clean(rotation): add simple rotation strategy and remove unused files

New:
- rotation/simple_rotation.py: daily-iteration rotation strategy (584 lines)
- rotation/config_loader.py: standalone config loader
- rotation/config_simple.yaml: 11 assets, 7 groups
- rotation/README_SIMPLE.md: usage guide
- scripts/get_trading_calendar.py: trading calendar fetcher

Removed:
- rotation/example_usage.py, run_strategy.py (replaced by simple_rotation.py)
- rotation/results/ output files (gitignored)
- scripts/verify_*.py, calculate_returns_from_detail.py (one-off scripts)
- scripts/README_TRADING_CALENDAR.md

Backtest result (2020-01-10 ~ 2026-06-01):
- Total return: 1237.6%, Annual: 52.66%
- Max drawdown: -11.71%, Sharpe: 2.50
This commit is contained in:
2026-06-01 22:28:26 +08:00
parent 3b0208d7d3
commit 451ffa33d2
8 changed files with 1720 additions and 19 deletions

View File

@@ -72,7 +72,18 @@ def run_backtest():
print("=" * 70)
strategy = GlobalRotationStrategy(config)
result = strategy.run()
# 运行回测并导出 detail
output_dir = project_root / "framework_v2" / "results"
output_dir.mkdir(exist_ok=True)
detail_path = output_dir / "backtest_detail_v2.json"
print(f"\n导出 detail JSON: {detail_path}")
result = strategy.run(
export_detail=True,
detail_path=str(detail_path)
)
# 打印结果
print("\n" + "=" * 70)