#!/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()