89 lines
No EOL
2.5 KiB
TypeScript
89 lines
No EOL
2.5 KiB
TypeScript
#!/usr/bin/env bun
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/**
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* Test strategy signal generation
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*/
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import { SimpleMovingAverageCrossover } from './src/strategies/examples/SimpleMovingAverageCrossover';
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import { MarketData } from './src/types';
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async function testStrategySignals() {
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console.log('Testing strategy signal generation...\n');
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// Create strategy with mock config
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const config = {
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id: 'test-sma',
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name: 'Test SMA Strategy',
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enabled: true,
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symbols: ['AAPL'],
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allocation: 1.0
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};
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const strategy = new SimpleMovingAverageCrossover(config, null, null);
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await strategy.start();
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// Generate 100 days of mock data with a clear trend
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const basePrice = 100;
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let price = basePrice;
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let signalCount = 0;
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console.log('Feeding market data to strategy...\n');
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for (let day = 0; day < 100; day++) {
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// Create uptrend for days 30-50, downtrend for days 60-80
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if (day >= 30 && day < 50) {
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price += 0.5; // Uptrend
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} else if (day >= 60 && day < 80) {
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price -= 0.5; // Downtrend
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} else {
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price += (Math.random() - 0.5) * 0.2; // Small random movement
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}
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const marketData: MarketData = {
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type: 'bar',
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data: {
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symbol: 'AAPL',
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open: price - 0.1,
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high: price + 0.2,
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low: price - 0.2,
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close: price,
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volume: 1000000,
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timestamp: Date.now() + day * 86400000
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}
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};
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// Listen for signals
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strategy.once('signal', (signal) => {
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signalCount++;
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console.log(`Day ${day}: Signal generated!`);
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console.log(` Type: ${signal.type}`);
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console.log(` Strength: ${signal.strength}`);
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console.log(` Reason: ${signal.reason}`);
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console.log(` Metadata:`, signal.metadata);
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});
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// Listen for orders
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strategy.once('order', (order) => {
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console.log(`Day ${day}: Order generated!`);
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console.log(` Side: ${order.side}`);
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console.log(` Quantity: ${order.quantity}`);
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console.log(` Type: ${order.orderType}`);
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});
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// Process the market data
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await strategy.onMarketData(marketData);
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if (day % 10 === 0) {
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console.log(`Day ${day}: Price = ${price.toFixed(2)}, Total signals = ${signalCount}`);
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}
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}
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console.log(`\n✅ Test completed. Total signals generated: ${signalCount}`);
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const perf = strategy.getPerformance();
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console.log('\nStrategy Performance:', perf);
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await strategy.stop();
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}
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testStrategySignals().catch(console.error); |