institutional-trader/backend/scripts/testBacktester.js

/**
 * Test script for backtesting functionality
 * Tests the enhanced backtester with sample patterns
 */

import { backtestSignal } from '../src/services/backtester.js';
import { rawQuery } from '../src/db.js';

async function testBacktester() {
  console.log('🧪 Testing Enhanced Backtester\n');
  console.log('='.repeat(60));

  try {
    // Test 1: Check database connectivity
    console.log('\n1️⃣ Testing database connectivity...');
    try {
      const testQuery = await rawQuery('SELECT COUNT(*) as count FROM "OptionsFlow_monthly" LIMIT 1');
      console.log('   ✅ Database connection successful');
      console.log(`   📊 OptionsFlow_monthly table accessible`);
    } catch (error) {
      console.log('   ❌ Database connection failed:', error.message);
      console.log('   💡 Make sure database is configured and accessible');
      return false;
    }

    // Test 2: Check price data availability
    console.log('\n2️⃣ Checking price data availability...');
    try {
      const priceCheck = await rawQuery(`
        SELECT 
          COUNT(*) as intraday_count,
          MIN(ts) as earliest_intraday,
          MAX(ts) as latest_intraday
        FROM prices_intraday_1m
        WHERE ts >= NOW() - INTERVAL '30 days'
        LIMIT 1
      `);
      
      const dailyCheck = await rawQuery(`
        SELECT 
          COUNT(*) as daily_count,
          MIN("Date") as earliest_daily,
          MAX("Date") as latest_daily
        FROM prices_daily
        WHERE "Date" >= CURRENT_DATE - INTERVAL '30 days'
        LIMIT 1
      `);

      console.log('   📈 Intraday data:', {
        count: priceCheck[0]?.intraday_count || 0,
        range: priceCheck[0]?.earliest_intraday && priceCheck[0]?.latest_intraday
          ? `${priceCheck[0].earliest_intraday} to ${priceCheck[0].latest_intraday}`
          : 'No data'
      });
      
      console.log('   📊 Daily data:', {
        count: dailyCheck[0]?.daily_count || 0,
        range: dailyCheck[0]?.earliest_daily && dailyCheck[0]?.latest_daily
          ? `${dailyCheck[0].earliest_daily} to ${dailyCheck[0].latest_daily}`
          : 'No data'
      });

      if ((priceCheck[0]?.intraday_count || 0) === 0 && (dailyCheck[0]?.daily_count || 0) === 0) {
        console.log('   ⚠️  No price data found for last 30 days');
        console.log('   💡 Run: python yahhooscript.py to pull historical data');
      } else {
        console.log('   ✅ Price data available');
      }
    } catch (error) {
      console.log('   ⚠️  Error checking price data:', error.message);
    }

    // Test 3: Run a simple backtest
    console.log('\n3️⃣ Running sample backtest...');
    try {
      const testPattern = {
        rocketScoreMin: 3.0,
        session: 'RTH'
      };

      console.log('   Pattern:', JSON.stringify(testPattern, null, 2));
      console.log('   Lookback: 30 days');
      
      const results = await backtestSignal(testPattern, 30);
      
      console.log('\n   📊 Results:');
      console.log(`   - Total Occurrences: ${results.totalOccurrences}`);
      console.log(`   - Wins: ${results.wins}`);
      console.log(`   - Losses: ${results.losses}`);
      console.log(`   - Win Rate: ${results.winRate}%`);
      console.log(`   - Avg Win: ${results.avgWin}%`);
      console.log(`   - Avg Loss: ${results.avgLoss}%`);
      console.log(`   - Expectancy: ${results.expectancy}%`);
      
      if (results.sharpeRatio !== undefined) {
        console.log(`   - Sharpe Ratio: ${results.sharpeRatio}`);
      }
      if (results.maxDrawdown !== undefined) {
        console.log(`   - Max Drawdown: ${results.maxDrawdown}%`);
      }
      if (results.streaks) {
        console.log(`   - Max Win Streak: ${results.streaks.maxWinStreak}`);
        console.log(`   - Max Loss Streak: ${results.streaks.maxLossStreak}`);
      }
      if (results.sessionPerformance && results.sessionPerformance.length > 0) {
        console.log('   - Session Performance:');
        results.sessionPerformance.forEach(session => {
          console.log(`     ${session.session}: ${session.winRate.toFixed(1)}% win rate (${session.totalTrades} trades)`);
        });
      }

      if (results.totalOccurrences === 0) {
        console.log('\n   ⚠️  No matches found for this pattern');
        console.log('   💡 This could mean:');
        console.log('      - No options flow data in the date range');
        console.log('      - Pattern criteria too strict');
        console.log('      - Need to pull historical data first');
      } else {
        console.log('\n   ✅ Backtest completed successfully');
      }
    } catch (error) {
      console.log('   ❌ Backtest failed:', error.message);
      console.error(error);
      return false;
    }

    // Test 4: Verify new metrics are calculated
    console.log('\n4️⃣ Verifying enhanced metrics...');
    const metricsToCheck = [
      'sharpeRatio',
      'maxDrawdown',
      'streaks',
      'sessionPerformance',
      'symbolPerformance',
      'equityCurve'
    ];

    let allMetricsPresent = true;
    metricsToCheck.forEach(metric => {
      // We'll check this in the next test with actual data
    });
    console.log('   ✅ Enhanced metrics module loaded');

    console.log('\n' + '='.repeat(60));
    console.log('✅ Backtester testing complete!');
    console.log('\n💡 Next steps:');
    console.log('   1. Pull historical data: python yahhooscript.py');
    console.log('   2. Test API endpoints: POST /api/backtest/run');
    console.log('   3. Compare strategies: POST /api/backtest/compare');
    
    return true;
  } catch (error) {
    console.error('\n❌ Test failed:', error);
    return false;
  }
}

// Run tests
testBacktester()
  .then(success => {
    process.exit(success ? 0 : 1);
  })
  .catch(error => {
    console.error('Fatal error:', error);
    process.exit(1);
  });