103 lines
No EOL
3.4 KiB
TypeScript
103 lines
No EOL
3.4 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 testShortTrades() {
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// Create service container
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const container: IServiceContainer = {
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logger: {
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info: () => {},
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error: console.error,
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warn: () => {},
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debug: () => {},
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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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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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// Initialize backtest mode
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await modeManager.initializeMode({
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mode: 'backtest',
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startDate: '2023-01-01T00:00:00Z',
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endDate: '2024-01-01T00:00:00Z',
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speed: 'max',
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symbols: ['AAPL'],
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initialCapital: 100000,
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dataFrequency: '1d',
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strategy: 'sma-crossover'
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});
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// Create backtest engine
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const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
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// Configure backtest
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const config = {
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mode: 'backtest' as const,
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name: 'Short Trade 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: '2024-01-01T00:00:00Z',
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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' as const,
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speed: 'max' as const
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};
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console.log('Testing short trade recording...\n');
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try {
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const result = await backtestEngine.runBacktest(config);
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console.log('=== BACKTEST RESULTS ===');
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console.log(`Total Trades: ${result.metrics.totalTrades}`);
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console.log(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
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console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
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// Count long vs short trades
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let longTrades = 0;
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let shortTrades = 0;
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console.log('\n=== TRADE BREAKDOWN ===');
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result.trades.forEach((trade, i) => {
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const tradeType = trade.side === 'buy' ? 'LONG' : 'SHORT';
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if (trade.side === 'buy') longTrades++;
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else shortTrades++;
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console.log(`Trade ${i + 1} (${tradeType}):`);
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console.log(` Entry: ${trade.entryDate} @ $${trade.entryPrice.toFixed(2)}`);
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console.log(` Exit: ${trade.exitDate} @ $${trade.exitPrice.toFixed(2)}`);
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console.log(` P&L: $${trade.pnl.toFixed(2)} (${trade.pnlPercent.toFixed(2)}%)`);
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console.log('');
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});
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console.log('=== TRADE TYPE SUMMARY ===');
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console.log(`Long trades: ${longTrades}`);
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console.log(`Short trades: ${shortTrades}`);
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console.log(`Total trades: ${result.metrics.totalTrades}`);
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} catch (error) {
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console.error('Test failed:', error);
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}
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}
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// Run the test
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testShortTrades().catch(console.error); |