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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"""
从 OKX 获取 BTC 日线数据
使用 CCXT 库,支持本地 Clash HTTP 代理
"""
import ccxt
import pandas as pd
from datetime import datetime, timedelta
from typing import Optional
import os
def fetch_btc_okx(days: int = 10, http_proxy: str = "http://127.0.0.1:7890") -> Optional[pd.DataFrame]:
"""
从 OKX 获取 BTC/USDT 日线数据
Args:
days: 获取最近多少天的数据默认10天
http_proxy: HTTP 代理地址,默认使用本地 Clash 代理 http://127.0.0.1:7890
Returns:
DataFrame with columns: date, open, high, low, close, volume
"""
try:
# 配置 CCXT
config = {'enableRateLimit': True}
# 设置 HTTP 代理
if http_proxy:
config['proxies'] = {'http': http_proxy, 'https': http_proxy}
print(f"使用 HTTP 代理: {http_proxy}")
# 创建 OKX 交易所实例
exchange = ccxt.okx(config)
# 计算时间范围
end_date = datetime.now()
start_date = end_date - timedelta(days=days + 5) # 多取几天确保有足够数据
since = int(start_date.timestamp() * 1000)
print(f"从 OKX 获取 BTC/USDT 最近{days}天数据...")
print(f"时间范围: {start_date.strftime('%Y-%m-%d')} ~ {end_date.strftime('%Y-%m-%d')}")
# 获取日线数据
ohlcv = exchange.fetch_ohlcv('ETH/USDT', '1d', since, limit=100)
if not ohlcv:
print("未获取到数据")
return None
# 转换为 DataFrame
df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
# 转换时间戳为日期索引UTC -> 北京时间)
df['date'] = pd.to_datetime(df['timestamp'], unit='ms', utc=True).dt.tz_convert('Asia/Shanghai')
df = df.set_index('date')
df = df[['open', 'high', 'low', 'close', 'volume']]
# 过滤最近N天
df = df.tail(days)
print(f"✓ 获取成功: {len(df)} 条数据")
print(f"时间范围: {df.index[0].strftime('%Y-%m-%d %H:%M')} ~ {df.index[-1].strftime('%Y-%m-%d %H:%M')}")
return df
except Exception as e:
print(f"获取数据失败: {e}")
return None
def print_btc_data(df: pd.DataFrame):
"""打印 BTC 数据"""
print("\n" + "="*80)
print("BTC/USDT 日线数据 (OKX)")
print("="*80)
print(f"{'日期':<20} {'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 %H:%M')
print(f"{date_str:<20} {row['open']:>12.2f} {row['high']:>12.2f} {row['low']:>12.2f} {row['close']:>12.2f} {row['volume']:>12.4f}")
print("="*80)
def main():
"""主函数"""
# 使用本地 Clash HTTP 代理(默认端口 7890
# 如果 Clash 使用其他端口,请修改此处
http_proxy = "http://127.0.0.1:7890"
# 获取数据
df = fetch_btc_okx(days=10, http_proxy=http_proxy)
if df is not None:
print_btc_data(df)
# 保存到CSV
output_file = "btc_okx_1d.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()