finished initial backtest / engine

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

@@ -0,0 +1,80 @@
+#!/usr/bin/env bun
+
+/**
+ * Minimal test to debug order flow
+ */
+
+import { BacktestEngine } from './src/backtest/BacktestEngine';
+import { StrategyManager } from './src/strategies/StrategyManager';
+import { StorageService } from './src/services/StorageService';
+import { getLogger } from '@stock-bot/logger';
+import { TradingEngine } from '@stock-bot/core';
+import { ModeManager } from './src/core/ModeManager';
+import { MarketDataService } from './src/services/MarketDataService';
+import { ExecutionService } from './src/services/ExecutionService';
+
+async function testMinimalBacktest() {
+  console.log('=== Minimal Backtest Test ===\n');
+  
+  const logger = getLogger('test');
+  const container = {
+    logger,
+    custom: {}
+  };
+  
+  const storageService = new StorageService(container as any);
+  const marketDataService = new MarketDataService(container as any);
+  const executionService = new ExecutionService(container as any);
+  const modeManager = new ModeManager(container as any, marketDataService, executionService, storageService);
+  
+  // Add services to container
+  container.custom = {
+    ModeManager: modeManager,
+    MarketDataService: marketDataService,
+    ExecutionService: executionService
+  };
+  
+  const strategyManager = new StrategyManager(container as any);
+  
+  // Add debug logging to strategy manager
+  const origHandleMarketData = (strategyManager as any).handleMarketData;
+  (strategyManager as any).handleMarketData = async function(data: any) {
+    console.log(`>>> StrategyManager.handleMarketData called for ${data.data.symbol} @ ${data.data.close}`);
+    console.log(`    Active strategies: ${this.activeStrategies.size}`);
+    console.log(`    Strategy IDs: ${Array.from(this.activeStrategies).join(', ')}`);
+    return origHandleMarketData.call(this, data);
+  };
+  
+  const backtestEngine = new BacktestEngine(container as any, storageService, strategyManager);
+  
+  const config = {
+    mode: 'backtest' as const,
+    name: 'Minimal Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-02-15T00:00:00Z',  // 45 days to ensure we have enough data
+    initialCapital: 100000,
+    dataFrequency: '1d',
+    commission: 0.001,
+    slippage: 0.0001,
+    speed: 'max' as const
+  };
+  
+  // Initialize mode manager with backtest config
+  await modeManager.initializeMode(config);
+  
+  try {
+    const result = await backtestEngine.runBacktest(config);
+    
+    console.log('\nResults:');
+    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    console.log(`Total Trades: ${result.metrics.totalTrades}`);
+    console.log(`Trades in history: ${result.trades.length}`);
+    
+  } catch (error) {
+    console.error('Backtest failed:', error);
+  }
+}
+
+testMinimalBacktest().catch(console.error);