messy work. backtests / mock-data

apps/stock/orchestrator/src/data/DataManager.ts

@@ -1,4 +1,6 @@
-import { logger } from '@stock-bot/logger';
+import { getLogger } from '@stock-bot/logger';
+
+const logger = getLogger('DataManager');
 import { StorageService } from '../services/StorageService';
 import { MarketData, Bar } from '../types';
 import { EventEmitter } from 'events';
@@ -62,13 +64,19 @@ export class DataManager extends EventEmitter {
     for (const symbol of symbols) {
       try {
         // Load raw data
-        const data = await this.storageService.getHistoricalBars(
+        let data = await this.storageService.getHistoricalBars(
           symbol,
           startDate,
           endDate,
           resolution
         );
 
+        // If no data found, generate mock data
+        if (!data || data.length === 0) {
+          logger.warn(`No historical data found for ${symbol}, generating mock data`);
+          data = this.generateMockBars(symbol, startDate, endDate, resolution);
+        }
+
         // Apply corporate actions
         const adjustedData = await this.applyCorporateActions(symbol, data, startDate, endDate);
         
@@ -432,4 +440,62 @@ export class DataManager extends EventEmitter {
     this.aggregatedCache.clear();
     this.dataQualityIssues = [];
   }
+
+  private generateMockBars(
+    symbol: string, 
+    startDate: Date, 
+    endDate: Date, 
+    resolution: string
+  ): any[] {
+    const bars: any[] = [];
+    const resolutionMs = DataManager.RESOLUTIONS[resolution]?.milliseconds || 86400000; // Default to 1 day
+    
+    let currentTime = startDate.getTime();
+    const endTime = endDate.getTime();
+    
+    // Base price varies by symbol
+    let basePrice = 100;
+    if (symbol === 'AAPL') basePrice = 150;
+    else if (symbol === 'GOOGL') basePrice = 140;
+    else if (symbol === 'MSFT') basePrice = 380;
+    else if (symbol === 'TSLA') basePrice = 250;
+    
+    let price = basePrice;
+    
+    while (currentTime <= endTime) {
+      // Generate realistic intraday movement
+      const volatility = 0.02; // 2% daily volatility
+      const trend = 0.0001; // Slight upward trend
+      
+      // Random walk with trend
+      const changePercent = (Math.random() - 0.5) * volatility + trend;
+      price = price * (1 + changePercent);
+      
+      // Generate OHLC
+      const open = price;
+      const intraDayVolatility = volatility / 4;
+      const high = price * (1 + Math.random() * intraDayVolatility);
+      const low = price * (1 - Math.random() * intraDayVolatility);
+      const close = low + Math.random() * (high - low);
+      
+      // Volume with some randomness
+      const baseVolume = 10000000; // 10M shares
+      const volume = baseVolume * (0.5 + Math.random());
+      
+      bars.push({
+        timestamp: new Date(currentTime),
+        open: Number(open.toFixed(2)),
+        high: Number(high.toFixed(2)),
+        low: Number(low.toFixed(2)),
+        close: Number(close.toFixed(2)),
+        volume: Math.floor(volume),
+        vwap: Number(((high + low + close) / 3).toFixed(2))
+      });
+      
+      currentTime += resolutionMs;
+      price = close; // Next bar opens at previous close
+    }
+    
+    return bars;
+  }
 }