109 lines
No EOL
3.8 KiB
TypeScript
109 lines
No EOL
3.8 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 testPortfolioTracking() {
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console.log('Testing Portfolio Value Tracking...\n');
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// Create minimal service container
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const container: IServiceContainer = {
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logger: {
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info: (msg: string, ...args: any[]) => {
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// Filter for portfolio value messages
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if (msg.includes('portfolio') || msg.includes('Portfolio') || msg.includes('equity')) {
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console.log('[INFO]', msg, ...args);
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}
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},
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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[]) => {},
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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
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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: '2023-01-10T00:00:00Z', // Just 10 days
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speed: 'max',
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symbols: ['TEST'],
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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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// Run backtest
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const config = {
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mode: 'backtest',
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name: 'Portfolio Tracking Test',
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strategy: 'sma-crossover',
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symbols: ['TEST'],
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startDate: '2023-01-01T00:00:00Z',
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endDate: '2023-01-10T00:00:00Z',
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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',
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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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// Analyze equity curve
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console.log('\n=== EQUITY CURVE ANALYSIS ===');
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console.log(`Initial Capital: $${config.initialCapital.toLocaleString()}`);
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console.log(`Equity Points: ${result.equity.length}`);
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// Show all equity points
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console.log('\nAll equity points:');
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result.equity.forEach((point, i) => {
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console.log(` ${i + 1}. ${point.date} => $${point.value.toFixed(2)}`);
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});
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// Check for anomalies
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const firstValue = result.equity[0].value;
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const lastValue = result.equity[result.equity.length - 1].value;
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const totalReturn = ((lastValue - firstValue) / firstValue) * 100;
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console.log(`\nFirst Value: $${firstValue.toFixed(2)}`);
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console.log(`Last Value: $${lastValue.toFixed(2)}`);
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console.log(`Calculated Total Return: ${totalReturn.toFixed(2)}%`);
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console.log(`Reported Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
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// Check if values match
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if (Math.abs(totalReturn - result.metrics.totalReturn) > 0.01) {
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console.log('\n❌ WARNING: Calculated return does not match reported return!');
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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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testPortfolioTracking().catch(error => {
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console.error('Test failed:', error);
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process.exit(1);
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}); |