from datetime import timedelta

from tqsdk import TqApi, TqAuth, TqAccount, TqKq

from futures_trading_strategies.FG.Spectral.SpectralTrendStrategy3 import SpectralTrendStrategy
# 导入 TqsdkEngine，而不是原来的 BacktestEngine
from src.indicators.indicators import PriceRangeToVolatilityRatio, ZScoreATR, Hurst
from src.tqsdk_real_engine import TqsdkEngine

# 导入你的策略类

# --- 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@SHFE.ag"
strategy_parameters = {
        'main_symbol': 'ag',  # <-- 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': 1,
        # 'order_direction': ['SELL', 'BUY'],
        'indicators': Hurst(115, 0, 0.5),
        # 'model_indicator': ADX(7, 0, 30),
        'bars_per_day': 23,
        'spectral_window_days': 9,  # STFT窗口大小(天)
        'low_freq_days': 9,  # 低频下限(天)
        'high_freq_days': 4,  # 高频上限(天)
        'trend_strength_threshold': 0.6,  # 相变临界值
        'exit_threshold': 0.3,  # 退出阈值
        'enable_log': True,
        'reverse': False,
    }
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=SpectralTrendStrategy,
    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=1000,
    close_bar_delta=timedelta(minutes=58)
)
engine.run()  # 这是一个同步方法，内部会运行 asyncio 循环