finished initial backtest / engine

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

@@ -0,0 +1,54 @@
+#!/usr/bin/env bun
+
+/**
+ * Quick test of backtest with fixed order execution
+ */
+
+import { createContainer } from './src/simple-container';
+import { BacktestEngine } from './src/backtest/BacktestEngine';
+
+async function runQuickBacktest() {
+  const container = await createContainer();
+  
+  const backtestEngine = container.resolve('backtestEngine') as BacktestEngine;
+  
+  const config = {
+    name: 'Quick SMA Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2020-01-01',
+    endDate: '2021-01-01',  // Just 1 year for quick test
+    initialCapital: 100000,
+    dataFrequency: '1d',
+    commission: 0.001,
+    slippage: 0.0001
+  };
+  
+  console.log('Running quick backtest...\n');
+  
+  try {
+    const result = await backtestEngine.runBacktest(config);
+    
+    console.log('Backtest Results:');
+    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    console.log(`Total Trades: ${result.metrics.totalTrades}`);
+    console.log(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
+    console.log(`Sharpe Ratio: ${result.metrics.sharpeRatio.toFixed(2)}`);
+    console.log(`Max Drawdown: ${result.metrics.maxDrawdown.toFixed(2)}%`);
+    console.log('\nTrade History:');
+    console.log(`Trades in history: ${result.trades.length}`);
+    
+    result.trades.slice(0, 5).forEach(trade => {
+      console.log(`- ${trade.side} ${trade.quantity} @ $${trade.entryPrice} -> $${trade.exitPrice} (${trade.pnlPercent.toFixed(2)}%)`);
+    });
+    
+    if (result.trades.length > 5) {
+      console.log(`... and ${result.trades.length - 5} more trades`);
+    }
+    
+  } catch (error) {
+    console.error('Backtest failed:', error);
+  }
+}
+
+runQuickBacktest().catch(console.error);