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 showOrderFlow() { // Create service container const container: IServiceContainer = { logger: { info: (msg: string, ...args: any[]) => { // Only log order-related messages if (msg.includes('order') || msg.includes('Order') || msg.includes('Filling') || msg.includes('cross detected')) { console.log('[INFO]', msg, ...args); } }, error: (msg: string, ...args: any[]) => console.error('[ERROR]', msg, ...args), warn: (msg: string, ...args: any[]) => {}, 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: '2023-07-01T00:00:00Z', endDate: '2023-08-01T00:00:00Z', // Just 1 month speed: 'max', symbols: ['AAPL'], initialCapital: 100000, dataFrequency: '1d', strategy: 'sma-crossover' }); // Create backtest engine const backtestEngine = new BacktestEngine(container, storageService, strategyManager); // Configure backtest const config = { mode: 'backtest' as const, name: 'Order Flow Demo', strategy: 'sma-crossover', symbols: ['AAPL'], startDate: '2023-07-01T00:00:00Z', endDate: '2023-08-01T00:00:00Z', initialCapital: 100000, commission: 0.001, slippage: 0.0001, dataFrequency: '1d' as const, speed: 'max' as const }; console.log('\n=== ORDER FLOW DEMONSTRATION ===\n'); console.log('This will show the actual BUY and SELL orders being generated and executed:\n'); try { const result = await backtestEngine.runBacktest(config); console.log('\n=== COMPLETED TRADES (Round-trips) ==='); console.log('Note: Each trade below represents a BUY order (entry) + SELL order (exit):\n'); result.trades.forEach((trade, i) => { console.log(`Trade ${i + 1}:`); console.log(` Opened with: BUY order on ${trade.entryDate} @ $${trade.entryPrice.toFixed(2)}`); console.log(` Closed with: SELL order on ${trade.exitDate} @ $${trade.exitPrice.toFixed(2)}`); console.log(` Trade type: ${trade.side === 'buy' ? 'LONG' : 'SHORT'} position`); console.log(` P&L: $${trade.pnl.toFixed(2)} (${trade.pnlPercent.toFixed(2)}%)\n`); }); console.log('Summary:'); console.log(`- Total completed trades: ${result.metrics.totalTrades}`); console.log(`- Each trade = 1 BUY order + 1 SELL order`); console.log(`- Total orders executed: ${result.metrics.totalTrades * 2}`); } catch (error) { console.error('Failed:', error); } } // Run the demo showOrderFlow().catch(console.error);