121 lines
No EOL
3.5 KiB
TypeScript
121 lines
No EOL
3.5 KiB
TypeScript
import {
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BaseHandler,
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Handler,
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Operation,
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} from '@stock-bot/handlers';
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import { getLogger } from '@stock-bot/logger';
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import type { OrchestratorServices } from '../../types';
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const logger = getLogger('backtest-handler');
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interface BacktestPayload {
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backtestId: string;
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strategy: string;
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symbols: string[];
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startDate: string;
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endDate: string;
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initialCapital: number;
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config?: Record<string, any>;
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}
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interface CancelBacktestPayload {
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backtestId: string;
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}
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@Handler('orchestrator')
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export class BacktestHandler extends BaseHandler<OrchestratorServices> {
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@Operation('run-backtest')
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async runBacktest(payload: BacktestPayload) {
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const { backtestId, strategy, symbols, startDate, endDate, initialCapital, config } = payload;
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logger.info('Starting backtest', { backtestId, strategy, symbolCount: symbols.length });
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try {
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// Update status in web-api (via Redis or direct DB update)
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await this.updateBacktestStatus(backtestId, 'running');
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// TODO: Call Rust core via NAPI bindings
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// For now, we'll simulate the backtest
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const results = await this.simulateBacktest({
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strategy,
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symbols,
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startDate,
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endDate,
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initialCapital,
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config,
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});
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// Store results
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await this.storeBacktestResults(backtestId, results);
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// Update status to completed
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await this.updateBacktestStatus(backtestId, 'completed');
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logger.info('Backtest completed', { backtestId });
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return { success: true, backtestId, results };
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} catch (error) {
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logger.error('Backtest failed', { backtestId, error });
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await this.updateBacktestStatus(backtestId, 'failed', error.message);
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throw error;
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}
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}
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@Operation('cancel-backtest')
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async cancelBacktest(payload: CancelBacktestPayload) {
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const { backtestId } = payload;
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logger.info('Cancelling backtest', { backtestId });
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// TODO: Implement actual cancellation logic
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// For now, just update the status
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await this.updateBacktestStatus(backtestId, 'cancelled');
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return { success: true, backtestId };
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}
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private async updateBacktestStatus(backtestId: string, status: string, error?: string) {
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// TODO: Update in MongoDB or notify web-api
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logger.info('Updating backtest status', { backtestId, status, error });
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}
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private async storeBacktestResults(backtestId: string, results: any) {
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// TODO: Store in MongoDB
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logger.info('Storing backtest results', { backtestId });
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}
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private async simulateBacktest(params: Omit<BacktestPayload, 'backtestId'>) {
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// Simulate some processing time
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await new Promise(resolve => setTimeout(resolve, 2000));
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// Return mock results
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return {
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metrics: {
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totalReturn: 0.15,
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sharpeRatio: 1.2,
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maxDrawdown: -0.08,
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winRate: 0.55,
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totalTrades: 150,
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profitFactor: 1.8,
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},
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equity: [
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{ date: params.startDate, value: params.initialCapital },
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{ date: params.endDate, value: params.initialCapital * 1.15 },
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],
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trades: [
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{
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symbol: params.symbols[0],
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entryDate: params.startDate,
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exitDate: params.endDate,
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entryPrice: 100,
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exitPrice: 115,
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quantity: 100,
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pnl: 1500,
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},
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],
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};
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}
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} |