from datetime import timedelta

from futures_trading_strategies.FG.TrendlineBreakoutStrategy.DualModeTrendlineHawkesStrategy2 import \
    DualModeTrendlineHawkesStrategy
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, ADX
from src.tqsdk_real_engine import TqsdkEngine

# 导入你的策略类

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.FG"
strategy_parameters = {
    'main_symbol': 'FG',  # <-- 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,
    # 'indicators': [RateOfChange(10, -2.1, -0.5), ROC_MA(10, 10, -2.7, -0.4)],
    'enable_log': True,
    'trend_params': {
        "trendline_n": 10,
        "hawkes_kappa": 0.9,
    },
    'reversion_params': {
        "trendline_n": 70,
        "hawkes_kappa": 0.1,
    },
    'conflict_resolution': '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=DualModeTrendlineHawkesStrategy,
    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