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_universal_fetcher.py
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archive/legacy_tests/tests/test_universal_fetcher.py
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"""
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统一数据获取接口测试
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====================
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测试各种资产类型的K线数据获取
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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 (
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UniversalDataFetcher,
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AssetTypeDetector,
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detect_asset_type,
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fetch_kline
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)
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def test_asset_detection():
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"""测试资产类型检测"""
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print("\n" + "="*60)
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print("测试1: 资产类型检测")
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print("="*60)
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test_cases = [
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# A股指数
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("000300.SH", "china_index"),
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("399006.SZ", "china_index"),
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("H30269.CSI", "china_index"),
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# A股ETF
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("510300.SH", "china_etf"),
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("159915.SZ", "china_etf"),
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("513100.SH", "china_etf"),
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# A股股票
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("600000.SH", "china_stock"),
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("000001.SZ", "china_stock"),
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# 港股
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("HSI", "hk_index"),
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("HSTECH.HK", "hk_index"),
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# 美股
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("NDX", "us_index"),
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("SPX", "us_index"),
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("AAPL", "us_stock"),
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# 期货
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("AU.SHF", "futures"),
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("CU.SHF", "futures"),
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# 加密货币
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("BTC", "crypto"),
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("ETH", "crypto"),
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]
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correct = 0
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for code, expected in test_cases:
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result = detect_asset_type(code)
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status = "✓" if result == expected else "✗"
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if result == expected:
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correct += 1
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print(f" {status} {code:15s} -> {result:15s} (期望: {expected})")
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print(f"\n检测准确率: {correct}/{len(test_cases)} ({100*correct/len(test_cases):.1f}%)")
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def test_single_fetch():
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"""测试单只标的获取"""
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print("\n" + "="*60)
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print("测试2: 单只标的获取")
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print("="*60)
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# 测试A股指数
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print("\n[A股指数] 000300.SH (沪深300)")
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df = fetch_kline("000300.SH", "2024-01-01", "2024-03-31")
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if df is not None:
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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()} ~ {df.index.max()}")
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print(f" 列: {list(df.columns)}")
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print(f" 最新数据:\n{df.tail(3)}")
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else:
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print(" ✗ 获取失败")
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# 测试A股ETF
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print("\n[A股ETF] 510300.SH (沪深300ETF)")
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df = fetch_kline("510300.SH", "2024-01-01", "2024-03-31")
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if df is not None:
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print(f" ✓ 获取成功: {len(df)} 条")
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print(f" 最新收盘价: {df['close'].iloc[-1]:.3f}")
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else:
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print(" ✗ 获取失败")
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# 测试美股指数
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print("\n[美股指数] NDX (纳斯达克100)")
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df = fetch_kline("NDX", "2024-01-01", "2024-03-31")
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if df is not None:
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print(f" ✓ 获取成功: {len(df)} 条")
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print(f" 最新收盘价: {df['close'].iloc[-1]:.3f}")
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else:
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print(" ✗ 获取失败（可能需要SSH隧道）")
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# 测试港股指数
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print("\n[港股指数] HSI (恒生指数)")
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df = fetch_kline("HSI", "2024-01-01", "2024-03-31")
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if df is not None:
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print(f" ✓ 获取成功: {len(df)} 条")
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print(f" 最新收盘价: {df['close'].iloc[-1]:.3f}")
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else:
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print(" ✗ 获取失败（可能需要SSH隧道）")
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def test_multiple_fetch():
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"""测试批量获取"""
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print("\n" + "="*60)
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print("测试3: 批量获取")
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print("="*60)
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codes = [
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"000300.SH", # A股指数
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"510300.SH", # A股ETF
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"NDX", # 美股指数
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"HSI", # 港股指数
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"AU.SHF", # 期货
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# "BTC", # 加密货币（需要SSH隧道）
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]
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fetcher = UniversalDataFetcher()
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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(f"\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"最新收盘价: {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_context_manager():
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"""测试上下文管理器（SSH隧道）"""
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print("\n" + "="*60)
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print("测试4: 上下文管理器（SSH隧道）")
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print("="*60)
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# 不启用SSH
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print("\n[不启用SSH] 获取A股数据（应成功）")
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fetcher = UniversalDataFetcher(ssh_config={"enabled": False})
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with fetcher:
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df = fetcher.fetch("000300.SH", "2024-01-01", "2024-01-31")
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if df is not None:
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print(f" ✓ 成功: {len(df)} 条")
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else:
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print(" ✗ 失败")
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# 启用SSH（如果配置了）
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ssh_config = {
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"enabled": False, # 改为 True 并填入实际配置以测试
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"host": "",
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"port": 22,
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"username": "",
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"key_path": "",
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"local_port": 1080,
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}
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if ssh_config["enabled"]:
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print("\n[启用SSH] 获取美股数据")
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fetcher = UniversalDataFetcher(ssh_config=ssh_config)
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with fetcher:
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df = fetcher.fetch("NDX", "2024-01-01", "2024-01-31")
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if df is not None:
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print(f" ✓ 成功: {len(df)} 条")
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else:
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print(" ✗ 失败")
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else:
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print("\n[跳过SSH测试] SSH未启用")
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def test_edge_cases():
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"""测试边界情况"""
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print("\n" + "="*60)
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print("测试5: 边界情况")
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print("="*60)
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# 测试无效代码
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print("\n[无效代码] INVALID")
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df = fetch_kline("INVALID", "2024-01-01", "2024-01-31")
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print(f" 结果: {df}")
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# 测试日期范围
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print("\n[空日期范围]")
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df = fetch_kline("000300.SH", "2030-01-01", "2030-01-31")
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if df is None or len(df) == 0:
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print(" ✓ 正确处理（无数据）")
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else:
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print(f" ✗ 意外获取到数据: {len(df)} 条")
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# 测试代码格式转换
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print("\n[代码格式转换] 000300.SS -> 000300.SH")
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df = fetch_kline("000300.SS", "2024-01-01", "2024-01-31")
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if df is not None:
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print(f" ✓ 转换成功: {len(df)} 条")
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else:
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print(" ✗ 失败")
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if __name__ == "__main__":
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print("\n" + "="*60)
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print("统一数据获取接口测试")
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print("="*60)
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# 运行所有测试
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test_asset_detection()
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test_single_fetch()
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test_multiple_fetch()
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test_context_manager()
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test_edge_cases()
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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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