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cleanup and fixed initial capital / commision / splippage

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This commit is contained in:
Boki 2025-07-03 19:39:19 -04:00
parent 70da2c68e5
commit d14380d740
19 changed files with 1344 additions and 33 deletions
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5
apps/stock/orchestrator/src/strategies/BaseStrategy.ts
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@ -202,8 +202,9 @@ export abstract class BaseStrategy extends EventEmitter {
}
protected getEquity(): number {
// Simplified - in reality would calculate based on positions and market values
return 100000 + this.performance.totalPnl; // Assuming 100k starting capital
// Get initial capital from config parameters or default
const initialCapital = this.config.parameters?.initialCapital || 100000;
return initialCapital + this.performance.totalPnl;
}
protected async signalToOrder(signal: Signal): Promise<OrderRequest | null> {

5
apps/stock/orchestrator/src/strategies/examples/SimpleMovingAverageCrossoverFixed.ts
View file

@ -272,13 +272,14 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
}
// Try to get account balance from trading engine
let accountBalance = 100000; // Default
// Use initial capital from config parameters if available
let accountBalance = this.config.parameters?.initialCapital || 100000;
try {
if (tradingEngine.getAccountBalance) {
accountBalance = tradingEngine.getAccountBalance();
} else if (tradingEngine.getTotalPnl) {
const [realized, unrealized] = tradingEngine.getTotalPnl();
accountBalance = 100000 + realized + unrealized; // Assuming 100k initial
accountBalance = (this.config.parameters?.initialCapital || 100000) + realized + unrealized;
}
} catch (error) {
logger.warn('Could not get account balance:', error);