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 testPortfolioTracking() { console.log('Testing Portfolio Value Tracking...\n'); // Create minimal service container const container: IServiceContainer = { logger: { info: (msg: string, ...args: any[]) => { // Filter for portfolio value messages if (msg.includes('portfolio') || msg.includes('Portfolio') || msg.includes('equity')) { 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[]) => {}, } 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: '2023-01-01T00:00:00Z', endDate: '2023-01-10T00:00:00Z', // Just 10 days speed: 'max', symbols: ['TEST'], initialCapital: 100000, dataFrequency: '1d', strategy: 'sma-crossover' }); // Create backtest engine const backtestEngine = new BacktestEngine(container, storageService, strategyManager); // Run backtest const config = { mode: 'backtest', name: 'Portfolio Tracking Test', strategy: 'sma-crossover', symbols: ['TEST'], startDate: '2023-01-01T00:00:00Z', endDate: '2023-01-10T00:00:00Z', initialCapital: 100000, commission: 0.001, slippage: 0.0001, dataFrequency: '1d', speed: 'max' }; console.log('Running backtest...'); const result = await backtestEngine.runBacktest(config); // Analyze equity curve console.log('\n=== EQUITY CURVE ANALYSIS ==='); console.log(`Initial Capital: $${config.initialCapital.toLocaleString()}`); console.log(`Equity Points: ${result.equity.length}`); // Show all equity points console.log('\nAll equity points:'); result.equity.forEach((point, i) => { console.log(` ${i + 1}. ${point.date} => $${point.value.toFixed(2)}`); }); // Check for anomalies const firstValue = result.equity[0].value; const lastValue = result.equity[result.equity.length - 1].value; const totalReturn = ((lastValue - firstValue) / firstValue) * 100; console.log(`\nFirst Value: $${firstValue.toFixed(2)}`); console.log(`Last Value: $${lastValue.toFixed(2)}`); console.log(`Calculated Total Return: ${totalReturn.toFixed(2)}%`); console.log(`Reported Total Return: ${result.metrics.totalReturn.toFixed(2)}%`); // Check if values match if (Math.abs(totalReturn - result.metrics.totalReturn) > 0.01) { console.log('\n❌ WARNING: Calculated return does not match reported return!'); } console.log('\n=== TEST COMPLETE ==='); process.exit(0); } testPortfolioTracking().catch(error => { console.error('Test failed:', error); process.exit(1); });