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'; import { getLogger } from '@stock-bot/logger'; const logger = getLogger('BacktestTest'); async function runBacktestWithDetailedLogging() { // Create service container const container: IServiceContainer = { logger, custom: {} }; // Initialize services const storageService = new StorageService(); const marketDataService = new MarketDataService(container); const executionService = new ExecutionService(container); const modeManager = new ModeManager(container); const strategyManager = new StrategyManager(container); // Set services in container container.custom = { MarketDataService: marketDataService, ExecutionService: executionService, ModeManager: modeManager, StorageService: storageService }; // Set backtest mode await modeManager.setMode('backtest', { startTime: new Date('2020-01-01').getTime(), endTime: new Date('2025-01-01').getTime(), speedMultiplier: 1 }); // Create backtest engine const backtestEngine = new BacktestEngine(container, storageService, strategyManager); // Configure backtest const config = { name: 'SMA Crossover Test', strategy: 'sma-crossover', symbols: ['AAPL', 'GOOGL', 'MSFT'], startDate: '2020-01-01', endDate: '2025-01-01', initialCapital: 100000, commission: 0.001, slippage: 0.0001, dataFrequency: '1d' }; logger.info('Starting backtest with configuration:', config); try { const result = await backtestEngine.runBacktest(config); logger.info('=== BACKTEST RESULTS ==='); logger.info(`Total Trades: ${result.metrics.totalTrades}`); logger.info(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`); logger.info(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`); logger.info(`Sharpe Ratio: ${result.metrics.sharpeRatio.toFixed(2)}`); logger.info(`Max Drawdown: ${result.metrics.maxDrawdown.toFixed(2)}%`); logger.info('\n=== TRADE HISTORY ==='); result.trades.forEach((trade, i) => { logger.info(`Trade ${i + 1}:`); logger.info(` Symbol: ${trade.symbol}`); logger.info(` Entry: ${trade.entryDate} @ $${trade.entryPrice.toFixed(2)}`); logger.info(` Exit: ${trade.exitDate} @ $${trade.exitPrice.toFixed(2)}`); logger.info(` P&L: $${trade.pnl.toFixed(2)} (${trade.pnlPercent.toFixed(2)}%)`); }); } catch (error) { logger.error('Backtest failed:', error); } } // Run the test runBacktestWithDetailedLogging().catch(console.error);