#!/usr/bin/env python3
"""连续多次全区间回测，验证内存泄漏已彻底解决"""

import zmq
import time
import json

# 关羽完整策略代码
strategy_code = '''from vnpy_ctastrategy import (
    CtaTemplate,
    StopOrder,
    TickData,
    BarData,
    TradeData,
    OrderData,
    BarGenerator,
    ArrayManager,
)
from vnpy.trader.constant import Direction, Offset


class SingleStockStopLossStrategy(CtaTemplate):
    """单票固定比例止损策略 - 均线趋势跟踪+固定比例止损"""
    
    author = "关羽 (云长)"
    
    # 策略参数
    fast_window = 5    # 短期均线窗口
    slow_window = 20   # 长期均线窗口
    stop_loss_pct = 0.15  # 止损比例，亏损超过这个比例止损
    
    # 参数列表
    parameters = ["fast_window", "slow_window", "stop_loss_pct"]
    
    # 变量列表
    variables = ["fast_ma", "slow_ma", "cost_price", "in_position"]
    
    def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
        """初始化"""
        super().__init__(cta_engine, strategy_name, vt_symbol, setting)
        
        self.bg = BarGenerator(self.on_bar)
        self.am = ArrayManager(max(self.slow_window + 10, 30))
        
        # 均线数值
        self.fast_ma = 0.0
        self.slow_ma = 0.0
        
        # 开仓成本
        self.cost_price = 0.0
        
        # 是否持仓
        self.in_position = False
        
    def on_init(self):
        """初始化策略"""
        self.write_log(f"策略初始化，fast={self.fast_window}, slow={self.slow_window}, stop_loss={self.stop_loss_pct:.1%}")
        self.load_bar(self.slow_window + 10)
        self.put_event()
        
    def on_start(self):
        """启动策略"""
        self.put_event()
        
    def on_stop(self):
        """停止策略"""
        self.put_event()
        
    def on_bar(self, bar):
        """K线更新"""
        self.am.update_bar(bar)
        
        if not self.am.inited:
            return
        
        # 计算均线
        self.fast_ma = self.am.sma(self.fast_window)
        self.slow_ma = self.am.sma(self.slow_window)
        
        # 检查止损（只有持仓时才检查）
        have_signal = True
        if self.in_position and self.cost_price > 0:
            current_drawdown = (bar.close_price - self.cost_price) / self.cost_price
            
            if current_drawdown <= -self.stop_loss_pct:
                # 触发止损，全部平仓
                if self.pos > 0:
                    self.sell(bar.close_price, self.pos)
                    self.in_position = False
                have_signal = False
        
        # 如果没有触发止损，继续处理信号
        if have_signal:
            # 均线金叉死叉信号
            if not self.in_position:
                # 金叉：短期上穿长期，开多
                if self.fast_ma > self.slow_ma:
                    self.buy(bar.close_price, 10000)
                    self.cost_price = bar.close_price
                    self.in_position = True
            else:
                # 死叉：短期下穿长期，平多
                if self.fast_ma < self.slow_ma:
                    if self.pos > 0:
                        self.sell(bar.close_price, self.pos)
                        self.in_position = False
        
        self.put_event()
        
    def on_trade(self, trade):
        """交易成交回调"""
        self.put_event()
        
    def on_order(self, order):
        """订单回调"""
        self.put_event()
        
    def on_stop_order(self, stop_order):
        """停止单回调"""
        self.put_event()
'''

# 连续测试参数
TEST_COUNT = 3
REQUEST = {
    "function": "run_strategy_backtest",
    "args": [],
    "kwargs": {
        "strategy_code": strategy_code,
        "symbol": "510300.SSE",
        "interval": "1d",
        "start": 1609459200,  # 2021-01-01
        "end": 1772515200,    # 2026-03-01
        "capital": 1000000,
        "rate": 3e-5,
        "slippage": 0.002,
        "size": 10000,
        "pricetick": 0.001,
        "data_source": "sqlite",
        "setting": {"stop_loss_pct": 0.15}
    }
}

print("🔗 连接RPC: tcp://127.0.0.1:8008")
context = zmq.Context()
socket = context.socket(zmq.REQ)
socket.connect("tcp://127.0.0.1:8008")
socket.setsockopt(zmq.LINGER, 0)
socket.setsockopt(zmq.RCVTIMEO, 900000)  # 15分钟超时
socket.setsockopt(zmq.SNDTIMEO, 900000)

print(f"🚀 开始连续回测测试，共 {TEST_COUNT} 次全区间 (5年)")
print(f"   验证目标：每次回测后内存都能完全释放，不会累积泄漏")
print()

all_success = True

for i in range(1, TEST_COUNT + 1):
    print(f"{'='*80}")
    print(f"🚀 第 {i}/{TEST_COUNT} 次全区间回测...")
    print(f"   标的: 510300.SSE")
    print(f"   区间: 2021-01-01 ~ 2026-03-01")
    print(f"   止损: 15%")
    print()
    
    start_time = time.time()
    
    try:
        socket.send_pyobj(REQUEST)
        result = socket.recv_pyobj()
        
        end_time = time.time()
        duration = end_time - start_time
        
        if "error" in result:
            print(f"\n❌ 第 {i} 次失败: {result['error']}")
            if "traceback" in result:
                print(f"\n{result['traceback']}")
            all_success = False
            break
        else:
            trades_count = result.get('trades_count', 0)
            print(f"\n✅ 第 {i} 次成功！")
            print(f"   耗时: {duration:.1f} 秒")
            print(f"   交易笔数: {trades_count}")
            print()
    
    except zmq.error.Again:
        print(f"\n⏱️ ❌ TIMEOUT: 第 {i} 次超过15分钟仍未完成")
        all_success = False
        break
    except Exception as e:
        print(f"\n❌ 第 {i} 次异常: {e}")
        import traceback
        traceback.print_exc()
        all_success = False
        break

print()
print("=" * 80)
if all_success:
    print(f"🎉 连续 {TEST_COUNT} 次全区间回测全部成功！")
    print(f"✅ 内存泄漏问题已经彻底解决！")
    print(f"✅ 每次回测后内存都能完全释放！")
else:
    print(f"❌ 测试失败，内存泄漏问题仍然存在")
print("=" * 80)

socket.close()
context.term()