fixed porfolio value

apps/stock/orchestrator/test-equity-curve-spike.ts

@@ -0,0 +1,95 @@
+import { createContainer } from './src/simple-container';
+import { BacktestEngine } from './src/backtest/BacktestEngine';
+import { StrategyManager } from './src/strategies/StrategyManager';
+import { StorageService } from './src/services/StorageService';
+
+async function testEquityCurveSpikeFixture() {
+  console.log('Testing equity curve spike fix...\n');
+  
+  // Create minimal container
+  const container = await createContainer({
+    database: {
+      mongodb: { enabled: false, uri: '' },
+      postgres: { enabled: false, uri: '' },
+      questdb: { enabled: false, host: '', port: 0 }
+    }
+  });
+  
+  // Create services
+  const storageService = new StorageService(container);
+  const strategyManager = new StrategyManager(container);
+  
+  // Create backtest engine
+  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
+  
+  // Run a quick backtest
+  const config = {
+    mode: 'backtest',
+    name: 'Equity Curve Spike Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-01-31T00:00:00Z',  // Just one month
+    initialCapital: 100000,
+    commission: 0.001,
+    slippage: 0.0001,
+    dataFrequency: '1d',
+    speed: 'max'
+  };
+  
+  console.log('Running backtest...');
+  const result = await backtestEngine.runBacktest(config);
+  
+  // Check the equity curve
+  console.log('\n=== Equity Curve Analysis ===');
+  console.log(`Initial Capital: $${config.initialCapital}`);
+  console.log(`Total equity points: ${result.equity.length}`);
+  
+  if (result.equity.length > 0) {
+    // Check first few points
+    console.log('\nFirst 5 equity curve points:');
+    result.equity.slice(0, 5).forEach((point, index) => {
+      console.log(`${index + 1}. ${point.date}: $${point.value.toFixed(2)}`);
+    });
+    
+    // Check for spike
+    const firstValue = result.equity[0].value;
+    const secondValue = result.equity.length > 1 ? result.equity[1].value : firstValue;
+    
+    console.log(`\nFirst equity value: $${firstValue.toFixed(2)}`);
+    console.log(`Second equity value: $${secondValue.toFixed(2)}`);
+    
+    // Check if there's a spike from 0 to initial capital
+    if (firstValue === 0 || firstValue < config.initialCapital * 0.5) {
+      console.log('\n❌ SPIKE DETECTED: First equity value is too low!');
+    } else if (Math.abs(firstValue - config.initialCapital) < 1) {
+      console.log('\n✅ NO SPIKE: First equity value correctly starts at initial capital!');
+    } else {
+      console.log(`\n⚠️  First equity value differs from initial capital by $${Math.abs(firstValue - config.initialCapital).toFixed(2)}`);
+    }
+    
+    // Check for duplicate timestamps
+    const timestamps = new Set();
+    let duplicates = 0;
+    result.equity.forEach(point => {
+      if (timestamps.has(point.date)) {
+        duplicates++;
+      }
+      timestamps.add(point.date);
+    });
+    
+    if (duplicates > 0) {
+      console.log(`\n⚠️  Found ${duplicates} duplicate timestamps in equity curve`);
+    } else {
+      console.log('\n✅ No duplicate timestamps found');
+    }
+  }
+  
+  console.log('\n=== Test Complete ===');
+  process.exit(0);
+}
+
+testEquityCurveSpikeFixture().catch(error => {
+  console.error('Test failed:', error);
+  process.exit(1);
+});