cleanup and fixed initial capital / commision / splippage

apps/stock/orchestrator/test-initial-capital-debug.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 testInitialCapitalDebug() {
+  console.log('Debugging Initial Capital Issue...\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 LOW initial capital
+  const config = {
+    mode: 'backtest',
+    name: 'Initial Capital Debug',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-01-31T00:00:00Z', // Just one month
+    initialCapital: 1000, // LOW CAPITAL
+    commission: 0.001,
+    slippage: 0.0001,
+    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 initial capital: $' + config.initialCapital);
+  
+  try {
+    const result = await backtestEngine.runBacktest(config);
+    
+    console.log('\n=== DEBUG INFO ===');
+    console.log(`Initial Capital: $${config.initialCapital}`);
+    
+    // Check equity curve
+    console.log('\nEquity Curve:');
+    result.equity.forEach((point, idx) => {
+      if (idx < 3 || idx >= result.equity.length - 3) {
+        console.log(`  ${new Date(point.timestamp).toISOString()}: $${point.value.toFixed(2)}`);
+      }
+      if (idx === 3 && result.equity.length > 6) {
+        console.log('  ...');
+      }
+    });
+    
+    // Get trading engine to check P&L
+    const tradingEngine = strategyManager.getTradingEngine();
+    if (tradingEngine) {
+      const [realized, unrealized] = tradingEngine.getTotalPnl();
+      console.log(`\nRust Core P&L:`);
+      console.log(`  Realized: $${realized.toFixed(2)}`);
+      console.log(`  Unrealized: $${unrealized.toFixed(2)}`);
+      console.log(`  Total P&L: $${(realized + unrealized).toFixed(2)}`);
+      console.log(`  Expected Final Value: $${(config.initialCapital + realized + unrealized).toFixed(2)}`);
+    }
+    
+    // Check trades
+    console.log('\nTrades:');
+    result.trades.forEach((t, idx) => {
+      console.log(`  ${idx + 1}. ${t.symbol} ${t.side} ${t.quantity} @ $${t.entryPrice} -> $${t.exitPrice}`);
+      console.log(`     P&L: $${t.pnl.toFixed(2)} (${t.pnlPercent.toFixed(2)}%)`);
+    });
+    
+    // The issue calculation
+    const finalValue = result.equity[result.equity.length - 1].value;
+    console.log('\n=== ISSUE ANALYSIS ===');
+    console.log(`Final portfolio value: $${finalValue.toFixed(2)}`);
+    console.log(`Initial capital: $${config.initialCapital}`);
+    console.log(`Difference: $${(finalValue - config.initialCapital).toFixed(2)}`);
+    console.log(`Return %: ${((finalValue - config.initialCapital) / config.initialCapital * 100).toFixed(2)}%`);
+    
+    // Check if it's using 100k
+    const assumedInitial = 100000;
+    const assumedReturn = (finalValue - assumedInitial) / assumedInitial * 100;
+    console.log(`\nIf initial was $100k:`);
+    console.log(`  Return would be: ${assumedReturn.toFixed(2)}%`);
+    console.log(`  P&L would be: $${(finalValue - assumedInitial).toFixed(2)}`);
+    
+  } catch (error) {
+    console.error('Backtest failed:', error);
+  }
+  
+  console.log('\n=== TEST COMPLETE ===');
+  process.exit(0);
+}
+
+testInitialCapitalDebug().catch(error => {
+  console.error('Test failed:', error);
+  process.exit(1);
+});