sanguo_vnpy/archive/2026-04-29-cleanup/test/backtest/fix_backtester_init.py

#!/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")