113 lines
No EOL
4 KiB
TypeScript
113 lines
No EOL
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 debugPositionTracking() {
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// Create service container with detailed logging
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const container: IServiceContainer = {
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logger: {
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info: (msg: string, ...args: any[]) => console.log('[INFO]', msg, ...args),
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error: (msg: string, ...args: any[]) => console.error('[ERROR]', msg, ...args),
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warn: (msg: string, ...args: any[]) => console.warn('[WARN]', msg, ...args),
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debug: (msg: string, ...args: any[]) => console.log('[DEBUG]', msg, ...args),
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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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// Set services in 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 with full config
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await modeManager.initializeMode({
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mode: 'backtest',
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startDate: '2023-06-01T00:00:00Z',
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endDate: '2023-09-01T00:00:00Z', // Just 3 months for debugging
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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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// Listen to strategy events for debugging
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strategyManager.on('order', (orderEvent: any) => {
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console.log('\n📊 STRATEGY ORDER EVENT:', orderEvent);
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});
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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: 'Position Tracking Debug',
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strategy: 'sma-crossover',
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symbols: ['AAPL'],
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startDate: '2023-06-01T00:00:00Z',
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endDate: '2023-09-01T00:00:00Z',
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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('Starting position tracking debug...\n');
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try {
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const result = await backtestEngine.runBacktest(config);
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console.log('\n=== FINAL 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('\n=== TRADE DETAILS ===');
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let buyCount = 0;
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let sellCount = 0;
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result.trades.forEach((trade, i) => {
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console.log(`\nTrade ${i + 1}:`);
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console.log(` Symbol: ${trade.symbol}`);
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console.log(` Side: ${trade.side}`);
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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(` Quantity: ${trade.quantity}`);
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console.log(` P&L: $${trade.pnl.toFixed(2)}`);
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if (trade.side === 'buy') buyCount++;
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else if (trade.side === 'sell') sellCount++;
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});
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console.log(`\n=== TRADE SIDE SUMMARY ===`);
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console.log(`Buy trades: ${buyCount}`);
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console.log(`Sell trades: ${sellCount}`);
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// Check final positions
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console.log('\n=== FINAL POSITIONS ===');
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result.positions.forEach(pos => {
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console.log(`${pos.symbol}: ${pos.quantity} shares @ avg $${pos.averagePrice.toFixed(2)}`);
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});
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} catch (error) {
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console.error('Debug failed:', error);
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}
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}
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// Run the debug
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debugPositionTracking().catch(console.error); |