/**
* test_run_backtest.ts - 汎用バックテストのテスト
*
* 使用法:
* npx tsx tools/trading_process/test_run_backtest.ts [strategy_type]
*
* 例:
* npx tsx tools/trading_process/test_run_backtest.ts sma_cross
* npx tsx tools/trading_process/test_run_backtest.ts rsi
* npx tsx tools/trading_process/test_run_backtest.ts macd_cross
* npx tsx tools/trading_process/test_run_backtest.ts bb_breakout
*/
import runBacktest from './run_backtest.js';
import { writeFileSync } from 'fs';
import { join, dirname } from 'path';
import { fileURLToPath } from 'url';
const __dirname = dirname(fileURLToPath(import.meta.url));
async function main() {
const strategyType = process.argv[2] || 'sma_cross';
// 戦略ごとのデフォルトパラメータ
const strategyConfigs: Record<string, { type: string; params: Record<string, number> }> = {
sma_cross: { type: 'sma_cross', params: { short: 5, long: 20 } },
rsi: { type: 'rsi', params: { period: 14, overbought: 70, oversold: 30 } },
macd_cross: { type: 'macd_cross', params: { fast: 12, slow: 26, signal: 9 } },
bb_breakout: { type: 'bb_breakout', params: { period: 20, stddev: 2 } },
};
const config = strategyConfigs[strategyType];
if (!config) {
console.error(`Unknown strategy: ${strategyType}`);
console.error(`Available: ${Object.keys(strategyConfigs).join(', ')}`);
process.exit(1);
}
console.log(`\n=== Testing ${strategyType} strategy ===\n`);
console.log('Input:', JSON.stringify({
pair: 'btc_jpy',
period: '3M',
strategy: config,
}, null, 2));
const chartDetail = process.argv[3] === 'full' ? 'full' as const : 'default' as const;
const result = await runBacktest({
pair: 'btc_jpy',
period: '3M',
strategy: config as any,
savePng: false, // ローカルテストでは PNG 不要
includeSvg: true, // SVG を返す
chartDetail,
});
if (!result.ok) {
console.error('\nError:', result.error);
if ('availableStrategies' in result) {
console.error('Available strategies:', result.availableStrategies);
}
process.exit(1);
}
console.log('\n' + result.summary);
// SVGをファイルに保存
if (result.svg) {
const outputPath = join(__dirname, '..', '..', 'assets', `backtest_${strategyType}_test.svg`);
writeFileSync(outputPath, result.svg);
console.log(`\nSVG saved to: ${outputPath}`);
console.log(`\nOpen with: open ${outputPath}`);
}
}
main().catch(console.error);
