messy work. backtests / mock-data

apps/stock/orchestrator/src/handlers/backtest/backtest.handler.ts

@@ -0,0 +1,121 @@
+import {
+  BaseHandler,
+  Handler,
+  Operation,
+} from '@stock-bot/handlers';
+import { getLogger } from '@stock-bot/logger';
+import type { OrchestratorServices } from '../../types';
+
+const logger = getLogger('backtest-handler');
+
+interface BacktestPayload {
+  backtestId: string;
+  strategy: string;
+  symbols: string[];
+  startDate: string;
+  endDate: string;
+  initialCapital: number;
+  config?: Record<string, any>;
+}
+
+interface CancelBacktestPayload {
+  backtestId: string;
+}
+
+@Handler('orchestrator')
+export class BacktestHandler extends BaseHandler<OrchestratorServices> {
+  
+  @Operation('run-backtest')
+  async runBacktest(payload: BacktestPayload) {
+    const { backtestId, strategy, symbols, startDate, endDate, initialCapital, config } = payload;
+    
+    logger.info('Starting backtest', { backtestId, strategy, symbolCount: symbols.length });
+    
+    try {
+      // Update status in web-api (via Redis or direct DB update)
+      await this.updateBacktestStatus(backtestId, 'running');
+      
+      // TODO: Call Rust core via NAPI bindings
+      // For now, we'll simulate the backtest
+      const results = await this.simulateBacktest({
+        strategy,
+        symbols,
+        startDate,
+        endDate,
+        initialCapital,
+        config,
+      });
+      
+      // Store results
+      await this.storeBacktestResults(backtestId, results);
+      
+      // Update status to completed
+      await this.updateBacktestStatus(backtestId, 'completed');
+      
+      logger.info('Backtest completed', { backtestId });
+      
+      return { success: true, backtestId, results };
+    } catch (error) {
+      logger.error('Backtest failed', { backtestId, error });
+      
+      await this.updateBacktestStatus(backtestId, 'failed', error.message);
+      
+      throw error;
+    }
+  }
+  
+  @Operation('cancel-backtest')
+  async cancelBacktest(payload: CancelBacktestPayload) {
+    const { backtestId } = payload;
+    
+    logger.info('Cancelling backtest', { backtestId });
+    
+    // TODO: Implement actual cancellation logic
+    // For now, just update the status
+    await this.updateBacktestStatus(backtestId, 'cancelled');
+    
+    return { success: true, backtestId };
+  }
+  
+  private async updateBacktestStatus(backtestId: string, status: string, error?: string) {
+    // TODO: Update in MongoDB or notify web-api
+    logger.info('Updating backtest status', { backtestId, status, error });
+  }
+  
+  private async storeBacktestResults(backtestId: string, results: any) {
+    // TODO: Store in MongoDB
+    logger.info('Storing backtest results', { backtestId });
+  }
+  
+  private async simulateBacktest(params: Omit<BacktestPayload, 'backtestId'>) {
+    // Simulate some processing time
+    await new Promise(resolve => setTimeout(resolve, 2000));
+    
+    // Return mock results
+    return {
+      metrics: {
+        totalReturn: 0.15,
+        sharpeRatio: 1.2,
+        maxDrawdown: -0.08,
+        winRate: 0.55,
+        totalTrades: 150,
+        profitFactor: 1.8,
+      },
+      equity: [
+        { date: params.startDate, value: params.initialCapital },
+        { date: params.endDate, value: params.initialCapital * 1.15 },
+      ],
+      trades: [
+        {
+          symbol: params.symbols[0],
+          entryDate: params.startDate,
+          exitDate: params.endDate,
+          entryPrice: 100,
+          exitPrice: 115,
+          quantity: 100,
+          pnl: 1500,
+        },
+      ],
+    };
+  }
+}