cleanup and fixed initial capital / commision / splippage

apps/stock/orchestrator/test-portfolio-tracking.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 testPortfolioTracking() {
+  console.log('Testing Portfolio Value Tracking...\n');
+  
+  // Create minimal service container
+  const container: IServiceContainer = {
+    logger: {
+      info: (msg: string, ...args: any[]) => {
+        // Filter for portfolio value messages
+        if (msg.includes('portfolio') || msg.includes('Portfolio') || msg.includes('equity')) {
+          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[]) => {},
+    } 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: '2023-01-10T00:00:00Z',  // Just 10 days
+    speed: 'max',
+    symbols: ['TEST'],
+    initialCapital: 100000,
+    dataFrequency: '1d',
+    strategy: 'sma-crossover'
+  });
+
+  // Create backtest engine
+  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
+  
+  // Run backtest
+  const config = {
+    mode: 'backtest',
+    name: 'Portfolio Tracking Test',
+    strategy: 'sma-crossover',
+    symbols: ['TEST'],
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-01-10T00:00:00Z',
+    initialCapital: 100000,
+    commission: 0.001,
+    slippage: 0.0001,
+    dataFrequency: '1d',
+    speed: 'max'
+  };
+  
+  console.log('Running backtest...');
+  const result = await backtestEngine.runBacktest(config);
+  
+  // Analyze equity curve
+  console.log('\n=== EQUITY CURVE ANALYSIS ===');
+  console.log(`Initial Capital: $${config.initialCapital.toLocaleString()}`);
+  console.log(`Equity Points: ${result.equity.length}`);
+  
+  // Show all equity points
+  console.log('\nAll equity points:');
+  result.equity.forEach((point, i) => {
+    console.log(`  ${i + 1}. ${point.date} => $${point.value.toFixed(2)}`);
+  });
+  
+  // Check for anomalies
+  const firstValue = result.equity[0].value;
+  const lastValue = result.equity[result.equity.length - 1].value;
+  const totalReturn = ((lastValue - firstValue) / firstValue) * 100;
+  
+  console.log(`\nFirst Value: $${firstValue.toFixed(2)}`);
+  console.log(`Last Value: $${lastValue.toFixed(2)}`);
+  console.log(`Calculated Total Return: ${totalReturn.toFixed(2)}%`);
+  console.log(`Reported Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+  
+  // Check if values match
+  if (Math.abs(totalReturn - result.metrics.totalReturn) > 0.01) {
+    console.log('\n❌ WARNING: Calculated return does not match reported return!');
+  }
+  
+  console.log('\n=== TEST COMPLETE ===');
+  process.exit(0);
+}
+
+testPortfolioTracking().catch(error => {
+  console.error('Test failed:', error);
+  process.exit(1);
+});