122 lines
No EOL
4.7 KiB
TypeScript
122 lines
No EOL
4.7 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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async function testInitialCapitalDebug() {
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console.log('Debugging Initial Capital Issue...\n');
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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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// Test with LOW initial capital
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const config = {
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mode: 'backtest',
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name: 'Initial Capital Debug',
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strategy: 'sma-crossover',
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symbols: ['AAPL'],
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startDate: '2023-01-01T00:00:00Z',
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endDate: '2023-01-31T00:00:00Z', // Just one month
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initialCapital: 1000, // LOW CAPITAL
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commission: 0.001,
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slippage: 0.0001,
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dataFrequency: '1d',
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speed: 'max'
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};
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// Initialize backtest mode
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await modeManager.initializeMode(config);
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// Create backtest engine
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const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
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console.log('Running backtest with initial capital: $' + config.initialCapital);
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try {
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const result = await backtestEngine.runBacktest(config);
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console.log('\n=== DEBUG INFO ===');
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console.log(`Initial Capital: $${config.initialCapital}`);
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// Check equity curve
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console.log('\nEquity Curve:');
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result.equity.forEach((point, idx) => {
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if (idx < 3 || idx >= result.equity.length - 3) {
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console.log(` ${new Date(point.timestamp).toISOString()}: $${point.value.toFixed(2)}`);
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}
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if (idx === 3 && result.equity.length > 6) {
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console.log(' ...');
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}
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});
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// Get trading engine to check P&L
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const tradingEngine = strategyManager.getTradingEngine();
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if (tradingEngine) {
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const [realized, unrealized] = tradingEngine.getTotalPnl();
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console.log(`\nRust Core P&L:`);
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console.log(` Realized: $${realized.toFixed(2)}`);
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console.log(` Unrealized: $${unrealized.toFixed(2)}`);
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console.log(` Total P&L: $${(realized + unrealized).toFixed(2)}`);
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console.log(` Expected Final Value: $${(config.initialCapital + realized + unrealized).toFixed(2)}`);
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}
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// Check trades
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console.log('\nTrades:');
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result.trades.forEach((t, idx) => {
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console.log(` ${idx + 1}. ${t.symbol} ${t.side} ${t.quantity} @ $${t.entryPrice} -> $${t.exitPrice}`);
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console.log(` P&L: $${t.pnl.toFixed(2)} (${t.pnlPercent.toFixed(2)}%)`);
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});
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// The issue calculation
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const finalValue = result.equity[result.equity.length - 1].value;
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console.log('\n=== ISSUE ANALYSIS ===');
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console.log(`Final portfolio value: $${finalValue.toFixed(2)}`);
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console.log(`Initial capital: $${config.initialCapital}`);
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console.log(`Difference: $${(finalValue - config.initialCapital).toFixed(2)}`);
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console.log(`Return %: ${((finalValue - config.initialCapital) / config.initialCapital * 100).toFixed(2)}%`);
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// Check if it's using 100k
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const assumedInitial = 100000;
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const assumedReturn = (finalValue - assumedInitial) / assumedInitial * 100;
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console.log(`\nIf initial was $100k:`);
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console.log(` Return would be: ${assumedReturn.toFixed(2)}%`);
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console.log(` P&L would be: $${(finalValue - assumedInitial).toFixed(2)}`);
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} catch (error) {
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console.error('Backtest failed:', error);
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}
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console.log('\n=== TEST COMPLETE ===');
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process.exit(0);
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}
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testInitialCapitalDebug().catch(error => {
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console.error('Test failed:', error);
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process.exit(1);
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}); |