cleanup and fixed initial capital / commision / splippage

apps/stock/orchestrator/test-commission-detailed.ts

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+import { BacktestEngine } from './src/backtest/BacktestEngine';
+import { StrategyManager } from './src/strategies/StrategyManager';
+import { StorageService } from './src/services/StorageService';
+import { ModeManager } from './src/core/ModeManager';
+import { MarketDataService } from './src/services/MarketDataService';
+import { ExecutionService } from './src/services/ExecutionService';
+import { IServiceContainer } from '@stock-bot/di';
+
+async function testCommissionDetailed() {
+  // Create service container with minimal logging
+  const container: IServiceContainer = {
+    logger: {
+      info: () => {},
+      error: (msg: string, ...args: any[]) => console.error('[ERROR]', msg, ...args),
+      warn: () => {},
+      debug: () => {},
+    } as any,
+    custom: {}
+  };
+
+  // Initialize services
+  const storageService = new StorageService();
+  const marketDataService = new MarketDataService(container);
+  const executionService = new ExecutionService(container);
+  const modeManager = new ModeManager(container, marketDataService, executionService, storageService);
+  const strategyManager = new StrategyManager(container);
+
+  // Set services in container
+  container.custom = {
+    MarketDataService: marketDataService,
+    ExecutionService: executionService,
+    ModeManager: modeManager,
+    StorageService: storageService
+  };
+
+  // Test with moderate commission and slippage
+  const config = {
+    mode: 'backtest',
+    name: 'Commission Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-02-28T00:00:00Z', // 2 months
+    initialCapital: 10000,
+    commission: 0.002,    // 0.2% commission
+    slippage: 0.001,      // 0.1% slippage  
+    dataFrequency: '1d',
+    speed: 'max'
+  };
+  
+  await modeManager.initializeMode(config);
+  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
+  
+  console.log('\n=== COMMISSION & SLIPPAGE TEST ===');
+  console.log(`Initial Capital: $${config.initialCapital}`);
+  console.log(`Commission: ${(config.commission * 100).toFixed(2)}%`);
+  console.log(`Slippage: ${(config.slippage * 100).toFixed(2)}%`);
+  
+  const result = await backtestEngine.runBacktest(config);
+  
+  // Get P&L from Rust
+  const tradingEngine = strategyManager.getTradingEngine();
+  const [realized, unrealized] = tradingEngine.getTotalPnl();
+  
+  console.log('\n=== RESULTS ===');
+  console.log(`Total Trades: ${result.trades.length}`);
+  console.log(`Final Portfolio Value: $${result.equity[result.equity.length - 1].value.toFixed(2)}`);
+  console.log(`Realized P&L: $${realized.toFixed(2)}`);
+  console.log(`Unrealized P&L: $${unrealized.toFixed(2)}`);
+  
+  if (result.trades.length > 0) {
+    console.log('\n=== TRADE DETAILS ===');
+    let totalCommission = 0;
+    let totalSlippageCost = 0;
+    
+    result.trades.slice(0, 5).forEach((trade, idx) => {
+      const entryValue = trade.quantity * trade.entryPrice;
+      const exitValue = trade.quantity * trade.exitPrice;
+      
+      // Calculate expected slippage
+      // For a buy entry, we pay more (positive slippage)
+      // For a sell entry (short), we receive less (negative slippage)
+      const entrySlippage = trade.side === 'buy' ? 
+        entryValue * config.slippage : 
+        -entryValue * config.slippage;
+      
+      // For exit, it's opposite
+      const exitSlippage = trade.side === 'buy' ? 
+        -exitValue * config.slippage : 
+        exitValue * config.slippage;
+      
+      const expectedCommission = (entryValue + exitValue) * config.commission;
+      const slippageCost = entrySlippage + exitSlippage;
+      
+      totalCommission += trade.commission;
+      totalSlippageCost += slippageCost;
+      
+      console.log(`\nTrade ${idx + 1}: ${trade.symbol} ${trade.side}`);
+      console.log(`  Quantity: ${trade.quantity} shares`);
+      console.log(`  Entry: $${trade.entryPrice.toFixed(2)} (value: $${entryValue.toFixed(2)})`);
+      console.log(`  Exit: $${trade.exitPrice.toFixed(2)} (value: $${exitValue.toFixed(2)})`);
+      console.log(`  Commission: $${trade.commission.toFixed(2)} (expected: $${expectedCommission.toFixed(2)})`);
+      console.log(`  Slippage Cost: $${slippageCost.toFixed(2)}`);
+      console.log(`  Gross P&L: $${(exitValue - entryValue).toFixed(2)}`);
+      console.log(`  Net P&L: $${trade.pnl.toFixed(2)}`);
+    });
+    
+    console.log(`\n=== TOTALS ===`);
+    console.log(`Total Commission Paid: $${totalCommission.toFixed(2)}`);
+    console.log(`Total Slippage Cost: $${totalSlippageCost.toFixed(2)}`);
+    console.log(`Total Trading Costs: $${(totalCommission + totalSlippageCost).toFixed(2)}`);
+  }
+  
+  process.exit(0);
+}
+
+testCommissionDetailed().catch(error => {
+  console.error('Test failed:', error);
+  process.exit(1);
+});