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 +1,117 @@
+#!/usr/bin/env python3
+"""
+直接调用RPC服务执行回测 - 不经过HTTP
+"""
+
+import zmq
+import json
+from datetime import datetime
+
+print("=" * 80)
+print("🚀 通过RPC执行回测")
+print("=" * 80)
+
+# ZMQ配置
+ZMQ_HOST = "127.0.0.1"
+ZMQ_PORT = 8008
+ZMQ_TIMEOUT = 30000  # 30秒
+
+# 读取策略代码
+strategy_file = "/Users/chufeng/.openclaw/workspace-guanyu/pangtong-value/research/task-20260329-strategy-backtest/guanyu/single_stock_stop_loss_final_correct.py"
+
+with open(strategy_file, 'r', encoding='utf-8') as f:
+    strategy_code = f.read()
+
+print(f"✅ 策略代码: {len(strategy_code)} 字符")
+
+# 创建请求
+request = {
+    "strategy_code": strategy_code,
+    "symbol": "510300.SSE",
+    "interval": "1d",
+    "start": 1609459200,
+    "end": 1772515200,
+    "capital": 1000000,
+    "rate": 3e-5,
+    "slippage": 0.002,
+    "size": 10000,
+    "pricetick": 0.001,
+    "data_source": "sqlite"
+}
+
+print("\n请求配置:")
+print(f"  标的: {request['symbol']}")
+print(f"  时间: 2021-01-01 ~ 2026-03-01")
+print(f"  资金: {request['capital']:,}")
+print(f"  止损: 15%")
+
+# 连接到RPC
+print(f"\n连接RPC: {ZMQ_HOST}:{ZMQ_PORT}")
+
+context = zmq.Context()
+socket = context.socket(zmq.REQ)
+socket.setsockopt(zmq.LINGER, 0)  # 不等待未发送的消息
+socket.connect(f"tcp://{ZMQ_HOST}:{ZMQ_PORT}")
+
+# 设置超时
+socket.setsockopt(zmq.RCVTIMEO, ZMQ_TIMEOUT)
+socket.setsockopt(zmq.SNDTIMEO, ZMQ_TIMEOUT)
+
+# 发送请求
+print("\n发送请求...")
+request_json = json.dumps(request)
+socket.send_string(request_json)
+
+print("✅ 请求已发送，等待响应...")
+
+# 接收响应
+try:
+    response_json = socket.recv_string()
+    response = json.loads(response_json)
+    
+    print("✅ 收到响应")
+    
+    if "error" in response:
+        print(f"\n❌ 回测失败: {response['error']}")
+        if "traceback" in response:
+            print("\n错误堆栈:")
+            print(response["traceback"])
+    else:
+        print("\n" + "=" * 80)
+        print("回测结果:")
+        print("=" * 80)
+        
+        if "statistics" in response:
+            stats = response["statistics"]
+            
+            print(f"\n📊 绩效指标:")
+            print(f"   总收益率: {stats.get('total_return', 0):.2%}")
+            print(f"   年化收益率: {stats.get('annual_return', 0):.2%}")
+            print(f"   最大回撤: {stats.get('max_drawdown', 0):.2%}")
+            print(f"   夏普比率: {stats.get('sharpe_ratio', 0):.2f}")
+            print(f"   卡玛比率: {stats.get('calmar_ratio', 0):.2f}")
+            print(f"   总交易次数: {stats.get('total_trades', 0)}")
+            print(f"   胜率: {stats.get('win_rate', 0):.2%}")
+            print(f"   盈亏比: {stats.get('profit_loss_ratio', 0):.2f}")
+
+        if "trades" in response:
+            trades = response["trades"]
+            print(f"\n📝 交易记录: 共 {len(trades)} 笔")
+            
+            for idx, trade in enumerate(trades, 1):
+                print(f"   {idx}. {trade.get('datetime')} {trade.get('direction')} {trade.get('symbol')} @ {trade.get('price'):.2f} × {trade.get('volume')}")
+        
+        print("\n" + "=" * 80)
+        print("✅ 回测执行完成!")
+        print("=" * 80)
+
+except zmq.error.Again:
+    print("❌ 请求超时: RPC服务响应时间过长")
+except Exception as e:
+    print(f"❌ 接收响应失败: {e}")
+    import traceback
+    traceback.print_exc()
+
+finally:
+    socket.close()
+    context.term()