cleanup and fixed initial capital / commision / splippage

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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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 testInitialCapital() {
console.log('Testing 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 Test',
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=== 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 if portfolio grew from 1000
const finalValue = result.equity[result.equity.length - 1].value;
const expectedRange = config.initialCapital * 0.5; // Within 50% of initial
if (Math.abs(finalValue - config.initialCapital) > expectedRange &&
Math.abs(finalValue - 100000) < expectedRange) {
console.log('\n⚠ WARNING: Portfolio appears to be using 100000 as initial capital!');
} else {
console.log('\n✅ Portfolio appears to be using correct initial capital');
}
// Check first few trades
if (result.trades.length > 0) {
console.log('\nFirst trade:');
const t = result.trades[0];
console.log(` ${t.symbol} ${t.side} ${t.quantity} shares @ $${t.entryPrice}`);
console.log(` Trade value: $${(t.quantity * t.entryPrice).toFixed(2)}`);
if (t.quantity * t.entryPrice > config.initialCapital) {
console.log(' ⚠️ WARNING: Trade size exceeds initial capital!');
}
}
} catch (error) {
console.error('Backtest failed:', error);
}
console.log('\n=== TEST COMPLETE ===');
process.exit(0);
}
testInitialCapital().catch(error => {
console.error('Test failed:', error);
process.exit(1);
});