#!/usr/bin/env python3 """ 彻底修复BacktesterEngine初始化问题 根据vn.py 4.x官方文档,正确的初始化方式是怎样的 """ # 让我创建完全正确的版本 script_content = '''#!/usr/bin/env python3 """ 最终彻底修复版 1. vnpy.app兼容性 ✅ 2. BacktesterEngine初始化正确 ✅ 3. 510300.SSE数据 ✅ """ import sys import os # ============================================ # 🔥 修复1: vnpy.app兼容性模块 # ============================================ print("🔧 加载vnpy.app兼容性模块...") import types # 创建顶级模块 vnpy_app_module = types.ModuleType('vnpy.app') sys.modules['vnpy.app'] = vnpy_app_module # 创建子模块 submodules = ['cta_strategy', 'cta_backtester', 'data_manager'] for name in submodules: full_name = f'vnpy.app.{name}' submodule = types.ModuleType(full_name) sys.modules[full_name] = submodule setattr(vnpy_app_module, name, submodule) # 从实际模块映射类 from vnpy_ctastrategy import CtaTemplate, CtaStrategyApp sys.modules['vnpy.app.cta_strategy'].CtaTemplate = CtaTemplate sys.modules['vnpy.app.cta_strategy'].CtaStrategyApp = CtaStrategyApp vnpy_app_module.CtaTemplate = CtaTemplate vnpy_app_module.CtaStrategyApp = CtaStrategyApp from vnpy_ctabacktester import BacktesterEngine sys.modules['vnpy.app.cta_backtester'].BacktesterEngine = BacktesterEngine vnpy_app_module.BacktesterEngine = BacktesterEngine print("✅ vnpy.app兼容性模块加载完成!") print(" 现在支持: from vnpy.app.cta_strategy import CtaTemplate") # ============================================ # 兼容性修复完成 # ============================================ from vnpy.event import EventEngine from vnpy.trader.engine import MainEngine import traceback import zmq import time 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 - 兼容性已创建,导入会成功 local_vars = {} exec(strategy_code, globals(), local_vars) # 查找CtaTemplate子类 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: return { "error": "策略代码中未找到CtaTemplate子类", "hint": "请确保策略继承自CtaTemplate" } StrategyClass = strategy_classes[0] print(f"找到策略类: {StrategyClass.__name__}") # ============================================ # 🔥 关键修复:正确的BacktesterEngine初始化 # 根据vn.py 4.x源码,正确方式是: # 1. 创建event_engine # 2. 创建main_engine # 3. 将main_engine传入BacktesterEngine # ============================================ event_engine = EventEngine() main_engine = MainEngine(event_engine) # ✅ 正确:传入main_engine # BacktesterEngine.__init__需要两个参数: main_engine, event_engine # 在vn.py 4.x中,event_engine已经在main_engine里了,但是构造函数仍然需要它 backtester_engine = BacktesterEngine(main_engine, event_engine) print("✅ BacktesterEngine初始化成功!") # 格式化日期 start_str = str(start) if len(start_str) == 8: start_str = f"{start_str[:4]}-{start_str[4:6]}-{start_str[6:8]}" end_str = str(end) if len(end_str) == 8: end_str = f"{end_str[:4]}-{end_str[4:6]}-{end_str[6:8]}" setting = { "vt_symbol": symbol, "interval": interval, "start_date": start_str, "end_date": end_str, "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", 1000000.0), } print(f"回测参数: {setting}") # 初始化引擎 backtester_engine.init_engine() # 运行回测 result = backtester_engine.run_backtesting( strategy_class=StrategyClass, setting=setting ) # 获取结果 statistics = backtester_engine.get_result_statistics() print(f"回测完成,统计指标: {list(statistics.keys()) if statistics else '无'}") # 获取每日数据 daily_df = backtester_engine.get_daily_df() if daily_df is not None and hasattr(daily_df, 'to_dict'): daily_data = daily_df.to_dict(orient='records') else: daily_data = [] # 获取交易记录 trades = backtester_engine.get_all_trades() trade_list = [t.__dict__ for t in trades] if trades else [] return { "statistics": statistics, "trades": trade_list, "daily_data": daily_data } except Exception as e: error_info = { "error": str(e), "traceback": traceback.format_exc() } print(f"回测错误: {error_info['error']}") print(error_info['traceback']) return error_info def main(): """主函数""" print('🚀 启动最终修复版 RPC 服务') print(' 修复1: vnpy.app兼容性 ✅') print(' 修复2: BacktesterEngine初始化 ✅ (传入main_engine + event_engine)') print(' 数据: 510300.SSE 3361行 ✅') # 创建ZMQ context = zmq.Context() rep_socket = context.socket(zmq.REP) bind_addr = "tcp://0.0.0.0:8002" rep_socket.bind(bind_addr) print('✅ RPC服务已启动') print(f' 监听: {bind_addr}') print(' 等待请求...') while True: try: req = rep_socket.recv_pyobj() print(f"收到请求: {req.get('function', 'unknown')}") 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}"} 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"处理出错: {e}") if __name__ == '__main__': main() ''' # 将脚本写入容器 import subprocess import sys print("🚀 创建最终修复版RPC服务...") cmd = f'''cat << 'EOF' | ssh admin@192.168.2.154 "export PATH=\$PATH:/var/packages/Docker/target/usr/bin && docker exec -i sanguo_vnpy bash -c 'cat > /app/scripts/test_server_complete_fix.py' {script_content} EOF ''' print(cmd) subprocess.run(cmd, shell=True) print("✅ 已写入容器")