#!/usr/bin/env python3 """ 本地直接测试回测 - 直接在容器内运行，找到崩溃原因 策略来自关羽将军：single_stock_stop_loss_final_correct.py 参数：510300.SSE，2021-01-01 ~ 2026-03-01，stop_loss_pct=0.15 """ # 先读取策略代码 with open('/Users/chufeng/.openclaw/workspace-guanyu/pangtong-value/research/task-20260329-strategy-backtest/guanyu/single_stock_stop_loss_final_correct.py', 'r') as f: strategy_code = f.read() # 导入我们的RPC函数，直接调用测试 import sys sys.path.insert(0, '/app') # 这里我们直接复制 final_rpc_correct.py 中的兼容性代码和run_strategy_backtest函数 # 然后直接调用，看看哪里崩溃 import types # ============================================ # 🔥 复制vnpy.app兼容性模块 # ============================================ print("🔧 [TEST] 加载vnpy.app兼容性模块...") # 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("✅ [TEST] vnpy.app兼容性模块加载完成！") print(f" 确认: BacktesterEngine 的类型 = {type(BacktesterEngine)}, 是否是类 = {isinstance(BacktesterEngine, type)}") # ============================================ # 兼容性修复完成，现在导入其他模块 # ============================================ from vnpy.event import EventEngine from vnpy.trader.engine import MainEngine import traceback def test_run_strategy_backtest(strategy_code: str, symbol: str, interval: str, start: int, end: int, **kwargs): """直接测试run_strategy_backtest""" try: print(f"\n🚀 [TEST] 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 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"✅ [TEST] 找到策略类: {StrategyClass.__name__}") # ============================================ # 创建引擎 - 按照vnpy 4.x最新规范 # ============================================ print(f"🔧 [TEST] 创建引擎...") event_engine = EventEngine() print(f"✅ [TEST] event_engine = EventEngine()") main_engine = MainEngine(event_engine) print(f"✅ [TEST] main_engine = MainEngine(event_engine)") # ✅ vnpy 4.x 正确用法：add_app 添加类，MainEngine负责实例化 print(f"🔧 [TEST] main_engine.add_app(BacktesterEngine) // 添加类，不是实例") print(f"🔧 [TEST] 确认: BacktesterEngine 的类型 = {type(BacktesterEngine)}, 是否是类 = {isinstance(BacktesterEngine, type)}") main_engine.add_app(BacktesterEngine) print(f"✅ [TEST] 添加到主引擎完成") print(f"🔧 [TEST] backtester_engine = main_engine.get_app(BacktesterEngine)") backtester_engine = main_engine.get_app(BacktesterEngine) print(f"✅ [TEST] get_app 返回: 类型 = {type(backtester_engine)}, 是否是实例 = {not isinstance(backtester_engine, type)}") # 双重保险：如果get_app返回的还是类，我们自己实例化 if isinstance(backtester_engine, type): print(f"⚠️ [TEST] get_app 返回的还是类，手动实例化: backtester_engine = BacktesterEngine(main_engine, event_engine)") backtester_engine = BacktesterEngine(main_engine, event_engine) print(f"✅ [TEST] 手动实例化成功，现在是实例: 类型 = {type(backtester_engine)}") print(f"🔧 [TEST] backtester_engine.init_engine()") backtester_engine.init_engine() print(f"✅ [TEST] 初始化完成") # ============================================ # 修复完成 # ============================================ # 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"✅ [TEST] 回测参数: {setting}") # ============================================ # 🔥 这里确认：正确调用方法，不直接调用实例 # ============================================ print(f"🔧 [TEST] 执行回测: backtester_engine.run_backtesting(...)") # ✅ 正确写法：调用方法，不直接调用实例 # ❌ 错误写法：result = backtester_engine(...) # ✅ 正确写法：result = backtester_engine.run_backtesting(...) result = backtester_engine.run_backtesting( strategy_class=StrategyClass, setting=setting ) print(f"✅ [TEST] 回测完成: result = backtester_engine.run_backtesting(...)") # 获取结果 statistics = backtester_engine.get_result_statistics() print(f"✅ [TEST] 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"❌ [TEST] 回测错误: {error_info['error']}") print(error_info['traceback']) return error_info if __name__ == '__main__': print("\n=== 开始本地测试 ===") result = test_run_strategy_backtest( strategy_code=strategy_code, symbol="510300.SSE", interval="1d", start=20210101, end=20260301, rate=0.00003, slippage=0.002, size=10000, pricetick=0.001, capital=1000000, ) print("\n=== 测试结果 ===") if 'error' in result: print(f"❌ 测试失败: {result['error']}") print("\n完整traceback:") print(result['traceback']) else: print(f"✅ 测试成功！") print(f"📊 统计指标: {list(result['statistics'].keys())}") print(f"💹 交易记录数量: {len(result['trades'])}") print(f"📈 每日数据行数: {len(result['daily_data'])}")