checkpoint: spread/commisions working

2026-08-01 06:17:46 +00:00 · 2026-06-06 17:16:32 +01:00
parent 1dc728078f
commit bbfe87edb7
5 changed files with 100 additions and 12 deletions
@@ -0,0 +1,76 @@
+use crate::broker::Broker;
+
+  pub struct Stats {
+      pub initial_cash: f64,
+      pub final_cash: f64,
+      pub total_return_pct: f64,
+      pub num_trades: usize,
+      pub num_wins: usize,
+      pub win_rate_pct: f64,
+      pub avg_pnl: f64,
+      pub best_trade: f64,
+      pub worst_trade: f64,
+      pub profit_factor: f64,
+  }
+
+  impl Stats {
+      pub fn compute(broker: &Broker, initial_cash: f64) -> Self {
+          let num_trades = broker.trade_history.len();
+          let final_cash = broker.cash;
+          let total_return_pct = (final_cash - initial_cash) / initial_cash * 100.0;
+
+          let num_wins = broker.trade_history.iter().filter(|t| t.pnl > 0.0).count();
+          let win_rate_pct = if num_trades > 0 {
+              num_wins as f64 / num_trades as f64 * 100.0
+          } else { 0.0 };
+
+          let avg_pnl = if num_trades > 0 {
+              broker.trade_history.iter().map(|t| t.pnl).sum::<f64>() / num_trades as f64
+          } else { 0.0 };
+
+          let best_trade = broker.trade_history.iter().map(|t| t.pnl)
+              .fold(f64::NEG_INFINITY, f64::max);
+          let worst_trade = broker.trade_history.iter().map(|t| t.pnl)
+              .fold(f64::INFINITY, f64::min);
+
+          let gross_profit: f64 = broker.trade_history.iter()
+              .filter(|t| t.pnl > 0.0).map(|t| t.pnl).sum();
+          let gross_loss: f64 = broker.trade_history.iter()
+              .filter(|t| t.pnl < 0.0).map(|t| t.pnl.abs()).sum();
+          let profit_factor = if gross_loss > 0.0 { gross_profit / gross_loss } else {
+  f64::INFINITY };
+
+          Stats {
+              initial_cash,
+              final_cash,
+              total_return_pct,
+              num_trades,
+              num_wins,
+              win_rate_pct,
+              avg_pnl,
+              best_trade: if num_trades > 0 { best_trade } else { 0.0 },
+              worst_trade: if num_trades > 0 { worst_trade } else { 0.0 },
+              profit_factor,
+          }
+      }
+  }
+
+  impl std::fmt::Display for Stats {
+      fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
+          write!(f,
+              "--- Backtest Results ---\n\
+               Initial Cash:   {:.2}\n\
+               Final Cash:     {:.2}\n\
+               Total Return:   {:.2}%\n\
+               Trades:         {}\n\
+               Win Rate:       {:.1}%\n\
+               Avg PnL:        {:.5}\n\
+               Best Trade:     {:.5}\n\
+               Worst Trade:    {:.5}\n\
+               Profit Factor:  {:.2}",
+              self.initial_cash, self.final_cash, self.total_return_pct,
+              self.num_trades, self.win_rate_pct, self.avg_pnl,
+              self.best_trade, self.worst_trade, self.profit_factor
+          )
+      }
+  }