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 testInitialCapital() { console.log('Testing 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 Test', 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=== RESULTS ==='); console.log(`Initial Capital: $${config.initialCapital}`); console.log(`Final Value: $${result.equity[result.equity.length - 1].value.toFixed(2)}`); console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`); console.log(`Total Trades: ${result.metrics.totalTrades}`); // Check if portfolio grew from 1000 const finalValue = result.equity[result.equity.length - 1].value; const expectedRange = config.initialCapital * 0.5; // Within 50% of initial if (Math.abs(finalValue - config.initialCapital) > expectedRange && Math.abs(finalValue - 100000) < expectedRange) { console.log('\n⚠️ WARNING: Portfolio appears to be using 100000 as initial capital!'); } else { console.log('\n✅ Portfolio appears to be using correct initial capital'); } // Check first few trades if (result.trades.length > 0) { console.log('\nFirst trade:'); const t = result.trades[0]; console.log(` ${t.symbol} ${t.side} ${t.quantity} shares @ $${t.entryPrice}`); console.log(` Trade value: $${(t.quantity * t.entryPrice).toFixed(2)}`); if (t.quantity * t.entryPrice > config.initialCapital) { console.log(' ⚠️ WARNING: Trade size exceeds initial capital!'); } } } catch (error) { console.error('Backtest failed:', error); } console.log('\n=== TEST COMPLETE ==='); process.exit(0); } testInitialCapital().catch(error => { console.error('Test failed:', error); process.exit(1); });