#!/usr/bin/env python3
"""
在Docker容器内执行回测 - 完整版
不经过HTTP API，直接运行
"""

# ============================================
# 导入 vnpy.app 兼容性模块
# ============================================
import types
import sys

vnpy_app = types.ModuleType('vnpy.app')
sys.modules['vnpy.app'] = vnpy_app

for name in ['cta_strategy', 'cta_backtester', 'data_manager']:
    mod = types.ModuleType(f'vnpy.app.{name}')
    sys.modules[f'vnpy.app.{name}'] = mod
    setattr(vnpy_app, name, mod)

from vnpy_ctastrategy import (
    CtaTemplate, StopOrder, TickData, BarData, TradeData, OrderData, BarGenerator, ArrayManager
)
sys.modules['vnpy.app.cta_strategy'].CtaTemplate = CtaTemplate

from vnpy_ctabacktester import BacktesterEngine
sys.modules['vnpy.app.cta_backtester'].BacktesterEngine = BacktesterEngine

# ============================================
# 导入其他必要模块
# ============================================
from vnpy.event import EventEngine
from vnpy.trader.engine import MainEngine
from vnpy.trader.constant import Exchange, Interval, Direction, Offset
from vnpy.trader.database import get_database
from datetime import datetime
import traceback

# ============================================
# 读取关羽策略代码
# ============================================
strategy_file = "/Users/chufeng/.openclaw/workspace-guanyu/pangtong-value/research/task-20260329-strategy-backtest/guanyu/single_stock_stop_loss_final_correct.py"

with open(strategy_file, 'r', encoding='utf-8') as f:
    strategy_code = f.read()

print("=" * 80)
print("🚀 在Docker容器内执行回测")
print("=" * 80)
print(f"✅ 策略代码: {len(strategy_code)} 字符")

# ============================================
# 执行回测
# ============================================

print("\n初始化引擎...")
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
backtester_engine = BacktesterEngine(main_engine, event_engine)

print("✅ 引擎初始化完成")

# 动态加载策略代码
print("\n加载策略代码...")
local_vars = {
    'CtaTemplate': CtaTemplate,
    'StopOrder': StopOrder,
    'TickData': TickData,
    'BarData': BarData,
    'TradeData': TradeData,
    'OrderData': OrderData,
    'BarGenerator': BarGenerator,
    'ArrayManager': ArrayManager,
    'Direction': Direction,
    'Offset': Offset,
}

exec(strategy_code, globals(), local_vars)

# 查找策略类
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:
    print("❌ 未找到CtaTemplate子类")
    sys.exit(1)

StrategyClass = strategy_classes[0]
class_name = StrategyClass.__name__
print(f"✅ 找到策略类: {class_name}")

backtester_engine.classes[class_name] = StrategyClass

# 解析参数
symbol_full = "510300.SSE"
if '.' in symbol_full:
    symbol_part, exchange_part = symbol_full.split('.', 1)
    try:
        exchange = Exchange(exchange_part)
    except ValueError:
        exchange = Exchange.SSE
else:
    symbol_part = symbol_full
    exchange = Exchange.SSE

start = datetime(2021, 1, 1)
end = datetime(2026, 3, 1)

print(f"\n回测参数:")
print(f"  标的: {symbol_full}")
print(f"  symbol: {symbol_part}, exchange: {exchange}")
print(f"  时间: {start} ~ {end}")
print(f"  资金: 1,000,000")
print(f" 费率: 3e-5")
print(f"  滑点: 0.002")
print(f"  合约大小: 10,000")
print(f"  最小价格变动: 0.001")

# 运行回测
print("\n运行回测...")
try:
    back = backtester_engine.run_backtesting(
        class_name=class_name,
        vt_symbol=symbol_full,
        interval="1d",
        start=start,
        end=end,
        rate=3e-5,
        slippage=0.002,
        size=10000,
        pricetick=0.001,
        capital=1000000,
        setting={"stop_loss_pct": 0.15}  # 默认15%止损
    )
    
    print("✅ 回测完成")

except Exception as e:
    print(f"❌ 回测失败: {e}")
    traceback.print_exc()
    sys.exit(1)

# 获取结果
print("\n获取结果...")
result = backtester_engine.get_result_statistics()

print("\n" + "=" * 80)
print("回测结果:")
print("=" * 80)

print(f"\n📊 绩效指标:")
print(f"   总收益率: {result.get('total_return', 0):.2%}")
print(f"   年化收益率: {result.get('annual_return', 0):.2%}")
print(f"   最大回撤: {result.get('max_drawdown', 0):.2%}")
print(f"   夏普比率: {result.get('sharpe_ratio', 0):.2f}")
print(f"   卡玛比率: {result.get('calmar_ratio', 0):.2f}")
print(f"   总交易次数: {result.get('total_trades', 0)}")
print(f"   胜率: {result.get('win_rate', 0):.2%}")
print(f"   盈亏比: {result.get('profit_loss_ratio', 0):.2f}")

# 获取交易记录
trades = backtester_engine.get_all_trades()
print(f"\n📝 交易记录: 共 {len(trades)} 笔")

for idx, trade in enumerate(trades, 1):
    direction_str = "买入" if trade.direction == Direction.LONG else "卖出"
    offset_str = "开仓" if trade.offset == Offset.OPEN else "平仓"
    print(f"   {idx}. {trade.datetime} {direction_str}{offset_str} {trade.symbol} @ {trade.price:.2f} × {trade.volume}")

print("\n" + "=" * 80)
print("✅ 回测执行完成!")
print("=" * 80)