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work on clean up and switched all to use eodSearchCode

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This commit is contained in:
Boki 2025-07-13 13:42:22 -04:00
parent d68268b722
commit e341cc0226
19 changed files with 206 additions and 127 deletions
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18
apps/stock/orchestrator/src/analytics/PerformanceAnalyzer.ts
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@ -161,7 +161,20 @@ export class PerformanceAnalyzer {
sortinoRatio,
calmarRatio,
informationRatio,
...tradeStats,
totalTrades: tradeStats.totalTrades ?? 0,
winRate: tradeStats.winRate ?? 0,
avgWin: tradeStats.avgWin ?? 0,
avgLoss: tradeStats.avgLoss ?? 0,
avgWinLoss: tradeStats.avgWinLoss ?? 0,
profitFactor: tradeStats.profitFactor ?? 0,
expectancy: tradeStats.expectancy ?? 0,
payoffRatio: tradeStats.payoffRatio ?? 0,
avgHoldingPeriod: tradeStats.avgHoldingPeriod ?? 0,
avgTradesPerDay: tradeStats.avgTradesPerDay ?? 0,
maxConsecutiveWins: tradeStats.maxConsecutiveWins ?? 0,
maxConsecutiveLosses: tradeStats.maxConsecutiveLosses ?? 0,
largestWin: tradeStats.largestWin ?? 0,
largestLoss: tradeStats.largestLoss ?? 0,
skewness,
kurtosis,
tailRatio,
@ -178,9 +191,8 @@ export class PerformanceAnalyzer {
if (this.equityCurve.length === 0) {
return {
maxDrawdown: 0,
averageDrawdown: 0,
maxDrawdownDuration: 0,
underwaterTime: 0,
underwaterCurve: [],
drawdownPeriods: [],
currentDrawdown: 0
};

2
apps/stock/orchestrator/src/backtest/BacktestEngine.ts
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@ -98,7 +98,7 @@ export class BacktestEngine extends EventEmitter {
private lastProcessTime = 0;
private dataManager: DataManager;
private marketSimulator: MarketSimulator;
private performanceAnalyzer: PerformanceAnalyzer;
private performanceAnalyzer!: PerformanceAnalyzer;
private microstructures: Map<string, MarketMicrostructure> = new Map();
private container: IServiceContainer;
private runId: string | null = null;