finished initial backtest / engine

apps/stock/orchestrator/test-backtest-simple.ts

@@ -0,0 +1,70 @@
+#!/usr/bin/env bun
+
+/**
+ * Simple backtest test without full container
+ */
+
+import { BacktestEngine } from './src/backtest/BacktestEngine';
+import { StrategyManager } from './src/strategies/StrategyManager';
+import { StorageService } from './src/services/StorageService';
+import { getLogger } from '@stock-bot/logger';
+
+async function runSimpleBacktest() {
+  console.log('Running simple backtest test...\n');
+  
+  // Create minimal container
+  const logger = getLogger('test');
+  const container = {
+    logger,
+    custom: {}
+  };
+  
+  // Create services
+  const storageService = new StorageService(container as any);
+  const strategyManager = new StrategyManager(container as any);
+  
+  // Initialize strategy
+  await strategyManager.initializeStrategies([{
+    id: 'test-sma',
+    name: 'sma-crossover',
+    enabled: true,
+    symbols: ['AAPL'],
+    allocation: 1.0
+  }]);
+  
+  // Create backtest engine
+  const backtestEngine = new BacktestEngine(container as any, storageService, strategyManager);
+  
+  const config = {
+    mode: 'backtest',
+    name: 'Simple SMA Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-03-01T00:00:00Z',  // Just 2 months
+    initialCapital: 100000,
+    dataFrequency: '1d',
+    commission: 0.001,
+    slippage: 0.0001
+  };
+  
+  try {
+    const result = await backtestEngine.runBacktest(config);
+    
+    console.log('\nBacktest Results:');
+    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    console.log(`Total Trades: ${result.metrics.totalTrades}`);
+    console.log(`Trades in history: ${result.trades.length}`);
+    console.log(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
+    
+    console.log('\nTrade Details:');
+    result.trades.forEach((trade, i) => {
+      console.log(`Trade ${i + 1}: ${trade.side} ${trade.quantity} @ $${trade.entryPrice.toFixed(2)} -> $${trade.exitPrice.toFixed(2)} (P&L: $${trade.pnl.toFixed(2)})`);
+    });
+    
+  } catch (error) {
+    console.error('Backtest failed:', error);
+  }
+}
+
+runSimpleBacktest().catch(console.error);