refactor: 归档旧代码,保留新框架结构

归档内容:
- core/ (数据源、因子计算、通用工具) → archive/legacy_core/
- strategies/rotation/engine.py, portfolio.py, report.py → archive/legacy_core/
- scripts/ (run_rotation, daily_scheduler) → archive/legacy_scripts/
- examples/ → archive/legacy_examples/
- tests/ (实验、对比测试) → archive/legacy_tests/
- 单独文件 (fetch_*.py, 动量.py, 全球市场.py等) → archive/single_files/

保留新结构:
- framework/ (抽象接口)
- strategies/shared/ (定制组件)
- strategies/rotation/strategy.py (新策略)
- 外层配置: .env, .dockerignore, build-and-push.sh, hk_ecs.pem, README.md, requirements.txt
- Docker相关: Dockerfile, Dockerfile_base, docker-compose.yml

更新README反映新框架架构
This commit is contained in:
2026-05-11 23:34:23 +08:00
parent f663d51b87
commit 1fca536c95
61 changed files with 221 additions and 159 deletions

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"""
使用 Tushare 获取 AU9999 黄金数据
"""
import os
import pandas as pd
import tushare as ts
from datetime import datetime, timedelta
from typing import Optional
from dotenv import load_dotenv
def get_tushare_token() -> str:
"""从环境变量获取 Tushare token"""
load_dotenv()
token = os.environ.get('TUSHARE_TOKEN')
if not token:
raise ValueError("未设置 TUSHARE_TOKEN 环境变量")
return token
def fetch_au9999(start_date: str, end_date: str) -> Optional[pd.DataFrame]:
"""
获取 AU9999 黄金现货数据(使用上期所黄金主力合约 AU.SHF
Args:
start_date: 开始日期 (YYYY-MM-DD)
end_date: 结束日期 (YYYY-MM-DD)
Returns:
DataFrame with columns: date, open, high, low, close, vol
"""
try:
# 初始化 Tushare
pro = ts.pro_api(get_tushare_token())
# 转换日期格式
start_str = start_date.replace('-', '')
end_str = end_date.replace('-', '')
print(f"从 Tushare 获取 AU9999 数据...")
print(f"时间范围: {start_date} ~ {end_date}")
# 获取黄金期货主力合约数据
# ts_code: AU.SHF 表示上海期货交易所黄金主力合约
df = pro.fut_daily(ts_code='AU.SHF', start_date=start_str, end_date=end_str)
if df is None or df.empty:
print("未获取到数据")
return None
# 标准化列名
df = df.rename(columns={
'trade_date': 'date',
'open': 'open',
'high': 'high',
'low': 'low',
'close': 'close',
'vol': 'volume',
})
# 转换日期格式
df['date'] = pd.to_datetime(df['date'])
df = df.set_index('date')
df = df.sort_index()
# 选择需要的列
df = df[['open', 'high', 'low', 'close', 'volume']]
print(f"✓ 获取成功: {len(df)} 条数据")
print(f"时间范围: {df.index[0].strftime('%Y-%m-%d')} ~ {df.index[-1].strftime('%Y-%m-%d')}")
return df
except Exception as e:
print(f"获取数据失败: {e}")
return None
def print_au9999_data(df: pd.DataFrame):
"""打印 AU9999 数据"""
print("\n" + "="*80)
print("AU9999 黄金数据 (上期所主力合约 AU.SHF)")
print("="*80)
print(f"{'日期':<15} {'开盘价':>12} {'最高价':>12} {'最低价':>12} {'收盘价':>12} {'成交量':>12}")
print("-"*80)
for date, row in df.iterrows():
date_str = date.strftime('%Y-%m-%d')
print(f"{date_str:<15} {row['open']:>12.2f} {row['high']:>12.2f} {row['low']:>12.2f} {row['close']:>12.2f} {row['volume']:>12.2f}")
print("="*80)
def main():
"""主函数"""
# 计算最近30天的日期范围
end_date = datetime.now()
start_date = end_date - timedelta(days=30)
start_str = start_date.strftime('%Y-%m-%d')
end_str = end_date.strftime('%Y-%m-%d')
# 获取数据
df = fetch_au9999(start_str, end_str)
if df is not None:
print_au9999_data(df)
# 保存到CSV
output_file = "au9999_data.csv"
df.to_csv(output_file)
print(f"\n数据已保存: {output_file}")
else:
print("获取数据失败")
if __name__ == "__main__":
main()