from datetime import timedelta
from src.analysis.result_analyzer import ResultAnalyzer

# 导入 TqsdkEngine，而不是原来的 BacktestEngine
from src.indicators.indicators import RSI, HistoricalRange, BollingerBandwidth, NormalizedATR
from src.tqsdk_real_engine import TqsdkEngine

# 导入你的策略类
from src.strategies.ReversalVolatilityStrategy.ReversalVolatilityStrategy import ReversalVolatilityStrategy

from tqsdk import TqApi, TqBacktest, TqAuth, TqKq, TqAccount

# --- 配置参数 ---
# Tqsdk 的本地数据文件路径，注意 Tqsdk 要求文件名为 KQ_m@交易所_品种名_周期.csv

# 主力合约的 symbol
symbol = "KQ.m@CZCE.SF"
strategy_parameters = {
    'main_symbol': 'SF',  # <-- 替换为你的交易品种代码，例如 'GC=F' (黄金期货), 'ZC=F' (玉米期货)
    'trade_volume': 2,
    'partial_profit_atr_multiplier': [1.4, 1.7],
    'trailing_stop_atr_multiplier': 1,
    'open_atr_multiplier': [0.4, 0.0],
    'order_direction': ['SELL', 'BUY'],
    'enable_log': True,           # 建议在调试和测试时开启日志
    'indicators': [RSI(5, 50, 95), None]
}
# api = TqApi(TqKq(), auth=TqAuth("emanresu", "dfgvfgdfgg"))
api = TqApi(TqAccount('H宏源期货', '903308830', 'lzr520102'), auth=TqAuth("emanresu", "dfgvfgdfgg"))

# --- 1. 初始化回测引擎并运行 ---
print("\n初始化 Tqsdk 回测引擎...")
engine = TqsdkEngine(
    strategy_class=ReversalVolatilityStrategy,
    strategy_params=strategy_parameters,
    api=api,
    symbol=symbol,
    duration_seconds=60 * 15,
    roll_over_mode=True,  # 启用换月模式检测
    history_length=100,
    close_bar_delta=timedelta(minutes=58)
)
engine.run()  # 这是一个同步方法，内部会运行 asyncio 循环