feat: 远程MT5数据源 + 信号对冲/回撤锁仓模块

新增:
- core/risk/hedge.py: 对冲管理器
  - 信号对冲: 加权信号反向超阈值→半仓反向
  - 回撤锁仓: 浮亏超-0.3%→全仓锁死
  - 自动解锁: 信号回正/对冲止盈0.5%

改动:
- run/backtest.py: 支持远程数据源回测
- run/realtime.py: 远程/本地双模式
- core/risk/position.py: 集成HedgeManager
- core/risk/controller.py: 传递weighted_signal
- execution/realtime_trader.py: 传入加权信号
- core/data/live.py, utils.py: MetaTrader5懒加载(ARM兼容)
- config.py: HEDGE_CONFIG, REMOTE配置, INITIAL_CAPITAL=1944

今日实盘: 9单, +7.4% (944→088)

run/backtest.py

@@ -1,30 +1,88 @@
 #!/usr/bin/env python3
 # -*- coding: utf-8 -*-
-"""回测入口 — python -m run.backtest"""
+"""回测入口 — 支持远程/本地两种数据源"""
 
 import sys
 import os
 sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
 
-from core.utils import get_rates, initialize, shutdown
+import numpy as np
+from datetime import datetime
+
+from core.data.remote import RemoteDataProvider
 from execution.backtest import BacktestEngine
-from config import SYMBOL, TIMEFRAME, BACKTEST_COUNT, BACKTEST_START_DATE, BACKTEST_END_DATE, USE_DATE_RANGE
+from config import (
+    SYMBOL, TIMEFRAME, BACKTEST_COUNT,
+    BACKTEST_START_DATE, BACKTEST_END_DATE, USE_DATE_RANGE,
+    REMOTE_SERVER_HOST, REMOTE_SERVER_PORT, DATA_PROVIDER_MODE,
+)
 from logger import logger
 
+# MT5 rates 结构化数组 dtype
+MT5_RATES_DTYPE = np.dtype([
+    ('time', 'i8'),
+    ('open', 'f8'),
+    ('high', 'f8'),
+    ('low', 'f8'),
+    ('close', 'f8'),
+    ('tick_volume', 'i8'),
+    ('spread', 'i4'),
+    ('real_volume', 'i8'),
+])
+
+
+def fetch_remote_rates(symbol, timeframe, count):
+    """通过远程 API 获取历史 K 线，转成 MT5 兼容的 numpy 数组"""
+    logger.info(f"使用远程数据源 {REMOTE_SERVER_HOST}:{REMOTE_SERVER_PORT}")
+    remote = RemoteDataProvider(host=REMOTE_SERVER_HOST, port=REMOTE_SERVER_PORT)
+    if not remote.initialize():
+        logger.error("远程API初始化失败")
+        return None
+
+    rates_data = remote.get_historical_data(symbol, timeframe, count)
+    remote.shutdown()
+
+    if not rates_data:
+        logger.error(f"远程API获取 {symbol} TF{timeframe} 历史数据失败")
+        return None
+
+    # 转成 MT5 的 numpy 结构化数组格式
+    records = []
+    for r in rates_data:
+        records.append((
+            r['time'],
+            r['open'],
+            r['high'],
+            r['low'],
+            r['close'],
+            r.get('tick_volume', 0),
+            r.get('spread', 0),
+            r.get('real_volume', 0),
+        ))
+    rates = np.array(records, dtype=MT5_RATES_DTYPE)
+    logger.info(f"远程获取数据: {len(rates)} 条")
+    return rates
+
 
 def main():
     print("=" * 60)
     print("MT5 智能交易系统 - 回测")
+    print(f"数据源: {DATA_PROVIDER_MODE.upper()}")
+    print(f"品种: {SYMBOL}  |  周期: M{TIMEFRAME}  |  数据量: {BACKTEST_COUNT}")
     print("=" * 60)
 
     try:
-        initialize()
-        if USE_DATE_RANGE:
-            rates = get_rates(SYMBOL, TIMEFRAME, BACKTEST_COUNT,
-                            BACKTEST_START_DATE, BACKTEST_END_DATE)
+        if DATA_PROVIDER_MODE == "remote":
+            rates = fetch_remote_rates(SYMBOL, TIMEFRAME, BACKTEST_COUNT)
         else:
-            rates = get_rates(SYMBOL, TIMEFRAME, BACKTEST_COUNT)
-        shutdown()
+            from core.utils import initialize, shutdown, get_rates
+            initialize()
+            if USE_DATE_RANGE:
+                rates = get_rates(SYMBOL, TIMEFRAME, BACKTEST_COUNT,
+                                  BACKTEST_START_DATE, BACKTEST_END_DATE)
+            else:
+                rates = get_rates(SYMBOL, TIMEFRAME, BACKTEST_COUNT)
+            shutdown()
 
         if rates is None or len(rates) == 0:
             logger.error("未能获取历史数据，回测终止。")