#!/usr/bin/env python3
"""
直接调用RPC服务执行回测 - 不经过HTTP
"""

import zmq
import json
from datetime import datetime

print("=" * 80)
print("🚀 通过RPC执行回测")
print("=" * 80)

# ZMQ配置
ZMQ_HOST = "127.0.0.1"
ZMQ_PORT = 8008
ZMQ_TIMEOUT = 30000  # 30秒

# 读取策略代码
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(f"✅ 策略代码: {len(strategy_code)} 字符")

# 创建请求
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("\n请求配置:")
print(f"  标的: {request['symbol']}")
print(f"  时间: 2021-01-01 ~ 2026-03-01")
print(f"  资金: {request['capital']:,}")
print(f"  止损: 15%")

# 连接到RPC
print(f"\n连接RPC: {ZMQ_HOST}:{ZMQ_PORT}")

context = zmq.Context()
socket = context.socket(zmq.REQ)
socket.setsockopt(zmq.LINGER, 0)  # 不等待未发送的消息
socket.connect(f"tcp://{ZMQ_HOST}:{ZMQ_PORT}")

# 设置超时
socket.setsockopt(zmq.RCVTIMEO, ZMQ_TIMEOUT)
socket.setsockopt(zmq.SNDTIMEO, ZMQ_TIMEOUT)

# 发送请求
print("\n发送请求...")
request_json = json.dumps(request)
socket.send_string(request_json)

print("✅ 请求已发送，等待响应...")

# 接收响应
try:
    response_json = socket.recv_string()
    response = json.loads(response_json)
    
    print("✅ 收到响应")
    
    if "error" in response:
        print(f"\n❌ 回测失败: {response['error']}")
        if "traceback" in response:
            print("\n错误堆栈:")
            print(response["traceback"])
    else:
        print("\n" + "=" * 80)
        print("回测结果:")
        print("=" * 80)
        
        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"   卡玛比率: {stats.get('calmar_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%}")
            print(f"   盈亏比: {stats.get('profit_loss_ratio', 0):.2f}")

        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')} {trade.get('direction')} {trade.get('symbol')} @ {trade.get('price'):.2f} × {trade.get('volume')}")
        
        print("\n" + "=" * 80)
        print("✅ 回测执行完成!")
        print("=" * 80)

except zmq.error.Again:
    print("❌ 请求超时: RPC服务响应时间过长")
except Exception as e:
    print(f"❌ 接收响应失败: {e}")
    import traceback
    traceback.print_exc()

finally:
    socket.close()
    context.term()