cfdaily
130 lines
4.0 KiB
Python
130 lines
4.0 KiB
Python
#!/usr/bin/env python3
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"""
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修复后的test_server.py
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兼容vn.py 4.x版本
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"""
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import traceback
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import zmq
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import time
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import sys
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import os
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# 添加vn.py路径
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sys.path.insert(0, '/usr/local/lib/python3.10/site-packages')
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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"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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from vnpy_ctastrategy import CtaTemplate
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strategy_classes = [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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if not strategy_classes:
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return {"error": "策略代码中未找到CtaTemplate子类"}
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StrategyClass = strategy_classes[0]
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print(f"找到策略类: {StrategyClass.__name__}")
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# 创建事件引擎
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from vnpy.event import EventEngine
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event_engine = EventEngine()
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# 创建主引擎
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from vnpy.trader.engine import MainEngine
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main_engine = MainEngine(event_engine)
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# 添加回测引擎
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from vnpy_ctabacktester import BacktesterEngine
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backtester_engine = main_engine.add_app(BacktesterEngine, "backtester")
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# 设置回测参数
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setting = {
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"vt_symbol": symbol,
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"interval": interval,
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"start": start,
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"end": end,
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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),
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}
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print(f"回测参数: {setting}")
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# 运行回测
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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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result = {
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"statistics": backtester_engine.get_statistics(),
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"result_df": backtester_engine.get_result_df().to_dict(orient="records"),
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"trades": backtester_engine.get_all_trades()
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}
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print(f"回测完成，统计项数: {len(result['statistics'])}")
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return result
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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"回测错误: {error_info}")
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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('🚀 启动修复后的WebTrader RPC服务...')
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# 创建ZMQ REP socket
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context = zmq.Context()
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rep_socket = context.socket(zmq.REP)
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rep_socket.bind("tcp://0.0.0.0:2014")
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print('✅ RPC服务已启动')
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print(' REP地址: tcp://0.0.0.0:2014')
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print(' 外部访问: tcp://192.168.2.154:2014')
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print(' 等待请求...')
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# 处理请求
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while True:
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try:
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# 接收请求
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req = rep_socket.recv_pyobj()
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print(f"收到请求: {req.get('function')}")
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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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# 发送响应
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rep_socket.send_pyobj(result)
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print(f"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"处理请求时出错: {e}")
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if __name__ == '__main__':
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main() |