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
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@@ -121,13 +121,13 @@ def run_strategy(config_path: str = "strategies/rotation/config.yaml") -> dict:
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logger.info(f"执行命令: {' '.join(cmd)}")
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# 执行策略
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# 执行策略(增加超时到15分钟,因为需要获取多市场数据)
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result = subprocess.run(
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cmd,
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capture_output=True,
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text=True,
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cwd=project_root,
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timeout=300 # 5分钟超时
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timeout=900 # 15分钟超时(原5分钟不够,数据获取串行需要更长时间)
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)
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if result.returncode != 0:
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