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work on strategy-engine

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This commit is contained in:
Bojan Kucera 2025-06-05 00:08:58 -04:00
parent fc4cf71a70
commit eee6135867
7 changed files with 572 additions and 33 deletions
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2
apps/strategy-service/src/backtesting/modes/event-mode.ts
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@ -12,7 +12,7 @@ export interface BacktestConfig {
commissionModel?: string;
}
export class EventBacktestMode extends ExecutionMode {
export class EventMode extends ExecutionMode {
name = 'event-driven';
private simulationTime: Date;
private historicalData: Map<string, MarketData[]> = new Map();

2
apps/strategy-service/src/backtesting/modes/hybrid-mode.ts
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@ -3,7 +3,7 @@ import { EventBus } from '@stock-bot/event-bus';
import { VectorEngine, VectorizedBacktestResult } from '@stock-bot/vector-engine';
import { DataFrame } from '@stock-bot/data-frame';
import { ExecutionMode, BacktestContext, BacktestResult } from '../framework/execution-mode';
import EventMode from './event-mode';
import { EventMode } from './event-mode';
import VectorizedMode from './vectorized-mode';
import { create } from 'domain';