finished initial backtest / engine

apps/stock/orchestrator/test-strategy-signals.ts

@@ -0,0 +1,89 @@
+#!/usr/bin/env bun
+
+/**
+ * Test strategy signal generation
+ */
+
+import { SimpleMovingAverageCrossover } from './src/strategies/examples/SimpleMovingAverageCrossover';
+import { MarketData } from './src/types';
+
+async function testStrategySignals() {
+  console.log('Testing strategy signal generation...\n');
+  
+  // Create strategy with mock config
+  const config = {
+    id: 'test-sma',
+    name: 'Test SMA Strategy',
+    enabled: true,
+    symbols: ['AAPL'],
+    allocation: 1.0
+  };
+  
+  const strategy = new SimpleMovingAverageCrossover(config, null, null);
+  await strategy.start();
+  
+  // Generate 100 days of mock data with a clear trend
+  const basePrice = 100;
+  let price = basePrice;
+  let signalCount = 0;
+  
+  console.log('Feeding market data to strategy...\n');
+  
+  for (let day = 0; day < 100; day++) {
+    // Create uptrend for days 30-50, downtrend for days 60-80
+    if (day >= 30 && day < 50) {
+      price += 0.5; // Uptrend
+    } else if (day >= 60 && day < 80) {
+      price -= 0.5; // Downtrend
+    } else {
+      price += (Math.random() - 0.5) * 0.2; // Small random movement
+    }
+    
+    const marketData: MarketData = {
+      type: 'bar',
+      data: {
+        symbol: 'AAPL',
+        open: price - 0.1,
+        high: price + 0.2,
+        low: price - 0.2,
+        close: price,
+        volume: 1000000,
+        timestamp: Date.now() + day * 86400000
+      }
+    };
+    
+    // Listen for signals
+    strategy.once('signal', (signal) => {
+      signalCount++;
+      console.log(`Day ${day}: Signal generated!`);
+      console.log(`  Type: ${signal.type}`);
+      console.log(`  Strength: ${signal.strength}`);
+      console.log(`  Reason: ${signal.reason}`);
+      console.log(`  Metadata:`, signal.metadata);
+    });
+    
+    // Listen for orders
+    strategy.once('order', (order) => {
+      console.log(`Day ${day}: Order generated!`);
+      console.log(`  Side: ${order.side}`);
+      console.log(`  Quantity: ${order.quantity}`);
+      console.log(`  Type: ${order.orderType}`);
+    });
+    
+    // Process the market data
+    await strategy.onMarketData(marketData);
+    
+    if (day % 10 === 0) {
+      console.log(`Day ${day}: Price = ${price.toFixed(2)}, Total signals = ${signalCount}`);
+    }
+  }
+  
+  console.log(`\n✅ Test completed. Total signals generated: ${signalCount}`);
+  
+  const perf = strategy.getPerformance();
+  console.log('\nStrategy Performance:', perf);
+  
+  await strategy.stop();
+}
+
+testStrategySignals().catch(console.error);