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 +1,130 @@
+#!/usr/bin/env python3
+"""
+修复后的test_server.py
+兼容vn.py 4.x版本
+"""
+
+import traceback
+import zmq
+import time
+import sys
+import os
+
+# 添加vn.py路径
+sys.path.insert(0, '/usr/local/lib/python3.10/site-packages')
+
+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
+        local_vars = {}
+        exec(strategy_code, globals(), local_vars)
+        
+        # 查找CtaTemplate子类
+        from vnpy_ctastrategy import CtaTemplate
+        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"}
+        
+        StrategyClass = strategy_classes[0]
+        print(f"找到策略类: {StrategyClass.__name__}")
+        
+        # 创建事件引擎
+        from vnpy.event import EventEngine
+        event_engine = EventEngine()
+        
+        # 创建主引擎
+        from vnpy.trader.engine import MainEngine
+        main_engine = MainEngine(event_engine)
+        
+        # 添加回测引擎
+        from vnpy_ctabacktester import BacktesterEngine
+        backtester_engine = main_engine.add_app(BacktesterEngine, "backtester")
+        
+        # 设置回测参数
+        setting = {
+            "vt_symbol": symbol,
+            "interval": interval,
+            "start": start,
+            "end": end,
+            "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),
+        }
+        
+        print(f"回测参数: {setting}")
+        
+        # 运行回测
+        backtester_engine.run_backtesting(
+            strategy_class=StrategyClass,
+            setting=setting
+        )
+        
+        # 获取结果
+        result = {
+            "statistics": backtester_engine.get_statistics(),
+            "result_df": backtester_engine.get_result_df().to_dict(orient="records"),
+            "trades": backtester_engine.get_all_trades()
+        }
+        
+        print(f"回测完成，统计项数: {len(result['statistics'])}")
+        return result
+        
+    except Exception as e:
+        error_info = {
+            "error": str(e),
+            "traceback": traceback.format_exc()
+        }
+        print(f"回测错误: {error_info}")
+        return error_info
+
+def main():
+    """主函数"""
+    print('🚀 启动修复后的WebTrader RPC服务...')
+    
+    # 创建ZMQ REP socket
+    context = zmq.Context()
+    rep_socket = context.socket(zmq.REP)
+    rep_socket.bind("tcp://0.0.0.0:2014")
+    
+    print('✅ RPC服务已启动')
+    print('   REP地址: tcp://0.0.0.0:2014')
+    print('   外部访问: tcp://192.168.2.154:2014')
+    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')}")
+            
+            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()