stock-bot/apps/stock/orchestrator/debug-performance-values.ts

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 debugPerformanceValues() {
  console.log('Debugging Performance Calculation Values...\n');
  
  // Create minimal service container with more logging
  const container: IServiceContainer = {
    logger: {
      info: (msg: string, ...args: any[]) => {
        // Log everything related to P&L and portfolio
        if (msg.includes('P&L') || msg.includes('portfolio') || msg.includes('Portfolio') || 
            msg.includes('equity') || msg.includes('Total') || msg.includes('pnl')) {
          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[]) => {
        if (msg.includes('P&L') || msg.includes('portfolio') || msg.includes('pnl')) {
          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
  };

  // Initialize backtest mode
  await modeManager.initializeMode({
    mode: 'backtest',
    startDate: '2023-01-01T00:00:00Z',
    endDate: '2023-01-15T00:00:00Z',  // Just 15 days
    speed: 'max',
    symbols: ['TEST'],
    initialCapital: 100000,
    dataFrequency: '1d',
    strategy: 'sma-crossover'
  });

  // Create backtest engine
  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
  
  // Run backtest
  const config = {
    mode: 'backtest',
    name: 'Debug Performance Values',
    strategy: 'sma-crossover',
    symbols: ['TEST'],
    startDate: '2023-01-01T00:00:00Z',
    endDate: '2023-01-15T00:00:00Z',
    initialCapital: 100000,
    commission: 0.001,
    slippage: 0.0001,
    dataFrequency: '1d',
    speed: 'max'
  };
  
  console.log('Running backtest...');
  const result = await backtestEngine.runBacktest(config);
  
  // Debug values
  console.log('\n=== RAW VALUES DEBUG ===');
  console.log(`Initial Capital: $${config.initialCapital}`);
  console.log(`Reported Metrics:`);
  console.log(`  - Total Return: ${result.metrics.totalReturn}%`);
  console.log(`  - Sharpe Ratio: ${result.metrics.sharpeRatio}`);
  console.log(`  - Max Drawdown: ${result.metrics.maxDrawdown}%`);
  console.log(`  - Win Rate: ${result.metrics.winRate}%`);
  console.log(`  - Total Trades: ${result.metrics.totalTrades}`);
  
  console.log('\n=== EQUITY CURVE VALUES ===');
  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];
    console.log(`First: ${first.date} => $${first.value}`);
    console.log(`Last: ${last.date} => $${last.value}`);
    
    // Manual calculation
    const manualReturn = ((last.value - first.value) / first.value) * 100;
    console.log(`\nManual Total Return: ${manualReturn.toFixed(2)}%`);
    console.log(`Difference from reported: ${Math.abs(manualReturn - result.metrics.totalReturn).toFixed(2)}%`);
  }
  
  console.log('\n=== TRADE ANALYSIS ===');
  console.log(`Closed Trades: ${result.trades.length}`);
  if (result.trades.length > 0) {
    const wins = result.trades.filter(t => t.pnl > 0);
    const losses = result.trades.filter(t => t.pnl < 0);
    const manualWinRate = (wins.length / result.trades.length) * 100;
    
    console.log(`Wins: ${wins.length}`);
    console.log(`Losses: ${losses.length}`);
    console.log(`Manual Win Rate: ${manualWinRate.toFixed(2)}%`);
    
    // Show P&L values
    const totalPnL = result.trades.reduce((sum, t) => sum + t.pnl, 0);
    console.log(`\nTotal P&L from trades: $${totalPnL.toFixed(2)}`);
    
    // Show first few trades
    console.log('\nFirst 3 trades:');
    result.trades.slice(0, 3).forEach((t, i) => {
      console.log(`  ${i+1}. ${t.side} ${t.quantity} @ ${t.exitPrice} | P&L: $${t.pnl.toFixed(2)}`);
    });
  }
  
  // Check trading engine P&L
  const tradingEngine = strategyManager.getTradingEngine();
  if (tradingEngine) {
    try {
      const [realized, unrealized] = tradingEngine.getTotalPnl();
      console.log('\n=== TRADING ENGINE P&L ===');
      console.log(`Realized P&L: $${realized.toFixed(2)}`);
      console.log(`Unrealized P&L: $${unrealized.toFixed(2)}`);
      console.log(`Total P&L: $${(realized + unrealized).toFixed(2)}`);
      console.log(`Portfolio Value: $${(config.initialCapital + realized + unrealized).toFixed(2)}`);
    } catch (e) {
      console.error('Failed to get P&L from trading engine:', e);
    }
  }
  
  console.log('\n=== TEST COMPLETE ===');
  process.exit(0);
}

debugPerformanceValues().catch(error => {
  console.error('Test failed:', error);
  process.exit(1);
});