finished initial backtest / engine

apps/stock/orchestrator/src/strategies/BaseStrategy.ts

@@ -74,7 +74,10 @@ export abstract class BaseStrategy extends EventEmitter {
 
   // Market data handling
   async onMarketData(data: MarketData): Promise<void> {
-    if (!this.isActive) return;
+    if (!this.isActive) {
+      logger.info(`[BaseStrategy] Strategy ${this.config.id} received market data but is not active`);
+      return;
+    }
     
     try {
       // Update any indicators or state
@@ -210,20 +213,27 @@ export abstract class BaseStrategy extends EventEmitter {
     // Check if we already have a position
     const currentPosition = this.getPosition(signal.symbol);
     
+    // Use quantity from signal metadata if provided
+    const quantity = signal.metadata?.quantity || this.calculatePositionSize(signal);
+    
+    logger.info(`[BaseStrategy] Converting signal to order: ${signal.type} ${quantity} ${signal.symbol}, current position: ${currentPosition}`);
+    
     // Simple logic - can be overridden by specific strategies
-    if (signal.type === 'buy' && currentPosition <= 0) {
+    if (signal.type === 'buy') {
+      // Allow buying to open long or close short
       return {
         symbol: signal.symbol,
         side: 'buy',
-        quantity: this.calculatePositionSize(signal),
+        quantity: quantity,
         orderType: 'market',
         timeInForce: 'DAY'
       };
-    } else if (signal.type === 'sell' && currentPosition >= 0) {
+    } else if (signal.type === 'sell') {
+      // Allow selling to close long or open short
       return {
         symbol: signal.symbol,
         side: 'sell',
-        quantity: this.calculatePositionSize(signal),
+        quantity: quantity,
         orderType: 'market',
         timeInForce: 'DAY'
       };

apps/stock/orchestrator/src/strategies/StrategyManager.ts

@@ -163,6 +163,12 @@ export class StrategyManager extends EventEmitter {
 
   private async handleMarketData(data: MarketData): Promise<void> {
     // Forward to all active strategies
+    if (this.activeStrategies.size === 0) {
+      this.container.logger.info(`[StrategyManager] No active strategies to process market data! All strategies: ${Array.from(this.strategies.keys()).join(', ')}`);
+    } else {
+      this.container.logger.info(`[StrategyManager] Forwarding market data to ${this.activeStrategies.size} active strategies: ${Array.from(this.activeStrategies).join(', ')}`);
+    }
+    
     for (const strategyId of this.activeStrategies) {
       const strategy = this.strategies.get(strategyId);
       if (strategy) {
@@ -267,6 +273,10 @@ export class StrategyManager extends EventEmitter {
   getStrategy(strategyId: string): BaseStrategy | undefined {
     return this.strategies.get(strategyId);
   }
+  
+  getAllStrategies(): BaseStrategy[] {
+    return Array.from(this.strategies.values());
+  }
 
   async shutdown(): Promise<void> {
     this.container.logger.info('Shutting down strategy manager...');

apps/stock/orchestrator/src/strategies/examples/SimpleMovingAverageCrossover.ts

@@ -7,6 +7,7 @@ const logger = getLogger('SimpleMovingAverageCrossover');
 export class SimpleMovingAverageCrossover extends BaseStrategy {
   private priceHistory = new Map<string, number[]>();
   private lastTradeTime = new Map<string, number>();
+  private barCount = new Map<string, number>();
   private totalSignals = 0;
   
   // Strategy parameters
@@ -30,12 +31,17 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
     // Update price history
     if (!this.priceHistory.has(symbol)) {
       this.priceHistory.set(symbol, []);
+      this.barCount.set(symbol, 0);
       logger.info(`📊 Starting to track ${symbol} @ ${price}`);
     }
     
     const history = this.priceHistory.get(symbol)!;
     history.push(price);
     
+    // Increment bar count
+    const currentBar = (this.barCount.get(symbol) || 0) + 1;
+    this.barCount.set(symbol, currentBar);
+    
     // Keep only needed history
     if (history.length > this.SLOW_PERIOD * 2) {
       history.shift();
@@ -74,8 +80,9 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
     const timestamp = new Date(data.data.timestamp).toISOString().split('T')[0];
     
     // Check minimum holding period
+    const currentBar = this.barCount.get(symbol) || 0;
     const lastTradeBar = this.lastTradeTime.get(symbol) || 0;
-    const barsSinceLastTrade = lastTradeBar > 0 ? history.length - lastTradeBar : Number.MAX_SAFE_INTEGER;
+    const barsSinceLastTrade = lastTradeBar > 0 ? currentBar - lastTradeBar : Number.MAX_SAFE_INTEGER;
     
     // Detect crossovers FIRST
     const goldenCross = prevFastMA <= prevSlowMA && fastMA > slowMA;
@@ -87,7 +94,7 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
     const masAreClose = Math.abs(maDiffPct) < 1.0; // Within 1%
     
     if (history.length % this.DEBUG_INTERVAL === 0 || masAreClose || goldenCross || deathCross) {
-      logger.info(`${symbol} @ ${timestamp} [Bar ${history.length}]:`);
+      logger.info(`${symbol} @ ${timestamp} [Bar ${currentBar}]:`);
       logger.info(`  Price: $${currentPrice.toFixed(2)}`);
       logger.info(`  Fast MA (${this.FAST_PERIOD}): $${fastMA.toFixed(2)}`);
       logger.info(`  Slow MA (${this.SLOW_PERIOD}): $${slowMA.toFixed(2)}`);
@@ -131,7 +138,7 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
           }
         };
         
-        this.lastTradeTime.set(symbol, history.length);
+        this.lastTradeTime.set(symbol, currentBar);
         this.totalSignals++;
         logger.info(`👉 Total signals generated: ${this.totalSignals}`);
         return signal;
@@ -160,7 +167,7 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
           }
         };
         
-        this.lastTradeTime.set(symbol, history.length);
+        this.lastTradeTime.set(symbol, currentBar);
         this.totalSignals++;
         logger.info(`👉 Total signals generated: ${this.totalSignals}`);
         return signal;
@@ -194,7 +201,7 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
           }
         };
         
-        this.lastTradeTime.set(symbol, history.length);
+        this.lastTradeTime.set(symbol, currentBar);
         this.totalSignals++;
         logger.info(`👉 Total signals generated: ${this.totalSignals}`);
         return signal;
@@ -222,7 +229,7 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
           }
         };
         
-        this.lastTradeTime.set(symbol, history.length);
+        this.lastTradeTime.set(symbol, currentBar);
         this.totalSignals++;
         logger.info(`👉 Total signals generated: ${this.totalSignals}`);
         return signal;