cfdaily
188 lines
6.2 KiB
Python
188 lines
6.2 KiB
Python
#!/usr/bin/env python3
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"""
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最终修复版 - 使用新端口 8002，包含vnpy.app兼容性
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"""
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import sys
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import os
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# ============================================
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# 🔥 关键修复：加载vnpy.app兼容性模块
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# 在执行任何策略代码前先创建兼容性层
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# ============================================
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print("🔧 加载vnpy.app兼容性模块...")
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# 创建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, CtaBacktesterApp
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sys.modules['vnpy.app.cta_backtester'].BacktesterEngine = BacktesterEngine
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sys.modules['vnpy.app.cta_backtester'].CtaBacktesterApp = CtaBacktesterApp
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vnpy_app_module.BacktesterEngine = BacktesterEngine
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vnpy_app_module.CtaBacktesterApp = CtaBacktesterApp
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print("✅ 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，继续导入其他模块
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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 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"开始回测: {symbol} [{start} - {end}]")
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# 动态加载策略 - 由于兼容性模块已创建，vnpy.app导入会成功
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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"找到策略类: {StrategyClass.__name__}")
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# 创建引擎
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event_engine = EventEngine()
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main_engine = MainEngine(event_engine)
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# 添加回测引擎
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backtester_engine = main_engine.add_app(BacktesterEngine)
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# 设置回测参数
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# 将整数日期转换为字符串
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start_str = str(start)
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end_str = str(end)
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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"回测参数: {setting}")
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# 初始化回测引擎并运行回测
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backtester_engine.init_engine()
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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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# 获取回测结果统计
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statistics = backtester_engine.get_result_statistics()
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print(f"回测完成，获取统计: {list(statistics.keys()) if statistics else '无'}")
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# 获取每日结果
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daily_df = backtester_engine.get_daily_df()
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# 转换为可序列化的字典
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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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return {
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"statistics": statistics,
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"trades": backtester_engine.get_all_trades(),
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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"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('🚀 启动最终修复版 WebTrader RPC 服务（包含vnpy.app兼容）')
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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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# 使用8002端口（新端口，避免占用冲突）
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bind_addr = "tcp://0.0.0.0:8002"
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rep_socket.bind(bind_addr)
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print('✅ RPC服务已启动')
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print(f' 监听地址: {bind_addr}')
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print(f' 外部访问: tcp://192.168.2.154:8002')
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print(f' vnpy.app兼容性: ✅ 已加载')
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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', '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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# 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() |