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work on engine

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This commit is contained in:
Boki 2025-07-04 12:38:46 -04:00
parent a1e5a21847
commit cbe8f0282c
12 changed files with 694 additions and 16 deletions
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4
apps/stock/orchestrator/src/backtest/BacktestEngine.ts
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@ -135,8 +135,8 @@ export class BacktestEngine extends EventEmitter {
this.reset();
this.isRunning = true;
this.initialCapital = validatedConfig.initialCapital;
this.commission = validatedConfig.commission || 0.001;
this.slippage = validatedConfig.slippage || 0.0001;
this.commission = validatedConfig.commission ?? 0.001;
this.slippage = validatedConfig.slippage ?? 0.0001;
// Recreate performance analyzer with correct initial capital
this.performanceAnalyzer = new PerformanceAnalyzer(this.initialCapital);

8
apps/stock/orchestrator/src/backtest/RustBacktestAdapter.ts
View file

@ -49,8 +49,8 @@ export class RustBacktestAdapter extends EventEmitter {
startDate: config.startDate,
endDate: config.endDate,
initialCapital: config.initialCapital,
commission: config.commission || 0.001,
slippage: config.slippage || 0.0001,
commission: config.commission ?? 0.001,
slippage: config.slippage ?? 0.0001,
dataFrequency: config.dataFrequency || '1d',
};
@ -134,8 +134,8 @@ export class RustBacktestAdapter extends EventEmitter {
startDate: config.startDate,
endDate: config.endDate,
initialCapital: config.initialCapital,
commission: config.commission || 0.001,
slippage: config.slippage || 0.0001,
commission: config.commission ?? 0.001,
slippage: config.slippage ?? 0.0001,
dataFrequency: config.dataFrequency || '1d',
},
metrics: this.getEmptyMetrics(),

4
apps/stock/orchestrator/src/backtest/RustBacktestEngine.ts
View file

@ -55,8 +55,8 @@ export class RustBacktestEngine {
startDate: config.startDate,
endDate: config.endDate,
initialCapital: config.initialCapital,
commission: config.commission || 0.001,
slippage: config.slippage || 0.0001,
commission: config.commission ?? 0.001,
slippage: config.slippage ?? 0.0001,
dataFrequency: config.dataFrequency || '1d',
};