三种调用方式，只有一种能跑通：Blankly 离线回测实测

import math, random
random.seed(7)

# 1) 造一份六列价格数据（真实项目里换成你自己的导出文件）
rows = ["time,open,high,low,close,volume"]
start, price = 1609459200, 200.0        # 2021-01-01 起，400 根日线
for i in range(400):
    t = start + i * 86400
    nxt = max(1.0, price * (1 + math.sin(i / 20.0) * 0.012
                            + random.uniform(-0.006, 0.006)))
    rows.append("%d,%.4f,%.4f,%.4f,%.4f,%.4f"
                % (t, price, max(price, nxt) * 1.002,
                   min(price, nxt) * 0.998, nxt, 1000 + i))
    price = nxt
open("probe_prices.csv", "w").write("\n".join(rows))

import blankly
from blankly.data import PriceReader

def price_event(price, symbol, state):
    state.variables.history.append(price)
    h = list(state.variables.history)
    if len(h) < 20:
        return
    fast, slow = sum(h[-8:]) / 8, sum(h[-20:]) / 20
    curr = state.interface.account[state.base_asset].available
    if fast > slow and not curr:                       # 金叉且空仓
        size = blankly.trunc(state.interface.cash / price * 0.98, 3)
        state.interface.market_order(symbol, side="buy", size=size)
    elif fast < slow and curr:                          # 死叉且持仓
        state.interface.market_order(symbol, side="sell", size=curr)

def init(symbol, state):
    # 预热：抓一段历史给指标用
    state.variables.history = state.interface.history(
        symbol, to=60, return_as="deque", resolution=state.resolution)["close"]

exchange = blankly.KeylessExchange(
    price_reader=PriceReader("probe_prices.csv", "TEST-USD"))
strategy = blankly.Strategy(exchange)
strategy.add_price_event(price_event, symbol="TEST-USD",
                         resolution="1d", init=init)

# 关键：必须显式传 epoch 秒，不能用 to=
result = strategy.backtest(start_date=1609459200, end_date=1640995200,
                           initial_values={"USD": 10000})
print(result.metrics)