finished initial backtest / engine

apps/stock/orchestrator/test-full-flow.ts

@@ -0,0 +1,93 @@
+#!/usr/bin/env bun
+
+/**
+ * Test the full flow from market data to trade execution
+ */
+
+import { SimpleMovingAverageCrossover } from './src/strategies/examples/SimpleMovingAverageCrossover';
+import { BaseStrategy } from './src/strategies/BaseStrategy';
+import { MarketData } from './src/types';
+import { getLogger } from '@stock-bot/logger';
+
+const logger = getLogger('test-flow');
+
+async function testFullFlow() {
+  console.log('Testing full flow from market data to orders...\n');
+  
+  // Create strategy
+  const config = {
+    id: 'test-sma',
+    name: 'Test SMA',
+    enabled: true,
+    symbols: ['AAPL'],
+    allocation: 1.0
+  };
+  
+  const strategy = new SimpleMovingAverageCrossover(config, null, null);
+  
+  let signalCount = 0;
+  let orderCount = 0;
+  
+  // Listen for signals
+  strategy.on('signal', (signal) => {
+    signalCount++;
+    logger.info(`Signal #${signalCount}:`, signal);
+  });
+  
+  // Listen for orders
+  strategy.on('order', (order) => {
+    orderCount++;
+    logger.info(`Order #${orderCount}:`, order);
+  });
+  
+  await strategy.start();
+  
+  // Generate 50 days of data with a clear uptrend after day 20
+  logger.info('Generating market data with uptrend...');
+  
+  for (let day = 0; day < 50; day++) {
+    const basePrice = 100;
+    let price = basePrice;
+    
+    // Create a clear uptrend after day 20
+    if (day > 20) {
+      price = basePrice + (day - 20) * 0.5; // 50 cents per day uptrend
+    } else {
+      price = basePrice + Math.sin(day * 0.3) * 2; // Sideways
+    }
+    
+    const marketData: MarketData = {
+      type: 'bar',
+      data: {
+        symbol: 'AAPL',
+        open: price - 0.5,
+        high: price + 0.5,
+        low: price - 1,
+        close: price,
+        volume: 1000000,
+        timestamp: Date.now() + day * 86400000
+      }
+    };
+    
+    // Process the data
+    await strategy.onMarketData(marketData);
+    
+    if (day === 19) {
+      logger.info(`Day 19: Last day before uptrend, price = ${price}`);
+    }
+    if (day === 25) {
+      logger.info(`Day 25: Should see golden cross soon, price = ${price}`);
+    }
+  }
+  
+  await strategy.stop();
+  
+  console.log('\n=== Test Results ===');
+  console.log(`Total signals generated: ${signalCount}`);
+  console.log(`Total orders generated: ${orderCount}`);
+  
+  const perf = strategy.getPerformance();
+  console.log('Strategy performance:', perf);
+}
+
+testFullFlow().catch(console.error);