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 testSimple() { // Create service container const container: IServiceContainer = { logger: { info: (msg: string, ...args: any[]) => {}, error: (msg: string, ...args: any[]) => {}, 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 }; // Test with 1000 initial capital const config = { mode: 'backtest', name: 'Test', strategy: 'sma-crossover', symbols: ['AAPL'], startDate: '2023-01-01T00:00:00Z', endDate: '2023-01-31T00:00:00Z', initialCapital: 1000, commission: 0.001, slippage: 0.0001, dataFrequency: '1d', speed: 'max' }; await modeManager.initializeMode(config); const backtestEngine = new BacktestEngine(container, storageService, strategyManager); const result = await backtestEngine.runBacktest(config); // Get P&L from Rust const tradingEngine = strategyManager.getTradingEngine(); const [realized, unrealized] = tradingEngine.getTotalPnl(); console.log('\n=== RESULTS ==='); console.log(`Config Initial Capital: $${config.initialCapital}`); console.log(`First Equity Value: $${result.equity[0].value.toFixed(2)}`); console.log(`Final Equity Value: $${result.equity[result.equity.length - 1].value.toFixed(2)}`); console.log(`\nRust Core:`); console.log(` Realized P&L: $${realized.toFixed(2)}`); console.log(` Unrealized P&L: $${unrealized.toFixed(2)}`); console.log(` Total P&L: $${(realized + unrealized).toFixed(2)}`); console.log(`\nCalculated Final Value:`); console.log(` $${config.initialCapital} + $${(realized + unrealized).toFixed(2)} = $${(config.initialCapital + realized + unrealized).toFixed(2)}`); console.log(`\nActual vs Expected:`); const actualFinal = result.equity[result.equity.length - 1].value; const expectedFinal = config.initialCapital + realized + unrealized; console.log(` Actual: $${actualFinal.toFixed(2)}`); console.log(` Expected: $${expectedFinal.toFixed(2)}`); console.log(` Difference: $${(actualFinal - expectedFinal).toFixed(2)}`); // Check if it's using 100k base if (Math.abs(actualFinal - (100000 + realized + unrealized)) < 1) { console.log('\n⚠️ BUG CONFIRMED: Using 100000 as base instead of ' + config.initialCapital); } process.exit(0); } testSimple().catch(error => { console.error('Test failed:', error); process.exit(1); });