diff --git a/framework_v2/config/rotation_global.yaml b/framework_v2/config/rotation_global.yaml
new file mode 100644
index 0000000..fe0e799
--- /dev/null
+++ b/framework_v2/config/rotation_global.yaml
@@ -0,0 +1,268 @@
+# 跨市场轮动策略配置（扁平化设计）
+# 
+# 配置版本: 2.0.0
+# 最后更新: 2024-04-16
+# 策略名称: rotation_global
+# 描述: 全球资产大类轮动 - 扁平化资产池设计
+
+# ============================================================
+# 元数据
+# ============================================================
+metadata:
+  version: "2.0.0"
+  strategy: "rotation_global"
+  description: "全球资产大类轮动策略 V2 - 扁平化资产池"
+  last_updated: "2024-04-16"
+
+# ============================================================
+# 资产池配置（扁平化设计）
+# ============================================================
+asset_pools:
+  assets:
+    # ============================================================
+    # 美股指数（通过 A 股 ETF 交易）
+    # ============================================================
+    "NDX":
+      name: "纳指100"
+      group: "US_TECH"
+      signal_source: "NDX"         # 纳指信号
+      trade_source: "513100.SH"    # A股ETF交易
+      description: "纳斯达克100指数，科技股代表"
+    
+    "SPX":
+      name: "标普500"
+      group: "US_TECH"
+      signal_source: "SPX"
+      trade_source: "513500.SH"
+      description: "标普500指数，美股大盘"
+    
+    # ============================================================
+    # A股指数（直接交易 ETF）
+    # ============================================================
+    "399006.SZ":
+      name: "创业板指"
+      group: "CN_GROWTH"
+      signal_source: "399006.SZ"
+      trade_source: "159915.SZ"
+      description: "创业板指数，成长股代表"
+    
+    "000300.SH":
+      name: "沪深300"
+      group: "CN_GROWTH"
+      signal_source: "000300.SH"
+      trade_source: "510300.SH"
+      description: "沪深300指数，大盘蓝筹"
+    
+    "H30269.CSI":
+      name: "中证红利低波"
+      group: "CN_GROWTH"
+      signal_source: "H30269.CSI"
+      trade_source: "512890.SH"
+      description: "红利低波指数，价值股代表"
+    
+    # ============================================================
+    # 日本股市（通过 A 股 ETF 交易）
+    # ============================================================
+    "N225":
+      name: "日经225"
+      group: "JP_BROAD"
+      signal_source: "N225"
+      trade_source: "513520.SH"
+      description: "日经225指数，日本股市"
+    
+    # ============================================================
+    # 欧洲股市（通过 A 股 ETF 交易）
+    # ============================================================
+    "GDAXI":
+      name: "德国DAX"
+      group: "EU_BROAD"
+      signal_source: "GDAXI"
+      trade_source: "513030.SH"
+      description: "德国DAX指数，欧洲股市"
+    
+    # ============================================================
+    # 港股（通过 A 股 ETF 交易）
+    # ============================================================
+    "HSI":
+      name: "恒生指数"
+      group: "HK_TECH"
+      signal_source: "HSI"
+      trade_source: "159920.SZ"
+      description: "恒生指数，香港股市"
+    
+    "HSTECH.HK":
+      name: "恒生科技"
+      group: "HK_TECH"
+      signal_source: "HSTECH.HK"
+      trade_source: "513130.SH"
+      description: "恒生科技指数，港股科技"
+    
+    # ============================================================
+    # 商品（国际期货信号 → A股ETF交易）
+    # ============================================================
+    "GC=F":
+      name: "黄金"
+      group: "COMMODITY"
+      signal_source: "GC=F"        # COMEX黄金期货
+      trade_source: "518880.SH"    # A股黄金ETF
+      description: "COMEX黄金期货，避险资产"
+    
+    "CL=F":
+      name: "原油"
+      group: "COMMODITY"
+      signal_source: "CL=F"        # WTI原油期货
+      trade_source: "160723.SZ"    # A股原油基金
+      description: "WTI原油期货，能源商品"
+    
+    "HG=F":
+      name: "有色金属"
+      group: "COMMODITY"
+      signal_source: "HG=F"        # COMEX铜期货
+      trade_source: "159980.SZ"    # A股有色ETF
+      description: "COMEX铜期货，工业金属"
+    
+    # ============================================================
+    # 固定收益（直接交易指数）
+    # ============================================================
+    "931862.CSI":
+      name: "短债指数"
+      group: "FIXED_INCOME"
+      signal_source: "931862.CSI"
+      trade_source: "931862.CSI"   # 直接交易指数（无ETF）
+      description: "中证0-9个月国债指数，久期<1年，防御配置"
+    
+    # ============================================================
+    # 加密货币（未来扩展示例）
+    # ============================================================
+    # "BTC":
+    #   name: "比特币"
+    #   group: "CRYPTO"
+    #   signal_source: "BTC"
+    #   trade_source: "BTC"
+    #   description: "比特币，数字黄金"
+    
+    # ============================================================
+    # 外汇（未来扩展示例）
+    # ============================================================
+    # "EURUSD":
+    #   name: "欧元/美元"
+    #   group: "FOREX"
+    #   signal_source: "EURUSD"
+    #   trade_source: "EURUSD"
+    #   description: "欧元/美元汇率"
+
+# ============================================================
+# 基准配置
+# ============================================================
+benchmark:
+  code: "000300.SH"
+  name: "沪深300"
+
+# ============================================================
+# 回测配置
+# ============================================================
+backtest:
+  start_date: "2020-01-01"
+  # end_date: null  # null 表示至今
+
+# ============================================================
+# 因子配置
+# ============================================================
+factor:
+  type: "weighted_momentum"     # 因子类型: momentum / slope_r2 / weighted_momentum
+  n_days: 25                    # 动量窗口期（5-250天）
+  
+  # 动态周期参数（可选）
+  auto_day: false               # 是否启用动态周期
+  min_days: 20                  # 最小周期
+  max_days: 60                  # 最大周期
+
+# ============================================================
+# 轮动配置
+# ============================================================
+rotation:
+  # ============================================================
+  # 模式 1：全局选股（默认）
+  # ============================================================
+  select_num: 5                 # 全局选 Top-5
+  diversified: false            # 不分散化
+  
+  # ============================================================
+  # 模式 2：分散化选股（取消注释启用）
+  # ============================================================
+  # diversified: true           # 启用分散化
+  # diversification_groups:     # 按市场分组选股
+  #   - group: "US_TECH"
+  #     select_num: 1           # 美股选 1 只
+  #   - group: "CN_GROWTH"
+  #     select_num: 1           # A股选 1 只
+  #   - group: "JP_BROAD"
+  #     select_num: 1           # 日本选 1 只
+  #   - group: "EU_BROAD"
+  #     select_num: 1           # 欧洲选 1 只
+  #   - group: "HK_TECH"
+  #     select_num: 1           # 港股选 1 只
+  #   - group: "COMMODITY"
+  #     select_num: 1           # 商品选 1 只
+  #   - group: "FIXED_INCOME"
+  #     select_num: 1           # 债券选 1 只
+  
+  # 阈值配置（统一 V2/V3）
+  threshold:
+    mode: "dynamic"             # 阈值模式: fixed / dynamic
+    fixed_value: 0.0            # 固定阈值（mode=fixed时使用）
+    
+    # 动态阈值配置（mode=dynamic时使用）
+    dynamic:
+      reference: "931862.CSI"   # 参考标的（短债指数）
+      ratio: 1.0                # 阈值 = 短债动量 × ratio
+      fallback_enabled: true    # 参考不可用时是否回退
+      fallback_value: 0.0       # 回退值
+
+# ============================================================
+# 调仓配置
+# ============================================================
+rebalance:
+  min_hold_days: 1              # 最低持有天数（1-30）
+  score_threshold: 0.0          # 调仓得分阈值（0-0.5，表示%）
+  trade_cost: 0.001             # 单次换仓成本（0-0.01，即 0.1%）
+
+# ============================================================
+# 溢价控制配置
+# ============================================================
+premium_control:
+  enabled: true                 # 是否启用溢价控制
+  default_threshold: 0.10       # 默认溢价阈值（10%）
+  mode: "filter"                # 控制模式: filter（排除）/ penalize（降权）
+  penalty_factor: 0.5           # 降权惩罚系数
+  
+  # 按市场覆盖配置
+  market_overrides:
+    CN_EQUITY:                  # A股 ETF
+      enabled: false            # 不启用（溢价通常 < 0.5%）
+    HK_EQUITY:                  # 港股 ETF
+      enabled: true
+      threshold: 0.10           # 阈值 10%
+    US_EQUITY:                  # 美股 ETF
+      enabled: true
+      threshold: 0.10           # 阈值 10%
+    JP_EQUITY:                  # 日本 ETF
+      enabled: true
+      threshold: 0.10           # 阈值 10%
+    EU_EQUITY:                  # 欧洲 ETF
+      enabled: true
+      threshold: 0.10           # 阈值 10%
+    COMMODITY:                  # 商品 ETF
+      enabled: false            # 不启用
+
+# ============================================================
+# 数据配置
+# ============================================================
+data:
+  # 数据源列表（按优先级排序）
+  sources:
+    # 主数据源：Flask API
+    - type: "flask_api"
+      enabled: true
+      url: "${FLASK_API_URL}"   # 从环境变量读取
+      timeout: 120
diff --git a/framework_v2/tests/test_config.py b/framework_v2/tests/test_config.py
new file mode 100644
index 0000000..899e446
--- /dev/null
+++ b/framework_v2/tests/test_config.py
@@ -0,0 +1,285 @@
+"""
+测试配置加载和验证
+
+验证：
+1. 配置文件加载
+2. Pydantic Schema 验证
+3. 环境变量替换
+4. 错误处理
+"""
+
+import sys
+from pathlib import Path
+import os
+
+# 添加项目根目录到路径
+project_root = Path(__file__).parent.parent.parent
+if str(project_root) not in sys.path:
+    sys.path.insert(0, str(project_root))
+
+from framework_v2.config import load_config, ConfigLoader
+from framework_v2.config.schemas import RotationStrategyConfig, MarketType
+
+
+def test_load_config():
+    """测试 1: 加载配置文件"""
+    print("\n" + "=" * 70)
+    print("  测试 1: 加载配置文件")
+    print("=" * 70)
+    
+    # 设置环境变量（模拟）
+    os.environ['FLASK_API_URL'] = 'https://k3s.tokenpluse.xyz'
+    os.environ['TUSHARE_TOKEN'] = 'test_token_123'
+    
+    # 加载配置
+    config = load_config('rotation_example.yaml')
+    
+    print(f"\n✓ 配置加载成功")
+    print(f"  版本: {config.metadata.version}")
+    print(f"  策略: {config.metadata.strategy}")
+    print(f"  资产池: {len(config.asset_pools.equity)} 股票, "
+          f"{len(config.asset_pools.commodity)} 商品, "
+          f"{len(config.asset_pools.fixed_income)} 债券")
+    
+    # 验证基本字段
+    assert config.metadata.version == "1.0.0"
+    assert config.factor.n_days == 25
+    assert config.rotation.select_num == 3
+    
+    print("\n✓ 测试通过")
+
+
+def test_asset_pools():
+    """测试 2: 资产池配置"""
+    print("\n" + "=" * 70)
+    print("  测试 2: 资产池配置")
+    print("=" * 70)
+    
+    config = load_config('rotation_example.yaml')
+    
+    # 验证股票资产
+    print(f"\n股票资产 ({len(config.asset_pools.equity)} 只):")
+    for code, asset in config.asset_pools.equity.items():
+        print(f"  {code}: {asset.name} ({asset.market.value})")
+        if asset.etf:
+            print(f"    ETF: {asset.etf}")
+    
+    # 验证商品资产
+    print(f"\n商品资产 ({len(config.asset_pools.commodity)} 只):")
+    for code, asset in config.asset_pools.commodity.items():
+        print(f"  {code}: {asset.name}")
+    
+    # 验证固定收益
+    print(f"\n固定收益 ({len(config.asset_pools.fixed_income)} 只):")
+    for code, asset in config.asset_pools.fixed_income.items():
+        print(f"  {code}: {asset.name} (ETF: {asset.etf})")
+    
+    # 验证市场类型
+    assert config.asset_pools.equity["399006.SZ"].market == MarketType.CN_EQUITY
+    assert config.asset_pools.equity["NDX"].market == MarketType.US_EQUITY
+    assert config.asset_pools.commodity["GC=F"].market == MarketType.COMMODITY
+    
+    print("\n✓ 测试通过")
+
+
+def test_threshold_config():
+    """测试 3: 阈值配置"""
+    print("\n" + "=" * 70)
+    print("  测试 3: 阈值配置")
+    print("=" * 70)
+    
+    config = load_config('rotation_example.yaml')
+    
+    print(f"\n阈值模式: {config.rotation.threshold.mode}")
+    print(f"  参考标的: {config.rotation.threshold.dynamic.reference}")
+    print(f"  倍数: {config.rotation.threshold.dynamic.ratio}")
+    print(f"  回退启用: {config.rotation.threshold.dynamic.fallback_enabled}")
+    
+    assert config.rotation.threshold.mode.value == "dynamic"
+    assert config.rotation.threshold.dynamic.reference == "931862.CSI"
+    
+    print("\n✓ 测试通过")
+
+
+def test_data_sources():
+    """测试 4: 数据源配置"""
+    print("\n" + "=" * 70)
+    print("  测试 4: 数据源配置")
+    print("=" * 70)
+    
+    config = load_config('rotation_example.yaml')
+    
+    print(f"\n数据源 ({len(config.data.sources)} 个):")
+    for i, source in enumerate(config.data.sources, 1):
+        print(f"  {i}. {source.type.value}")
+        print(f"     启用: {source.enabled}")
+        print(f"     超时: {source.timeout}s")
+        if source.url:
+            print(f"     URL: {source.url}")
+    
+    # 验证环境变量替换
+    flask_api_source = config.data.sources[0]
+    assert flask_api_source.url == 'https://k3s.tokenpluse.xyz'
+    
+    print("\n✓ 测试通过")
+
+
+def test_validation_errors():
+    """测试 5: 验证错误处理"""
+    print("\n" + "=" * 70)
+    print("  测试 5: 验证错误处理")
+    print("=" * 70)
+    
+    # 测试 1: n_days 超出范围
+    print("\n[5.1] 测试 n_days 超出范围...")
+    try:
+        from framework_v2.config.schemas import FactorConfig
+        
+        # n_days = 1000（超出 5-250 范围）
+        invalid_config = {
+            "asset_pools": {"equity": {}, "commodity": {}, "fixed_income": {}},
+            "benchmark": {"code": "000300.SH", "name": "沪深300"},
+            "backtest": {"start_date": "2020-01-01"},
+            "factor": {"n_days": 1000},  # 错误：超出范围
+            "data": {
+                "sources": [{"type": "flask_api", "url": "test"}]
+            }
+        }
+        
+        RotationStrategyConfig(**invalid_config)
+        print("  ✗ 应该抛出验证错误")
+        assert False
+    except Exception as e:
+        print(f"  ✓ 正确捕获验证错误: {type(e).__name__}")
+    
+    # 测试 2: 缺少必需字段
+    print("\n[5.2] 测试缺少必需字段...")
+    try:
+        invalid_config = {
+            "asset_pools": {"equity": {}, "commodity": {}, "fixed_income": {}},
+            # 缺少 benchmark
+            "backtest": {"start_date": "2020-01-01"},
+            "data": {
+                "sources": [{"type": "flask_api", "url": "test"}]
+            }
+        }
+        
+        RotationStrategyConfig(**invalid_config)
+        print("  ✗ 应该抛出验证错误")
+        assert False
+    except Exception as e:
+        print(f"  ✓ 正确捕获验证错误: {type(e).__name__}")
+    
+    # 测试 3: 环境变量未设置
+    print("\n[5.3] 测试环境变量未设置...")
+    try:
+        # 删除环境变量
+        old_value = os.environ.pop('FLASK_API_URL', None)
+        
+        invalid_config = {
+            "asset_pools": {"equity": {}, "commodity": {}, "fixed_income": {}},
+            "benchmark": {"code": "000300.SH", "name": "沪深300"},
+            "backtest": {"start_date": "2020-01-01"},
+            "data": {
+                "sources": [{"type": "flask_api", "url": "${FLASK_API_URL}"}]
+            }
+        }
+        
+        RotationStrategyConfig(**invalid_config)
+        print("  ✗ 应该抛出验证错误")
+        assert False
+    except ValueError as e:
+        print(f"  ✓ 正确捕获环境变量错误: {e}")
+    finally:
+        # 恢复环境变量
+        if old_value:
+            os.environ['FLASK_API_URL'] = old_value
+    
+    print("\n✓ 测试通过")
+
+
+def test_env_substitution():
+    """测试 6: 环境变量替换"""
+    print("\n" + "=" * 70)
+    print("  测试 6: 环境变量替换")
+    print("=" * 70)
+    
+    loader = ConfigLoader()
+    
+    # 测试 1: 基本替换
+    print("\n[6.1] 基本替换...")
+    os.environ['TEST_VAR'] = 'test_value'
+    
+    config = {
+        "url": "${TEST_VAR}"
+    }
+    result = loader._substitute_env_vars(config)
+    assert result["url"] == "test_value"
+    print(f"  ✓ ${{TEST_VAR}} → {result['url']}")
+    
+    # 测试 2: 默认值
+    print("\n[6.2] 默认值...")
+    config = {
+        "url": "${NON_EXISTENT_VAR:default_value}"
+    }
+    result = loader._substitute_env_vars(config)
+    assert result["url"] == "default_value"
+    print(f"  ${{NON_EXISTENT_VAR:default_value}} → {result['url']}")
+    
+    # 测试 3: 嵌套结构
+    print("\n[6.3] 嵌套结构...")
+    os.environ['API_URL'] = 'https://api.example.com'
+    
+    config = {
+        "data": {
+            "sources": [
+                {"url": "${API_URL}"}
+            ]
+        }
+    }
+    result = loader._substitute_env_vars(config)
+    assert result["data"]["sources"][0]["url"] == "https://api.example.com"
+    print(f"  ✓ 嵌套替换成功")
+    
+    print("\n✓ 测试通过")
+
+
+if __name__ == "__main__":
+    print("\n" + "=" * 70)
+    print("  配置加载和验证测试")
+    print("=" * 70)
+    
+    tests = [
+        ("加载配置文件", test_load_config),
+        ("资产池配置", test_asset_pools),
+        ("阈值配置", test_threshold_config),
+        ("数据源配置", test_data_sources),
+        ("验证错误处理", test_validation_errors),
+        ("环境变量替换", test_env_substitution),
+    ]
+    
+    passed = 0
+    failed = 0
+    
+    for name, test_func in tests:
+        try:
+            test_func()
+            passed += 1
+        except Exception as e:
+            print(f"\n✗ 测试失败: {name}")
+            print(f"  错误: {e}")
+            import traceback
+            traceback.print_exc()
+            failed += 1
+    
+    print("\n" + "=" * 70)
+    print("  测试总结")
+    print("=" * 70)
+    print(f"  ✓ 通过 - {passed}")
+    if failed > 0:
+        print(f"  ✗ 失败 - {failed}")
+    print(f"\n总计: {passed}/{passed + failed} 通过")
+    print("=" * 70 + "\n")
+    
+    if failed > 0:
+        sys.exit(1)
diff --git a/framework_v2/tests/test_flat_asset_pool.py b/framework_v2/tests/test_flat_asset_pool.py
new file mode 100644
index 0000000..2d023fb
--- /dev/null
+++ b/framework_v2/tests/test_flat_asset_pool.py
@@ -0,0 +1,281 @@
+"""
+测试扁平化资产池配置
+
+验证：
+1. 扁平化配置加载
+2. 按市场分组
+3. 信号/交易标的获取
+4. 跨市场映射
+"""
+
+import sys
+from pathlib import Path
+import os
+
+# 添加项目根目录到路径
+project_root = Path(__file__).parent.parent
+if str(project_root) not in sys.path:
+    sys.path.insert(0, str(project_root))
+
+from framework_v2.config import load_config
+from framework_v2.config.schemas import GroupConfig
+
+
+def test_flat_config_load():
+    """测试 1: 加载扁平化配置"""
+    print("\n" + "=" * 70)
+    print("  测试 1: 加载扁平化配置")
+    print("=" * 70)
+    
+    # 设置环境变量
+    os.environ['FLASK_API_URL'] = 'https://k3s.tokenpluse.xyz'
+    os.environ['TUSHARE_TOKEN'] = 'test_token'
+    
+    # 加载配置
+    config = load_config('rotation_global.yaml')
+    
+    print(f"\n✓ 配置加载成功")
+    print(f"  版本: {config.metadata.version}")
+    print(f"  策略: {config.metadata.strategy}")
+    print(f"  总标的数: {config.asset_pools.count()}")
+    
+    # 验证基本字段
+    assert config.metadata.version == "2.0.0"
+    assert config.asset_pools.count() == 13  # 12 个标的
+    
+    print("\n✓ 测试通过")
+
+
+def test_market_grouping():
+    """测试 2: 按市场分组"""
+    print("\n" + "=" * 70)
+    print("  测试 2: 按市场分组")
+    print("=" * 70)
+    
+    config = load_config('rotation_global.yaml')
+    
+    # 获取所有市场
+    markets = config.asset_pools.groups
+    print(f"\n市场类型 ({len(markets)} 个):")
+    for market in markets:
+        count = config.asset_pools.count(market)
+        print(f"  {market}: {count} 只")
+    
+    # 按市场分组
+    by_group = config.asset_pools.by_group
+    print(f"\n市场分组:")
+    for market, assets in by_group.items():
+        print(f"\n  {market} ({len(assets)} 只):")
+        for code, asset in assets.items():
+            print(f"    {code}: {asset.name}")
+    
+    # 验证市场数量
+    assert len(markets) == 7  # US_TECH, CN_GROWTH, JP_BROAD, EU_BROAD, HK_TECH, COMMODITY, FIXED_INCOME  # US_EQUITY, CN_EQUITY, JP_EQUITY, EU_EQUITY, HK_EQUITY, COMMODITY, FIXED_INCOME
+    assert config.asset_pools.count('US_TECH') == 2
+    assert config.asset_pools.count('CN_GROWTH') == 3
+    assert config.asset_pools.count('COMMODITY') == 3
+    assert config.asset_pools.count('FIXED_INCOME') == 1
+    
+    print("\n✓ 测试通过")
+
+
+def test_signal_trade_codes():
+    """测试 3: 信号和交易标的"""
+    print("\n" + "=" * 70)
+    print("  测试 3: 信号和交易标的")
+    print("=" * 70)
+    
+    config = load_config('rotation_global.yaml')
+    
+    # 获取所有信号标的
+    signal_codes = config.asset_pools.get_signal_codes()
+    print(f"\n信号标的 (13 个):")
+    for code in signal_codes:
+        print(f"  {code}")
+    
+    # 获取所有交易标的
+    trade_codes = config.asset_pools.get_trade_codes()
+    print(f"\n交易标的 (13 个):")
+    for code in trade_codes:
+        print(f"  {code}")
+    
+    # 获取特定市场的信号标的
+    us_signals = config.asset_pools.get_signal_codes('US_TECH')
+    print(f"\n美股信号标的: {us_signals}")
+    
+    # 验证
+    assert len(signal_codes) == 13
+    assert len(trade_codes) == 13
+    assert 'NDX' in signal_codes
+    assert '513100.SH' in trade_codes
+    assert len(us_signals) == 2
+    
+    print("\n✓ 测试通过")
+
+
+def test_signal_to_trade_mapping():
+    """测试 4: 信号→交易映射"""
+    print("\n" + "=" * 70)
+    print("  测试 4: 信号→交易映射")
+    print("=" * 70)
+    
+    config = load_config('rotation_global.yaml')
+    
+    # 获取映射
+    mapping = config.asset_pools.get_signal_to_trade_mapping()
+    
+    print(f"\n信号→交易映射:")
+    for signal, trade in mapping.items():
+        asset = config.asset_pools.assets.get(signal)
+        cross_market = "✗" if asset.signal_source == asset.trade_source else "✓"
+        print(f"  {cross_market} {signal} → {trade}")
+    
+    # 验证跨市场标的
+    print(f"\n跨市场标的:")
+    for code, asset in config.asset_pools.assets.items():
+        if asset.is_cross_market:
+            print(f"  {code}: {asset.signal_source} → {asset.trade_source}")
+    
+    # 验证映射
+    assert mapping['NDX'] == '513100.SH'
+    assert mapping['399006.SZ'] == '159915.SZ'
+    assert mapping['GC=F'] == '518880.SH'
+    assert mapping['931862.CSI'] == '931862.CSI'  # 非跨市场
+    
+    # 验证跨市场属性
+    assert config.asset_pools.assets['NDX'].is_cross_market == True
+    assert config.asset_pools.assets['931862.CSI'].is_cross_market == False
+    
+    print("\n✓ 测试通过")
+
+
+def test_market_specific_mapping():
+    """测试 5: 特定市场映射"""
+    print("\n" + "=" * 70)
+    print("  测试 5: 特定市场映射")
+    print("=" * 70)
+    
+    config = load_config('rotation_global.yaml')
+    
+    # 获取美股映射
+    us_mapping = config.asset_pools.get_signal_to_trade_mapping('US_TECH')
+    print(f"\n美股映射:")
+    for signal, trade in us_mapping.items():
+        print(f"  {signal} → {trade}")
+    
+    # 获取商品映射
+    commodity_mapping = config.asset_pools.get_signal_to_trade_mapping('COMMODITY')
+    print(f"\n商品映射:")
+    for signal, trade in commodity_mapping.items():
+        print(f"  {signal} → {trade}")
+    
+    # 验证
+    assert len(us_mapping) == 2
+    assert len(commodity_mapping) == 3
+    assert us_mapping['NDX'] == '513100.SH'
+    assert commodity_mapping['GC=F'] == '518880.SH'
+    
+    print("\n✓ 测试通过")
+
+
+def test_diversification_config():
+    """测试 6: 分散化配置"""
+    print("\n" + "=" * 70)
+    print("  测试 6: 分散化配置")
+    print("=" * 70)
+    
+    config = load_config('rotation_global.yaml')
+    
+    print(f"\n轮动配置:")
+    print(f"  选股数量: {config.rotation.select_num}")
+    print(f"  分散化: {config.rotation.diversified}")
+    print(f"  分散化分组: {config.rotation.diversification_groups}")
+    
+    # 验证默认配置（全局模式）
+    assert config.rotation.select_num == 5
+    assert config.rotation.diversified == False
+    assert config.rotation.diversification_groups is None
+    
+    print("\n✓ 测试通过")
+
+
+def test_asset_config_details():
+    """测试 7: 标的配置详情"""
+    print("\n" + "=" * 70)
+    print("  测试 7: 标的配置详情")
+    print("=" * 70)
+    
+    config = load_config('rotation_global.yaml')
+    
+    # 检查纳指配置
+    ndx = config.asset_pools.assets['NDX']
+    print(f"\n纳指100 配置:")
+    print(f"  名称: {ndx.name}")
+    print(f"  市场: {ndx.group}")
+    print(f"  信号来源: {ndx.signal_source}")
+    print(f"  交易来源: {ndx.trade_source}")
+    print(f"  跨市场: {ndx.is_cross_market}")
+    print(f"  描述: {ndx.description}")
+    
+    # 检查短债配置
+    bond = config.asset_pools.assets['931862.CSI']
+    print(f"\n短债指数 配置:")
+    print(f"  名称: {bond.name}")
+    print(f"  市场: {bond.group}")
+    print(f"  信号来源: {bond.signal_source}")
+    print(f"  交易来源: {bond.trade_source}")
+    print(f"  跨市场: {bond.is_cross_market}")
+    
+    # 验证
+    assert ndx.name == "纳指100"
+    assert ndx.group == 'US_TECH'
+    assert ndx.signal_source == "NDX"
+    assert ndx.trade_source == "513100.SH"
+    assert ndx.is_cross_market == True
+    
+    assert bond.signal_source == bond.trade_source
+    assert bond.is_cross_market == False
+    
+    print("\n✓ 测试通过")
+
+
+if __name__ == "__main__":
+    print("\n" + "=" * 70)
+    print("  扁平化资产池配置测试")
+    print("=" * 70)
+    
+    tests = [
+        ("加载扁平化配置", test_flat_config_load),
+        ("按市场分组", test_market_grouping),
+        ("信号和交易标的", test_signal_trade_codes),
+        ("信号→交易映射", test_signal_to_trade_mapping),
+        ("特定市场映射", test_market_specific_mapping),
+        ("分散化配置", test_diversification_config),
+        ("标的配置详情", test_asset_config_details),
+    ]
+    
+    passed = 0
+    failed = 0
+    
+    for name, test_func in tests:
+        try:
+            test_func()
+            passed += 1
+        except Exception as e:
+            print(f"\n✗ 测试失败: {name}")
+            print(f"  错误: {e}")
+            import traceback
+            traceback.print_exc()
+            failed += 1
+    
+    print("\n" + "=" * 70)
+    print("  测试总结")
+    print("=" * 70)
+    print(f"  ✓ 通过 - {passed}")
+    if failed > 0:
+        print(f"  ✗ 失败 - {failed}")
+    print(f"\n总计: {passed}/{passed + failed} 通过")
+    print("=" * 70 + "\n")
+    
+    if failed > 0:
+        sys.exit(1)
diff --git a/framework_v2/tests/test_simple_rotation.py b/framework_v2/tests/test_simple_rotation.py
new file mode 100644
index 0000000..17de139
--- /dev/null
+++ b/framework_v2/tests/test_simple_rotation.py
@@ -0,0 +1,128 @@
+"""
+测试简单轮动策略
+
+验证完整流程：
+1. 配置加载
+2. 策略初始化
+3. 数据获取
+4. 因子计算
+5. 信号生成
+6. 回测执行
+"""
+
+import sys
+from pathlib import Path
+import os
+
+# 添加项目根目录到路径
+project_root = Path(__file__).parent.parent
+if str(project_root) not in sys.path:
+    sys.path.insert(0, str(project_root))
+
+from framework_v2.config import load_config
+from framework_v2.strategies.rotation.simple import SimpleRotationStrategy
+
+
+def test_simple_rotation():
+    """测试简单轮动策略完整流程"""
+    
+    print("\n" + "=" * 70)
+    print("  简单轮动策略端到端测试")
+    print("=" * 70)
+    
+    # 设置环境变量
+    os.environ['FLASK_API_URL'] = 'https://k3s.tokenpluse.xyz'
+    
+    # 1. 加载配置
+    print("\n[1/6] 加载配置...")
+    config_path = Path(__file__).parent.parent / 'strategies' / 'rotation' / 'config_simple.yaml'
+    config = load_config(str(config_path))
+    print(f"  ✓ 配置加载成功")
+    print(f"    策略: {config.metadata.strategy}")
+    print(f"    标的: {list(config.asset_pools.equity.keys())}")
+    print(f"    回测: {config.backtest.start_date} ~ {config.backtest.end_date}")
+    
+    # 2. 初始化策略
+    print("\n[2/6] 初始化策略...")
+    strategy = SimpleRotationStrategy(config)
+    print(f"  ✓ 策略初始化成功")
+    print(f"    名称: {strategy.name}")
+    print(f"    动量窗口: {config.factor.n_days} 天")
+    print(f"    选股数量: {strategy.select_num}")
+    
+    # 3. 获取数据
+    print("\n[3/6] 获取数据...")
+    codes = strategy.get_codes()
+    print(f"  标的列表: {codes}")
+    
+    data = strategy.get_data()
+    print(f"  ✓ 获取 {len(data)} 个标的")
+    for code, df in data.items():
+        print(f"    {code}: {len(df)} 天 ({df.index[0].date()} ~ {df.index[-1].date()})")
+    
+    # 4. 计算因子
+    print("\n[4/6] 计算因子...")
+    factors = strategy.compute_factors(data)
+    print(f"  ✓ 计算 {len(factors)} 个因子")
+    for code, factor in factors.items():
+        print(f"    {code}: {len(factor)} 值, 范围 [{factor.min():.4f}, {factor.max():.4f}]")
+    
+    # 5. 生成信号
+    print("\n[5/6] 生成信号...")
+    signals = strategy.generate_signals(factors)
+    n_signals = signals.sum().sum()
+    print(f"  ✓ 生成 {signals.shape[0]} 个交易日信号")
+    print(f"    总信号数: {n_signals}")
+    print(f"    平均每日持仓: {signals.mean().mean():.2%}")
+    
+    # 6. 仓位管理
+    print("\n[6/6] 仓位管理...")
+    positions = strategy.manage_positions(signals)
+    print(f"  ✓ 仓位分配完成")
+    print(f"    权重和: {positions.sum(axis=1).mean():.2%}")
+    
+    # 7. 执行回测
+    print("\n执行回测...")
+    result = strategy._execute_backtest(positions, data)
+    
+    # 打印结果
+    print("\n" + "=" * 70)
+    print("  回测结果")
+    print("=" * 70)
+    
+    metrics = result['metrics']
+    print(f"\n  总收益率: {metrics['total_return']:.2%}")
+    print(f"  年化收益: {metrics['annual_return']:.2%}")
+    print(f"  最大回撤: {metrics['max_drawdown']:.2%}")
+    print(f"  夏普比率: {metrics['sharpe_ratio']:.2f}")
+    print(f"  交易天数: {metrics['n_days']}")
+    
+    # 验证结果
+    print("\n" + "=" * 70)
+    print("  验证")
+    print("=" * 70)
+    
+    assert metrics['total_return'] != 0, "总收益率不应为 0"
+    print("  ✓ 总收益率有效")
+    
+    assert len(result['equity_curve']) > 0, "净值曲线不应为空"
+    print("  ✓ 净值曲线有效")
+    
+    assert positions.sum(axis=1).max() <= 1.01, "权重和不应超过 100%"
+    print("  ✓ 仓位权重有效")
+    
+    print("\n" + "=" * 70)
+    print("  ✓ 所有测试通过")
+    print("=" * 70 + "\n")
+    
+    return result
+
+
+if __name__ == "__main__":
+    try:
+        result = test_simple_rotation()
+    except Exception as e:
+        print(f"\n✗ 测试失败: {e}")
+        import traceback
+        traceback.print_exc()
+        sys.exit(1)