cleanup and fixed initial capital / commision / splippage

apps/stock/orchestrator/test-commission-slippage.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 testCommissionSlippage() {
+  console.log('Testing Commission and Slippage...\n');
+  
+  // Create service container
+  const container: IServiceContainer = {
+    logger: {
+      info: (msg: string, ...args: any[]) => console.log('[INFO]', msg, ...args),
+      error: (msg: string, ...args: any[]) => console.error('[ERROR]', msg, ...args),
+      warn: (msg: string, ...args: any[]) => console.warn('[WARN]', msg, ...args),
+      debug: (msg: string, ...args: any[]) => console.log('[DEBUG]', msg, ...args),
+    } 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 high commission and slippage
+  const config = {
+    mode: 'backtest',
+    name: 'Commission Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-01-31T00:00:00Z',
+    initialCapital: 10000,
+    commission: 0.01,    // 1% commission (very high for testing)
+    slippage: 0.005,     // 0.5% slippage (very high for testing)
+    dataFrequency: '1d',
+    speed: 'max'
+  };
+  
+  // Initialize backtest mode
+  await modeManager.initializeMode(config);
+
+  // Create backtest engine
+  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
+  
+  console.log('Running backtest with:');
+  console.log(`  Initial Capital: $${config.initialCapital}`);
+  console.log(`  Commission: ${(config.commission * 100).toFixed(1)}%`);
+  console.log(`  Slippage: ${(config.slippage * 100).toFixed(1)}%`);
+  
+  try {
+    const result = await backtestEngine.runBacktest(config);
+    
+    console.log('\n=== RESULTS ===');
+    console.log(`Initial Capital: $${config.initialCapital}`);
+    console.log(`Final Value: $${result.equity[result.equity.length - 1].value.toFixed(2)}`);
+    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    console.log(`Total Trades: ${result.metrics.totalTrades}`);
+    
+    // Check trades for commission
+    if (result.trades.length > 0) {
+      console.log('\nFirst 3 trades with commission:');
+      result.trades.slice(0, 3).forEach((t, idx) => {
+        const tradeValue = t.quantity * t.entryPrice;
+        const expectedCommission = tradeValue * config.commission;
+        const totalCost = tradeValue + expectedCommission;
+        
+        console.log(`\n${idx + 1}. ${t.symbol} ${t.side} ${t.quantity} shares`);
+        console.log(`   Entry Price: $${t.entryPrice.toFixed(2)}`);
+        console.log(`   Exit Price: $${t.exitPrice.toFixed(2)}`);
+        console.log(`   Trade Value: $${tradeValue.toFixed(2)}`);
+        console.log(`   Commission: $${t.commission.toFixed(2)} (expected: $${expectedCommission.toFixed(2)})`);
+        console.log(`   P&L: $${t.pnl.toFixed(2)}`);
+      });
+    }
+    
+    // Compare with zero commission/slippage
+    const zeroConfig = {
+      ...config,
+      commission: 0,
+      slippage: 0
+    };
+    
+    await modeManager.initializeMode(zeroConfig);
+    const zeroResult = await backtestEngine.runBacktest(zeroConfig);
+    
+    console.log('\n=== COMPARISON ===');
+    console.log('With commission/slippage:');
+    console.log(`  Final Value: $${result.equity[result.equity.length - 1].value.toFixed(2)}`);
+    console.log(`  Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    
+    console.log('\nWithout commission/slippage:');
+    console.log(`  Final Value: $${zeroResult.equity[zeroResult.equity.length - 1].value.toFixed(2)}`);
+    console.log(`  Total Return: ${zeroResult.metrics.totalReturn.toFixed(2)}%`);
+    
+    const difference = zeroResult.equity[zeroResult.equity.length - 1].value - result.equity[result.equity.length - 1].value;
+    console.log(`\nCost of commission/slippage: $${difference.toFixed(2)}`);
+    
+  } catch (error) {
+    console.error('Backtest failed:', error);
+  }
+  
+  console.log('\n=== TEST COMPLETE ===');
+  process.exit(0);
+}
+
+testCommissionSlippage().catch(error => {
+  console.error('Test failed:', error);
+  process.exit(1);
+});