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
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archive/legacy_tests/tests/test_ssh_tunnel.py
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archive/legacy_tests/tests/test_ssh_tunnel.py
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"""
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使用香港服务器 SSH 隧道测试 UniversalDataFetcher
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==============================================
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通过阿里云香港 ECS 服务器建立 SOCKS5 代理，获取港美股数据
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"""
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import sys
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from pathlib import Path
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# 添加项目根目录到路径
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sys.path.insert(0, str(Path(__file__).parent.parent))
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from dotenv import load_dotenv
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load_dotenv()
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from core.datasource.universal_fetcher import UniversalDataFetcher, fetch_kline
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def test_with_ssh_tunnel():
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"""使用 SSH 隧道获取港美股数据"""
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print("\n" + "="*60)
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print("使用香港服务器 SSH 隧道获取数据")
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print("="*60)
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# SSH 隧道配置（使用 hk_ecs.pem）
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ssh_config = {
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"enabled": True,
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"host": "8.218.167.69", # 阿里云香港 ECS IP
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"port": 22, # SSH 端口
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"username": "root", # SSH 用户名
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"key_path": "hk_ecs.pem", # SSH 私钥路径（相对于项目根目录）
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"local_port": 1080, # 本地 SOCKS5 代理端口
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}
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# 要测试的标的
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test_codes = [
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("NDX", "纳斯达克100"),
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("SPX", "标普500"),
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("HSI", "恒生指数"),
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("N225", "日经225"),
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("GDAXI", "德国DAX"),
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]
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print(f"\nSSH 配置:")
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print(f" 服务器: {ssh_config['host']}:{ssh_config['port']}")
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print(f" 用户名: {ssh_config['username']}")
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print(f" 私钥: {ssh_config['key_path']}")
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print(f" 本地端口: {ssh_config['local_port']}")
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# 创建带 SSH 隧道的数据获取器
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fetcher = UniversalDataFetcher(ssh_config=ssh_config)
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print("\n正在建立 SSH 隧道...")
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with fetcher:
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print("✓ SSH 隧道已建立")
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print("\n开始获取数据...")
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for code, name in test_codes:
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print(f"\n[{code}] {name}")
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try:
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df = fetcher.fetch(code, "2024-01-01", "2024-03-31")
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if df is not None and len(df) > 0:
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print(f" ✓ 获取成功: {len(df)} 条")
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print(f" 日期范围: {df.index.min().strftime('%Y-%m-%d')} ~ {df.index.max().strftime('%Y-%m-%d')}")
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print(f" 最新收盘价: {df['close'].iloc[-1]:.3f}")
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print(f" 数据预览:")
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print(df.tail(3)[['open', 'high', 'low', 'close']].to_string())
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else:
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print(f" ✗ 无数据")
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except Exception as e:
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print(f" ✗ 错误: {e}")
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print("\n✓ SSH 隧道已关闭")
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def test_without_ssh():
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"""不使用 SSH 隧道（仅获取A股数据）"""
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print("\n" + "="*60)
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print("不使用 SSH 隧道（仅A股）")
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print("="*60)
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test_codes = [
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("000300.SH", "沪深300"),
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("510300.SH", "沪深300ETF"),
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("AU.SHF", "黄金期货"),
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]
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fetcher = UniversalDataFetcher(ssh_config={"enabled": False})
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with fetcher:
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for code, name in test_codes:
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print(f"\n[{code}] {name}")
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df = fetcher.fetch(code, "2024-01-01", "2024-03-31")
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if df is not None:
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print(f" ✓ {len(df)} 条, 最新: {df['close'].iloc[-1]:.3f}")
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else:
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print(f" ✗ 无数据")
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def test_mixed_markets():
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"""混合市场测试（A股 + 港美股）"""
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print("\n" + "="*60)
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print("混合市场测试（A股 + 港美股）")
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print("="*60)
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ssh_config = {
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"enabled": True,
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"host": "8.218.167.69",
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"port": 22,
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"username": "root",
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"key_path": "hk_ecs.pem",
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"local_port": 1080,
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}
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# 混合代码
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codes = [
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"000300.SH", # A股指数
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"NDX", # 美股指数
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"HSI", # 港股指数
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"510300.SH", # A股ETF
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"N225", # 日本指数
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]
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fetcher = UniversalDataFetcher(ssh_config=ssh_config)
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print("\n开始批量获取...")
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with fetcher:
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results = fetcher.fetch_multiple(codes, "2024-01-01", "2024-03-31")
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print("\n获取结果:")
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for code, df in results.items():
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if df is not None:
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print(f" ✓ {code:15s} {len(df):4d} 条, "
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f"最新: {df['close'].iloc[-1]:.3f}")
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else:
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print(f" ✗ {code:15s} 无数据")
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def test_ssh_connection_only():
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"""仅测试 SSH 连接"""
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print("\n" + "="*60)
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print("测试 SSH 连接")
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print("="*60)
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ssh_config = {
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"enabled": True,
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"host": "8.218.167.69",
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"port": 22,
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"username": "root",
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"key_path": "hk_ecs.pem",
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"local_port": 1080,
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}
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print("\n正在建立 SSH 隧道...")
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fetcher = UniversalDataFetcher(ssh_config=ssh_config)
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try:
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with fetcher:
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print("✓ SSH 隧道建立成功！")
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print(f" 本地 SOCKS5 代理: socks5h://127.0.0.1:{ssh_config['local_port']}")
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# 测试一个简单的 HTTP 请求
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import requests
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print("\n测试代理连接...")
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try:
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response = requests.get(
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"https://www.google.com",
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proxies={
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"http": f"socks5h://127.0.0.1:{ssh_config['local_port']}",
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"https": f"socks5h://127.0.0.1:{ssh_config['local_port']}",
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},
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timeout=10
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)
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print(f"✓ 代理测试成功！状态码: {response.status_code}")
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except Exception as e:
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print(f"✗ 代理测试失败: {e}")
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print("\n✓ SSH 隧道已关闭")
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except Exception as e:
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print(f"✗ SSH 隧道建立失败: {e}")
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import traceback
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traceback.print_exc()
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if __name__ == "__main__":
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print("\n" + "="*60)
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print("UniversalDataFetcher + 香港 SSH 隧道测试")
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print("="*60)
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# 选择要运行的测试
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tests = [
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("1", "仅测试 SSH 连接", test_ssh_connection_only),
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("2", "不使用 SSH（仅A股）", test_without_ssh),
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("3", "使用 SSH 隧道（港美股）", test_with_ssh_tunnel),
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("4", "混合市场测试", test_mixed_markets),
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]
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print("\n可用测试:")
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for num, name, _ in tests:
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print(f" {num}. {name}")
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# 运行所有测试
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print("\n" + "="*60)
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print("运行所有测试...")
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print("="*60)
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for num, name, func in tests:
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try:
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func()
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except Exception as e:
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print(f"\n测试 '{name}' 失败: {e}")
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import traceback
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traceback.print_exc()
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print("\n" + "="*60)
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print("测试完成")
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print("="*60)
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