95 lines
No EOL
3.3 KiB
TypeScript
95 lines
No EOL
3.3 KiB
TypeScript
import { createContainer } from './src/simple-container';
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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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async function testEquityCurveSpikeFixture() {
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console.log('Testing equity curve spike fix...\n');
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// Create minimal container
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const container = await createContainer({
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database: {
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mongodb: { enabled: false, uri: '' },
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postgres: { enabled: false, uri: '' },
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questdb: { enabled: false, host: '', port: 0 }
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}
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});
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// Create services
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const storageService = new StorageService(container);
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const strategyManager = new StrategyManager(container);
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// Create backtest engine
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const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
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// Run a quick backtest
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const config = {
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mode: 'backtest',
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name: 'Equity Curve Spike Test',
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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: 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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speed: 'max'
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};
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console.log('Running backtest...');
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const result = await backtestEngine.runBacktest(config);
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// Check the equity curve
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console.log('\n=== Equity Curve Analysis ===');
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console.log(`Initial Capital: $${config.initialCapital}`);
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console.log(`Total equity points: ${result.equity.length}`);
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if (result.equity.length > 0) {
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// Check first few points
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console.log('\nFirst 5 equity curve points:');
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result.equity.slice(0, 5).forEach((point, index) => {
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console.log(`${index + 1}. ${point.date}: $${point.value.toFixed(2)}`);
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});
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// Check for spike
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const firstValue = result.equity[0].value;
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const secondValue = result.equity.length > 1 ? result.equity[1].value : firstValue;
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console.log(`\nFirst equity value: $${firstValue.toFixed(2)}`);
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console.log(`Second equity value: $${secondValue.toFixed(2)}`);
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// Check if there's a spike from 0 to initial capital
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if (firstValue === 0 || firstValue < config.initialCapital * 0.5) {
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console.log('\n❌ SPIKE DETECTED: First equity value is too low!');
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} else if (Math.abs(firstValue - config.initialCapital) < 1) {
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console.log('\n✅ NO SPIKE: First equity value correctly starts at initial capital!');
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} else {
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console.log(`\n⚠️ First equity value differs from initial capital by $${Math.abs(firstValue - config.initialCapital).toFixed(2)}`);
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}
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// Check for duplicate timestamps
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const timestamps = new Set();
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let duplicates = 0;
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result.equity.forEach(point => {
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if (timestamps.has(point.date)) {
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duplicates++;
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}
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timestamps.add(point.date);
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});
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if (duplicates > 0) {
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console.log(`\n⚠️ Found ${duplicates} duplicate timestamps in equity curve`);
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} else {
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console.log('\n✅ No duplicate timestamps found');
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}
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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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testEquityCurveSpikeFixture().catch(error => {
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console.error('Test failed:', error);
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process.exit(1);
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}); |