-${Math.floor(i / 4) + 1}-${(i % 28) + 1}`),
entryPrice: 150 + Math.random() * 10,
exitTime: new Date(`2023-${Math.floor(i / 4) + 1}-${(i % 28) + 5}`),
exitPrice: 155 + Math.random() * 10,
quantity: 10,
pnl: 500 * (Math.random() - 0.3), // Some wins, some losses
pnlPercent: 0.05 * (Math.random() - 0.3)
}))
]
};
test('should calculate advanced metrics', () => {
// Act
const enhancedResult = PerformanceAnalytics.enhanceResults(sampleResult);
// Assert
expect(enhancedResult.sortinoRatio).toBeDefined();
expect(enhancedResult.calmarRatio).toBeDefined();
expect(enhancedResult.omegaRatio).toBeDefined();
expect(enhancedResult.cagr).toBeDefined();
expect(enhancedResult.volatility).toBeDefined();
expect(enhancedResult.ulcerIndex).toBeDefined();
// Check that the original result properties are preserved
expect(enhancedResult.strategyId).toBe(sampleResult.strategyId);
expect(enhancedResult.totalReturn).toBe(sampleResult.totalReturn);
// Validate some calculations
expect(enhancedResult.calmarRatio).toBeCloseTo(sampleResult.annualizedReturn / sampleResult.maxDrawdown);
expect(typeof enhancedResult.sortinoRatio).toBe('number');
});
test('should calculate monthly returns', () => {
// Act
const monthlyReturns = PerformanceAnalytics.calculateMonthlyReturns(sampleResult.dailyReturns);
// Assert
expect(monthlyReturns).toBeDefined();
expect(monthlyReturns.length).toBe(12); // 12 months in a year
expect(monthlyReturns[0].year).toBe(2023);
expect(monthlyReturns[0].month).toBe(0); // January is 0
// Verify sorting
let lastDate = { year: 0, month: 0 };
for (const mr of monthlyReturns) {
expect(mr.year >= lastDate.year).toBeTruthy();
if (mr.year === lastDate.year) {
expect(mr.month >= lastDate.month).toBeTruthy();
}
lastDate = { year: mr.year, month: mr.month };
}
});
test('should analyze drawdowns', () => {
// Act
const drawdowns = PerformanceAnalytics.analyzeDrawdowns(sampleResult.dailyReturns);
// Assert
expect(drawdowns).toBeDefined();
expect(drawdowns.length).toBeGreaterThan(0);
// Check drawdown properties
for (const dd of drawdowns) {
expect(dd.startDate).toBeInstanceOf(Date);
expect(dd.endDate).toBeInstanceOf(Date);
expect(dd.drawdown).toBeGreaterThan(0);
expect(dd.durationDays).toBeGreaterThanOrEqual(0);
// Recovery date and days might be null for ongoing drawdowns
if (dd.recoveryDate) {
expect(dd.recoveryDate).toBeInstanceOf(Date);
expect(dd.recoveryDays).toBeGreaterThanOrEqual(0);
}
}
// Check sorting by drawdown magnitude
for (let i = 0; i < drawdowns.length - 1; i++) {
expect(drawdowns[i].drawdown).toBeGreaterThanOrEqual(drawdowns[i + 1].drawdown);
}
});
test('should handle empty inputs', () => {
// Act & Assert
expect(() => PerformanceAnalytics.calculateMonthlyReturns([])).not.toThrow();
expect(() => PerformanceAnalytics.analyzeDrawdowns([])).not.toThrow();
const emptyMonthlyReturns = PerformanceAnalytics.calculateMonthlyReturns([]);
const emptyDrawdowns = PerformanceAnalytics.analyzeDrawdowns([]);
expect(emptyMonthlyReturns).toEqual([]);
expect(emptyDrawdowns).toEqual([]);
});
test('should calculate special cases correctly', () => {
// Case with no negative returns
const allPositiveReturns = {
dailyReturns: Array(30).fill(0).map((_, i) => ({
date: new Date(`2023-01-${i + 1}`),
return: 0.01 // Always positive
}))
};
// Case with no recovery from drawdown
const noRecoveryReturns = {
dailyReturns: [
...Array(30).fill(0).map((_, i) => ({
date: new Date(`2023-01-${i + 1}`),
return: 0.01 // Positive returns
})),
...Array(30).fill(0).map((_, i) => ({
date: new Date(`2023-02-${i + 1}`),
return: -0.005 // Negative returns with no recovery
}))
]
};
// Act
const positiveMetrics = PerformanceAnalytics.enhanceResults({
...sampleResult,
dailyReturns: allPositiveReturns.dailyReturns
});
const noRecoveryDrawdowns = PerformanceAnalytics.analyzeDrawdowns(noRecoveryReturns.dailyReturns);
// Assert
expect(positiveMetrics.sortinoRatio).toBe(Infinity); // No downside risk
// Last drawdown should have no recovery
const lastDrawdown = noRecoveryDrawdowns[noRecoveryDrawdowns.length - 1];
expect(lastDrawdown.recoveryDate).toBeNull();
expect(lastDrawdown.recoveryDays).toBeNull();
});
});

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import { describe, it, expect, beforeEach, afterEach, jest } from 'bun:test';
import { EventEmitter } from 'events';
import { WebSocket } from 'ws';
import { StrategyExecutionService } from '../../core/execution/StrategyExecutionService';
import { StrategyRegistry } from '../../core/strategies/StrategyRegistry';
import { MarketDataFeed } from '../../core/backtesting/MarketDataFeed';
import { BaseStrategy, BarData, Order } from '../../core/Strategy';
// Mock WebSocket to avoid actual network connections during tests
jest.mock('ws', () => {
const EventEmitter = require('events');
class MockWebSocket extends EventEmitter {
static OPEN = 1;
readyState = 1;
close = jest.fn();
send = jest.fn();
}
class MockServer extends EventEmitter {
clients = new Set();
constructor() {
super();
// Add a mock client to the set
const mockClient = new MockWebSocket();
this.clients.add(mockClient);
}
close(callback) {
callback();
}
}
return {
WebSocket: MockWebSocket,
Server: MockServer
};
});
// Mock MarketDataFeed to avoid actual API calls
jest.mock('../../core/backtesting/MarketDataFeed', () => {
return {
MarketDataFeed: class {
async getHistoricalData(symbol, resolution, startDate, endDate) {
// Return mock data
return [
{
symbol,
timestamp: new Date(),
open: 100,
high: 105,
low: 95,
close: 102,
volume: 1000
}
];
}
}
};
});
// Mock strategy for testing
class MockStrategy extends BaseStrategy {
name = 'MockStrategy';
description = 'A mock strategy for testing';
symbols = ['AAPL', 'MSFT'];
parameters = { param1: 1, param2: 2 };
constructor(id: string) {
super(id);
}
async start(): Promise<void> {}
async stop(): Promise<void> {}
onBar(bar: BarData) {
// Return a mock signal
return {
action: 'BUY',
symbol: bar.symbol,
price: bar.close,
quantity: 10,
metadata: { reason: 'Test signal' }
};
}
async onOrderFilled(order: Order): Promise<void> {}
}
// Mock StrategyRegistry
jest.mock('../../core/strategies/StrategyRegistry', () => {
const mockInstance = {
getStrategyById: jest.fn(),
getStrategyTypes: () => [{ id: 'mock-strategy', name: 'Mock Strategy' }],
getAllStrategies: () => [new MockStrategy('mock-1')]
};
return {
StrategyRegistry: {
getInstance: () => mockInstance
}
};
});
describe('StrategyExecutionService', () => {
let executionService: StrategyExecutionService;
let strategyRegistry: typeof StrategyRegistry.getInstance;
beforeEach(() => {
// Reset mocks
jest.clearAllMocks();
// Create a new execution service for each test
executionService = new StrategyExecutionService('http://localhost:3001/api', 8082);
strategyRegistry = StrategyRegistry.getInstance();
// Setup mock strategy
const mockStrategy = new MockStrategy('test-strategy');
(strategyRegistry.getStrategyById as jest.Mock).mockReturnValue(mockStrategy);
});
afterEach(() => {
executionService.shutdown();
});
it('should initialize correctly', () => {
expect(executionService).toBeDefined();
});
it('should start a strategy correctly', () => {
// Arrange & Act
const result = executionService.startStrategy('test-strategy');
// Assert
expect(result).toBe(true);
expect(strategyRegistry.getStrategyById).toHaveBeenCalledWith('test-strategy');
// Check if WebSocket broadcast happened
const ws = executionService['webSocketServer'].clients.values().next().value;
expect(ws.send).toHaveBeenCalled();
// Check the broadcast message contains the correct type
const lastCall = ws.send.mock.calls[0][0];
const message = JSON.parse(lastCall);
expect(message.type).toBe('strategy_started');
expect(message.data.strategyId).toBe('test-strategy');
});
it('should stop a strategy correctly', () => {
// Arrange
executionService.startStrategy('test-strategy');
// Act
const result = executionService.stopStrategy('test-strategy');
// Assert
expect(result).toBe(true);
// Check if WebSocket broadcast happened
const ws = executionService['webSocketServer'].clients.values().next().value;
const lastCallIndex = ws.send.mock.calls.length - 1;
const lastCall = ws.send.mock.calls[lastCallIndex][0];
const message = JSON.parse(lastCall);
expect(message.type).toBe('strategy_stopped');
expect(message.data.strategyId).toBe('test-strategy');
});
it('should pause a strategy correctly', () => {
// Arrange
executionService.startStrategy('test-strategy');
// Act
const result = executionService.pauseStrategy('test-strategy');
// Assert
expect(result).toBe(true);
// Check if WebSocket broadcast happened
const ws = executionService['webSocketServer'].clients.values().next().value;
const lastCallIndex = ws.send.mock.calls.length - 1;
const lastCall = ws.send.mock.calls[lastCallIndex][0];
const message = JSON.parse(lastCall);
expect(message.type).toBe('strategy_paused');
expect(message.data.strategyId).toBe('test-strategy');
});
it('should process market data and generate signals', async () => {
// Arrange
executionService.startStrategy('test-strategy');
// Act - Trigger market data polling manually
await executionService['pollMarketData']('test-strategy');
// Assert - Check if signal was generated and broadcast
const ws = executionService['webSocketServer'].clients.values().next().value;
// Find the strategy_signal message
const signalMessages = ws.send.mock.calls
.map(call => JSON.parse(call[0]))
.filter(msg => msg.type === 'strategy_signal');
expect(signalMessages.length).toBeGreaterThan(0);
expect(signalMessages[0].data.action).toBe('BUY');
expect(signalMessages[0].data.strategyId).toBe('test-strategy');
});
it('should handle WebSocket client connections', () => {
// Arrange
const mockWs = new WebSocket();
const mockMessage = JSON.stringify({ type: 'get_active_strategies' });
// Act - Simulate connection and message
executionService['webSocketServer'].emit('connection', mockWs);
mockWs.emit('message', mockMessage);
// Assert
expect(mockWs.send).toHaveBeenCalled();
// Check that the response is a strategy_status_list message
const lastCall = mockWs.send.mock.calls[0][0];
const message = JSON.parse(lastCall);
expect(message.type).toBe('strategy_status_list');
});
it('should shut down correctly', () => {
// Act
executionService.shutdown();
// Assert - WebSocket server should be closed
const ws = executionService['webSocketServer'].clients.values().next().value;
expect(ws.close).toHaveBeenCalled();
});
});

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import { describe, test, expect, beforeEach, mock } from 'bun:test';
import { MeanReversionStrategy } from '../../core/strategies/MeanReversionStrategy';
import { BarData } from '../../core/Strategy';
describe('MeanReversionStrategy', () => {
let strategy: MeanReversionStrategy;
let mockData: BarData[];
beforeEach(() => {
// Create a strategy instance with test parameters
strategy = new MeanReversionStrategy(
'test_id',
'Test Mean Reversion',
'A test strategy',
['AAPL'],
{
lookback: 20,
entryDeviation: 1.5,
exitDeviation: 0.5,
lookbackPeriod: 100,
positionSize: 0.2,
stopLoss: 0.02,
takeProfit: 0.05,
useBollingerBands: true,
bollingerPeriod: 20,
bollingerDeviation: 2,
rsiPeriod: 14,
rsiOverbought: 70,
rsiOversold: 30,
useRsi: true
}
);
// Create mock price data
const now = new Date();
mockData = [];
// Create 100 bars of data with a mean-reverting pattern
let price = 100;
for (let i = 0; i < 100; i++) {
// Add some mean reversion pattern (oscillating around 100)
price = price + Math.sin(i / 10) * 5 + (Math.random() - 0.5) * 2;
mockData.push({
symbol: 'AAPL',
timestamp: new Date(now.getTime() - (100 - i) * 60000), // 1-minute bars
open: price - 0.5,
high: price + 1,
low: price - 1,
close: price,
volume: 1000 + Math.random() * 1000
});
}
});
test('should initialize with correct parameters', () => {
expect(strategy.id).toBe('test_id');
expect(strategy.name).toBe('Test Mean Reversion');
expect(strategy.description).toBe('A test strategy');
expect(strategy.symbols).toEqual(['AAPL']);
expect(strategy.parameters.lookback).toBe(20);
expect(strategy.parameters.entryDeviation).toBe(1.5);
});
test('should generate signals with vectorized calculation', async () => {
// Arrange a price series with fake mean reversion
const results = await strategy.runVectorized({
symbols: ['AAPL'],
data: { 'AAPL': mockData },
initialCapital: 10000,
startIndex: 20, // Skip the first 20 bars for indicator warmup
endIndex: mockData.length - 1
});
// Assert
expect(results).toBeDefined();
expect(results.positions).toBeDefined();
// Should generate at least one trade in this artificial data
expect(results.trades.length).toBeGreaterThan(0);
expect(results.equityCurve.length).toBeGreaterThan(0);
});
test('should calculate correct entry and exit signals', () => {
// Mock the indicator calculations to test logic directly
// We'll create a simple scenario where price is 2 standard deviations away
const mockBar: BarData = {
symbol: 'AAPL',
timestamp: new Date(),
open: 100,
high: 102,
low: 98,
close: 100,
volume: 1000
};
// Mock the calculation context
const context = {
mean: 100,
stdDev: 5,
upperBand: 110,
lowerBand: 90,
rsi: 25, // Oversold
shouldEnterLong: true,
shouldExitLong: false,
shouldEnterShort: false,
shouldExitShort: false
};
// Call the internal signal generation logic via a protected method
// (For testing purposes, we're accessing a protected method)
const result = (strategy as any).calculateSignals('AAPL', mockBar, context);
// Assert the signals based on our scenario
expect(result).toBeDefined();
expect(result.action).toBe('BUY'); // Should buy in oversold condition
});
test('should handle empty data correctly', async () => {
// Act & Assert
await expect(async () => {
await strategy.runVectorized({
symbols: ['AAPL'],
data: { 'AAPL': [] },
initialCapital: 10000,
startIndex: 0,
endIndex: 0
});
}).not.toThrow();
});
});

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import { describe, test, expect, beforeEach } from 'bun:test';
import { BaseStrategy } from '../../core/Strategy';
import { StrategyRegistry, StrategyType } from '../../core/strategies/StrategyRegistry';
import { MovingAverageCrossover } from '../../core/strategies/MovingAverageCrossover';
import { MeanReversionStrategy } from '../../core/strategies/MeanReversionStrategy';
import { VectorizedStrategy } from '../../core/strategies/VectorizedStrategy';
describe('Strategy Registry', () => {
let registry: StrategyRegistry;
beforeEach(() => {
// Reset the singleton for testing
(StrategyRegistry as any).instance = null;
registry = StrategyRegistry.getInstance();
});
test('should create a MovingAverageCrossover strategy', () => {
// Arrange
const id = 'test_id';
const name = 'Test Strategy';
const description = 'A test strategy';
const symbols = ['AAPL', 'MSFT'];
const parameters = { fastPeriod: 10, slowPeriod: 30 };
// Act
const strategy = registry.createStrategy(
'MOVING_AVERAGE_CROSSOVER',
id,
name,
description,
symbols,
parameters
);
// Assert
expect(strategy).toBeInstanceOf(MovingAverageCrossover);
expect(strategy.id).toEqual(id);
expect(strategy.name).toEqual(name);
expect(strategy.description).toEqual(description);
expect(strategy.symbols).toEqual(symbols);
expect(strategy.parameters).toMatchObject(parameters);
});
test('should create a MeanReversion strategy', () => {
// Arrange
const id = 'test_id';
const name = 'Test Strategy';
const description = 'A test strategy';
const symbols = ['AAPL', 'MSFT'];
const parameters = { lookback: 20, entryDeviation: 1.5 };
// Act
const strategy = registry.createStrategy(
'MEAN_REVERSION',
id,
name,
description,
symbols,
parameters
);
// Assert
expect(strategy).toBeInstanceOf(MeanReversionStrategy);
expect(strategy.id).toEqual(id);
expect(strategy.name).toEqual(name);
expect(strategy.description).toEqual(description);
expect(strategy.symbols).toEqual(symbols);
expect(strategy.parameters).toMatchObject(parameters);
});
test('should throw error for invalid strategy type', () => {
// Arrange
const id = 'test_id';
const name = 'Test Strategy';
const description = 'A test strategy';
const symbols = ['AAPL', 'MSFT'];
const parameters = {};
// Act & Assert
expect(() => {
registry.createStrategy(
'INVALID_TYPE' as StrategyType,
id,
name,
description,
symbols,
parameters
);
}).toThrow("Strategy type 'INVALID_TYPE' is not registered");
});
test('should register a custom strategy', () => {
// Arrange
const mockStrategyFactory = (
id: string,
name: string,
description: string,
symbols: string[],
parameters: any
) => {
return new MovingAverageCrossover(id, name, description, symbols, parameters);
};
// Act
registry.registerStrategy('CUSTOM' as StrategyType, mockStrategyFactory);
// Assert
expect(registry.hasStrategyType('CUSTOM')).toBe(true);
const strategy = registry.createStrategy(
'CUSTOM',
'custom_id',
'Custom Strategy',
'A custom strategy',
['BTC/USD'],
{}
);
expect(strategy).toBeInstanceOf(MovingAverageCrossover);
});
test('should get default parameters for a strategy type', () => {
// Act
const macParams = registry.getDefaultParameters('MOVING_AVERAGE_CROSSOVER');
const mrParams = registry.getDefaultParameters('MEAN_REVERSION');
// Assert
expect(macParams).toHaveProperty('fastPeriod');
expect(macParams).toHaveProperty('slowPeriod');
expect(mrParams).toHaveProperty('lookback');
expect(mrParams).toHaveProperty('entryDeviation');
});
test('should return empty object for unknown strategy default parameters', () => {
// Act
const params = registry.getDefaultParameters('CUSTOM' as StrategyType);
// Assert
expect(params).toEqual({});
});
test('should get all registered strategy types', () => {
// Act
const types = registry.getStrategyTypes();
// Assert
expect(types).toContain('MOVING_AVERAGE_CROSSOVER');
expect(types).toContain('MEAN_REVERSION');
});
test('should check if strategy type is registered', () => {
// Act & Assert
expect(registry.hasStrategyType('MOVING_AVERAGE_CROSSOVER')).toBe(true);
expect(registry.hasStrategyType('INVALID_TYPE' as StrategyType)).toBe(false);
});
test('should get all registered strategies', () => {
// Arrange
registry.createStrategy(
'MOVING_AVERAGE_CROSSOVER',
'mac_id',
'MAC Strategy',
'MAC strategy',
['AAPL'],
{}
);
registry.createStrategy(
'MEAN_REVERSION',
'mr_id',
'MR Strategy',
'MR strategy',
['MSFT'],
{}
);
// Act
const strategies = registry.getAllStrategies();
// Assert
expect(strategies).toHaveLength(2);
expect(strategies[0].id).toEqual('mac_id');
expect(strategies[1].id).toEqual('mr_id');
});
test('should get strategy by ID', () => {
// Arrange
registry.createStrategy(
'MOVING_AVERAGE_CROSSOVER',
'mac_id',
'MAC Strategy',
'MAC strategy',
['AAPL'],
{}
);
// Act
const strategy = registry.getStrategyById('mac_id');
const nonExistent = registry.getStrategyById('non_existent');
// Assert
expect(strategy).not.toBeNull();
expect(strategy?.id).toEqual('mac_id');
expect(nonExistent).toBeUndefined();
});
test('should delete strategy by ID', () => {
// Arrange
registry.createStrategy(
'MOVING_AVERAGE_CROSSOVER',
'mac_id',
'MAC Strategy',
'MAC strategy',
['AAPL'],
{}
);
// Act
const result1 = registry.deleteStrategy('mac_id');
const result2 = registry.deleteStrategy('non_existent');
// Assert
expect(result1).toBe(true);
expect(result2).toBe(false);
expect(registry.getStrategyById('mac_id')).toBeUndefined();
});
test('should identify strategy type from instance', () => {
// Arrange
const macStrategy = registry.createStrategy(
'MOVING_AVERAGE_CROSSOVER',
'mac_id',
'MAC Strategy',
'MAC strategy',
['AAPL'],
{}
);
const mrStrategy = registry.createStrategy(
'MEAN_REVERSION',
'mr_id',
'MR Strategy',
'MR strategy',
['MSFT'],
{}
);
// Act
const macType = registry.getStrategyType(macStrategy);
const mrType = registry.getStrategyType(mrStrategy);
// Assert
expect(macType).toEqual('MOVING_AVERAGE_CROSSOVER');
expect(mrType).toEqual('MEAN_REVERSION');
});
});

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import { Component, Input, OnChanges, SimpleChanges } from '@angular/core';
import { CommonModule } from '@angular/common';
import { BacktestResult } from '../../../services/strategy.service';
import { Chart, ChartOptions } from 'chart.js/auto';
@Component({
selector: 'app-drawdown-chart',
standalone: true,
imports: [CommonModule],
template: `
<div class="drawdown-chart-container">
<canvas #drawdownChart></canvas>
</div>
`,
styles: `
.drawdown-chart-container {
width: 100%;
height: 300px;
margin-bottom: 20px;
}
`
})
export class DrawdownChartComponent implements OnChanges {
@Input() backtestResult?: BacktestResult;
private chart?: Chart;
private chartElement?: HTMLCanvasElement;
ngOnChanges(changes: SimpleChanges): void {
if (changes['backtestResult'] && this.backtestResult) {
this.renderChart();
}
}
ngAfterViewInit(): void {
this.chartElement = document.querySelector('canvas') as HTMLCanvasElement;
if (this.backtestResult) {
this.renderChart();
}
}
private renderChart(): void {
if (!this.chartElement || !this.backtestResult) return;
// Clean up previous chart if it exists
if (this.chart) {
this.chart.destroy();
}
// Calculate drawdown series from daily returns
const drawdownData = this.calculateDrawdownSeries(this.backtestResult);
// Create chart
this.chart = new Chart(this.chartElement, {
type: 'line',
data: {
labels: drawdownData.dates.map(date => this.formatDate(date)),
datasets: [
{
label: 'Drawdown',
data: drawdownData.drawdowns,
borderColor: 'rgba(255, 99, 132, 1)',
backgroundColor: 'rgba(255, 99, 132, 0.2)',
fill: true,
tension: 0.3,
borderWidth: 2
}
]
},
options: {
responsive: true,
maintainAspectRatio: false,
scales: {
x: {
ticks: {
maxTicksLimit: 12,
maxRotation: 0,
minRotation: 0
},
grid: {
display: false
}
},
y: {
ticks: {
callback: function(value) {
return (value * 100).toFixed(1) + '%';
}
},
grid: {
color: 'rgba(200, 200, 200, 0.2)'
},
min: -0.05, // Show at least 5% drawdown for context
suggestedMax: 0.01
}
},
plugins: {
tooltip: {
mode: 'index',
intersect: false,
callbacks: {
label: function(context) {
let label = context.dataset.label || '';
if (label) {
label += ': ';
}
if (context.parsed.y !== null) {
label += (context.parsed.y * 100).toFixed(2) + '%';
}
return label;
}
}
},
legend: {
position: 'top',
}
}
} as ChartOptions
});
}
private calculateDrawdownSeries(result: BacktestResult): {
dates: Date[];
drawdowns: number[];
} {
const dates: Date[] = [];
const drawdowns: number[] = [];
// Sort daily returns by date
const sortedReturns = [...result.dailyReturns].sort(
(a, b) => new Date(a.date).getTime() - new Date(b.date).getTime()
);
// Calculate equity curve
let equity = 1;
const equityCurve: number[] = [];
for (const daily of sortedReturns) {
equity *= (1 + daily.return);
equityCurve.push(equity);
dates.push(new Date(daily.date));
}
// Calculate running maximum (high water mark)
let hwm = equityCurve[0];
for (let i = 0; i < equityCurve.length; i++) {
// Update high water mark
hwm = Math.max(hwm, equityCurve[i]);
// Calculate drawdown as percentage from high water mark
const drawdown = (equityCurve[i] / hwm) - 1;
drawdowns.push(drawdown);
}
return { dates, drawdowns };
}
private formatDate(date: Date): string {
return new Date(date).toLocaleDateString('en-US', {
month: 'short',
day: 'numeric',
year: 'numeric'
});
}
}

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import { Component, Input, OnChanges, SimpleChanges } from '@angular/core';
import { CommonModule } from '@angular/common';
import { BacktestResult } from '../../../services/strategy.service';
import { Chart, ChartOptions } from 'chart.js/auto';
@Component({
selector: 'app-equity-chart',
standalone: true,
imports: [CommonModule],
template: `
<div class="equity-chart-container">
<canvas #equityChart></canvas>
</div>
`,
styles: `
.equity-chart-container {
width: 100%;
height: 400px;
margin-bottom: 20px;
}
`
})
export class EquityChartComponent implements OnChanges {
@Input() backtestResult?: BacktestResult;
private chart?: Chart;
private chartElement?: HTMLCanvasElement;
ngOnChanges(changes: SimpleChanges): void {
if (changes['backtestResult'] && this.backtestResult) {
this.renderChart();
}
}
ngAfterViewInit(): void {
this.chartElement = document.querySelector('canvas') as HTMLCanvasElement;
if (this.backtestResult) {
this.renderChart();
}
}
private renderChart(): void {
if (!this.chartElement || !this.backtestResult) return;
// Clean up previous chart if it exists
if (this.chart) {
this.chart.destroy();
}
// Prepare data
const equityCurve = this.calculateEquityCurve(this.backtestResult);
// Create chart
this.chart = new Chart(this.chartElement, {
type: 'line',
data: {
labels: equityCurve.dates.map(date => this.formatDate(date)),
datasets: [
{
label: 'Portfolio Value',
data: equityCurve.values,
borderColor: 'rgba(75, 192, 192, 1)',
backgroundColor: 'rgba(75, 192, 192, 0.2)',
tension: 0.3,
borderWidth: 2,
fill: true
},
{
label: 'Benchmark',
data: equityCurve.benchmark,
borderColor: 'rgba(153, 102, 255, 0.5)',
backgroundColor: 'rgba(153, 102, 255, 0.1)',
borderDash: [5, 5],
tension: 0.3,
borderWidth: 1,
fill: false
}
]
},
options: {
responsive: true,
maintainAspectRatio: false,
scales: {
x: {
ticks: {
maxTicksLimit: 12,
maxRotation: 0,
minRotation: 0
},
grid: {
display: false
}
},
y: {
ticks: {
callback: function(value) {
return '$' + value.toLocaleString();
}
},
grid: {
color: 'rgba(200, 200, 200, 0.2)'
}
}
},
plugins: {
tooltip: {
mode: 'index',
intersect: false,
callbacks: {
label: function(context) {
let label = context.dataset.label || '';
if (label) {
label += ': ';
}
if (context.parsed.y !== null) {
label += new Intl.NumberFormat('en-US', { style: 'currency', currency: 'USD' })
.format(context.parsed.y);
}
return label;
}
}
},
legend: {
position: 'top',
}
}
} as ChartOptions
});
}
private calculateEquityCurve(result: BacktestResult): {
dates: Date[];
values: number[];
benchmark: number[];
} {
const initialValue = result.initialCapital;
const dates: Date[] = [];
const values: number[] = [];
const benchmark: number[] = [];
// Sort daily returns by date
const sortedReturns = [...result.dailyReturns].sort(
(a, b) => new Date(a.date).getTime() - new Date(b.date).getTime()
);
// Calculate cumulative portfolio values
let portfolioValue = initialValue;
let benchmarkValue = initialValue;
for (const daily of sortedReturns) {
const date = new Date(daily.date);
portfolioValue = portfolioValue * (1 + daily.return);
// Simple benchmark (e.g., assuming 8% annualized return for a market index)
benchmarkValue = benchmarkValue * (1 + 0.08 / 365);
dates.push(date);
values.push(portfolioValue);
benchmark.push(benchmarkValue);
}
return { dates, values, benchmark };
}
private formatDate(date: Date): string {
return new Date(date).toLocaleDateString('en-US', {
month: 'short',
day: 'numeric',
year: 'numeric'
});
}
}

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import { Component, Input } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatGridListModule } from '@angular/material/grid-list';
import { MatDividerModule } from '@angular/material/divider';
import { MatTooltipModule } from '@angular/material/tooltip';
import { BacktestResult } from '../../../services/strategy.service';
@Component({
selector: 'app-performance-metrics',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatGridListModule,
MatDividerModule,
MatTooltipModule
],
template: `
<mat-card class="metrics-card">
<mat-card-header>
<mat-card-title>Performance Metrics</mat-card-title>
</mat-card-header>
<mat-card-content>
<div class="metrics-grid">
<div class="metric-group">
<h3>Returns</h3>
<div class="metrics-row">
<div class="metric">
<div class="metric-name" matTooltip="Total return over the backtest period">Total Return</div>
<div class="metric-value" [ngClass]="getReturnClass(backtestResult?.totalReturn || 0)">
{{formatPercent(backtestResult?.totalReturn || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Annualized return (adjusted for the backtest duration)">Annualized Return</div>
<div class="metric-value" [ngClass]="getReturnClass(backtestResult?.annualizedReturn || 0)">
{{formatPercent(backtestResult?.annualizedReturn || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Compound Annual Growth Rate">CAGR</div>
<div class="metric-value" [ngClass]="getReturnClass(backtestResult?.cagr || 0)">
{{formatPercent(backtestResult?.cagr || 0)}}
</div>
</div>
</div>
</div>
<mat-divider></mat-divider>
<div class="metric-group">
<h3>Risk Metrics</h3>
<div class="metrics-row">
<div class="metric">
<div class="metric-name" matTooltip="Maximum peak-to-valley drawdown">Max Drawdown</div>
<div class="metric-value negative">
{{formatPercent(backtestResult?.maxDrawdown || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Number of days in the worst drawdown">Max DD Duration</div>
<div class="metric-value">
{{formatDays(backtestResult?.maxDrawdownDuration || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Annualized standard deviation of returns">Volatility</div>
<div class="metric-value">
{{formatPercent(backtestResult?.volatility || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Square root of the sum of the squares of drawdowns">Ulcer Index</div>
<div class="metric-value">
{{(backtestResult?.ulcerIndex || 0).toFixed(4)}}
</div>
</div>
</div>
</div>
<mat-divider></mat-divider>
<div class="metric-group">
<h3>Risk-Adjusted Returns</h3>
<div class="metrics-row">
<div class="metric">
<div class="metric-name" matTooltip="Excess return per unit of risk">Sharpe Ratio</div>
<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.sharpeRatio || 0)">
{{(backtestResult?.sharpeRatio || 0).toFixed(2)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Return per unit of downside risk">Sortino Ratio</div>
<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.sortinoRatio || 0)">
{{(backtestResult?.sortinoRatio || 0).toFixed(2)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Return per unit of max drawdown">Calmar Ratio</div>
<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.calmarRatio || 0)">
{{(backtestResult?.calmarRatio || 0).toFixed(2)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Probability-weighted ratio of gains vs. losses">Omega Ratio</div>
<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.omegaRatio || 0)">
{{(backtestResult?.omegaRatio || 0).toFixed(2)}}
</div>
</div>
</div>
</div>
<mat-divider></mat-divider>
<div class="metric-group">
<h3>Trade Statistics</h3>
<div class="metrics-row">
<div class="metric">
<div class="metric-name" matTooltip="Total number of trades">Total Trades</div>
<div class="metric-value">
{{backtestResult?.totalTrades || 0}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Percentage of winning trades">Win Rate</div>
<div class="metric-value" [ngClass]="getWinRateClass(backtestResult?.winRate || 0)">
{{formatPercent(backtestResult?.winRate || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Average profit of winning trades">Avg Win</div>
<div class="metric-value positive">
{{formatPercent(backtestResult?.averageWinningTrade || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Average loss of losing trades">Avg Loss</div>
<div class="metric-value negative">
{{formatPercent(backtestResult?.averageLosingTrade || 0)}}
</div>
</div>
<div class="metric">
<div class="metric-name" matTooltip="Ratio of total gains to total losses">Profit Factor</div>
<div class="metric-value" [ngClass]="getProfitFactorClass(backtestResult?.profitFactor || 0)">
{{(backtestResult?.profitFactor || 0).toFixed(2)}}
</div>
</div>
</div>
</div>
</div>
</mat-card-content>
</mat-card>
`,
styles: `
.metrics-card {
margin-bottom: 20px;
}
.metrics-grid {
display: flex;
flex-direction: column;
gap: 16px;
}
.metric-group {
padding: 10px 0;
}
.metric-group h3 {
margin-top: 0;
margin-bottom: 16px;
font-size: 16px;
font-weight: 500;
color: #555;
}
.metrics-row {
display: flex;
flex-wrap: wrap;
gap: 24px;
}
.metric {
min-width: 120px;
margin-bottom: 16px;
}
.metric-name {
font-size: 12px;
color: #666;
margin-bottom: 4px;
}
.metric-value {
font-size: 16px;
font-weight: 500;
}
.positive {
color: #4CAF50;
}
.negative {
color: #F44336;
}
.neutral {
color: #FFA000;
}
mat-divider {
margin: 8px 0;
}
`
})
export class PerformanceMetricsComponent {
@Input() backtestResult?: BacktestResult;
// Formatting helpers
formatPercent(value: number): string {
return new Intl.NumberFormat('en-US', {
style: 'percent',
minimumFractionDigits: 2,
maximumFractionDigits: 2
}).format(value);
}
formatDays(days: number): string {
return `${days} days`;
}
// Conditional classes
getReturnClass(value: number): string {
if (value > 0) return 'positive';
if (value < 0) return 'negative';
return '';
}
getRatioClass(value: number): string {
if (value >= 1.5) return 'positive';
if (value >= 1) return 'neutral';
if (value < 0) return 'negative';
return '';
}
getWinRateClass(value: number): string {
if (value >= 0.55) return 'positive';
if (value >= 0.45) return 'neutral';
return 'negative';
}
getProfitFactorClass(value: number): string {
if (value >= 1.5) return 'positive';
if (value >= 1) return 'neutral';
return 'negative';
}
}

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import { Component, Input } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatTableModule } from '@angular/material/table';
import { MatSortModule, Sort } from '@angular/material/sort';
import { MatPaginatorModule, PageEvent } from '@angular/material/paginator';
import { MatCardModule } from '@angular/material/card';
import { MatIconModule } from '@angular/material/icon';
import { BacktestResult } from '../../../services/strategy.service';
@Component({
selector: 'app-trades-table',
standalone: true,
imports: [
CommonModule,
MatTableModule,
MatSortModule,
MatPaginatorModule,
MatCardModule,
MatIconModule
],
template: `
<mat-card class="trades-card">
<mat-card-header>
<mat-card-title>Trades</mat-card-title>
</mat-card-header>
<mat-card-content>
<table mat-table [dataSource]="displayedTrades" matSort (matSortChange)="sortData($event)" class="trades-table">
<!-- Symbol Column -->
<ng-container matColumnDef="symbol">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Symbol </th>
<td mat-cell *matCellDef="let trade"> {{trade.symbol}} </td>
</ng-container>
<!-- Entry Date Column -->
<ng-container matColumnDef="entryTime">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Entry Time </th>
<td mat-cell *matCellDef="let trade"> {{formatDate(trade.entryTime)}} </td>
</ng-container>
<!-- Entry Price Column -->
<ng-container matColumnDef="entryPrice">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Entry Price </th>
<td mat-cell *matCellDef="let trade"> {{formatCurrency(trade.entryPrice)}} </td>
</ng-container>
<!-- Exit Date Column -->
<ng-container matColumnDef="exitTime">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Exit Time </th>
<td mat-cell *matCellDef="let trade"> {{formatDate(trade.exitTime)}} </td>
</ng-container>
<!-- Exit Price Column -->
<ng-container matColumnDef="exitPrice">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Exit Price </th>
<td mat-cell *matCellDef="let trade"> {{formatCurrency(trade.exitPrice)}} </td>
</ng-container>
<!-- Quantity Column -->
<ng-container matColumnDef="quantity">
<th mat-header-cell *matHeaderCellDef mat-sort-header> Quantity </th>
<td mat-cell *matCellDef="let trade"> {{trade.quantity}} </td>
</ng-container>
<!-- P&L Column -->
<ng-container matColumnDef="pnl">
<th mat-header-cell *matHeaderCellDef mat-sort-header> P&L </th>
<td mat-cell *matCellDef="let trade"
[ngClass]="{'positive': trade.pnl > 0, 'negative': trade.pnl < 0}">
{{formatCurrency(trade.pnl)}}
</td>
</ng-container>
<!-- P&L Percent Column -->
<ng-container matColumnDef="pnlPercent">
<th mat-header-cell *matHeaderCellDef mat-sort-header> P&L % </th>
<td mat-cell *matCellDef="let trade"
[ngClass]="{'positive': trade.pnlPercent > 0, 'negative': trade.pnlPercent < 0}">
{{formatPercent(trade.pnlPercent)}}
</td>
</ng-container>
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
<mat-paginator
[length]="totalTrades"
[pageSize]="pageSize"
[pageSizeOptions]="[5, 10, 25, 50]"
(page)="pageChange($event)"
aria-label="Select page">
</mat-paginator>
</mat-card-content>
</mat-card>
`,
styles: `
.trades-card {
margin-bottom: 20px;
}
.trades-table {
width: 100%;
border-collapse: collapse;
}
.mat-column-pnl, .mat-column-pnlPercent {
text-align: right;
font-weight: 500;
}
.positive {
color: #4CAF50;
}
.negative {
color: #F44336;
}
.mat-mdc-row:hover {
background-color: rgba(0, 0, 0, 0.04);
}
`
})
export class TradesTableComponent {
@Input() set backtestResult(value: BacktestResult | undefined) {
if (value) {
this._backtestResult = value;
this.updateDisplayedTrades();
}
}
get backtestResult(): BacktestResult | undefined {
return this._backtestResult;
}
private _backtestResult?: BacktestResult;
// Table configuration
displayedColumns: string[] = [
'symbol', 'entryTime', 'entryPrice', 'exitTime',
'exitPrice', 'quantity', 'pnl', 'pnlPercent'
];
// Pagination
pageSize = 10;
currentPage = 0;
displayedTrades: any[] = [];
get totalTrades(): number {
return this._backtestResult?.trades.length || 0;
}
// Sort the trades
sortData(sort: Sort): void {
if (!sort.active || sort.direction === '') {
this.updateDisplayedTrades();
return;
}
const data = this._backtestResult?.trades.slice() || [];
this.displayedTrades = data.sort((a, b) => {
const isAsc = sort.direction === 'asc';
switch (sort.active) {
case 'symbol': return this.compare(a.symbol, b.symbol, isAsc);
case 'entryTime': return this.compare(new Date(a.entryTime).getTime(), new Date(b.entryTime).getTime(), isAsc);
case 'entryPrice': return this.compare(a.entryPrice, b.entryPrice, isAsc);
case 'exitTime': return this.compare(new Date(a.exitTime).getTime(), new Date(b.exitTime).getTime(), isAsc);
case 'exitPrice': return this.compare(a.exitPrice, b.exitPrice, isAsc);
case 'quantity': return this.compare(a.quantity, b.quantity, isAsc);
case 'pnl': return this.compare(a.pnl, b.pnl, isAsc);
case 'pnlPercent': return this.compare(a.pnlPercent, b.pnlPercent, isAsc);
default: return 0;
}
}).slice(this.currentPage * this.pageSize, (this.currentPage + 1) * this.pageSize);
}
// Handle page changes
pageChange(event: PageEvent): void {
this.pageSize = event.pageSize;
this.currentPage = event.pageIndex;
this.updateDisplayedTrades();
}
// Update displayed trades based on current page and page size
updateDisplayedTrades(): void {
if (this._backtestResult) {
this.displayedTrades = this._backtestResult.trades.slice(
this.currentPage * this.pageSize,
(this.currentPage + 1) * this.pageSize
);
} else {
this.displayedTrades = [];
}
}
// Helper methods for formatting
formatDate(date: Date | string): string {
return new Date(date).toLocaleString();
}
formatCurrency(value: number): string {
return new Intl.NumberFormat('en-US', {
style: 'currency',
currency: 'USD',
}).format(value);
}
formatPercent(value: number): string {
return new Intl.NumberFormat('en-US', {
style: 'percent',
minimumFractionDigits: 2,
maximumFractionDigits: 2
}).format(value);
}
private compare(a: number | string, b: number | string, isAsc: boolean): number {
return (a < b ? -1 : 1) * (isAsc ? 1 : -1);
}
}

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import { Component, Inject, OnInit } from '@angular/core';
import { CommonModule } from '@angular/common';
import {
FormBuilder,
FormGroup,
ReactiveFormsModule,
Validators
} from '@angular/forms';
import { MatButtonModule } from '@angular/material/button';
import { MatDialogModule, MAT_DIALOG_DATA, MatDialogRef } from '@angular/material/dialog';
import { MatFormFieldModule } from '@angular/material/form-field';
import { MatInputModule } from '@angular/material/input';
import { MatSelectModule } from '@angular/material/select';
import { MatDatepickerModule } from '@angular/material/datepicker';
import { MatNativeDateModule } from '@angular/material/core';
import { MatProgressBarModule } from '@angular/material/progress-bar';
import { MatTabsModule } from '@angular/material/tabs';
import { MatChipsModule } from '@angular/material/chips';
import { MatIconModule } from '@angular/material/icon';
import { MatSlideToggleModule } from '@angular/material/slide-toggle';
import {
BacktestRequest,
BacktestResult,
StrategyService,
TradingStrategy
} from '../../../services/strategy.service';
@Component({
selector: 'app-backtest-dialog',
standalone: true,
imports: [
CommonModule,
ReactiveFormsModule,
MatButtonModule,
MatDialogModule,
MatFormFieldModule,
MatInputModule,
MatSelectModule,
MatDatepickerModule,
MatNativeDateModule,
MatProgressBarModule,
MatTabsModule,
MatChipsModule,
MatIconModule,
MatSlideToggleModule
],
templateUrl: './backtest-dialog.component.html',
styleUrl: './backtest-dialog.component.css'
})
export class BacktestDialogComponent implements OnInit {
backtestForm: FormGroup;
strategyTypes: string[] = [];
availableSymbols: string[] = ['AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'SPY', 'QQQ'];
selectedSymbols: string[] = [];
parameters: Record<string, any> = {};
isRunning: boolean = false;
backtestResult: BacktestResult | null = null;
constructor(
private fb: FormBuilder,
private strategyService: StrategyService,
@Inject(MAT_DIALOG_DATA) public data: TradingStrategy | null,
private dialogRef: MatDialogRef<BacktestDialogComponent>
) {
// Initialize form with defaults
this.backtestForm = this.fb.group({
strategyType: ['', [Validators.required]],
startDate: [new Date(new Date().setFullYear(new Date().getFullYear() - 1)), [Validators.required]],
endDate: [new Date(), [Validators.required]],
initialCapital: [100000, [Validators.required, Validators.min(1000)]],
dataResolution: ['1d', [Validators.required]],
commission: [0.001, [Validators.required, Validators.min(0), Validators.max(0.1)]],
slippage: [0.0005, [Validators.required, Validators.min(0), Validators.max(0.1)]],
mode: ['event', [Validators.required]]
});
// If strategy is provided, pre-populate the form
if (data) {
this.selectedSymbols = [...data.symbols];
this.backtestForm.patchValue({
strategyType: data.type
});
this.parameters = {...data.parameters};
}
}
ngOnInit(): void {
this.loadStrategyTypes();
}
loadStrategyTypes(): void {
this.strategyService.getStrategyTypes().subscribe({
next: (response) => {
if (response.success) {
this.strategyTypes = response.data;
// If strategy is provided, load its parameters
if (this.data) {
this.onStrategyTypeChange(this.data.type);
}
}
},
error: (error) => {
console.error('Error loading strategy types:', error);
this.strategyTypes = ['MOVING_AVERAGE_CROSSOVER', 'MEAN_REVERSION', 'CUSTOM'];
}
});
}
onStrategyTypeChange(type: string): void {
// Get default parameters for this strategy type
this.strategyService.getStrategyParameters(type).subscribe({
next: (response) => {
if (response.success) {
// If strategy is provided, merge default with existing
if (this.data) {
this.parameters = {
...response.data,
...this.data.parameters
};
} else {
this.parameters = response.data;
}
}
},
error: (error) => {
console.error('Error loading parameters:', error);
this.parameters = {};
}
});
}
addSymbol(symbol: string): void {
if (!symbol || this.selectedSymbols.includes(symbol)) return;
this.selectedSymbols.push(symbol);
}
removeSymbol(symbol: string): void {
this.selectedSymbols = this.selectedSymbols.filter(s => s !== symbol);
}
updateParameter(key: string, value: any): void {
this.parameters[key] = value;
}
onSubmit(): void {
if (this.backtestForm.invalid || this.selectedSymbols.length === 0) {
return;
}
const formValue = this.backtestForm.value;
const backtestRequest: BacktestRequest = {
strategyType: formValue.strategyType,
strategyParams: this.parameters,
symbols: this.selectedSymbols,
startDate: formValue.startDate,
endDate: formValue.endDate,
initialCapital: formValue.initialCapital,
dataResolution: formValue.dataResolution,
commission: formValue.commission,
slippage: formValue.slippage,
mode: formValue.mode
};
this.isRunning = true;
this.strategyService.runBacktest(backtestRequest).subscribe({
next: (response) => {
this.isRunning = false;
if (response.success) {
this.backtestResult = response.data;
}
},
error: (error) => {
this.isRunning = false;
console.error('Backtest error:', error);
}
});
}
close(): void {
this.dialogRef.close(this.backtestResult);
}
}

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<h2 mat-dialog-title>{{isEditMode ? 'Edit Strategy' : 'Create Strategy'}}</h2>
<form [formGroup]="strategyForm" (ngSubmit)="onSubmit()">
<mat-dialog-content class="mat-typography">
<div class="grid grid-cols-1 gap-4">
<!-- Basic Strategy Information -->
<mat-form-field appearance="outline" class="w-full">
<mat-label>Strategy Name</mat-label>
<input matInput formControlName="name" placeholder="e.g., My Moving Average Crossover">
<mat-error *ngIf="strategyForm.get('name')?.invalid">Name is required</mat-error>
</mat-form-field>
<mat-form-field appearance="outline" class="w-full">
<mat-label>Description</mat-label>
<textarea matInput formControlName="description" rows="3"
placeholder="Describe what this strategy does..."></textarea>
</mat-form-field>
<mat-form-field appearance="outline" class="w-full">
<mat-label>Strategy Type</mat-label>
<mat-select formControlName="type" (selectionChange)="onStrategyTypeChange($event.value)">
<mat-option *ngFor="let type of strategyTypes" [value]="type">
{{type}}
</mat-option>
</mat-select>
<mat-error *ngIf="strategyForm.get('type')?.invalid">Strategy type is required</mat-error>
</mat-form-field>
<!-- Symbol Selection -->
<div class="w-full">
<label class="text-sm">Trading Symbols</label>
<div class="flex flex-wrap gap-2 mb-2">
<mat-chip *ngFor="let symbol of selectedSymbols" [removable]="true"
(removed)="removeSymbol(symbol)">
{{symbol}}
<mat-icon matChipRemove>cancel</mat-icon>
</mat-chip>
</div>
<div class="flex gap-2">
<mat-form-field appearance="outline" class="flex-1">
<mat-label>Add Symbol</mat-label>
<input matInput #symbolInput placeholder="e.g., AAPL">
</mat-form-field>
<button type="button" mat-raised-button color="primary"
(click)="addSymbol(symbolInput.value); symbolInput.value = ''">
Add
</button>
</div>
<div class="mt-2">
<p class="text-sm text-gray-500 mb-1">Suggested symbols:</p>
<div class="flex flex-wrap gap-2">
<button type="button" *ngFor="let symbol of availableSymbols"
mat-stroked-button (click)="addSymbol(symbol)"
[disabled]="selectedSymbols.includes(symbol)">
{{symbol}}
</button>
</div>
</div>
</div>
<!-- Dynamic Strategy Parameters -->
<div *ngIf="strategyForm.get('type')?.value && Object.keys(parameters).length > 0">
<h3 class="text-lg font-semibold mb-2">Strategy Parameters</h3>
<div class="grid grid-cols-1 md:grid-cols-2 gap-4">
<mat-form-field *ngFor="let param of parameters | keyvalue" appearance="outline">
<mat-label>{{param.key}}</mat-label>
<input matInput [value]="param.value"
(input)="updateParameter(param.key, $any($event.target).value)">
</mat-form-field>
</div>
</div>
</div>
</mat-dialog-content>
<mat-dialog-actions align="end">
<button mat-button mat-dialog-close>Cancel</button>
<button mat-raised-button color="primary" type="submit"
[disabled]="strategyForm.invalid || selectedSymbols.length === 0">
{{isEditMode ? 'Update' : 'Create'}}
</button>
</mat-dialog-actions>
</form>

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import { Component, Inject, OnInit } from '@angular/core';
import { CommonModule } from '@angular/common';
import {
FormBuilder,
FormGroup,
ReactiveFormsModule,
Validators
} from '@angular/forms';
import { MatButtonModule } from '@angular/material/button';
import { MatDialogModule, MAT_DIALOG_DATA, MatDialogRef } from '@angular/material/dialog';
import { MatFormFieldModule } from '@angular/material/form-field';
import { MatInputModule } from '@angular/material/input';
import { MatSelectModule } from '@angular/material/select';
import { MatChipsModule } from '@angular/material/chips';
import { MatIconModule } from '@angular/material/icon';
import { COMMA, ENTER } from '@angular/cdk/keycodes';
import { MatAutocompleteModule } from '@angular/material/autocomplete';
import {
StrategyService,
TradingStrategy
} from '../../../services/strategy.service';
@Component({
selector: 'app-strategy-dialog',
standalone: true,
imports: [
CommonModule,
ReactiveFormsModule,
MatButtonModule,
MatDialogModule,
MatFormFieldModule,
MatInputModule,
MatSelectModule,
MatChipsModule,
MatIconModule,
MatAutocompleteModule
],
templateUrl: './strategy-dialog.component.html',
styleUrl: './strategy-dialog.component.css'
})
export class StrategyDialogComponent implements OnInit {
strategyForm: FormGroup;
isEditMode: boolean = false;
strategyTypes: string[] = [];
availableSymbols: string[] = ['AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'SPY', 'QQQ'];
selectedSymbols: string[] = [];
separatorKeysCodes: number[] = [ENTER, COMMA];
parameters: Record<string, any> = {};
constructor(
private fb: FormBuilder,
private strategyService: StrategyService,
@Inject(MAT_DIALOG_DATA) public data: TradingStrategy | null,
private dialogRef: MatDialogRef<StrategyDialogComponent>
) {
this.isEditMode = !!data;
this.strategyForm = this.fb.group({
name: ['', [Validators.required]],
description: [''],
type: ['', [Validators.required]],
// Dynamic parameters will be added based on strategy type
});
if (this.isEditMode && data) {
this.selectedSymbols = [...data.symbols];
this.strategyForm.patchValue({
name: data.name,
description: data.description,
type: data.type
});
this.parameters = {...data.parameters};
}
}
ngOnInit(): void {
// In a real implementation, fetch available strategy types from the API
this.loadStrategyTypes();
}
loadStrategyTypes(): void {
// In a real implementation, this would call the API
this.strategyService.getStrategyTypes().subscribe({
next: (response) => {
if (response.success) {
this.strategyTypes = response.data;
// If editing, load parameters
if (this.isEditMode && this.data) {
this.onStrategyTypeChange(this.data.type);
}
}
},
error: (error) => {
console.error('Error loading strategy types:', error);
// Fallback to hardcoded types
this.strategyTypes = ['MOVING_AVERAGE_CROSSOVER', 'MEAN_REVERSION', 'CUSTOM'];
}
});
}
onStrategyTypeChange(type: string): void {
// Get default parameters for this strategy type
this.strategyService.getStrategyParameters(type).subscribe({
next: (response) => {
if (response.success) {
// If editing, merge default with existing
if (this.isEditMode && this.data) {
this.parameters = {
...response.data,
...this.data.parameters
};
} else {
this.parameters = response.data;
}
}
},
error: (error) => {
console.error('Error loading parameters:', error);
// Fallback to empty parameters
this.parameters = {};
}
});
}
addSymbol(symbol: string): void {
if (!symbol || this.selectedSymbols.includes(symbol)) return;
this.selectedSymbols.push(symbol);
}
removeSymbol(symbol: string): void {
this.selectedSymbols = this.selectedSymbols.filter(s => s !== symbol);
}
onSubmit(): void {
if (this.strategyForm.invalid || this.selectedSymbols.length === 0) {
return;
}
const formValue = this.strategyForm.value;
const strategy: Partial<TradingStrategy> = {
name: formValue.name,
description: formValue.description,
type: formValue.type,
symbols: this.selectedSymbols,
parameters: this.parameters,
};
if (this.isEditMode && this.data) {
this.strategyService.updateStrategy(this.data.id, strategy).subscribe({
next: (response) => {
if (response.success) {
this.dialogRef.close(true);
}
},
error: (error) => {
console.error('Error updating strategy:', error);
}
});
} else {
this.strategyService.createStrategy(strategy).subscribe({
next: (response) => {
if (response.success) {
this.dialogRef.close(true);
}
},
error: (error) => {
console.error('Error creating strategy:', error);
}
});
}
}
updateParameter(key: string, value: any): void {
this.parameters[key] = value;
}
}

View file

@ -4,12 +4,139 @@
<h1 class="text-2xl font-bold text-gray-900">Trading Strategies</h1>
<p class="text-gray-600 mt-1">Configure and monitor your automated trading strategies</p>
</div>
<div class="flex gap-2">
<button mat-raised-button color="primary" (click)="openStrategyDialog()">
<mat-icon>add</mat-icon> New Strategy
</button>
<button mat-raised-button color="accent" (click)="openBacktestDialog()">
<mat-icon>science</mat-icon> New Backtest
</button>
</div>
</div>
<mat-card class="p-6 h-96 flex items-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">psychology</mat-icon>
<p class="mb-4">Strategy management and configuration will be implemented here</p>
</div>
<mat-card *ngIf="isLoading" class="p-4">
<mat-progress-bar mode="indeterminate"></mat-progress-bar>
</mat-card>
<div *ngIf="!selectedStrategy; else strategyDetails">
<mat-card *ngIf="strategies.length > 0; else noStrategies" class="p-4">
<table mat-table [dataSource]="strategies" class="w-full">
<!-- Name Column -->
<ng-container matColumnDef="name">
<th mat-header-cell *matHeaderCellDef>Strategy</th>
<td mat-cell *matCellDef="let strategy">
<div class="font-semibold">{{strategy.name}}</div>
<div class="text-xs text-gray-500">{{strategy.description}}</div>
</td>
</ng-container>
<!-- Type Column -->
<ng-container matColumnDef="type">
<th mat-header-cell *matHeaderCellDef>Type</th>
<td mat-cell *matCellDef="let strategy">{{strategy.type}}</td>
</ng-container>
<!-- Symbols Column -->
<ng-container matColumnDef="symbols">
<th mat-header-cell *matHeaderCellDef>Symbols</th>
<td mat-cell *matCellDef="let strategy">
<div class="flex flex-wrap gap-1 max-w-xs">
<mat-chip *ngFor="let symbol of strategy.symbols.slice(0, 3)">
{{symbol}}
</mat-chip>
<span *ngIf="strategy.symbols.length > 3" class="text-gray-500">
+{{strategy.symbols.length - 3}} more
</span>
</div>
</td>
</ng-container>
<!-- Status Column -->
<ng-container matColumnDef="status">
<th mat-header-cell *matHeaderCellDef>Status</th>
<td mat-cell *matCellDef="let strategy">
<div class="flex items-center gap-1">
<span class="w-2 h-2 rounded-full"
[style.background-color]="getStatusColor(strategy.status)"></span>
{{strategy.status}}
</div>
</td>
</ng-container>
<!-- Performance Column -->
<ng-container matColumnDef="performance">
<th mat-header-cell *matHeaderCellDef>Performance</th>
<td mat-cell *matCellDef="let strategy">
<div class="flex flex-col">
<div class="flex justify-between">
<span class="text-xs text-gray-500">Return:</span>
<span [ngClass]="{'text-green-600': strategy.performance.totalReturn > 0,
'text-red-600': strategy.performance.totalReturn < 0}">
{{strategy.performance.totalReturn | percent:'1.2-2'}}
</span>
</div>
<div class="flex justify-between">
<span class="text-xs text-gray-500">Win Rate:</span>
<span>{{strategy.performance.winRate | percent:'1.0-0'}}</span>
</div>
</div>
</td>
</ng-container>
<!-- Actions Column -->
<ng-container matColumnDef="actions">
<th mat-header-cell *matHeaderCellDef>Actions</th>
<td mat-cell *matCellDef="let strategy">
<div class="flex gap-2">
<button mat-icon-button color="primary" (click)="viewStrategyDetails(strategy)">
<mat-icon>visibility</mat-icon>
</button>
<button mat-icon-button [color]="strategy.status === 'ACTIVE' ? 'warn' : 'primary'"
(click)="toggleStrategyStatus(strategy)">
<mat-icon>{{strategy.status === 'ACTIVE' ? 'pause' : 'play_arrow'}}</mat-icon>
</button>
<button mat-icon-button [matMenuTriggerFor]="menu">
<mat-icon>more_vert</mat-icon>
</button>
<mat-menu #menu="matMenu">
<button mat-menu-item (click)="openStrategyDialog(strategy)">
<mat-icon>edit</mat-icon>
<span>Edit</span>
</button>
<button mat-menu-item (click)="openBacktestDialog(strategy)">
<mat-icon>science</mat-icon>
<span>Backtest</span>
</button>
</mat-menu>
</div>
</td>
</ng-container>
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
</table>
</mat-card>
<ng-template #noStrategies>
<mat-card class="p-6 flex flex-col items-center justify-center">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem; margin: 0 auto;">psychology</mat-icon>
<h3 class="text-xl font-semibold mt-4">No Strategies Yet</h3>
<p class="mb-4">Create your first trading strategy to get started</p>
<button mat-raised-button color="primary" (click)="openStrategyDialog()">
<mat-icon>add</mat-icon> Create Strategy
</button>
</div>
</mat-card>
</ng-template>
</div>
<ng-template #strategyDetails>
<div class="flex justify-between items-center mb-4">
<button mat-button (click)="selectedStrategy = null">
<mat-icon>arrow_back</mat-icon> Back to Strategies
</button>
</div>
<app-strategy-details [strategy]="selectedStrategy"></app-strategy-details>
</ng-template>
</div>

View file

@ -1,13 +1,148 @@
import { Component } from '@angular/core';
import { Component, OnInit } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatIconModule } from '@angular/material/icon';
import { MatButtonModule } from '@angular/material/button';
import { MatTabsModule } from '@angular/material/tabs';
import { MatTableModule } from '@angular/material/table';
import { MatSortModule } from '@angular/material/sort';
import { MatPaginatorModule } from '@angular/material/paginator';
import { MatDialogModule, MatDialog } from '@angular/material/dialog';
import { MatMenuModule } from '@angular/material/menu';
import { MatChipsModule } from '@angular/material/chips';
import { MatProgressBarModule } from '@angular/material/progress-bar';
import { FormsModule, ReactiveFormsModule } from '@angular/forms';
import { StrategyService, TradingStrategy } from '../../services/strategy.service';
import { WebSocketService } from '../../services/websocket.service';
import { StrategyDialogComponent } from './dialogs/strategy-dialog.component';
import { BacktestDialogComponent } from './dialogs/backtest-dialog.component';
import { StrategyDetailsComponent } from './strategy-details/strategy-details.component';
@Component({
selector: 'app-strategies',
standalone: true,
imports: [CommonModule, MatCardModule, MatIconModule],
imports: [
CommonModule,
MatCardModule,
MatIconModule,
MatButtonModule,
MatTabsModule,
MatTableModule,
MatSortModule,
MatPaginatorModule,
MatDialogModule,
MatMenuModule,
MatChipsModule,
MatProgressBarModule,
FormsModule,
ReactiveFormsModule,
StrategyDetailsComponent
],
templateUrl: './strategies.component.html',
styleUrl: './strategies.component.css'
})
export class StrategiesComponent {}
export class StrategiesComponent implements OnInit {
strategies: TradingStrategy[] = [];
displayedColumns: string[] = ['name', 'type', 'symbols', 'status', 'performance', 'actions'];
selectedStrategy: TradingStrategy | null = null;
isLoading = false;
constructor(
private strategyService: StrategyService,
private webSocketService: WebSocketService,
private dialog: MatDialog
) {}
ngOnInit(): void {
this.loadStrategies();
this.listenForStrategyUpdates();
}
loadStrategies(): void {
this.isLoading = true;
this.strategyService.getStrategies().subscribe({
next: (response) => {
if (response.success) {
this.strategies = response.data;
}
this.isLoading = false;
},
error: (error) => {
console.error('Error loading strategies:', error);
this.isLoading = false;
}
});
}
listenForStrategyUpdates(): void {
this.webSocketService.messages.subscribe(message => {
if (message.type === 'STRATEGY_CREATED' ||
message.type === 'STRATEGY_UPDATED' ||
message.type === 'STRATEGY_STATUS_CHANGED') {
// Refresh the strategy list when changes occur
this.loadStrategies();
}
});
}
getStatusColor(status: string): string {
switch (status) {
case 'ACTIVE': return 'green';
case 'PAUSED': return 'orange';
case 'ERROR': return 'red';
default: return 'gray';
}
}
openStrategyDialog(strategy?: TradingStrategy): void {
const dialogRef = this.dialog.open(StrategyDialogComponent, {
width: '600px',
data: strategy || null
});
dialogRef.afterClosed().subscribe(result => {
if (result) {
this.loadStrategies();
}
});
}
openBacktestDialog(strategy?: TradingStrategy): void {
const dialogRef = this.dialog.open(BacktestDialogComponent, {
width: '800px',
data: strategy || null
});
dialogRef.afterClosed().subscribe(result => {
if (result) {
// Handle backtest result if needed
}
});
}
toggleStrategyStatus(strategy: TradingStrategy): void {
this.isLoading = true;
if (strategy.status === 'ACTIVE') {
this.strategyService.pauseStrategy(strategy.id).subscribe({
next: () => this.loadStrategies(),
error: (error) => {
console.error('Error pausing strategy:', error);
this.isLoading = false;
}
});
} else {
this.strategyService.startStrategy(strategy.id).subscribe({
next: () => this.loadStrategies(),
error: (error) => {
console.error('Error starting strategy:', error);
this.isLoading = false;
}
});
}
}
viewStrategyDetails(strategy: TradingStrategy): void {
this.selectedStrategy = strategy;
}
}

View file

@ -0,0 +1,16 @@
/* Strategy details specific styles */
table {
width: 100%;
border-collapse: collapse;
}
th {
font-weight: 600;
color: #4b5563;
font-size: 0.875rem;
border-bottom: 1px solid #e5e7eb;
}
td {
border-bottom: 1px solid #e5e7eb;
}

View file

@ -0,0 +1,214 @@
<div class="space-y-6" *ngIf="strategy">
<div class="flex flex-col md:flex-row md:justify-between md:items-start gap-4">
<!-- Strategy Overview Card -->
<mat-card class="flex-1 p-4">
<div class="flex items-start justify-between">
<div>
<h2 class="text-xl font-bold">{{strategy.name}}</h2>
<p class="text-gray-600 text-sm">{{strategy.description}}</p>
</div>
<div class="flex items-center gap-2">
<button mat-raised-button color="primary" class="mr-2" (click)="openBacktestDialog()">
Run Backtest
</button>
<span class="px-3 py-1 rounded-full text-xs font-semibold"
[style.background-color]="getStatusColor(strategy.status)"
style="color: white;">
{{strategy.status}}
</span>
</div>
</div>
<div class="mt-4 grid grid-cols-1 md:grid-cols-2 gap-4">
<div>
<h3 class="font-semibold text-sm text-gray-600">Type</h3>
<p>{{strategy.type}}</p>
</div>
<div>
<h3 class="font-semibold text-sm text-gray-600">Created</h3>
<p>{{strategy.createdAt | date:'medium'}}</p>
</div>
<div>
<h3 class="font-semibold text-sm text-gray-600">Last Updated</h3>
<p>{{strategy.updatedAt | date:'medium'}}</p>
</div>
<div>
<h3 class="font-semibold text-sm text-gray-600">Symbols</h3>
<div class="flex flex-wrap gap-1 mt-1">
<mat-chip *ngFor="let symbol of strategy.symbols">{{symbol}}</mat-chip>
</div>
</div>
</div>
</mat-card>
<!-- Performance Summary Card -->
<mat-card class="md:w-1/3 p-4">
<h3 class="text-lg font-bold mb-3">Performance</h3>
<div class="grid grid-cols-2 gap-3">
<div>
<p class="text-sm text-gray-600">Return</p>
<p class="text-xl font-semibold"
[ngClass]="{'text-green-600': performance.totalReturn >= 0, 'text-red-600': performance.totalReturn < 0}">
{{performance.totalReturn | percent:'1.2-2'}}
</p>
</div>
<div>
<p class="text-sm text-gray-600">Win Rate</p>
<p class="text-xl font-semibold">{{performance.winRate | percent:'1.0-0'}}</p>
</div>
<div>
<p class="text-sm text-gray-600">Sharpe Ratio</p>
<p class="text-xl font-semibold">{{performance.sharpeRatio | number:'1.2-2'}}</p>
</div>
<div>
<p class="text-sm text-gray-600">Max Drawdown</p>
<p class="text-xl font-semibold text-red-600">{{performance.maxDrawdown | percent:'1.2-2'}}</p>
</div>
<div>
<p class="text-sm text-gray-600">Total Trades</p>
<p class="text-xl font-semibold">{{performance.totalTrades}}</p>
</div>
<div>
<p class="text-sm text-gray-600">Sortino Ratio</p>
<p class="text-xl font-semibold">{{performance.sortinoRatio | number:'1.2-2'}}</p>
</div>
</div>
<mat-divider class="my-4"></mat-divider>
<div class="flex justify-between mt-2">
<button mat-button color="primary" *ngIf="strategy.status !== 'ACTIVE'" (click)="activateStrategy()">
<mat-icon>play_arrow</mat-icon> Start
</button>
<button mat-button color="accent" *ngIf="strategy.status === 'ACTIVE'" (click)="pauseStrategy()">
<mat-icon>pause</mat-icon> Pause
</button>
<button mat-button color="warn" *ngIf="strategy.status === 'ACTIVE'" (click)="stopStrategy()">
<mat-icon>stop</mat-icon> Stop
</button>
<button mat-button (click)="openEditDialog()">
<mat-icon>edit</mat-icon> Edit
</button>
</div>
</mat-card>
</div>
<!-- Parameters Card -->
<mat-card class="p-4">
<h3 class="text-lg font-bold mb-3">Strategy Parameters</h3>
<div class="grid grid-cols-2 md:grid-cols-4 gap-4">
<div *ngFor="let param of strategy.parameters | keyvalue">
<p class="text-sm text-gray-600">{{param.key}}</p>
<p class="font-semibold">{{param.value}}</p>
</div>
</div>
</mat-card>
<!-- Backtest Results Section (only shown when a backtest has been run) -->
<div *ngIf="backtestResult" class="backtest-results space-y-6">
<h2 class="text-xl font-bold">Backtest Results</h2>
<!-- Performance Metrics Component -->
<app-performance-metrics [backtestResult]="backtestResult"></app-performance-metrics>
<!-- Equity Chart Component -->
<app-equity-chart [backtestResult]="backtestResult"></app-equity-chart>
<!-- Drawdown Chart Component -->
<app-drawdown-chart [backtestResult]="backtestResult"></app-drawdown-chart>
<!-- Trades Table Component -->
<app-trades-table [backtestResult]="backtestResult"></app-trades-table>
</div>
<!-- Tabs for Signals/Trades -->
<mat-card class="p-0">
<mat-tab-group>
<!-- Signals Tab -->
<mat-tab label="Recent Signals">
<div class="p-4">
<ng-container *ngIf="!isLoadingSignals; else loadingSignals">
<table class="min-w-full">
<thead>
<tr>
<th class="py-2 text-left">Time</th>
<th class="py-2 text-left">Symbol</th>
<th class="py-2 text-left">Action</th>
<th class="py-2 text-left">Price</th>
<th class="py-2 text-left">Quantity</th>
<th class="py-2 text-left">Confidence</th>
</tr>
</thead>
<tbody>
<tr *ngFor="let signal of signals">
<td class="py-2">{{signal.timestamp | date:'short'}}</td>
<td class="py-2">{{signal.symbol}}</td>
<td class="py-2">
<span class="px-2 py-1 rounded text-xs font-semibold"
[style.background-color]="getSignalColor(signal.action)"
style="color: white;">
{{signal.action}}
</span>
</td>
<td class="py-2">${{signal.price | number:'1.2-2'}}</td>
<td class="py-2">{{signal.quantity}}</td>
<td class="py-2">{{signal.confidence | percent:'1.0-0'}}</td>
</tr>
</tbody>
</table>
</ng-container>
<ng-template #loadingSignals>
<mat-progress-bar mode="indeterminate"></mat-progress-bar>
</ng-template>
</div>
</mat-tab>
<!-- Trades Tab -->
<mat-tab label="Recent Trades">
<div class="p-4">
<ng-container *ngIf="!isLoadingTrades; else loadingTrades">
<table class="min-w-full">
<thead>
<tr>
<th class="py-2 text-left">Symbol</th>
<th class="py-2 text-left">Entry</th>
<th class="py-2 text-left">Exit</th>
<th class="py-2 text-left">Quantity</th>
<th class="py-2 text-left">P&L</th>
<th class="py-2 text-left">P&L %</th>
</tr>
</thead>
<tbody>
<tr *ngFor="let trade of trades">
<td class="py-2">{{trade.symbol}}</td>
<td class="py-2">
${{trade.entryPrice | number:'1.2-2'}} @ {{trade.entryTime | date:'short'}}
</td>
<td class="py-2">
${{trade.exitPrice | number:'1.2-2'}} @ {{trade.exitTime | date:'short'}}
</td>
<td class="py-2">{{trade.quantity}}</td>
<td class="py-2" [ngClass]="{'text-green-600': trade.pnl >= 0, 'text-red-600': trade.pnl < 0}">
${{trade.pnl | number:'1.2-2'}}
</td>
<td class="py-2" [ngClass]="{'text-green-600': trade.pnlPercent >= 0, 'text-red-600': trade.pnlPercent < 0}">
{{trade.pnlPercent | number:'1.2-2'}}%
</td>
</tr>
</tbody>
</table>
</ng-container>
<ng-template #loadingTrades>
<mat-progress-bar mode="indeterminate"></mat-progress-bar>
</ng-template>
</div>
</mat-tab>
</mat-tab-group>
</mat-card>
</div>
<mat-card class="p-6 flex items-center" *ngIf="!strategy">
<div class="text-center text-gray-500 w-full">
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">psychology</mat-icon>
<p class="mb-4">No strategy selected</p>
</div>
</mat-card>

View file

@ -0,0 +1,381 @@
import { Component, Input, OnChanges, SimpleChanges } from '@angular/core';
import { CommonModule } from '@angular/common';
import { MatCardModule } from '@angular/material/card';
import { MatTabsModule } from '@angular/material/tabs';
import { MatIconModule } from '@angular/material/icon';
import { MatButtonModule } from '@angular/material/button';
import { MatTableModule } from '@angular/material/table';
import { MatChipsModule } from '@angular/material/chips';
import { MatProgressBarModule } from '@angular/material/progress-bar';
import { MatDividerModule } from '@angular/material/divider';
import { MatDialog } from '@angular/material/dialog';
import { BacktestResult, TradingStrategy, StrategyService } from '../../../services/strategy.service';
import { WebSocketService } from '../../../services/websocket.service';
import { EquityChartComponent } from '../components/equity-chart.component';
import { DrawdownChartComponent } from '../components/drawdown-chart.component';
import { TradesTableComponent } from '../components/trades-table.component';
import { PerformanceMetricsComponent } from '../components/performance-metrics.component';
import { StrategyDialogComponent } from '../dialogs/strategy-dialog.component';
import { BacktestDialogComponent } from '../dialogs/backtest-dialog.component';
@Component({
selector: 'app-strategy-details',
standalone: true,
imports: [
CommonModule,
MatCardModule,
MatTabsModule,
MatIconModule,
MatButtonModule,
MatTableModule,
MatChipsModule,
MatProgressBarModule,
MatDividerModule,
EquityChartComponent,
DrawdownChartComponent,
TradesTableComponent,
PerformanceMetricsComponent
],
templateUrl: './strategy-details.component.html',
styleUrl: './strategy-details.component.css'
})
export class StrategyDetailsComponent implements OnChanges {
@Input() strategy: TradingStrategy | null = null;
signals: any[] = [];
trades: any[] = [];
performance: any = {};
isLoadingSignals = false;
isLoadingTrades = false;
backtestResult: BacktestResult | undefined;
constructor(
private strategyService: StrategyService,
private webSocketService: WebSocketService,
private dialog: MatDialog
) {}
ngOnChanges(changes: SimpleChanges): void {
if (changes['strategy'] && this.strategy) {
this.loadStrategyData();
this.listenForUpdates();
}
}
loadStrategyData(): void {
if (!this.strategy) return;
// In a real implementation, these would call API methods to fetch the data
this.loadSignals();
this.loadTrades();
this.loadPerformance();
}
loadSignals(): void {
if (!this.strategy) return;
this.isLoadingSignals = true;
// First check if we can get real signals from the API
this.strategyService.getStrategySignals(this.strategy.id)
.subscribe({
next: (response) => {
if (response.success && response.data && response.data.length > 0) {
this.signals = response.data;
} else {
// Fallback to mock data if no real signals available
this.signals = this.generateMockSignals();
}
this.isLoadingSignals = false;
},
error: (error) => {
console.error('Error loading signals', error);
// Fallback to mock data on error
this.signals = this.generateMockSignals();
this.isLoadingSignals = false;
}
});
}
loadTrades(): void {
if (!this.strategy) return;
this.isLoadingTrades = true;
// First check if we can get real trades from the API
this.strategyService.getStrategyTrades(this.strategy.id)
.subscribe({
next: (response) => {
if (response.success && response.data && response.data.length > 0) {
this.trades = response.data;
} else {
// Fallback to mock data if no real trades available
this.trades = this.generateMockTrades();
}
this.isLoadingTrades = false;
},
error: (error) => {
console.error('Error loading trades', error);
// Fallback to mock data on error
this.trades = this.generateMockTrades();
this.isLoadingTrades = false;
}
});
}
loadPerformance(): void {
// This would be an API call in a real implementation
this.performance = {
totalReturn: this.strategy?.performance.totalReturn || 0,
winRate: this.strategy?.performance.winRate || 0,
sharpeRatio: this.strategy?.performance.sharpeRatio || 0,
maxDrawdown: this.strategy?.performance.maxDrawdown || 0,
totalTrades: this.strategy?.performance.totalTrades || 0,
// Additional metrics that would come from the API
dailyReturn: 0.0012,
volatility: 0.008,
sortinoRatio: 1.2,
calmarRatio: 0.7
};
}
listenForUpdates(): void {
if (!this.strategy) return;
// Subscribe to strategy signals
this.webSocketService.getStrategySignals(this.strategy.id)
.subscribe((signal: any) => {
// Add the new signal to the top of the list
this.signals = [signal, ...this.signals.slice(0, 9)]; // Keep only the latest 10 signals
});
// Subscribe to strategy trades
this.webSocketService.getStrategyTrades(this.strategy.id)
.subscribe((trade: any) => {
// Add the new trade to the top of the list
this.trades = [trade, ...this.trades.slice(0, 9)]; // Keep only the latest 10 trades
// Update performance metrics
this.updatePerformanceMetrics();
});
// Subscribe to strategy status updates
this.webSocketService.getStrategyUpdates()
.subscribe((update: any) => {
if (update.strategyId === this.strategy?.id) {
// Update strategy status if changed
if (update.status && this.strategy.status !== update.status) {
this.strategy.status = update.status;
}
// Update other fields if present
if (update.performance && this.strategy) {
this.strategy.performance = {
...this.strategy.performance,
...update.performance
};
this.performance = {
...this.performance,
...update.performance
};
}
}
});
console.log('WebSocket listeners for strategy updates initialized');
}
/**
* Update performance metrics when new trades come in
*/
private updatePerformanceMetrics(): void {
if (!this.strategy || this.trades.length === 0) return;
// Calculate basic metrics
const winningTrades = this.trades.filter(t => t.pnl > 0);
const losingTrades = this.trades.filter(t => t.pnl < 0);
const totalPnl = this.trades.reduce((sum, trade) => sum + trade.pnl, 0);
const winRate = winningTrades.length / this.trades.length;
// Update performance data
const currentPerformance = this.performance || {};
this.performance = {
...currentPerformance,
totalTrades: this.trades.length,
winRate: winRate,
totalReturn: (currentPerformance.totalReturn || 0) + (totalPnl / 10000) // Approximate
};
// Update strategy performance as well
if (this.strategy && this.strategy.performance) {
this.strategy.performance = {
...this.strategy.performance,
totalTrades: this.trades.length,
winRate: winRate
};
}
}
getStatusColor(status: string): string {
switch (status) {
case 'ACTIVE': return 'green';
case 'PAUSED': return 'orange';
case 'ERROR': return 'red';
default: return 'gray';
}
}
getSignalColor(action: string): string {
switch (action) {
case 'BUY': return 'green';
case 'SELL': return 'red';
default: return 'gray';
}
}
/**
* Open the backtest dialog to run a backtest for this strategy
*/
openBacktestDialog(): void {
if (!this.strategy) return;
const dialogRef = this.dialog.open(BacktestDialogComponent, {
width: '800px',
data: this.strategy
});
dialogRef.afterClosed().subscribe(result => {
if (result) {
// Store the backtest result for visualization
this.backtestResult = result;
}
});
}
/**
* Open the strategy edit dialog
*/
openEditDialog(): void {
if (!this.strategy) return;
const dialogRef = this.dialog.open(StrategyDialogComponent, {
width: '600px',
data: this.strategy
});
dialogRef.afterClosed().subscribe(result => {
if (result) {
// Refresh strategy data after edit
this.loadStrategyData();
}
});
}
/**
* Start the strategy
*/
activateStrategy(): void {
if (!this.strategy) return;
this.strategyService.startStrategy(this.strategy.id).subscribe({
next: (response) => {
if (response.success) {
this.strategy!.status = 'ACTIVE';
}
},
error: (error) => {
console.error('Error starting strategy:', error);
}
});
}
/**
* Pause the strategy
*/
pauseStrategy(): void {
if (!this.strategy) return;
this.strategyService.pauseStrategy(this.strategy.id).subscribe({
next: (response) => {
if (response.success) {
this.strategy!.status = 'PAUSED';
}
},
error: (error) => {
console.error('Error pausing strategy:', error);
}
});
}
/**
* Stop the strategy
*/
stopStrategy(): void {
if (!this.strategy) return;
this.strategyService.stopStrategy(this.strategy.id).subscribe({
next: (response) => {
if (response.success) {
this.strategy!.status = 'INACTIVE';
}
},
error: (error) => {
console.error('Error stopping strategy:', error);
}
});
}
// Methods to generate mock data
private generateMockSignals(): any[] {
if (!this.strategy) return [];
const signals = [];
const actions = ['BUY', 'SELL', 'HOLD'];
const now = new Date();
for (let i = 0; i < 10; i++) {
const symbol = this.strategy.symbols[Math.floor(Math.random() * this.strategy.symbols.length)];
const action = actions[Math.floor(Math.random() * actions.length)];
signals.push({
id: `sig_${i}`,
symbol,
action,
confidence: 0.7 + Math.random() * 0.3,
price: 100 + Math.random() * 50,
timestamp: new Date(now.getTime() - i * 1000 * 60 * 30), // 30 min intervals
quantity: Math.floor(10 + Math.random() * 90)
});
}
return signals;
}
private generateMockTrades(): any[] {
if (!this.strategy) return [];
const trades = [];
const now = new Date();
for (let i = 0; i < 10; i++) {
const symbol = this.strategy.symbols[Math.floor(Math.random() * this.strategy.symbols.length)];
const entryPrice = 100 + Math.random() * 50;
const exitPrice = entryPrice * (1 + (Math.random() * 0.1 - 0.05)); // -5% to +5%
const quantity = Math.floor(10 + Math.random() * 90);
const pnl = (exitPrice - entryPrice) * quantity;
trades.push({
id: `trade_${i}`,
symbol,
entryPrice,
entryTime: new Date(now.getTime() - (i + 5) * 1000 * 60 * 60), // Hourly intervals
exitPrice,
exitTime: new Date(now.getTime() - i * 1000 * 60 * 60),
quantity,
pnl,
pnlPercent: ((exitPrice - entryPrice) / entryPrice) * 100
});
}
return trades;
}
}

View file

@ -0,0 +1,209 @@
import { Injectable } from '@angular/core';
import { HttpClient } from '@angular/common/http';
import { Observable } from 'rxjs';
export interface TradingStrategy {
id: string;
name: string;
description: string;
status: 'ACTIVE' | 'INACTIVE' | 'PAUSED' | 'ERROR';
type: string;
symbols: string[];
parameters: Record<string, any>;
performance: {
totalTrades: number;
winRate: number;
totalReturn: number;
sharpeRatio: number;
maxDrawdown: number;
};
createdAt: Date;
updatedAt: Date;
}
export interface BacktestRequest {
strategyType: string;
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';
}
export interface BacktestResult {
strategyId: string;
startDate: Date;
endDate: Date;
duration: number;
initialCapital: number;
finalCapital: number;
totalReturn: number;
annualizedReturn: number;
sharpeRatio: number;
maxDrawdown: number;
maxDrawdownDuration: number;
winRate: number;
totalTrades: number;
winningTrades: number;
losingTrades: number;
averageWinningTrade: number;
averageLosingTrade: number;
profitFactor: number;
dailyReturns: Array<{ date: Date; return: number }>;
trades: Array<{
symbol: string;
entryTime: Date;
entryPrice: number;
exitTime: Date;
exitPrice: number;
quantity: number;
pnl: number;
pnlPercent: number;
}>;
// Advanced metrics
sortinoRatio?: number;
calmarRatio?: number;
omegaRatio?: number;
cagr?: number;
volatility?: number;
ulcerIndex?: number;
}
interface ApiResponse<T> {
success: boolean;
data: T;
error?: string;
}
@Injectable({
providedIn: 'root'
})
export class StrategyService {
private apiBaseUrl = '/api'; // Will be proxied to the correct backend endpoint
constructor(private http: HttpClient) { }
// Strategy Management
getStrategies(): Observable<ApiResponse<TradingStrategy[]>> {
return this.http.get<ApiResponse<TradingStrategy[]>>(`${this.apiBaseUrl}/strategies`);
}
getStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
return this.http.get<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}`);
}
createStrategy(strategy: Partial<TradingStrategy>): Observable<ApiResponse<TradingStrategy>> {
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies`, strategy);
}
updateStrategy(id: string, updates: Partial<TradingStrategy>): Observable<ApiResponse<TradingStrategy>> {
return this.http.put<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}`, updates);
}
startStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}/start`, {});
}
stopStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}/stop`, {});
}
pauseStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}/pause`, {});
}
// Backtest Management
getStrategyTypes(): Observable<ApiResponse<string[]>> {
return this.http.get<ApiResponse<string[]>>(`${this.apiBaseUrl}/strategy-types`);
}
getStrategyParameters(type: string): Observable<ApiResponse<Record<string, any>>> {
return this.http.get<ApiResponse<Record<string, any>>>(`${this.apiBaseUrl}/strategy-parameters/${type}`);
}
runBacktest(request: BacktestRequest): Observable<ApiResponse<BacktestResult>> {
return this.http.post<ApiResponse<BacktestResult>>(`${this.apiBaseUrl}/backtest`, request);
}
getBacktestResult(id: string): Observable<ApiResponse<BacktestResult>> {
return this.http.get<ApiResponse<BacktestResult>>(`${this.apiBaseUrl}/backtest/${id}`);
}
optimizeStrategy(
baseRequest: BacktestRequest,
parameterGrid: Record<string, any[]>
): Observable<ApiResponse<Array<BacktestResult & { parameters: Record<string, any> }>>> {
return this.http.post<ApiResponse<Array<BacktestResult & { parameters: Record<string, any> }>>>(
`${this.apiBaseUrl}/backtest/optimize`,
{ baseRequest, parameterGrid }
);
}
// Strategy Signals and Trades
getStrategySignals(strategyId: string): Observable<ApiResponse<Array<{
id: string;
strategyId: string;
symbol: string;
action: string;
price: number;
quantity: number;
timestamp: Date;
confidence: number;
metadata?: any;
}>>> {
return this.http.get<ApiResponse<any[]>>(`${this.apiBaseUrl}/strategies/${strategyId}/signals`);
}
getStrategyTrades(strategyId: string): Observable<ApiResponse<Array<{
id: string;
strategyId: string;
symbol: string;
entryPrice: number;
entryTime: Date;
exitPrice: number;
exitTime: Date;
quantity: number;
pnl: number;
pnlPercent: number;
}>>> {
return this.http.get<ApiResponse<any[]>>(`${this.apiBaseUrl}/strategies/${strategyId}/trades`);
}
// Helper methods for common transformations
formatBacktestRequest(formData: any): BacktestRequest {
// Handle date formatting and parameter conversion
return {
...formData,
startDate: formData.startDate instanceof Date ? formData.startDate.toISOString() : formData.startDate,
endDate: formData.endDate instanceof Date ? formData.endDate.toISOString() : formData.endDate,
strategyParams: this.convertParameterTypes(formData.strategyType, formData.strategyParams)
};
}
private convertParameterTypes(strategyType: string, params: Record<string, any>): Record<string, any> {
// Convert string parameters to correct types based on strategy requirements
const result: Record<string, any> = {};
for (const [key, value] of Object.entries(params)) {
if (typeof value === 'string') {
// Try to convert to number if it looks like a number
if (!isNaN(Number(value))) {
result[key] = Number(value);
} else if (value.toLowerCase() === 'true') {
result[key] = true;
} else if (value.toLowerCase() === 'false') {
result[key] = false;
} else {
result[key] = value;
}
} else {
result[key] = value;
}
}
return result;
}
}

View file

@ -136,7 +136,6 @@ export class WebSocketService {
map(message => message.data as RiskAlert)
);
}
// Strategy Updates
getStrategyUpdates(): Observable<any> {
const subject = this.messageSubjects.get('strategyOrchestrator');
@ -150,6 +149,52 @@ export class WebSocketService {
);
}
// Strategy Signals
getStrategySignals(strategyId?: string): Observable<any> {
const subject = this.messageSubjects.get('strategyOrchestrator');
if (!subject) {
throw new Error('Strategy Orchestrator WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message =>
message.type === 'strategy_signal' &&
(!strategyId || message.data.strategyId === strategyId)
),
map(message => message.data)
);
}
// Strategy Trades
getStrategyTrades(strategyId?: string): Observable<any> {
const subject = this.messageSubjects.get('strategyOrchestrator');
if (!subject) {
throw new Error('Strategy Orchestrator WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message =>
message.type === 'strategy_trade' &&
(!strategyId || message.data.strategyId === strategyId)
),
map(message => message.data)
);
}
// All strategy-related messages, useful for components that need all types
getAllStrategyMessages(): Observable<WebSocketMessage> {
const subject = this.messageSubjects.get('strategyOrchestrator');
if (!subject) {
throw new Error('Strategy Orchestrator WebSocket not initialized');
}
return subject.asObservable().pipe(
filter(message =>
message.type.startsWith('strategy_')
)
);
}
// Send messages
sendMessage(serviceName: string, message: any) {
const ws = this.connections.get(serviceName);

View file

@ -0,0 +1,244 @@
import { TestBed, ComponentFixture, fakeAsync, tick } from '@angular/core/testing';
import { WebSocketService } from '../../services/websocket.service';
import { StrategyService, TradingStrategy } from '../../services/strategy.service';
import { StrategyDetailsComponent } from '../../pages/strategies/strategy-details/strategy-details.component';
import { HttpClientTestingModule } from '@angular/common/http/testing';
import { MatDialogModule } from '@angular/material/dialog';
import { CommonModule } from '@angular/common';
import { BehaviorSubject, Subject } from 'rxjs';
import { WebSocketMessage } from '../../services/websocket.service';
describe('StrategyDetails WebSocket Integration', () => {
let component: StrategyDetailsComponent;
let fixture: ComponentFixture<StrategyDetailsComponent>;
let webSocketServiceSpy: jasmine.SpyObj<WebSocketService>;
let strategyServiceSpy: jasmine.SpyObj<StrategyService>;
// Mock data
const mockStrategy: TradingStrategy = {
id: 'test-strategy',
name: 'Test Strategy',
description: 'A test strategy',
status: 'INACTIVE',
type: 'MovingAverageCrossover',
symbols: ['AAPL', 'MSFT', 'GOOGL'],
parameters: {
shortPeriod: 10,
longPeriod: 30
},
performance: {
totalTrades: 100,
winRate: 0.6,
totalReturn: 0.15,
sharpeRatio: 1.2,
maxDrawdown: 0.05
},
createdAt: new Date('2023-01-01'),
updatedAt: new Date('2023-01-10')
};
// Create mock subjects for WebSocket messages
const mockStrategySubject = new Subject<WebSocketMessage>();
beforeEach(async () => {
// Create spies for services
webSocketServiceSpy = jasmine.createSpyObj('WebSocketService', [
'getStrategyUpdates',
'getStrategySignals',
'getStrategyTrades',
'getAllStrategyMessages',
'sendMessage'
]);
strategyServiceSpy = jasmine.createSpyObj('StrategyService', [
'startStrategy',
'stopStrategy',
'pauseStrategy'
]);
// Setup spy return values
webSocketServiceSpy.getStrategyUpdates.and.returnValue(mockStrategySubject.asObservable());
webSocketServiceSpy.getStrategySignals.and.returnValue(mockStrategySubject.asObservable());
webSocketServiceSpy.getStrategyTrades.and.returnValue(mockStrategySubject.asObservable());
webSocketServiceSpy.getAllStrategyMessages.and.returnValue(mockStrategySubject.asObservable());
strategyServiceSpy.startStrategy.and.returnValue(
new BehaviorSubject({ success: true, data: { ...mockStrategy, status: 'ACTIVE' } })
);
strategyServiceSpy.pauseStrategy.and.returnValue(
new BehaviorSubject({ success: true, data: { ...mockStrategy, status: 'PAUSED' } })
);
strategyServiceSpy.stopStrategy.and.returnValue(
new BehaviorSubject({ success: true, data: { ...mockStrategy, status: 'INACTIVE' } })
);
await TestBed.configureTestingModule({
imports: [
CommonModule,
HttpClientTestingModule,
MatDialogModule
],
declarations: [
StrategyDetailsComponent
],
providers: [
{ provide: WebSocketService, useValue: webSocketServiceSpy },
{ provide: StrategyService, useValue: strategyServiceSpy }
]
}).compileComponents();
fixture = TestBed.createComponent(StrategyDetailsComponent);
component = fixture.componentInstance;
component.strategy = { ...mockStrategy };
fixture.detectChanges();
});
it('should create', () => {
expect(component).toBeTruthy();
});
it('should subscribe to WebSocket updates when strategy changes', () => {
// Arrange & Act
component.ngOnChanges({
strategy: {
currentValue: mockStrategy,
previousValue: null,
firstChange: true,
isFirstChange: () => true
}
});
// Assert
expect(webSocketServiceSpy.getStrategySignals).toHaveBeenCalledWith(mockStrategy.id);
expect(webSocketServiceSpy.getStrategyTrades).toHaveBeenCalledWith(mockStrategy.id);
});
it('should update signals when receiving new signal WebSocket message', fakeAsync(() => {
// Arrange
component.signals = [];
component.ngOnChanges({
strategy: {
currentValue: mockStrategy,
previousValue: null,
firstChange: true,
isFirstChange: () => true
}
});
// Act: Simulate receiving a WebSocket signal message
const mockSignal = {
type: 'strategy_signal',
timestamp: new Date().toISOString(),
data: {
strategyId: mockStrategy.id,
symbol: 'AAPL',
action: 'BUY',
price: 150.5,
quantity: 10,
confidence: 0.85
}
};
mockStrategySubject.next(mockSignal);
tick();
// Assert
expect(component.signals.length).toBeGreaterThan(0);
expect(component.signals[0].symbol).toBe('AAPL');
expect(component.signals[0].action).toBe('BUY');
}));
it('should update trades when receiving new trade WebSocket message', fakeAsync(() => {
// Arrange
component.trades = [];
component.ngOnChanges({
strategy: {
currentValue: mockStrategy,
previousValue: null,
firstChange: true,
isFirstChange: () => true
}
});
// Act: Simulate receiving a WebSocket trade message
const mockTrade = {
type: 'strategy_trade',
timestamp: new Date().toISOString(),
data: {
strategyId: mockStrategy.id,
symbol: 'MSFT',
entryPrice: 290.50,
entryTime: new Date().toISOString(),
exitPrice: 295.25,
exitTime: new Date().toISOString(),
quantity: 5,
pnl: 23.75,
pnlPercent: 1.63
}
};
mockStrategySubject.next(mockTrade);
tick();
// Assert
expect(component.trades.length).toBeGreaterThan(0);
expect(component.trades[0].symbol).toBe('MSFT');
expect(component.trades[0].pnl).toBeCloseTo(23.75);
}));
it('should update strategy status when receiving status update message', fakeAsync(() => {
// Arrange
component.strategy = { ...mockStrategy, status: 'INACTIVE' };
component.ngOnChanges({
strategy: {
currentValue: component.strategy,
previousValue: null,
firstChange: true,
isFirstChange: () => true
}
});
// Act: Simulate receiving a WebSocket status update message
const mockStatusUpdate = {
type: 'strategy_update',
timestamp: new Date().toISOString(),
data: {
strategyId: mockStrategy.id,
status: 'ACTIVE'
}
};
mockStrategySubject.next(mockStatusUpdate);
tick();
// Assert
expect(component.strategy.status).toBe('ACTIVE');
}));
it('should call startStrategy service method when activateStrategy is called', () => {
// Arrange & Act
component.activateStrategy();
// Assert
expect(strategyServiceSpy.startStrategy).toHaveBeenCalledWith(mockStrategy.id);
expect(component.strategy.status).toBe('ACTIVE');
});
it('should call pauseStrategy service method when pauseStrategy is called', () => {
// Arrange & Act
component.pauseStrategy();
// Assert
expect(strategyServiceSpy.pauseStrategy).toHaveBeenCalledWith(mockStrategy.id);
expect(component.strategy.status).toBe('PAUSED');
});
it('should call stopStrategy service method when stopStrategy is called', () => {
// Arrange & Act
component.stopStrategy();
// Assert
expect(strategyServiceSpy.stopStrategy).toHaveBeenCalledWith(mockStrategy.id);
expect(component.strategy.status).toBe('INACTIVE');
});
});

View file

@ -0,0 +1,87 @@
# Enhanced Separation of Concerns
This guide describes how the project architecture has been improved to better separate concerns through a modular libs structure.
## New Library Structure
We've reorganized the project's shared libraries for improved maintainability:
### 1. Shared Types (`@stock-bot/shared-types`)
Types are now organized by domain:
```
libs/shared-types/
├── src/
│ ├── market/ # Market data types (OHLCV, OrderBook)
│ ├── trading/ # Trading types (Orders, Positions)
│ ├── strategy/ # Strategy and signal types
│ ├── events/ # Event definitions
│ ├── api/ # API response/request types
│ └── config/ # Configuration types
```
### 2. Event Bus (`@stock-bot/event-bus`)
A consistent event publishing system:
```
libs/event-bus/
├── src/
│ ├── EventBus.ts # Core event bus implementation
│ └── index.ts # Public API
```
### 3. Utils (`@stock-bot/utils`)
Shared utility functions:
```
libs/utils/
├── src/
│ ├── dateUtils.ts # Date manipulation helpers
│ ├── financialUtils.ts # Financial calculations
│ ├── logger.ts # Standardized logging
│ └── index.ts # Public API
```
### 4. API Client (`@stock-bot/api-client`)
Type-safe service clients:
```
libs/api-client/
├── src/
│ ├── BaseApiClient.ts # Common HTTP client logic
│ ├── BacktestClient.ts # Backtest service client
│ ├── StrategyClient.ts # Strategy service client
│ └── index.ts # Public API
```
## Service Architecture Improvements
The intelligence services have been split into focused services:
1. `strategy-orchestrator`: Core strategy management
2. `backtest-engine`: Dedicated historical testing
3. `signal-engine`: Signal generation
This provides:
- Better scaling for resource-intensive operations
- Focused codebases for each concern
- Independent deployment cycles
- Clear service boundaries
## Usage Guidelines
- Use the shared types library for all data models
- Use the event bus for inter-service communication
- Use the API clients for direct service calls
- Use utility functions instead of duplicating common code
## Next Steps
1. Continue migrating services to use the new libraries
2. Add comprehensive tests for each library
3. Create a complete API gateway for external access
4. Document service boundaries with OpenAPI schemas

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