finished initial backtest / engine

apps/stock/orchestrator/test-sma-trades.ts

@@ -0,0 +1,151 @@
+#!/usr/bin/env bun
+
+/**
+ * Test SMA strategy directly to debug trading
+ */
+
+import { SimpleMovingAverageCrossover } from './src/strategies/examples/SimpleMovingAverageCrossover';
+import { getLogger } from '@stock-bot/logger';
+
+async function testSMAStrategy() {
+  console.log('=== Testing SMA Strategy Trading ===\n');
+  
+  const logger = getLogger('test');
+  
+  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;
+  const orders: any[] = [];
+  
+  strategy.on('signal', (signal) => {
+    signalCount++;
+    console.log(`\n📊 Signal #${signalCount}:`, {
+      type: signal.type,
+      symbol: signal.symbol,
+      strength: signal.strength,
+      reason: signal.reason
+    });
+  });
+  
+  strategy.on('order', (order) => {
+    orderCount++;
+    orders.push(order);
+    console.log(`\n📈 Order #${orderCount}:`, order);
+  });
+  
+  await strategy.start();
+  
+  // Generate clear pattern: downtrend then uptrend
+  console.log('Generating market data with clear trend changes...\n');
+  
+  // Phase 1: Stable around 100 for first 10 days
+  for (let i = 0; i < 10; i++) {
+    const price = 100 + Math.sin(i * 0.5) * 2;
+    await strategy.onMarketData({
+      type: 'bar',
+      data: {
+        symbol: 'AAPL',
+        open: price,
+        high: price + 1,
+        low: price - 1,
+        close: price,
+        volume: 1000000,
+        timestamp: Date.now() + i * 86400000
+      }
+    });
+  }
+  
+  // Phase 2: Clear downtrend from 100 to 80 (days 11-30)
+  for (let i = 10; i < 30; i++) {
+    const price = 100 - (i - 10); // Falls by $1 per day
+    await strategy.onMarketData({
+      type: 'bar',
+      data: {
+        symbol: 'AAPL',
+        open: price,
+        high: price + 0.5,
+        low: price - 0.5,
+        close: price,
+        volume: 1000000,
+        timestamp: Date.now() + i * 86400000
+      }
+    });
+  }
+  
+  // Phase 3: Clear uptrend from 80 to 110 (days 31-60)
+  for (let i = 30; i < 60; i++) {
+    const price = 80 + (i - 30); // Rises by $1 per day
+    await strategy.onMarketData({
+      type: 'bar',
+      data: {
+        symbol: 'AAPL',
+        open: price,
+        high: price + 0.5,
+        low: price - 0.5,
+        close: price,
+        volume: 1000000,
+        timestamp: Date.now() + i * 86400000
+      }
+    });
+    
+    // Simulate position update after first buy
+    if (i === 45 && orders.length > 0) {
+      console.log('\n🔄 Simulating position update after buy order...');
+      await strategy.onOrderUpdate({
+        orderId: 'test-order-1',
+        symbol: 'AAPL',
+        side: 'buy',
+        status: 'filled',
+        fills: [{
+          quantity: orders[0].quantity,
+          price: 95
+        }]
+      });
+    }
+  }
+  
+  // Phase 4: Another downtrend from 110 to 90 (days 61-80)
+  for (let i = 60; i < 80; i++) {
+    const price = 110 - (i - 60); // Falls by $1 per day
+    
+    if (i % 5 === 0) {
+      console.log(`\nDay ${i + 1}: Price = $${price}`);
+    }
+    
+    await strategy.onMarketData({
+      type: 'bar',
+      data: {
+        symbol: 'AAPL',
+        open: price,
+        high: price + 0.5,
+        low: price - 0.5,
+        close: price,
+        volume: 1000000,
+        timestamp: Date.now() + i * 86400000
+      }
+    });
+  }
+  
+  await strategy.stop();
+  
+  console.log('\n=== Test Results ===');
+  console.log(`Total signals generated: ${signalCount}`);
+  console.log(`Total orders generated: ${orderCount}`);
+  console.log(`\nExpected behavior:`);
+  console.log(`- Golden cross around day 40-45 (when 10 SMA crosses above 20 SMA)`);
+  console.log(`- Death cross around day 70-75 (when 10 SMA crosses below 20 SMA)`);
+  
+  const perf = strategy.getPerformance();
+  console.log('\nStrategy performance:', perf);
+}
+
+testSMAStrategy().catch(console.error);