import { createContainer } from './src/simple-container'; import { BacktestEngine } from './src/backtest/BacktestEngine'; import { StrategyManager } from './src/strategies/StrategyManager'; import { StorageService } from './src/services/StorageService'; async function testEquityCurveSpikeFixture() { console.log('Testing equity curve spike fix...\n'); // Create minimal container const container = await createContainer({ database: { mongodb: { enabled: false, uri: '' }, postgres: { enabled: false, uri: '' }, questdb: { enabled: false, host: '', port: 0 } } }); // Create services const storageService = new StorageService(container); const strategyManager = new StrategyManager(container); // Create backtest engine const backtestEngine = new BacktestEngine(container, storageService, strategyManager); // Run a quick backtest const config = { mode: 'backtest', name: 'Equity Curve Spike Test', strategy: 'sma-crossover', symbols: ['AAPL'], startDate: '2023-01-01T00:00:00Z', endDate: '2023-01-31T00:00:00Z', // Just one month initialCapital: 100000, commission: 0.001, slippage: 0.0001, dataFrequency: '1d', speed: 'max' }; console.log('Running backtest...'); const result = await backtestEngine.runBacktest(config); // Check the equity curve console.log('\n=== Equity Curve Analysis ==='); console.log(`Initial Capital: $${config.initialCapital}`); console.log(`Total equity points: ${result.equity.length}`); if (result.equity.length > 0) { // Check first few points console.log('\nFirst 5 equity curve points:'); result.equity.slice(0, 5).forEach((point, index) => { console.log(`${index + 1}. ${point.date}: $${point.value.toFixed(2)}`); }); // Check for spike const firstValue = result.equity[0].value; const secondValue = result.equity.length > 1 ? result.equity[1].value : firstValue; console.log(`\nFirst equity value: $${firstValue.toFixed(2)}`); console.log(`Second equity value: $${secondValue.toFixed(2)}`); // Check if there's a spike from 0 to initial capital if (firstValue === 0 || firstValue < config.initialCapital * 0.5) { console.log('\n❌ SPIKE DETECTED: First equity value is too low!'); } else if (Math.abs(firstValue - config.initialCapital) < 1) { console.log('\n✅ NO SPIKE: First equity value correctly starts at initial capital!'); } else { console.log(`\n⚠️ First equity value differs from initial capital by $${Math.abs(firstValue - config.initialCapital).toFixed(2)}`); } // Check for duplicate timestamps const timestamps = new Set(); let duplicates = 0; result.equity.forEach(point => { if (timestamps.has(point.date)) { duplicates++; } timestamps.add(point.date); }); if (duplicates > 0) { console.log(`\n⚠️ Found ${duplicates} duplicate timestamps in equity curve`); } else { console.log('\n✅ No duplicate timestamps found'); } } console.log('\n=== Test Complete ==='); process.exit(0); } testEquityCurveSpikeFixture().catch(error => { console.error('Test failed:', error); process.exit(1); });