84 lines
No EOL
3 KiB
TypeScript
84 lines
No EOL
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 runBacktestWithDetailedLogging() {
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// Create service container
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const container: IServiceContainer = {
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logger,
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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);
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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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// Set backtest mode
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await modeManager.setMode('backtest', {
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startTime: new Date('2020-01-01').getTime(),
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endTime: new Date('2025-01-01').getTime(),
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speedMultiplier: 1
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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
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const config = {
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name: 'SMA Crossover Test',
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strategy: 'sma-crossover',
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symbols: ['AAPL', 'GOOGL', 'MSFT'],
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startDate: '2020-01-01',
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endDate: '2025-01-01',
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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'
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};
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logger.info('Starting backtest with configuration:', config);
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try {
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const result = await backtestEngine.runBacktest(config);
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logger.info('=== BACKTEST RESULTS ===');
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logger.info(`Total Trades: ${result.metrics.totalTrades}`);
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logger.info(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
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logger.info(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
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logger.info(`Sharpe Ratio: ${result.metrics.sharpeRatio.toFixed(2)}`);
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logger.info(`Max Drawdown: ${result.metrics.maxDrawdown.toFixed(2)}%`);
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logger.info('\n=== TRADE HISTORY ===');
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result.trades.forEach((trade, i) => {
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logger.info(`Trade ${i + 1}:`);
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logger.info(` Symbol: ${trade.symbol}`);
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logger.info(` Entry: ${trade.entryDate} @ $${trade.entryPrice.toFixed(2)}`);
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logger.info(` Exit: ${trade.exitDate} @ $${trade.exitPrice.toFixed(2)}`);
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logger.info(` P&L: $${trade.pnl.toFixed(2)} (${trade.pnlPercent.toFixed(2)}%)`);
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});
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} catch (error) {
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logger.error('Backtest failed:', error);
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}
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}
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// Run the test
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runBacktestWithDetailedLogging().catch(console.error); |