mql-rust/src/engine/backtester.rs

use crate::data::parser::{Ohlcv, Tick};
use std::collections::HashMap;

#[derive(Debug, Clone, PartialEq)]
pub enum OrderType {
    Buy,
    Sell,
    // Add pending later
}

#[derive(Debug, Clone)]
pub struct Position {
    pub ticket: u64,
    pub symbol: String,
    pub order_type: OrderType,
    pub volume: f64,
    pub open_price: f64,
    pub sl: Option<f64>,
    pub tp: Option<f64>,
    pub open_time: String,
}

#[derive(Debug, Clone)]
pub struct ClosedTrade {
    pub ticket: u64,
    pub symbol: String,
    pub order_type: OrderType,
    pub volume: f64,
    pub open_price: f64,
    pub close_price: f64,
    pub profit: f64,
    pub open_time: String,
    pub close_time: String,
}

#[derive(Debug, Clone)]
pub struct BacktestConfig {
    pub initial_deposit: f64,
    pub leverage: f64,
    pub spread_modifier: u32,
}

pub struct Backtester {
    pub config: BacktestConfig,
    pub balance: f64,
    pub equity: f64,
    pub free_margin: f64,
    pub margin: f64,
    pub open_positions: Vec<Position>,
    pub history: Vec<ClosedTrade>,
    ticket_counter: u64,
    
    // Internal state cache for symbols
    pub current_prices: HashMap<String, (f64, f64)>, // Bid, Ask
}

impl Backtester {
    pub fn new(config: BacktestConfig) -> Self {
        Self {
            balance: config.initial_deposit,
            equity: config.initial_deposit,
            free_margin: config.initial_deposit,
            margin: 0.0,
            config,
            open_positions: Vec::new(),
            history: Vec::new(),
            ticket_counter: 1,
            current_prices: HashMap::new(),
        }
    }

    pub fn update_tick(&mut self, symbol: &str, bid: f64, ask: f64) {
        self.current_prices.insert(symbol.to_string(), (bid, ask));
        self.recalculate_equity();
    }
    
    pub fn update_ohlcv(&mut self, symbol: &str, bar: &Ohlcv) {
        // Simple approximation for bar execution (using Close price for equity calculation)
        let simulated_bid = bar.close;
        let simulated_ask = bar.close + (bar.spread as f64 * 0.00001); // Assumes generic 5-digit broker formatting
        self.update_tick(symbol, simulated_bid, simulated_ask);
    }

    fn recalculate_equity(&mut self) {
        let mut floating_profit = 0.0;
        let contract_size = 100000.0; // Assume standard Forex lots for MVP
        
        for pos in &self.open_positions {
            if let Some(&(bid, ask)) = self.current_prices.get(&pos.symbol) {
                if pos.order_type == OrderType::Buy {
                    floating_profit += (bid - pos.open_price) * contract_size * pos.volume;
                } else if pos.order_type == OrderType::Sell {
                    floating_profit += (pos.open_price - ask) * contract_size * pos.volume;
                }
            }
        }
        
        self.equity = self.balance + floating_profit;
        self.free_margin = self.equity - self.margin;
    }

    pub fn market_order(&mut self, symbol: &str, order_type: OrderType, volume: f64, sl: Option<f64>, tp: Option<f64>, time: String) -> Result<u64, String> {
        let &(bid, ask) = self.current_prices.get(symbol).ok_or("No price data for symbol")?;
        
        // Ensure Margin
        let required_margin = (volume * 100000.0) / self.config.leverage;
        if self.free_margin < required_margin {
            return Err("Not enough free margin".to_string());
        }

        let price = match order_type {
            OrderType::Buy => ask,
            OrderType::Sell => bid,
        };

        let ticket = self.ticket_counter;
        self.ticket_counter += 1;

        let pos = Position {
            ticket,
            symbol: symbol.to_string(),
            order_type,
            volume,
            open_price: price,
            sl,
            tp,
            open_time: time,
        };

        self.margin += required_margin;
        self.open_positions.push(pos);
        self.recalculate_equity();

        Ok(ticket)
    }

    pub fn close_position(&mut self, ticket: u64, time: String) -> Result<(), String> {
        let pos_index = self.open_positions.iter().position(|p| p.ticket == ticket)
            .ok_or("Position ticket not found")?;

        let pos = self.open_positions.remove(pos_index);
        let &(bid, ask) = self.current_prices.get(&pos.symbol).ok_or("No price data for symbol")?;
        
        let contract_size = 100000.0;
        
        let (close_price, profit) = match pos.order_type {
            OrderType::Buy => (bid, (bid - pos.open_price) * contract_size * pos.volume),
            OrderType::Sell => (ask, (pos.open_price - ask) * contract_size * pos.volume),
        };

        self.balance += profit;
        
        // Free margin back
        let required_margin = (pos.volume * 100000.0) / self.config.leverage;
        self.margin -= required_margin;
        
        self.history.push(ClosedTrade {
            ticket: pos.ticket,
            symbol: pos.symbol.clone(),
            order_type: pos.order_type,
            volume: pos.volume,
            open_price: pos.open_price,
            close_price,
            profit,
            open_time: pos.open_time,
            close_time: time,
        });

        self.recalculate_equity();
        Ok(())
    }
}