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work on new engine

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This commit is contained in:
Boki 2025-07-04 11:24:27 -04:00
parent 44476da13f
commit a1e5a21847
126 changed files with 3425 additions and 6695 deletions
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10
apps/stock/orchestrator/src/backtest/RustBacktestAdapter.ts
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@ -1,9 +1,9 @@
import { EventEmitter } from 'events';
import { IServiceContainer } from '@stock-bot/di';
import { BacktestEngine as RustEngine } from '@stock-bot/core';
import { BacktestConfig, BacktestResult } from '../types';
import { BacktestEngine as RustEngine } from '@stock-bot/engine';
import { EventEmitter } from 'events';
import { StorageService } from '../services/StorageService';
import { StrategyExecutor, SMACrossoverStrategy } from '../strategies/StrategyExecutor';
import { SMACrossoverStrategy, StrategyExecutor } from '../strategies/StrategyExecutor';
import { BacktestConfig, BacktestResult } from '../types';
/**
* Adapter that bridges the orchestrator with the Rust backtest engine
@ -208,7 +208,7 @@ export class RustBacktestAdapter extends EventEmitter {
}
private registerStrategy(strategyName: string, parameters: any): void {
if (!this.currentEngine) return;
if (!this.currentEngine) {return;}
this.container.logger.info('Registering strategy', {
strategyName,

8
apps/stock/orchestrator/src/backtest/RustBacktestEngine.ts
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@ -1,8 +1,8 @@
import { BacktestEngine as RustEngine } from '@stock-bot/core';
import { RustStrategy } from '../strategies/RustStrategy';
import { MarketData, BacktestConfig } from '../types';
import { StorageService } from '../services/StorageService';
import { IServiceContainer } from '@stock-bot/di';
import { BacktestEngine as RustEngine } from '@stock-bot/engine';
import { StorageService } from '../services/StorageService';
import { RustStrategy } from '../strategies/RustStrategy';
import { BacktestConfig } from '../types';
export interface RustBacktestConfig {
name: string;

12
apps/stock/orchestrator/src/core/ModeManager.ts
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@ -1,10 +1,10 @@
import { TradingEngine } from '@stock-bot/core';
import { IServiceContainer } from '@stock-bot/di';
import { TradingMode, ModeConfig, BacktestConfigSchema, PaperConfigSchema, LiveConfigSchema } from '../types';
import { MarketDataService } from '../services/MarketDataService';
import { ExecutionService } from '../services/ExecutionService';
import { StorageService } from '../services/StorageService';
import { TradingEngine } from '@stock-bot/engine';
import { EventEmitter } from 'events';
import { ExecutionService } from '../services/ExecutionService';
import { MarketDataService } from '../services/MarketDataService';
import { StorageService } from '../services/StorageService';
import { BacktestConfigSchema, LiveConfigSchema, ModeConfig, PaperConfigSchema, TradingMode } from '../types';
export class ModeManager extends EventEmitter {
private mode: TradingMode = 'paper';
@ -148,7 +148,7 @@ export class ModeManager extends EventEmitter {
}
async shutdown(): Promise<void> {
if (!this.isInitialized) return;
if (!this.isInitialized) {return;}
this.container.logger.info(`Shutting down ${this.mode} mode...`);

6
apps/stock/orchestrator/src/indicators/TechnicalAnalysis.ts
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@ -1,4 +1,4 @@
import { TechnicalIndicators, IncrementalSMA, IncrementalEMA, IncrementalRSI, MacdResult, BollingerBandsResult, StochasticResult } from '@stock-bot/core';
import { BollingerBandsResult, IncrementalEMA, IncrementalRSI, IncrementalSMA, MacdResult, StochasticResult, TechnicalIndicators } from '@stock-bot/engine';
/**
* Wrapper class for the Rust TA library with TypeScript-friendly interfaces
@ -57,7 +57,7 @@ export class TechnicalAnalysis {
// Helper to check for crossovers
static crossover(series1: number[], series2: number[]): boolean {
if (series1.length < 2 || series2.length < 2) return false;
if (series1.length < 2 || series2.length < 2) {return false;}
const prev1 = series1[series1.length - 2];
const curr1 = series1[series1.length - 1];
const prev2 = series2[series2.length - 2];
@ -66,7 +66,7 @@ export class TechnicalAnalysis {
}
static crossunder(series1: number[], series2: number[]): boolean {
if (series1.length < 2 || series2.length < 2) return false;
if (series1.length < 2 || series2.length < 2) {return false;}
const prev1 = series1[series1.length - 2];
const curr1 = series1[series1.length - 1];
const prev2 = series2[series2.length - 2];

7
apps/stock/orchestrator/src/services/ExecutionService.ts
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@ -1,9 +1,8 @@
import { IServiceContainer } from '@stock-bot/di';
import { TradingEngine } from '@stock-bot/engine';
import { EventEmitter } from 'events';
import { v4 as uuidv4 } from 'uuid';
import { IServiceContainer } from '@stock-bot/di';
import { ModeConfig, OrderRequest, OrderRequestSchema } from '../types';
import { TradingEngine } from '@stock-bot/core';
import axios from 'axios';
import { StorageService } from './StorageService';
interface ExecutionReport {
@ -233,7 +232,7 @@ export class ExecutionService extends EventEmitter {
}
private async processFills(executionReport: ExecutionReport): Promise<void> {
if (!this.tradingEngine) return;
if (!this.tradingEngine) {return;}
for (const fill of executionReport.fills) {
// Update position in engine

2
apps/stock/orchestrator/src/strategies/RustStrategy.ts
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@ -1,4 +1,4 @@
import { BacktestEngine } from '@stock-bot/core';
import { BacktestEngine } from '@stock-bot/engine';
import { MarketData } from '../types';
export interface Signal {

6
apps/stock/orchestrator/src/strategies/StrategyManager.ts
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@ -1,8 +1,8 @@
import { EventEmitter } from 'events';
import { IServiceContainer } from '@stock-bot/di';
import { MarketData, StrategyConfig, OrderRequest } from '../types';
import { TradingEngine } from '@stock-bot/engine';
import { EventEmitter } from 'events';
import { MarketData, OrderRequest, StrategyConfig } from '../types';
import { BaseStrategy } from './BaseStrategy';
import { TradingEngine } from '@stock-bot/core';
export class StrategyManager extends EventEmitter {
private strategies = new Map<string, BaseStrategy>();