small fixes for backtest

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

@@ -0,0 +1,84 @@
+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 runBacktestWithDetailedLogging() {
+  // Create service container
+  const container: IServiceContainer = {
+    logger,
+    custom: {}
+  };
+
+  // Initialize services
+  const storageService = new StorageService();
+  const marketDataService = new MarketDataService(container);
+  const executionService = new ExecutionService(container);
+  const modeManager = new ModeManager(container);
+  const strategyManager = new StrategyManager(container);
+
+  // Set services in container
+  container.custom = {
+    MarketDataService: marketDataService,
+    ExecutionService: executionService,
+    ModeManager: modeManager,
+    StorageService: storageService
+  };
+
+  // Set backtest mode
+  await modeManager.setMode('backtest', {
+    startTime: new Date('2020-01-01').getTime(),
+    endTime: new Date('2025-01-01').getTime(),
+    speedMultiplier: 1
+  });
+
+  // Create backtest engine
+  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
+
+  // Configure backtest
+  const config = {
+    name: 'SMA Crossover Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL', 'GOOGL', 'MSFT'],
+    startDate: '2020-01-01',
+    endDate: '2025-01-01',
+    initialCapital: 100000,
+    commission: 0.001,
+    slippage: 0.0001,
+    dataFrequency: '1d'
+  };
+
+  logger.info('Starting backtest with configuration:', config);
+
+  try {
+    const result = await backtestEngine.runBacktest(config);
+    
+    logger.info('=== BACKTEST RESULTS ===');
+    logger.info(`Total Trades: ${result.metrics.totalTrades}`);
+    logger.info(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
+    logger.info(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    logger.info(`Sharpe Ratio: ${result.metrics.sharpeRatio.toFixed(2)}`);
+    logger.info(`Max Drawdown: ${result.metrics.maxDrawdown.toFixed(2)}%`);
+    
+    logger.info('\n=== TRADE HISTORY ===');
+    result.trades.forEach((trade, i) => {
+      logger.info(`Trade ${i + 1}:`);
+      logger.info(`  Symbol: ${trade.symbol}`);
+      logger.info(`  Entry: ${trade.entryDate} @ $${trade.entryPrice.toFixed(2)}`);
+      logger.info(`  Exit: ${trade.exitDate} @ $${trade.exitPrice.toFixed(2)}`);
+      logger.info(`  P&L: $${trade.pnl.toFixed(2)} (${trade.pnlPercent.toFixed(2)}%)`);
+    });
+
+  } catch (error) {
+    logger.error('Backtest failed:', error);
+  }
+}
+
+// Run the test
+runBacktestWithDetailedLogging().catch(console.error);