mirror of
https://github.com/silencesdg/mt5_python_ea_suite.git
synced 2026-07-28 19:27:43 +00:00
songkl
878e0f4a03
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)
105 lines
3.1 KiB
Python
105 lines
3.1 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""回测入口 — 支持远程/本地两种数据源"""
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import sys
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import os
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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import numpy as np
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from datetime import datetime
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from core.data.remote import RemoteDataProvider
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from execution.backtest import BacktestEngine
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from config import (
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SYMBOL, TIMEFRAME, BACKTEST_COUNT,
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BACKTEST_START_DATE, BACKTEST_END_DATE, USE_DATE_RANGE,
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REMOTE_SERVER_HOST, REMOTE_SERVER_PORT, DATA_PROVIDER_MODE,
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)
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from logger import logger
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# MT5 rates 结构化数组 dtype
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MT5_RATES_DTYPE = np.dtype([
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('time', 'i8'),
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('open', 'f8'),
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('high', 'f8'),
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('low', 'f8'),
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('close', 'f8'),
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('tick_volume', 'i8'),
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('spread', 'i4'),
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('real_volume', 'i8'),
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])
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def fetch_remote_rates(symbol, timeframe, count):
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"""通过远程 API 获取历史 K 线，转成 MT5 兼容的 numpy 数组"""
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logger.info(f"使用远程数据源 {REMOTE_SERVER_HOST}:{REMOTE_SERVER_PORT}")
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remote = RemoteDataProvider(host=REMOTE_SERVER_HOST, port=REMOTE_SERVER_PORT)
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if not remote.initialize():
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logger.error("远程API初始化失败")
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return None
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rates_data = remote.get_historical_data(symbol, timeframe, count)
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remote.shutdown()
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if not rates_data:
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logger.error(f"远程API获取 {symbol} TF{timeframe} 历史数据失败")
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return None
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# 转成 MT5 的 numpy 结构化数组格式
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records = []
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for r in rates_data:
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records.append((
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r['time'],
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r['open'],
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r['high'],
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r['low'],
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r['close'],
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r.get('tick_volume', 0),
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r.get('spread', 0),
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r.get('real_volume', 0),
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))
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rates = np.array(records, dtype=MT5_RATES_DTYPE)
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logger.info(f"远程获取数据: {len(rates)} 条")
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return rates
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def main():
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print("=" * 60)
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print("MT5 智能交易系统 - 回测")
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print(f"数据源: {DATA_PROVIDER_MODE.upper()}")
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print(f"品种: {SYMBOL} | 周期: M{TIMEFRAME} | 数据量: {BACKTEST_COUNT}")
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print("=" * 60)
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try:
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if DATA_PROVIDER_MODE == "remote":
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rates = fetch_remote_rates(SYMBOL, TIMEFRAME, BACKTEST_COUNT)
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else:
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from core.utils import initialize, shutdown, get_rates
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initialize()
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if USE_DATE_RANGE:
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rates = get_rates(SYMBOL, TIMEFRAME, BACKTEST_COUNT,
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BACKTEST_START_DATE, BACKTEST_END_DATE)
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else:
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rates = get_rates(SYMBOL, TIMEFRAME, BACKTEST_COUNT)
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shutdown()
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if rates is None or len(rates) == 0:
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logger.error("未能获取历史数据，回测终止。")
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return
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logger.info(f"获取数据: {len(rates)} 条")
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engine = BacktestEngine(use_dynamic_weights=False)
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summary = engine.run(rates)
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print(f"\n回测完成！总盈亏: ${summary.get('total_profit_loss', 0):.2f}")
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except Exception as e:
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import traceback
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logger.error(f"回测出错: {e}")
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traceback.print_exc()
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if __name__ == "__main__":
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main()
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