ADD: added first version

cmd/backtest/main.go

@@ -0,0 +1,96 @@
+package main
+
+import (
+	"flag"
+	"os"
+	"path/filepath"
+	"time"
+
+	"alpaca-bot/internal/alpaca"
+	"alpaca-bot/internal/backtest"
+	"alpaca-bot/internal/config"
+	"alpaca-bot/internal/logger"
+	"alpaca-bot/internal/strategy"
+
+	"github.com/joho/godotenv"
+	"github.com/xuri/excelize/v2"
+)
+
+func main() {
+	_ = godotenv.Load()
+	log := logger.New("[BACKTEST]")
+
+	cfg := config.LoadAlpaca()
+
+	// CLI flags
+	symbol := flag.String("symbol", "AAPL", "Stock symbol")
+	tf := flag.String("tf", "1Day", "Timeframe")
+	startStr := flag.String("start", "2023-01-01", "Start date")
+	endStr := flag.String("end", "2026-01-01", "End date")
+	cash := flag.Float64("cash", 10000, "Start capital")
+	risk := flag.Float64("risk", 0.02, "Risk per trade (fraction)")
+	atrPeriod := flag.Int("atr", 14, "ATR period")
+	atrMult := flag.Float64("atrMult", 1.5, "ATR multiplier for stop")
+	tpMult := flag.Float64("tpMult", 2.0, "Take profit multiplier")
+	fast := flag.Int("fast", 12, "Fast EMA")
+	slow := flag.Int("slow", 26, "Slow EMA")
+	out := flag.String("out", "output/backtest.xlsx", "Excel output path")
+	flag.Parse()
+
+	start, err := time.Parse("2006-01-02", *startStr)
+	if err != nil {
+		log.Fatal("invalid start date:", err)
+	}
+	end, err := time.Parse("2006-01-02", *endStr)
+	if err != nil {
+		log.Fatal("invalid end date:", err)
+	}
+
+	// Create output folder
+	if err := os.MkdirAll(filepath.Dir(*out), 0755); err != nil {
+		log.Fatal(err)
+	}
+
+	// Load historical bars from Alpaca
+	client := alpaca.NewClient(cfg)
+	bars, err := client.GetHistoricalBars(*symbol, *tf, start, end)
+	if err != nil {
+		log.Fatal(err)
+	}
+	log.Printf("Loaded %d bars for %s", len(bars), *symbol)
+
+	// Initialize EMA crossover strategy
+	strat := strategy.NewEMACross(*fast, *slow)
+
+	// Initialize backtest engine with ATR stops and TakeProfit
+	engine := backtest.NewEngine(*symbol, strat, *cash, *risk, *atrPeriod, *atrMult, *tpMult)
+	engine.Run(bars)
+
+	log.Printf("Backtest finished | Trades: %d | End Cash: %.2f", len(engine.Trades), engine.Cash)
+
+	// Export trades to Excel
+	f := excelize.NewFile()
+	sheet := "Backtest"
+	f.NewSheet(sheet)
+
+	headers := []string{"Time", "Symbol", "Side", "Price", "Qty", "Cash", "StopPrice", "TakeProfit"}
+	for i, h := range headers {
+		cell, _ := excelize.CoordinatesToCellName(i+1, 1)
+		f.SetCellValue(sheet, cell, h)
+	}
+
+	for i, t := range engine.Trades {
+		row := i + 2
+		values := []interface{}{t.Time.Format("2006-01-02 15:04:05"), t.Symbol, t.Side, t.Price, t.Qty, t.Cash, t.StopPrice, t.TakeProfit}
+		for colIdx, val := range values {
+			cell, _ := excelize.CoordinatesToCellName(colIdx+1, row)
+			f.SetCellValue(sheet, cell, val)
+		}
+	}
+
+	if err := f.SaveAs(*out); err != nil {
+		log.Fatal("failed to save Excel:", err)
+	}
+
+	log.Printf("Backtest Excel saved to %s", *out)
+}