feat(framework): 完成框架入口与集成测试

核心组件：
- ConfigLoader: 配置加载器（YAML支持）
- StrategyConfig: 策略配置数据类
- framework/__init__.py: 框架统一入口

导出接口：
- FactorBase, FactorRegistry, FactorCombiner
- SignalGenerator, TopNSelector, TrendFollower, ReversalTrader
- StrategyBase, RotationStrategy
- RiskControl, StopLossControl, PositionLimitControl
- Executor, BacktestExecutor, DryRunExecutor
- ConfigLoader

集成测试：
- 轮动策略完整流程验证
- 趋势策略完整流程验证
- 回调钩子完整流程验证

总计：62个测试全部通过，框架核心实现完成

framework/tests/test_integration.py

@@ -0,0 +1,101 @@
+"""
+框架核心测试
+
+验证框架整体功能
+"""
+
+import pandas as pd
+import numpy as np
+import pytest
+
+from framework.factors import FactorBase, FactorRegistry, FactorCombiner
+from framework.factors.momentum import MomentumFactor, TrendFactor, ReversalFactor, VolatilityFactor
+from framework.signals import TopNSelector, TrendFollower, ReversalTrader
+from framework.risk import StopLossControl, CallbackHook, Position, premium_filter_callback
+
+
+class TestFrameworkIntegration:
+    """测试框架集成"""
+    
+    def test_rotation_strategy_workflow(self):
+        """测试轮动策略完整流程"""
+        # 清空注册表
+        FactorRegistry.clear()
+        
+        # 1. 注册因子
+        FactorRegistry.register(MomentumFactor)
+        FactorRegistry.register(VolatilityFactor)
+        
+        # 2. 创建因子组合
+        factors = FactorCombiner([
+            FactorRegistry.get('momentum', n_days=25, crash_filter=True),
+        ], weights=[1.0])
+        
+        # 3. 生成测试数据（需要'close'列）
+        dates = pd.date_range('2020-01-01', periods=100)
+        data = pd.DataFrame({
+            'close': np.random.randn(100).cumsum() + 100,
+            'code1': np.random.randn(100).cumsum() + 100,
+            'code2': np.random.randn(100).cumsum() + 100,
+            'code3': np.random.randn(100).cumsum() + 100,
+        }, index=dates)
+        
+        # 4. 计算因子
+        factor_result = factors.compute(data)
+        
+        # 5. 生成信号
+        selector = TopNSelector(select_num=2)
+        signals = selector.generate(factor_result)
+        
+        # 6. 验证结果
+        assert 'signal' in signals.columns
+        assert len(signals) == len(data)
+    
+    def test_trend_strategy_workflow(self):
+        """测试趋势策略完整流程"""
+        FactorRegistry.clear()
+        FactorRegistry.register(TrendFactor)
+        
+        factors = FactorCombiner([
+            FactorRegistry.get('trend', method='ma_cross', fast=5, slow=20),
+        ])
+        
+        dates = pd.date_range('2020-01-01', periods=100)
+        data = pd.DataFrame({
+            'close': np.random.randn(100).cumsum() + 100,
+        }, index=dates)
+        
+        factor_result = factors.compute(data)
+        follower = TrendFollower(entry_threshold=0.02)
+        signals = follower.generate(factor_result)
+        
+        assert 'signal' in signals.columns
+    
+    def test_callbacks_workflow(self):
+        """测试回调钩子完整流程"""
+        hook = CallbackHook()
+        
+        # 注册回调
+        hook.register('before_entry', premium_filter_callback(0.10))
+        hook.register('dynamic_stoploss', lambda pos: -0.05)
+        
+        # 测试入场前回调
+        result = hook.trigger('before_entry', 'code1', 100.0, premium=0.05)
+        assert result == True
+        
+        # 测试动态止损
+        position = Position(
+            code='code1',
+            entry_price=100.0,
+            entry_date=pd.Timestamp('2020-01-01'),
+            current_price=95.0,
+            current_date=pd.Timestamp('2020-01-10'),
+            quantity=100,
+            weight=0.33
+        )
+        stoploss = hook.trigger('dynamic_stoploss', position)
+        assert stoploss == -0.05
+
+
+if __name__ == '__main__':
+    pytest.main([__file__, '-v'])