cleanup and fixed initial capital / commision / splippage

apps/stock/orchestrator/test-performance-metrics.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 testPerformanceMetrics() {
+  console.log('Testing Performance Metrics Calculation...\n');
+  
+  // Create minimal 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
+  };
+
+  // Initialize backtest mode
+  await modeManager.initializeMode({
+    mode: 'backtest',
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-03-31T00:00:00Z',  // 3 months for more trades
+    speed: 'max',
+    symbols: ['AAPL'],
+    initialCapital: 100000,
+    dataFrequency: '1d',
+    strategy: 'sma-crossover'
+  });
+
+  // Create backtest engine
+  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
+  
+  // Run backtest
+  const config = {
+    mode: 'backtest',
+    name: 'Performance Metrics Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-03-31T00:00:00Z',
+    initialCapital: 100000,
+    commission: 0.001,
+    slippage: 0.0001,
+    dataFrequency: '1d',
+    speed: 'max'
+  };
+  
+  console.log('Running backtest...');
+  const result = await backtestEngine.runBacktest(config);
+  
+  // Analyze metrics
+  console.log('\n=== PERFORMANCE METRICS ANALYSIS ===');
+  console.log('\n📊 Returns:');
+  console.log(`  Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+  console.log(`  Sharpe Ratio: ${result.metrics.sharpeRatio.toFixed(3)}`);
+  console.log(`  Max Drawdown: ${(result.metrics.maxDrawdown * 100).toFixed(2)}%`);
+  
+  console.log('\n📈 Trading Statistics:');
+  console.log(`  Total Trades: ${result.metrics.totalTrades}`);
+  console.log(`  Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
+  console.log(`  Profit Factor: ${result.metrics.profitFactor.toFixed(2)}`);
+  console.log(`  Average Win: $${result.metrics.avgWin.toFixed(2)}`);
+  console.log(`  Average Loss: $${result.metrics.avgLoss.toFixed(2)}`);
+  
+  console.log('\n🎯 Trade Details:');
+  console.log(`  Closed Trades: ${result.trades.length}`);
+  if (result.trades.length > 0) {
+    const wins = result.trades.filter(t => t.pnl > 0);
+    const losses = result.trades.filter(t => t.pnl < 0);
+    console.log(`  Winning Trades: ${wins.length}`);
+    console.log(`  Losing Trades: ${losses.length}`);
+    console.log(`  Calculated Win Rate: ${(wins.length / result.trades.length * 100).toFixed(2)}%`);
+    
+    // Show first few trades
+    console.log('\n  First 3 trades:');
+    result.trades.slice(0, 3).forEach((trade, i) => {
+      console.log(`    ${i + 1}. ${trade.side} ${trade.quantity} @ ${trade.exitPrice.toFixed(2)} | P&L: $${trade.pnl.toFixed(2)} (${trade.pnlPercent.toFixed(2)}%)`);
+    });
+  }
+  
+  console.log('\n💰 Equity Curve:');
+  console.log(`  Starting Capital: $${config.initialCapital.toLocaleString()}`);
+  console.log(`  Final Value: $${result.equity[result.equity.length - 1].value.toFixed(2)}`);
+  console.log(`  Equity Points: ${result.equity.length}`);
+  
+  // Show first and last few equity points
+  console.log('\n  First 3 equity points:');
+  result.equity.slice(0, 3).forEach((point, i) => {
+    console.log(`    ${i + 1}. ${point.date} => $${point.value.toFixed(2)}`);
+  });
+  
+  console.log('\n  Last 3 equity points:');
+  result.equity.slice(-3).forEach((point, i) => {
+    console.log(`    ${i + 1}. ${point.date} => $${point.value.toFixed(2)}`);
+  });
+  
+  // Diagnostic checks
+  console.log('\n🔍 Diagnostics:');
+  const sharpeOK = result.metrics.sharpeRatio !== 0;
+  const drawdownOK = result.metrics.maxDrawdown > 0 && result.metrics.maxDrawdown < 0.99;
+  const winRateOK = result.metrics.winRate > 0 && result.metrics.winRate < 100;
+  
+  console.log(`  ✅ Sharpe Ratio calculated: ${sharpeOK ? 'YES' : 'NO'}`);
+  console.log(`  ✅ Max Drawdown reasonable: ${drawdownOK ? 'YES' : 'NO (suspicious value)'}`);
+  console.log(`  ✅ Win Rate reasonable: ${winRateOK ? 'YES' : 'NO (check trade P&L)'}`);
+  
+  console.log('\n=== TEST COMPLETE ===');
+  process.exit(0);
+}
+
+testPerformanceMetrics().catch(error => {
+  console.error('Test failed:', error);
+  process.exit(1);
+});