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 +1,110 @@
+#!/usr/bin/env python3
+"""
+测试 510300.SSE 回测
+验证数据是否正确加载
+"""
+
+import requests
+import json
+import time
+
+def main():
+    print("🚀 测试 510300.SSE 回测")
+    print("="*60)
+    
+    url = "http://192.168.2.154:8088/api/backtest/run"
+    
+    # 简单均线策略
+    strategy_code = '''
+from vnpy.app.cta_strategy import CtaTemplate
+
+class SimpleMAStrategy(CtaTemplate):
+    """简单均线策略"""
+    author = "关羽将军"
+    
+    parameters = ["fast_window", "slow_window"]
+    variables = ["fast_ma", "slow_ma"]
+    
+    def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
+        super().__init__(cta_engine, strategy_name, vt_symbol, setting)
+        
+        self.fast_window = 5
+        self.slow_window = 20
+        
+        self.fast_ma = 0
+        self.slow_ma = 0
+    
+    def on_init(self):
+        self.write_log("✅ 策略初始化完成")
+        self.put_event()
+    
+    def on_bar(self, bar):
+        # 这里简单回测逻辑
+        if self.fast_ma > self.slow_ma and not self.pos:
+            self.buy(bar.close, 1)
+            self.write_log(f"买入: {bar.close}")
+        elif self.fast_ma < self.slow_ma and self.pos > 0:
+            self.sell(bar.close, self.pos)
+            self.write_log(f"卖出: {bar.close}")
+        
+        self.put_event()
+'''
+    
+    payload = {
+        "strategy_code": strategy_code,
+        "symbol": "510300.SSE",
+        "interval": "1d",
+        "start": 20200101,
+        "end": 20220926,
+        "capital": 1000000,
+    }
+    
+    print(f"请求参数:")
+    print(f"  标的: {payload['symbol']}")
+    print(f"  时间: {payload['start']} - {payload['end']}")
+    print(f"  初始资金: {payload['capital']}")
+    print()
+    
+    try:
+        start_time = time.time()
+        response = requests.post(url, json=payload, timeout=30)
+        elapsed = time.time() - start_time
+        
+        print(f"请求完成，耗时: {elapsed:.2f} 秒")
+        print(f"状态码: {response.status_code}")
+        print()
+        
+        if response.status_code == 200:
+            result = response.json()
+            print(f"响应内容:")
+            print(json.dumps(result, indent=2, ensure_ascii=False))
+            
+            code = result.get('code')
+            if code == 200:
+                print("\n✅ 回测成功完成！")
+                data = result.get('data', {})
+                if data:
+                    if 'statistics' in data:
+                        stats = data['statistics']
+                        print(f"统计数据: {list(stats.keys())}")
+                    else:
+                        print(f"数据包含: {list(data.keys())}")
+                else:
+                    print("回测完成，获得绩效数据")
+            else:
+                error = result.get('error', '未知错误')
+                print(f"\n❌ 回测失败: {error}")
+        else:
+            print(f"❌ HTTP错误: {response.status_code}")
+            print(f"响应: {response.text[:200]}")
+            
+    except requests.exceptions.Timeout:
+        print("❌ 请求超时")
+    except Exception as e:
+        print(f"❌ 异常: {e}")
+    
+    print("\n" + "="*60)
+    print("测试完成")
+
+if __name__ == "__main__":
+    main()