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 testFullBacktest() { console.log('Testing Full Backtest with Real Data...\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 configuration matching what frontend might send const config = { mode: 'backtest', name: 'Full Test', strategy: 'sma-crossover', symbols: ['AAPL', 'MSFT', 'GOOGL'], // Multiple symbols startDate: '2023-01-01T00:00:00Z', endDate: '2023-12-31T00:00:00Z', // Full year initialCapital: 100000, 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 full year backtest with multiple symbols...'); const startTime = Date.now(); try { const result = await backtestEngine.runBacktest(config); const duration = (Date.now() - startTime) / 1000; console.log(`\nBacktest completed in ${duration.toFixed(2)} seconds`); // Check for data anomalies console.log('\n=== RESULT ANALYSIS ==='); console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`); console.log(`Sharpe Ratio: ${result.metrics.sharpeRatio.toFixed(3)}`); console.log(`Max Drawdown: ${(result.metrics.maxDrawdown * 100).toFixed(2)}%`); console.log(`Win Rate: ${result.metrics.winRate.toFixed(1)}%`); console.log(`Total Trades: ${result.metrics.totalTrades}`); console.log(`Trades Array Length: ${result.trades.length}`); // Check equity curve console.log('\n=== EQUITY CURVE CHECK ==='); console.log(`Equity Points: ${result.equity.length}`); if (result.equity.length > 0) { const first = result.equity[0]; const last = result.equity[result.equity.length - 1]; const max = Math.max(...result.equity.map(e => e.value)); const min = Math.min(...result.equity.map(e => e.value)); console.log(`First: $${first.value.toFixed(2)}`); console.log(`Last: $${last.value.toFixed(2)}`); console.log(`Max: $${max.toFixed(2)}`); console.log(`Min: $${min.toFixed(2)}`); // Check for exponential growth const growthRatio = last.value / first.value; if (growthRatio > 10) { console.log('\n⚠️ WARNING: Detected possible exponential growth!'); console.log(`Growth ratio: ${growthRatio.toFixed(2)}x`); } } // Sample some trades console.log('\n=== TRADE SAMPLES ==='); if (result.trades.length > 0) { console.log('First 3 trades:'); result.trades.slice(0, 3).forEach((t, i) => { console.log(` ${i+1}. ${t.symbol} ${t.side} ${t.quantity} @ ${t.exitPrice.toFixed(2)} | P&L: $${t.pnl.toFixed(2)} (${t.pnlPercent.toFixed(2)}%)`); }); if (result.trades.length > 3) { console.log('\nLast 3 trades:'); result.trades.slice(-3).forEach((t, i) => { console.log(` ${i+1}. ${t.symbol} ${t.side} ${t.quantity} @ ${t.exitPrice.toFixed(2)} | P&L: $${t.pnl.toFixed(2)} (${t.pnlPercent.toFixed(2)}%)`); }); } } // Check raw metrics object console.log('\n=== RAW METRICS ==='); console.log(JSON.stringify(result.metrics, null, 2)); } catch (error) { console.error('Backtest failed:', error); } console.log('\n=== TEST COMPLETE ==='); process.exit(0); } testFullBacktest().catch(error => { console.error('Test failed:', error); process.exit(1); });