initial-import: 2026-04-11 21:18:55

2026-04-11 21:18:55 +08:00
commit 5e6b2d73eb
264 changed files with 117047 additions and 0 deletions
@@ -0,0 +1,143 @@
+#!/usr/bin/env python3
+"""
+修复后的FastAPI回测服务
+包含vnpy.app兼容性修复
+"""
+
+from fastapi import FastAPI
+from fastapi.middleware.cors import CORSMiddleware
+import zmq
+import pydantic
+from typing import Optional, Dict, Any
+
+# 配置
+ZMQ_HOST = "127.0.0.1"
+ZMQ_PORT = 8001
+ZMQ_TIMEOUT = 30000  # 30秒超时
+
+# 创建FastAPI应用
+app = FastAPI(
+    title="回测API服务",
+    description="vn.py策略回测API服务",
+    version="1.0.0",
+)
+
+# 配置CORS
+app.add_middleware(
+    CORSMiddleware,
+    allow_origins=["*"],
+    allow_credentials=True,
+    allow_methods=["*"],
+    allow_headers=["*"],
+)
+
+# 创建ZMQ上下文
+context = zmq.Context()
+
+# 请求模型
+class BacktestRequest(pydantic.BaseModel):
+    strategy_code: str
+    symbol: str
+    interval: str = "1d"
+    start: int
+    end: int
+    capital: float = 1000000.0
+    rate: float = 0.00003
+    slippage: float = 0.2
+    size: int = 1
+    pricetick: float = 0.2
+
+# 响应模型
+class ApiResponse(pydantic.BaseModel):
+    code: int
+    msg: str
+    data: Optional[Dict[str, Any]] = None
+    error: Optional[str] = None
+    error_detail: Optional[str] = None
+
+@app.get("/")
+async def root():
+    return {"message": "回测API服务正常运行", "version": "1.0.0"}
+
+@app.post("/api/backtest/run", response_model=ApiResponse)
+async def run_backtest(request: BacktestRequest):
+    """运行策略回测"""
+    try:
+        # 创建ZMQ客户端
+        socket = context.socket(zmq.REQ)
+        socket.connect(f"tcp://{ZMQ_HOST}:{ZMQ_PORT}")
+        
+        # 准备请求
+        req = {
+            "function": "run_strategy_backtest",
+            "args": [],
+            "kwargs": {
+                "strategy_code": request.strategy_code,
+                "symbol": request.symbol,
+                "interval": request.interval,
+                "start": request.start,
+                "end": request.end,
+                "capital": request.capital,
+                "rate": request.rate,
+                "slippage": request.slippage,
+                "size": request.size,
+                "pricetick": request.pricetick,
+            }
+        }
+        
+        # 发送请求
+        socket.send_pyobj(req)
+        
+        # 设置轮询器
+        poller = zmq.Poller()
+        poller.register(socket, zmq.POLLIN)
+        events = poller.poll(ZMQ_TIMEOUT)
+        
+        if not events:
+            socket.close()
+            return ApiResponse(
+                code=504,
+                msg="回测请求超时",
+                error="请求超时，请检查服务状态",
+            )
+        
+        # 接收响应
+        result = socket.recv_pyobj()
+        socket.close()
+        
+        if "error" in result:
+            # 回测执行出错
+            return ApiResponse(
+                code=400,
+                msg="回测执行出错",
+                data=result,
+                error=result.get("error"),
+                error_detail=result.get("traceback"),
+            )
+        else:
+            # 回测成功
+            return ApiResponse(
+                code=200,
+                msg="回测完成",
+                data=result,
+                error=None,
+                error_detail=None,
+            )
+            
+    except Exception as e:
+        import traceback
+        error_tb = traceback.format_exc()
+        return ApiResponse(
+            code=500,
+            msg="API服务内部错误",
+            error=str(e),
+            error_detail=error_tb,
+        )
+
+if __name__ == "__main__":
+    import uvicorn
+    print("🚀 启动修复后的回测API服务...")
+    print(f"   监听地址: 0.0.0.0:8088")
+    print(f"   ZMQ RPC: tcp://{ZMQ_HOST}:{ZMQ_PORT}")
+    print(f"   vnpy.app兼容性: ✅ 已修复")
+    uvicorn.run(app, host="0.0.0.0", port=8088)