initial-import: 2026-04-11 21:18:55

test/backtest/run_backtest_direct.py

@@ -0,0 +1,58 @@
+#!/usr/bin/env python3
+"""
+在Docker容器内直接运行回测，不经过HTTP API
+"""
+
+# 读取远程策略代码
+import os
+import sys
+
+# 读取策略文件路径
+strategy_files = [
+    "/Users/chufeng/.openclaw/sanguo_projects/sanguo_quant_live/strategies/factors-dynamic-weight-timing-20260327/risk_control.py",
+    "/Users/chufeng/.openclaw/sanguo_projects/sanguo_quant_live/strategies/factors-dynamic-weight-timing-20260327/main_strategy_single_file.py",
+]
+
+# 读取并合并代码
+full_code = ""
+for f in strategy_files:
+    print(f"读取: {f}")
+    with open(f, 'r', encoding='utf-8') as file:
+        code = file.read()
+        full_code += code + "\n\n# " + "=" * 80 + "\n\n"
+
+# 执行策略代码，定义策略类
+print("=" * 80)
+print("执行策略代码，定义策略类...")
+print("=" * 80)
+exec(full_code, globals())
+
+# 使用RPC服务端的方式运行回测
+print("\n" + "=" * 80)
+print("导入回测引擎...")
+print("=" * 80)
+
+# 从final_rpc_correct.py复制核心代码
+from vnpy.event import EventEngine
+from vnpy.trader.engine import MainEngine
+from vnpy_ctabacktester import BacktesterEngine
+from vnpy.trader.constant import Exchange, Interval, Direction, Offset
+from datetime import datetime
+
+def str_to_interval(interval_str: str):
+    """字符串转Interval枚举"""
+    mapping = {
+        "1m": Interval.MINUTE,
+        "min": Interval.MINUTE,
+        "hour": Interval.HOUR,
+        "1h": Interval.HOUR,
+        "d": Interval.DAILY,
+        "1d": Interval.DAILY,
+        "daily": Interval.DAILY,
+        "w": Interval.WEEKLY,
+        "1w": Interval.WEEKLY,
+        "weekly": Interval.WEEKLY,
+    }
+    return mapping.get(interval_str.lower(), Interval.DAILY)
+
+def parse