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 testInitialCapitalDebug() { console.log('Debugging Initial Capital Issue...\n'); // Create service container const container: IServiceContainer = { logger: { info: (msg: string, ...args: any[]) => console.log('[INFO]', msg, ...args), error: (msg: string, ...args: any[]) => console.error('[ERROR]', msg, ...args), warn: (msg: string, ...args: any[]) => console.warn('[WARN]', msg, ...args), debug: (msg: string, ...args: any[]) => console.log('[DEBUG]', msg, ...args), } 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 }; // Test with LOW initial capital const config = { mode: 'backtest', name: 'Initial Capital Debug', strategy: 'sma-crossover', symbols: ['AAPL'], startDate: '2023-01-01T00:00:00Z', endDate: '2023-01-31T00:00:00Z', // Just one month initialCapital: 1000, // LOW CAPITAL commission: 0.001, slippage: 0.0001, dataFrequency: '1d', speed: 'max' }; // Initialize backtest mode await modeManager.initializeMode(config); // Create backtest engine const backtestEngine = new BacktestEngine(container, storageService, strategyManager); console.log('Running backtest with initial capital: $' + config.initialCapital); try { const result = await backtestEngine.runBacktest(config); console.log('\n=== DEBUG INFO ==='); console.log(`Initial Capital: $${config.initialCapital}`); // Check equity curve console.log('\nEquity Curve:'); result.equity.forEach((point, idx) => { if (idx < 3 || idx >= result.equity.length - 3) { console.log(` ${new Date(point.timestamp).toISOString()}: $${point.value.toFixed(2)}`); } if (idx === 3 && result.equity.length > 6) { console.log(' ...'); } }); // Get trading engine to check P&L const tradingEngine = strategyManager.getTradingEngine(); if (tradingEngine) { const [realized, unrealized] = tradingEngine.getTotalPnl(); console.log(`\nRust Core P&L:`); console.log(` Realized: $${realized.toFixed(2)}`); console.log(` Unrealized: $${unrealized.toFixed(2)}`); console.log(` Total P&L: $${(realized + unrealized).toFixed(2)}`); console.log(` Expected Final Value: $${(config.initialCapital + realized + unrealized).toFixed(2)}`); } // Check trades console.log('\nTrades:'); result.trades.forEach((t, idx) => { console.log(` ${idx + 1}. ${t.symbol} ${t.side} ${t.quantity} @ $${t.entryPrice} -> $${t.exitPrice}`); console.log(` P&L: $${t.pnl.toFixed(2)} (${t.pnlPercent.toFixed(2)}%)`); }); // The issue calculation const finalValue = result.equity[result.equity.length - 1].value; console.log('\n=== ISSUE ANALYSIS ==='); console.log(`Final portfolio value: $${finalValue.toFixed(2)}`); console.log(`Initial capital: $${config.initialCapital}`); console.log(`Difference: $${(finalValue - config.initialCapital).toFixed(2)}`); console.log(`Return %: ${((finalValue - config.initialCapital) / config.initialCapital * 100).toFixed(2)}%`); // Check if it's using 100k const assumedInitial = 100000; const assumedReturn = (finalValue - assumedInitial) / assumedInitial * 100; console.log(`\nIf initial was $100k:`); console.log(` Return would be: ${assumedReturn.toFixed(2)}%`); console.log(` P&L would be: $${(finalValue - assumedInitial).toFixed(2)}`); } catch (error) { console.error('Backtest failed:', error); } console.log('\n=== TEST COMPLETE ==='); process.exit(0); } testInitialCapitalDebug().catch(error => { console.error('Test failed:', error); process.exit(1); });