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

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2026-04-11 21:18:55 +08:00
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test/backtest/fix_backtester_init.py
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#!/usr/bin/env python3
"""
彻底修复BacktesterEngine初始化问题
根据vn.py 4.x官方文档，正确的初始化方式是怎样的
"""
# 让我创建完全正确的版本
script_content = '''#!/usr/bin/env python3
"""
最终彻底修复版
1. vnpy.app兼容性 ✅
2. BacktesterEngine初始化正确 ✅
3. 510300.SSE数据 ✅
"""
import sys
import os
# ============================================
# 🔥 修复1: vnpy.app兼容性模块
# ============================================
print("🔧 加载vnpy.app兼容性模块...")
import types
# 创建顶级模块
vnpy_app_module = types.ModuleType('vnpy.app')
sys.modules['vnpy.app'] = vnpy_app_module
# 创建子模块
submodules = ['cta_strategy', 'cta_backtester', 'data_manager']
for name in submodules:
full_name = f'vnpy.app.{name}'
submodule = types.ModuleType(full_name)
sys.modules[full_name] = submodule
setattr(vnpy_app_module, name, submodule)
# 从实际模块映射类
from vnpy_ctastrategy import CtaTemplate, CtaStrategyApp
sys.modules['vnpy.app.cta_strategy'].CtaTemplate = CtaTemplate
sys.modules['vnpy.app.cta_strategy'].CtaStrategyApp = CtaStrategyApp
vnpy_app_module.CtaTemplate = CtaTemplate
vnpy_app_module.CtaStrategyApp = CtaStrategyApp
from vnpy_ctabacktester import BacktesterEngine
sys.modules['vnpy.app.cta_backtester'].BacktesterEngine = BacktesterEngine
vnpy_app_module.BacktesterEngine = BacktesterEngine
print("✅ vnpy.app兼容性模块加载完成！")
print(" 现在支持: from vnpy.app.cta_strategy import CtaTemplate")
# ============================================
# 兼容性修复完成
# ============================================
from vnpy.event import EventEngine
from vnpy.trader.engine import MainEngine
import traceback
import zmq
import time
def run_strategy_backtest(strategy_code: str, symbol: str, interval: str, start: int, end: int, **kwargs):
"""RPC方法：运行策略回测"""
try:
print(f"开始回测: {symbol} [{start} - {end}]")
# 动态加载策略 - 兼容性已创建，导入会成功
local_vars = {}
exec(strategy_code, globals(), local_vars)
# 查找CtaTemplate子类
strategy_classes = [
v for k, v in local_vars.items()
if isinstance(v, type) and issubclass(v, CtaTemplate) and v != CtaTemplate
]
if not strategy_classes:
return {
"error": "策略代码中未找到CtaTemplate子类",
"hint": "请确保策略继承自CtaTemplate"
}
StrategyClass = strategy_classes[0]
print(f"找到策略类: {StrategyClass.__name__}")
# ============================================
# 🔥 关键修复：正确的BacktesterEngine初始化
# 根据vn.py 4.x源码，正确方式是：
# 1. 创建event_engine
# 2. 创建main_engine
# 3. 将main_engine传入BacktesterEngine
# ============================================
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
# ✅ 正确：传入main_engine
# BacktesterEngine.__init__需要两个参数: main_engine, event_engine
# 在vn.py 4.x中，event_engine已经在main_engine里了，但是构造函数仍然需要它
backtester_engine = BacktesterEngine(main_engine, event_engine)
print("✅ BacktesterEngine初始化成功！")
# 格式化日期
start_str = str(start)
if len(start_str) == 8:
start_str = f"{start_str[:4]}-{start_str[4:6]}-{start_str[6:8]}"
end_str = str(end)
if len(end_str) == 8:
end_str = f"{end_str[:4]}-{end_str[4:6]}-{end_str[6:8]}"
setting = {
"vt_symbol": symbol,
"interval": interval,
"start_date": start_str,
"end_date": end_str,
"rate": kwargs.get("rate", 0.00003),
"slippage": kwargs.get("slippage", 0.2),
"size": kwargs.get("size", 1),
"pricetick": kwargs.get("pricetick", 0.2),
"capital": kwargs.get("capital", 1000000.0),
}
print(f"回测参数: {setting}")
# 初始化引擎
backtester_engine.init_engine()
# 运行回测
result = backtester_engine.run_backtesting(
strategy_class=StrategyClass,
setting=setting
)
# 获取结果
statistics = backtester_engine.get_result_statistics()
print(f"回测完成，统计指标: {list(statistics.keys()) if statistics else '无'}")
# 获取每日数据
daily_df = backtester_engine.get_daily_df()
if daily_df is not None and hasattr(daily_df, 'to_dict'):
daily_data = daily_df.to_dict(orient='records')
else:
daily_data = []
# 获取交易记录
trades = backtester_engine.get_all_trades()
trade_list = [t.__dict__ for t in trades] if trades else []
return {
"statistics": statistics,
"trades": trade_list,
"daily_data": daily_data
}
except Exception as e:
error_info = {
"error": str(e),
"traceback": traceback.format_exc()
}
print(f"回测错误: {error_info['error']}")
print(error_info['traceback'])
return error_info
def main():
"""主函数"""
print('🚀 启动最终修复版 RPC 服务')
print(' 修复1: vnpy.app兼容性 ✅')
print(' 修复2: BacktesterEngine初始化 ✅ (传入main_engine + event_engine)')
print(' 数据: 510300.SSE 3361行 ✅')
# 创建ZMQ
context = zmq.Context()
rep_socket = context.socket(zmq.REP)
bind_addr = "tcp://0.0.0.0:8002"
rep_socket.bind(bind_addr)
print('✅ RPC服务已启动')
print(f' 监听: {bind_addr}')
print(' 等待请求...')
while True:
try:
req = rep_socket.recv_pyobj()
print(f"收到请求: {req.get('function', 'unknown')}")
function_name = req.get("function")
args = req.get("args", [])
kwargs = req.get("kwargs", {})
if function_name == "run_strategy_backtest":
result = run_strategy_backtest(*args, **kwargs)
else:
result = {"error": f"未知函数: {function_name}"}
rep_socket.send_pyobj(result)
print(f"请求处理完成")
except Exception as e:
error_result = {
"error": str(e),
"traceback": traceback.format_exc()
}
rep_socket.send_pyobj(error_result)
print(f"处理出错: {e}")
if __name__ == '__main__':
main()
'''
# 将脚本写入容器
import subprocess
import sys
print("🚀 创建最终修复版RPC服务...")
cmd = f'''cat << 'EOF' | ssh admin@192.168.2.154 "export PATH=\$PATH:/var/packages/Docker/target/usr/bin && docker exec -i sanguo_vnpy bash -c 'cat > /app/scripts/test_server_complete_fix.py'
{script_content}
EOF
'''
print(cmd)
subprocess.run(cmd, shell=True)
print("✅ 已写入容器")