stock-bot/apps/stock/orchestrator/test-clear-crossovers.ts

#!/usr/bin/env bun

/**
 * Test with very clear crossover patterns
 */

import { BacktestEngine } from './src/backtest/BacktestEngine';
import { StrategyManager } from './src/strategies/StrategyManager';
import { StorageService } from './src/services/StorageService';
import { getLogger } from '@stock-bot/logger';
import { ModeManager } from './src/core/ModeManager';
import { MarketDataService } from './src/services/MarketDataService';
import { ExecutionService } from './src/services/ExecutionService';
import { DataManager } from './src/data/DataManager';

async function testClearCrossovers() {
  console.log('=== Test with Clear Crossovers ===\n');
  
  const logger = getLogger('test');
  const container = {
    logger,
    custom: {}
  };
  
  const storageService = new StorageService(container as any);
  const marketDataService = new MarketDataService(container as any);
  const executionService = new ExecutionService(container as any);
  const modeManager = new ModeManager(container as any, marketDataService, executionService, storageService);
  
  container.custom = {
    ModeManager: modeManager,
    MarketDataService: marketDataService,
    ExecutionService: executionService
  };
  
  const strategyManager = new StrategyManager(container as any);
  const backtestEngine = new BacktestEngine(container as any, storageService, strategyManager);
  
  // Override data loading to provide clear patterns
  const dataManager = new DataManager(container as any, storageService);
  (backtestEngine as any).dataManager = dataManager;
  
  (dataManager as any).loadHistoricalData = async (symbols: string[], startDate: Date, endDate: Date) => {
    const data = new Map();
    const bars = [];
    
    console.log('Generating clear crossover patterns...');
    
    // Generate 100 days of data with 3 clear crossovers
    // Pattern: Start high, go low (death cross), go high (golden cross), go low (death cross)
    
    for (let i = 0; i < 100; i++) {
      let price;
      
      if (i < 20) {
        // Start at 100, slight upward trend
        price = 100 + i * 0.5;
      } else if (i < 40) {
        // Sharp downtrend from 110 to 70 (death cross around day 30)
        price = 110 - (i - 20) * 2;
      } else if (i < 60) {
        // Sharp uptrend from 70 to 110 (golden cross around day 50)
        price = 70 + (i - 40) * 2;
      } else if (i < 80) {
        // Sharp downtrend from 110 to 70 (death cross around day 70)
        price = 110 - (i - 60) * 2;
      } else {
        // Stabilize around 70
        price = 70 + Math.sin((i - 80) * 0.3) * 2;
      }
      
      const timestamp = startDate.getTime() + i * 86400000;
      
      bars.push({
        type: 'bar',
        data: {
          symbol: 'AAPL',
          open: price - 0.5,
          high: price + 1,
          low: price - 1,
          close: price,
          volume: 1000000,
          timestamp
        }
      });
      
      if (i % 10 === 0) {
        console.log(`Day ${i + 1}: Price = $${price.toFixed(2)}`);
      }
    }
    
    console.log('\nExpected crossovers:');
    console.log('- Death cross around day 30');
    console.log('- Golden cross around day 50');
    console.log('- Death cross around day 70\n');
    
    data.set('AAPL', bars);
    return data;
  };
  
  const config = {
    mode: 'backtest' as const,
    name: 'Clear Crossovers Test',
    strategy: 'sma-crossover',
    symbols: ['AAPL'],
    startDate: '2023-01-01T00:00:00Z',
    endDate: '2023-04-10T00:00:00Z', // 100 days
    initialCapital: 100000,
    dataFrequency: '1d',
    commission: 0.001,
    slippage: 0.0001,
    speed: 'max' as const
  };
  
  await modeManager.initializeMode(config);
  
  try {
    const result = await backtestEngine.runBacktest(config);
    
    console.log('\n=== Backtest Results ===');
    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
    console.log(`Total Trades: ${result.metrics.totalTrades}`);
    console.log(`Trades in history: ${result.trades.length}`);
    console.log(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
    
    console.log('\nTrade Details:');
    result.trades.forEach((trade, i) => {
      const entry = new Date(trade.entryDate).toLocaleDateString();
      const exit = trade.exitDate ? new Date(trade.exitDate).toLocaleDateString() : 'OPEN';
      console.log(`Trade ${i + 1}: ${trade.side} ${trade.quantity} @ $${trade.entryPrice.toFixed(2)} (${entry}) -> ${exit === 'OPEN' ? 'OPEN' : `$${trade.exitPrice.toFixed(2)} (${exit})`} | P&L: ${trade.pnl.toFixed(2)}`);
    });
    
  } catch (error) {
    console.error('Backtest failed:', error);
  }
}

testClearCrossovers().catch(console.error);