from datetime import timedelta

from tqsdk import TqApi, TqAuth, TqAccount

from futures_trading_strategies.MA.KalmanStrategy.KalmanStrategy2 import DualModeKalmanStrategy
# 导入 TqsdkEngine，而不是原来的 BacktestEngine
from src.indicators.indicators import PriceRangeToVolatilityRatio
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@CZCE.MA"
strategy_parameters = {
    'main_symbol': 'MA',  # <-- 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'],
    'kalman_measurement_noise': 0.51,
    'entry_threshold_atr': 0.7,
    'strategy_mode': 'REVERSION',
    # 'indicators': [NormalizedATR(21, 0.6, 1), NormalizedATR(21, 0.6, 1)],
    # 'indicators': [RSI(14, 40, 70), RSI(14, 40, 70)],
    'enable_log': True
}
# 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=DualModeKalmanStrategy,
    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