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FxPouya
2025-12-24 20:14:48 +03:30
committed by GitHub
parent 477ab2baef
commit f187b69173
6 changed files with 133 additions and 18 deletions
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js/backtester.js
+14 -8
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@@ -2,9 +2,15 @@
* Backtester - Fast backtesting engine using typed arrays
*/
class Backtester {
constructor(data, strategy) {
constructor(data, strategy, symbol = '') {
this.strategy = strategy;
this.dataLength = data.length;
this.symbol = symbol;
// Get profit multiplier based on symbol type
this.profitMultiplier = typeof getProfitMultiplier === 'function'
? getProfitMultiplier(symbol)
: 10000; // Default to standard forex
// Use typed arrays for performance
this.open = new Float64Array(data.length);
@@ -43,7 +49,7 @@ class Backtester {
if (position.type === 'BUY' && this.checkSellSignal(i)) {
// Close BUY and open SELL
const closePrice = this.close[i];
const profit = closePrice - position.entry;
const profit = (closePrice - position.entry) * this.profitMultiplier;
balance += profit;
trades.push({
type: 'BUY',
@@ -60,7 +66,7 @@ class Backtester {
} else if (position.type === 'SELL' && this.checkBuySignal(i)) {
// Close SELL and open BUY
const closePrice = this.close[i];
const profit = position.entry - closePrice;
const profit = (position.entry - closePrice) * this.profitMultiplier;
balance += profit;
trades.push({
type: 'SELL',
@@ -101,7 +107,7 @@ class Backtester {
// Close any open position at the end
if (position) {
const exitPrice = this.close[this.dataLength - 1];
const profit = exitPrice - position.entry;
const profit = (exitPrice - position.entry) * this.profitMultiplier;
balance += profit;
trades.push({
type: 'BUY',
@@ -266,7 +272,7 @@ class Backtester {
type: position.type,
entry: position.entry,
exit: position.tp,
profit: position.tp - position.entry,
profit: (position.tp - position.entry) * this.profitMultiplier,
reason: 'take_profit',
openTime: position.openTime,
closeTime: this.time[index]
@@ -278,7 +284,7 @@ class Backtester {
type: position.type,
entry: position.entry,
exit: position.sl,
profit: position.sl - position.entry,
profit: (position.sl - position.entry) * this.profitMultiplier,
reason: 'stop_loss',
openTime: position.openTime,
closeTime: this.time[index]
@@ -291,7 +297,7 @@ class Backtester {
type: position.type,
entry: position.entry,
exit: position.tp,
profit: position.entry - position.tp,
profit: (position.entry - position.tp) * this.profitMultiplier,
reason: 'take_profit',
openTime: position.openTime,
closeTime: this.time[index]
@@ -303,7 +309,7 @@ class Backtester {
type: position.type,
entry: position.entry,
exit: position.sl,
profit: position.entry - position.sl,
profit: (position.entry - position.sl) * this.profitMultiplier,
reason: 'stop_loss',
openTime: position.openTime,
closeTime: this.time[index]