#!/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()