115 lines
No EOL
4.3 KiB
TypeScript
115 lines
No EOL
4.3 KiB
TypeScript
import { BacktestEngine } from '../src/backtest/BacktestEngine';
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import { StrategyManager } from '../src/strategies/StrategyManager';
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import { StorageService } from '../src/services/StorageService';
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import { ModeManager } from '../src/core/ModeManager';
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import { MarketDataService } from '../src/services/MarketDataService';
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import { ExecutionService } from '../src/services/ExecutionService';
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import { IServiceContainer } from '@stock-bot/di';
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import { getLogger } from '@stock-bot/logger';
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const logger = getLogger('BacktestTest');
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async function runSimpleBacktest() {
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// Create service container
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const container: IServiceContainer = {
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logger: {
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info: (msg: string, ...args: any[]) => console.log('[INFO]', msg, ...args),
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error: (msg: string, ...args: any[]) => console.error('[ERROR]', msg, ...args),
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warn: (msg: string, ...args: any[]) => console.warn('[WARN]', msg, ...args),
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debug: (msg: string, ...args: any[]) => console.log('[DEBUG]', msg, ...args),
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} as any,
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custom: {}
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};
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// Initialize services
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const storageService = new StorageService();
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const marketDataService = new MarketDataService(container);
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const executionService = new ExecutionService(container);
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const modeManager = new ModeManager(container, marketDataService, executionService, storageService);
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const strategyManager = new StrategyManager(container);
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// Set services in container
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container.custom = {
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MarketDataService: marketDataService,
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ExecutionService: executionService,
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ModeManager: modeManager,
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StorageService: storageService
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};
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// Initialize backtest mode with full config
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await modeManager.initializeMode({
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mode: 'backtest',
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startDate: '2023-01-01T00:00:00Z',
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endDate: '2024-01-01T00:00:00Z',
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speed: 'max',
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symbols: ['AAPL'],
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initialCapital: 100000,
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dataFrequency: '1d',
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strategy: 'sma-crossover'
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});
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// Create backtest engine
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const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
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// Configure backtest - shorter period for faster testing
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const config = {
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mode: 'backtest' as const, // Add mode field
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name: 'SMA Crossover Test',
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strategy: 'sma-crossover',
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symbols: ['AAPL'], // Just one symbol for simplicity
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startDate: '2023-01-01T00:00:00Z', // ISO datetime format
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endDate: '2024-01-01T00:00:00Z', // ISO datetime format
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initialCapital: 100000,
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commission: 0.001,
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slippage: 0.0001,
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dataFrequency: '1d' as const,
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speed: 'max' as const
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};
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console.log('Starting backtest with configuration:', config);
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try {
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const result = await backtestEngine.runBacktest(config);
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console.log('\n=== BACKTEST RESULTS ===');
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console.log(`Total Trades: ${result.metrics.totalTrades}`);
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console.log(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
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console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
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console.log(`Sharpe Ratio: ${result.metrics.sharpeRatio.toFixed(2)}`);
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console.log(`Max Drawdown: ${result.metrics.maxDrawdown.toFixed(2)}%`);
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console.log('\n=== TRADE HISTORY ===');
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if (result.trades.length === 0) {
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console.log('No trades were executed!');
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} else {
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result.trades.forEach((trade, i) => {
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console.log(`\nTrade ${i + 1}:`);
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console.log(` Symbol: ${trade.symbol}`);
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console.log(` Entry: ${trade.entryDate} @ $${trade.entryPrice.toFixed(2)}`);
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console.log(` Exit: ${trade.exitDate} @ $${trade.exitPrice.toFixed(2)}`);
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console.log(` P&L: $${trade.pnl.toFixed(2)} (${trade.pnlPercent.toFixed(2)}%)`);
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});
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}
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// Show some equity curve data
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console.log('\n=== EQUITY CURVE (first and last 5 points) ===');
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const equityCurve = result.equity;
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if (equityCurve.length > 0) {
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equityCurve.slice(0, 5).forEach(point => {
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console.log(`${point.date}: $${point.value.toFixed(2)}`);
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});
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if (equityCurve.length > 10) {
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console.log('...');
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equityCurve.slice(-5).forEach(point => {
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console.log(`${point.date}: $${point.value.toFixed(2)}`);
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});
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}
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}
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} catch (error) {
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console.error('Backtest failed:', error);
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}
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}
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// Run the test
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runSimpleBacktest().catch(console.error); |