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finished initial backtest / engine

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Boki 2025-07-03 12:49:22 -04:00
parent 55b4ca78c9
commit c106a719e8
18 changed files with 1571 additions and 180 deletions
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20
apps/stock/orchestrator/src/strategies/BaseStrategy.ts
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@ -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'
};