#!/usr/bin/env python3
"""
简化测试策略 - 只测试数据加载和回测框架是否能产生交易
"""

import zmq
import json
import traceback

# 简化策略 - 简单买入持有，一定会产生交易
strategy_code = '''
from vnpy_ctastrategy import CtaTemplate, BarGenerator, ArrayManager
from vnpy.trader.constant import Direction

class SimpleTestStrategy(CtaTemplate):
    author = "测试"
    parameters = []
    variables = ["in_position"]
    
    def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
        super().__init__(cta_engine, strategy_name, vt_symbol, setting)
        self.bg = BarGenerator(self.on_bar)
        self.am = ArrayManager(100)
        self.in_position = False
        
    def on_init(self):
        self.load_bar(1000)
        self.write_log("策略初始化")
        
    def on_bar(self, bar):
        self.am.update_bar(bar)
        if not self.am.inited:
            return
        
        # 第一天收盘买入，一直持有 - 一定会产生交易
        if not self.in_position:
            self.buy(bar.close_price, 10000)
            self.in_position = True
            self.write_log(f"买入开仓 @ {bar.close_price:.2f}")
        
        self.put_event()
'''

# RPC请求
request = {
    "strategy_code": strategy_code,
    "symbol": "510300.SSE",
    "interval": "1d",
    "start": 1609459200,
    "end": 1772515200,
    "capital": 1000000,
    "rate": 3e-5,
    "slippage": 0.002,
    "size": 10000,
    "pricetick": 0.001,
    "data_source": "sqlite"
}

print("Connecting to RPC: tcp://127.0.0.1:8008")
context = zmq.Context()
socket = context.socket(zmq.REQ)
socket.setsockopt(zmq.LINGER, 0)
socket.connect("tcp://127.0.0.1:8008")
socket.setsockopt(zmq.RCVTIMEO, 180000)
socket.setsockopt(zmq.SNDTIMEO, 180000)

print("Sending request...")
socket.send_string(json.dumps(request))

print("Waiting for response...")
try:
    response_json = socket.recv_string()
    response = json.loads(response_json)
    
    if "error" in response:
        print(f"\n❌ ERROR: {response['error']}")
        if "traceback" in response:
            print("\nTraceback:")
            print(response["traceback"])
    else:
        print("\n✅ SUCCESS!")
        print("\n" + "=" * 60)
        print("回测结果:")
        print("=" * 60)
        
        if "statistics" in response:
            stats = response["statistics"]
            print(f"\n📊 绩效指标:")
            print(f"   总收益率: {stats.get('total_return', 0):.2%}")
            print(f"   年化收益率: {stats.get('annual_return', 0):.2%}")
            print(f"   最大回撤: {stats.get('max_drawdown', 0):.2%}")
            print(f"   夏普比率: {stats.get('sharpe_ratio', 0):.2f}")
            print(f"   总交易次数: {stats.get('total_trades', 0)}")
            print(f"   胜率: {stats.get('win_rate', 0):.2%}")

        if "trades" in response:
            trades = response["trades"]
            print(f"\n📝 交易记录: 共 {len(trades)} 笔")
            
            for idx, trade in enumerate(trades, 1):
                print(f"   {idx}. {trade.get('datetime', '')[:10]} {trade.get('direction', '')} @ {trade.get('price', 0):.2f} × {trade.get('volume', 0)}")

        print("\n" + "=" * 60)
        print("回测完成!")
        print("=" * 60)

except zmq.error.Again:
    print("\n❌ TIMEOUT: 超过3分钟仍未完成")
except Exception as e:
    print(f"\n❌ ERROR: {e}")
    traceback.print_exc()
finally:
    socket.close()
    context.term()