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 traceShortPositions() { let orderCount = 0; let fillCount = 0; const orderTracker: any[] = []; const fillTracker: any[] = []; // Create service container with detailed logging const container: IServiceContainer = { logger: { info: (msg: string, ...args: any[]) => { // Log all order and fill events if (msg.includes('order') || msg.includes('Order') || msg.includes('fill') || msg.includes('Fill') || msg.includes('position') || msg.includes('Position')) { console.log('[INFO]', msg, ...args); } // Track order submissions if (msg.includes('Submitting order')) { orderCount++; const orderData = args[0]; orderTracker.push({ count: orderCount, symbol: orderData.symbol, side: orderData.side, quantity: orderData.quantity, type: orderData.type }); console.log(`\n🔵 ORDER #${orderCount}:`, orderData.side.toUpperCase(), orderData.symbol); } // Track fills if (msg.includes('Order filled')) { fillCount++; const fillData = args[0]; fillTracker.push({ count: fillCount, orderId: fillData.orderId, symbol: fillData.symbol, side: fillData.side, price: fillData.price, quantity: fillData.quantity }); console.log(`\n🟢 FILL #${fillCount}:`, fillData.side.toUpperCase(), fillData.symbol, '@', fillData.price); } }, error: console.error, warn: () => {}, debug: () => {}, } 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); container.custom = { MarketDataService: marketDataService, ExecutionService: executionService, ModeManager: modeManager, StorageService: storageService }; // Listen to strategy events strategyManager.on('signal', (signal: any) => { console.log('\n🎯 STRATEGY SIGNAL:', signal); }); // Initialize backtest mode await modeManager.initializeMode({ mode: 'backtest', startDate: '2023-06-01T00:00:00Z', endDate: '2023-09-01T00:00:00Z', // 3 months speed: 'max', symbols: ['AAPL'], initialCapital: 100000, dataFrequency: '1d', strategy: 'sma-crossover' }); // Create backtest engine const backtestEngine = new BacktestEngine(container, storageService, strategyManager); // Configure backtest const config = { mode: 'backtest' as const, name: 'Short Position Trace', strategy: 'sma-crossover', symbols: ['AAPL'], startDate: '2023-06-01T00:00:00Z', endDate: '2023-09-01T00:00:00Z', initialCapital: 100000, commission: 0.001, slippage: 0.0001, dataFrequency: '1d' as const, speed: 'max' as const }; console.log('=== TRACING SHORT POSITION FLOW ===\n'); try { const result = await backtestEngine.runBacktest(config); console.log('\n=== ORDER/FILL TRACKING SUMMARY ==='); console.log(`Total orders submitted: ${orderCount}`); console.log(`Total fills executed: ${fillCount}`); // Analyze order flow let buyOrders = 0; let sellOrders = 0; orderTracker.forEach(order => { if (order.side === 'buy') buyOrders++; else sellOrders++; }); console.log(`\nOrder breakdown:`); console.log(`- BUY orders: ${buyOrders}`); console.log(`- SELL orders: ${sellOrders}`); // Check for short positions console.log('\n=== LOOKING FOR SHORT PATTERNS ==='); console.log('(A short position starts with a SELL and closes with a BUY)\n'); let potentialShorts = 0; for (let i = 0; i < orderTracker.length - 1; i++) { if (orderTracker[i].side === 'sell') { // Look for subsequent buy to close for (let j = i + 1; j < orderTracker.length; j++) { if (orderTracker[j].side === 'buy' && orderTracker[j].symbol === orderTracker[i].symbol) { potentialShorts++; console.log(`Potential short trade found:`); console.log(` Open: Order #${orderTracker[i].count} (SELL)`); console.log(` Close: Order #${orderTracker[j].count} (BUY)`); break; } } } } console.log(`\nPotential short trades identified: ${potentialShorts}`); // Final results console.log('\n=== BACKTEST RESULTS ==='); console.log(`Total closed trades: ${result.metrics.totalTrades}`); let longTrades = 0; let shortTrades = 0; result.trades.forEach((trade, i) => { const tradeType = trade.side === 'buy' ? 'LONG' : 'SHORT'; if (trade.side === 'buy') longTrades++; else shortTrades++; console.log(`\nTrade ${i + 1} (${tradeType}):`); console.log(` Entry: ${trade.entryDate} @ $${trade.entryPrice.toFixed(2)}`); console.log(` Exit: ${trade.exitDate} @ $${trade.exitPrice.toFixed(2)}`); console.log(` P&L: $${trade.pnl.toFixed(2)}`); }); console.log('\n=== FINAL SUMMARY ==='); console.log(`Long trades recorded: ${longTrades}`); console.log(`Short trades recorded: ${shortTrades}`); console.log(`Expected short trades (from order flow): ${potentialShorts}`); if (shortTrades < potentialShorts) { console.log('\n❌ ISSUE: Not all short trades were recorded in closed trades!'); console.log('This suggests the Rust core trade matching logic may have an issue.'); } } catch (error) { console.error('Trace failed:', error); } } // Run the trace traceShortPositions().catch(console.error);