small fixes for backtest

apps/stock/orchestrator/examples/simple-backtest-test.ts

@@ -0,0 +1,115 @@
+import { BacktestEngine } from '../src/backtest/BacktestEngine';
+import { StrategyManager } from '../src/strategies/StrategyManager';
+import { StorageService } from '../src/services/StorageService';
+import { ModeManager } from '../src/core/ModeManager';
+import { MarketDataService } from '../src/services/MarketDataService';
+import { ExecutionService } from '../src/services/ExecutionService';
+import { IServiceContainer } from '@stock-bot/di';
+import { getLogger } from '@stock-bot/logger';
+
+const logger = getLogger('BacktestTest');
+
+async function runSimpleBacktest() {
+  // Create service container
+  const container: IServiceContainer = {
+    logger: {
+      info: (msg: string, ...args: any[]) => console.log('[INFO]', msg, ...args),
+      error: (msg: string, ...args: any[]) => console.error('[ERROR]', msg, ...args),
+      warn: (msg: string, ...args: any[]) => console.warn('[WARN]', msg, ...args),
+      debug: (msg: string, ...args: any[]) => console.log('[DEBUG]', msg, ...args),
+    } as any,
+    custom: {}
+  };
+
+  // Initialize services
+  const storageService = new StorageService();
+  const marketDataService = new MarketDataService(container);
+  const executionService = new ExecutionService(container);
+  const modeManager = new ModeManager(container, marketDataService, executionService, storageService);
+  const strategyManager = new StrategyManager(container);
+
+  // Set services in container
+  container.custom = {
+    MarketDataService: marketDataService,
+    ExecutionService: executionService,
+    ModeManager: modeManager,
+    StorageService: storageService
+  };
+
+  // Initialize backtest mode with full config
+  await modeManager.initializeMode({
+    mode: 'backtest',
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2024-01-01T00:00:00Z',
+    speed: 'max',
+    symbols: ['AAPL'],
+    initialCapital: 100000,
+    dataFrequency: '1d',
+    strategy: 'sma-crossover'
+  });
+
+  // Create backtest engine
+  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
+
+  // Configure backtest - shorter period for faster testing
+  const config = {
+    mode: 'backtest' as const,  // Add mode field
+    name: 'SMA Crossover Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],  // Just one symbol for simplicity
+    startDate: '2023-01-01T00:00:00Z',  // ISO datetime format
+    endDate: '2024-01-01T00:00:00Z',  // ISO datetime format
+    initialCapital: 100000,
+    commission: 0.001,
+    slippage: 0.0001,
+    dataFrequency: '1d' as const,
+    speed: 'max' as const
+  };
+
+  console.log('Starting backtest with configuration:', config);
+
+  try {
+    const result = await backtestEngine.runBacktest(config);
+    
+    console.log('\n=== BACKTEST RESULTS ===');
+    console.log(`Total Trades: ${result.metrics.totalTrades}`);
+    console.log(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
+    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    console.log(`Sharpe Ratio: ${result.metrics.sharpeRatio.toFixed(2)}`);
+    console.log(`Max Drawdown: ${result.metrics.maxDrawdown.toFixed(2)}%`);
+    
+    console.log('\n=== TRADE HISTORY ===');
+    if (result.trades.length === 0) {
+      console.log('No trades were executed!');
+    } else {
+      result.trades.forEach((trade, i) => {
+        console.log(`\nTrade ${i + 1}:`);
+        console.log(`  Symbol: ${trade.symbol}`);
+        console.log(`  Entry: ${trade.entryDate} @ $${trade.entryPrice.toFixed(2)}`);
+        console.log(`  Exit: ${trade.exitDate} @ $${trade.exitPrice.toFixed(2)}`);
+        console.log(`  P&L: $${trade.pnl.toFixed(2)} (${trade.pnlPercent.toFixed(2)}%)`);
+      });
+    }
+
+    // Show some equity curve data
+    console.log('\n=== EQUITY CURVE (first and last 5 points) ===');
+    const equityCurve = result.equity;
+    if (equityCurve.length > 0) {
+      equityCurve.slice(0, 5).forEach(point => {
+        console.log(`${point.date}: $${point.value.toFixed(2)}`);
+      });
+      if (equityCurve.length > 10) {
+        console.log('...');
+        equityCurve.slice(-5).forEach(point => {
+          console.log(`${point.date}: $${point.value.toFixed(2)}`);
+        });
+      }
+    }
+
+  } catch (error) {
+    console.error('Backtest failed:', error);
+  }
+}
+
+// Run the test
+runSimpleBacktest().catch(console.error);