cfdaily
215 lines
7.4 KiB
Python
215 lines
7.4 KiB
Python
#!/usr/bin/env python3
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"""
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调试版本，添加详细日志确认每一步
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"""
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import sys
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import os
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# ============================================
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# 🔥 修复1: vnpy.app兼容性模块
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# ============================================
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print("🔧 [DEBUG] 加载vnpy.app兼容性模块...")
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import types
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# 创建顶级模块
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vnpy_app_module = types.ModuleType('vnpy.app')
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sys.modules['vnpy.app'] = vnpy_app_module
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# 创建子模块
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submodules = ['cta_strategy', 'cta_backtester', 'data_manager']
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for name in submodules:
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full_name = f'vnpy.app.{name}'
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submodule = types.ModuleType(full_name)
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sys.modules[full_name] = submodule
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setattr(vnpy_app_module, name, submodule)
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# 从实际模块映射类
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from vnpy_ctastrategy import CtaTemplate, CtaStrategyApp
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sys.modules['vnpy.app.cta_strategy'].CtaTemplate = CtaTemplate
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sys.modules['vnpy.app.cta_strategy'].CtaStrategyApp = CtaStrategyApp
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vnpy_app_module.CtaTemplate = CtaTemplate
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vnpy_app_module.CtaStrategyApp = CtaStrategyApp
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from vnpy_ctabacktester import BacktesterEngine
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sys.modules['vnpy.app.cta_backtester'].BacktesterEngine = BacktesterEngine
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vnpy_app_module.BacktesterEngine = BacktesterEngine
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print("✅ [DEBUG] vnpy.app兼容性模块加载完成！")
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print(" 现在支持: from vnpy.app.cta_strategy import CtaTemplate")
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# ============================================
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# 兼容性修复完成
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# ============================================
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from vnpy.event import EventEngine
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from vnpy.trader.engine import MainEngine
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import traceback
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import zmq
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import inspect
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# 打印BacktesterEngine的__init__签名
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print("🔍 [DEBUG] BacktesterEngine.__init__ signature:")
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print(inspect.signature(BacktesterEngine.__init__))
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import time
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def run_strategy_backtest(strategy_code: str, symbol: str, interval: str, start: int, end: int, **kwargs):
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"""RPC方法：运行策略回测"""
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try:
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print(f"🚀 [DEBUG] 开始回测: {symbol} [{start} - {end}]")
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# 动态加载策略
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local_vars = {}
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exec(strategy_code, globals(), local_vars)
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# 查找CtaTemplate子类
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strategy_classes = [
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v for k, v in local_vars.items()
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if isinstance(v, type) and issubclass(v, CtaTemplate) and v != CtaTemplate
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]
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if not strategy_classes:
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return {
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"error": "策略代码中未找到CtaTemplate子类",
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"hint": "请确保策略继承自CtaTemplate"
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}
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StrategyClass = strategy_classes[0]
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print(f"✅ [DEBUG] 找到策略类: {StrategyClass.__name__}")
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# ============================================
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# 🔥 关键修复: 正确调用 BacktesterEngine.__init__
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# ============================================
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print("🔧 [DEBUG] 创建EventEngine...")
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event_engine = EventEngine()
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print(f"✅ [DEBUG] event_engine = {event_engine}")
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print("🔧 [DEBUG] 创建MainEngine...")
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main_engine = MainEngine(event_engine)
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print(f"✅ [DEBUG] main_engine = {main_engine}")
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# ✅ 这里是关键！必须传入两个参数
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print("🔧 [DEBUG] 创建BacktesterEngine，传入main_engine和event_engine...")
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print("🔧 [DEBUG] backtester_engine = BacktesterEngine(main_engine, event_engine)")
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backtester_engine = BacktesterEngine(main_engine, event_engine)
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print(f"✅ [DEBUG] BacktesterEngine创建成功: {backtester_engine}")
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print("🔧 [DEBUG] 添加到MainEngine...")
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main_engine.add_app(backtester_engine)
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print("✅ [DEBUG] main_engine.add_app(backtester_engine) 完成")
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# 格式化日期
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start_str = str(start)
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if len(start_str) == 8:
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start_str = f"{start_str[:4]}-{start_str[4:6]}-{start_str[6:8]}"
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end_str = str(end)
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if len(end_str) == 8:
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end_str = f"{end_str[:4]}-{end_str[4:6]}-{end_str[6:8]}"
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setting = {
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"vt_symbol": symbol,
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"interval": interval,
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"start_date": start_str,
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"end_date": end_str,
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"rate": kwargs.get("rate", 0.00003),
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"slippage": kwargs.get("slippage", 0.2),
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"size": kwargs.get("size", 1),
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"pricetick": kwargs.get("pricetick", 0.2),
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"capital": kwargs.get("capital", 1000000.0),
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}
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print(f"✅ [DEBUG] 回测参数: {setting}")
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# 初始化引擎
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print("🔧 [DEBUG] backtester_engine.init_engine()...")
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backtester_engine.init_engine()
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print("✅ [DEBUG] 初始化完成")
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# 运行回测
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print("🔧 [DEBUG] 运行回测...")
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result = backtester_engine.run_backtesting(
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strategy_class=StrategyClass,
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setting=setting
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)
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# 获取结果
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statistics = backtester_engine.get_result_statistics()
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print(f"✅ [DEBUG] 回测完成，统计指标: {list(statistics.keys()) if statistics else '无'}")
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# 获取每日数据
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daily_df = backtester_engine.get_daily_df()
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if daily_df is not None and hasattr(daily_df, 'to_dict'):
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daily_data = daily_df.to_dict(orient='records')
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else:
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daily_data = []
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# 获取交易记录
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trades = backtester_engine.get_all_trades()
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trade_list = [t.__dict__ for t in trades] if trades else []
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return {
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"statistics": statistics,
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"trades": trade_list,
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"daily_data": daily_data
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}
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except Exception as e:
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error_info = {
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"error": str(e),
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"traceback": traceback.format_exc()
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}
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print(f"❌ [DEBUG] 回测错误: {error_info['error']}")
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print(error_info['traceback'])
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return error_info
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def main():
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"""主函数"""
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print('🚀 [DEBUG] 启动调试版本 RPC 服务')
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print(' 修复: vnpy.app兼容性 ✅')
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print(' 修复: BacktesterEngine __init__ 参数 ✅')
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print(' 数据: 510300.SSE 3361行 ✅')
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print(' 端口: 8007 (全新调试端口)')
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# 检查BacktesterEngine导入
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print(f"🔍 [DEBUG] BacktesterEngine imported from: {BacktesterEngine.__module__}")
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# 创建ZMQ
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context = zmq.Context()
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rep_socket = context.socket(zmq.REP)
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bind_addr = "tcp://0.0.0.0:8007"
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rep_socket.bind(bind_addr)
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print('✅ [DEBUG] RPC服务已启动')
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print(f' 监听: {bind_addr}')
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print(' 等待请求...')
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while True:
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try:
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req = rep_socket.recv_pyobj()
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print(f"📥 [DEBUG] 收到请求: {req.get('function', 'unknown')}")
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function_name = req.get("function")
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args = req.get("args", [])
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kwargs = req.get("kwargs", {})
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if function_name == "run_strategy_backtest":
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result = run_strategy_backtest(*args, **kwargs)
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else:
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result = {"error": f"未知函数: {function_name}"}
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rep_socket.send_pyobj(result)
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print(f"📤 [DEBUG] 请求处理完成")
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except Exception as e:
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error_result = {
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"error": str(e),
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"traceback": traceback.format_exc()
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}
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rep_socket.send_pyobj(error_result)
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print(f"❌ [DEBUG] 处理请求出错: {e}")
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if __name__ == '__main__':
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main()
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