cleanup and fixed initial capital / commision / splippage

2025-07-03 19:39:19 -04:00 · 2025-07-03 19:39:19 -04:00 · d14380d740
commit d14380d740
parent 70da2c68e5
19 changed files with 1344 additions and 33 deletions
--- a/apps/stock/orchestrator/test-initial-capital-simple.ts
+++ b/apps/stock/orchestrator/test-initial-capital-simple.ts
@ -0,0 +1,87 @@
+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 testSimple() {
+  // Create service container
+  const container: IServiceContainer = {
+    logger: {
+      info: (msg: string, ...args: any[]) => {},
+      error: (msg: string, ...args: any[]) => {},
+      warn: (msg: string, ...args: any[]) => {},
+      debug: (msg: string, ...args: any[]) => {},
+    } 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 1000 initial capital
+  const config = {
+    mode: 'backtest',
+    name: 'Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-01-31T00:00:00Z',
+    initialCapital: 1000,
+    commission: 0.001,
+    slippage: 0.0001,
+    dataFrequency: '1d',
+    speed: 'max'
+  };
+  
+  await modeManager.initializeMode(config);
+  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
+  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(`Config Initial Capital: $${config.initialCapital}`);
+  console.log(`First Equity Value: $${result.equity[0].value.toFixed(2)}`);
+  console.log(`Final Equity Value: $${result.equity[result.equity.length - 1].value.toFixed(2)}`);
+  console.log(`\nRust Core:`);
+  console.log(`  Realized P&L: $${realized.toFixed(2)}`);
+  console.log(`  Unrealized P&L: $${unrealized.toFixed(2)}`);
+  console.log(`  Total P&L: $${(realized + unrealized).toFixed(2)}`);
+  console.log(`\nCalculated Final Value:`);
+  console.log(`  $${config.initialCapital} + $${(realized + unrealized).toFixed(2)} = $${(config.initialCapital + realized + unrealized).toFixed(2)}`);
+  console.log(`\nActual vs Expected:`);
+  const actualFinal = result.equity[result.equity.length - 1].value;
+  const expectedFinal = config.initialCapital + realized + unrealized;
+  console.log(`  Actual: $${actualFinal.toFixed(2)}`);
+  console.log(`  Expected: $${expectedFinal.toFixed(2)}`);
+  console.log(`  Difference: $${(actualFinal - expectedFinal).toFixed(2)}`);
+  
+  // Check if it's using 100k base
+  if (Math.abs(actualFinal - (100000 + realized + unrealized)) < 1) {
+    console.log('\n⚠️  BUG CONFIRMED: Using 100000 as base instead of ' + config.initialCapital);
+  }
+  
+  process.exit(0);
+}
+
+testSimple().catch(error => {
+  console.error('Test failed:', error);
+  process.exit(1);
+});