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
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+#!/usr/bin/env python3
+"""
+最终修复版 - 包含:
+1. vnpy.app兼容性修复
+2. 正确的BacktesterEngine初始化（需要传入main_engine和event_engine）
+3. 510300.SSE数据已导入
+"""
+
+import sys
+import os
+
+# ============================================
+# 🔥 关键修复1：加载vnpy.app兼容性模块
+# 在执行任何策略代码前先创建兼容性层
+# ============================================
+print("🔧 加载vnpy.app兼容性模块...")
+
+# 创建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，继续导入其他模块
+# ============================================
+
+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 - 由于兼容性模块已创建，vnpy.app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2：正确初始化BacktesterEngine
+        # BacktesterEngine.__init__需要传入main_engine和event_engine
+        event_engine = EventEngine()
+        main_engine = MainEngine(event_engine)
+        
+        # 正确初始化：传入main_engine
+        backtester_engine = BacktesterEngine(main_engine)
+        
+        # 设置回测参数 - vn.py 4.x格式
+        # 将整数日期转换为字符串
+        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
+        )
+        
+        # 获取回测结果统计
+        statistics = backtester_engine.get_result_statistics()
+        
+        print(f"回测完成，获取统计: {list(statistics.keys()) if statistics else '无'}")
+        
+        # 获取每日结果
+        daily_df = backtester_engine.get_daily_df()
+        
+        # 转换为可序列化的字典
+        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()
+        
+        return {
+            "statistics": statistics,
+            "trades": [t.__dict__ for t in trades] if trades else [],
+            "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 WebTrader RPC 服务（包含所有修复）')
+    print('   修复1: vnpy.app兼容性 ✅')
+    print('   修复2: BacktesterEngine初始化 ✅')
+    print('   数据: 510300.SSE 3361行 ✅')
+    
+    # 创建ZMQ REP socket
+    context = zmq.Context()
+    rep_socket = context.socket(zmq.REP)
+    
+    # 使用8002端口
+    bind_addr = "tcp://0.0.0.0:8002"
+    rep_socket.bind(bind_addr)
+    
+    print('✅ RPC服务已启动')
+    print(f'   监听地址: {bind_addr}')
+    print(f'   外部访问: tcp://192.168.2.154:8002')
+    print('   等待请求...')
+    
+    # 处理请求
+    while True:
+        try:
+            # 接收请求
+            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}"}
+            
+            # 发送响应
+            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"处理请求时出错: {e}")
+
+if __name__ == '__main__':
+    main()