From a2b4289080b98d8674ad0efe3a474ae1cf8b4998 Mon Sep 17 00:00:00 2001
From: aszerW <aszer27937@gmail.com>
Date: Wed, 3 Jun 2026 00:09:29 +0800
Subject: [PATCH] =?UTF-8?q?revert(http):=20=E6=94=B9=E5=9B=9E=E4=B8=B2?=
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回退并行获取逻辑，恢复简单的串行循环：
- 移除 ThreadPoolExecutor 并行代码
- 移除 concurrent.futures 导入
- 保持简单的 for 循环串行获取
---
 rotation/simple_rotation.py | 59 +++++++++++--------------------------
 1 file changed, 18 insertions(+), 41 deletions(-)

diff --git a/rotation/simple_rotation.py b/rotation/simple_rotation.py
index fd1f9ca..a0ceff3 100644
--- a/rotation/simple_rotation.py
+++ b/rotation/simple_rotation.py
@@ -21,7 +21,6 @@ import pandas as pd
 from pathlib import Path
 from datetime import datetime, timedelta
 from typing import Dict, List, Optional, Tuple
-from concurrent.futures import ThreadPoolExecutor, as_completed
 
 PROJECT_ROOT = Path(__file__).parent.parent
 sys.path.insert(0, str(PROJECT_ROOT))
@@ -368,54 +367,32 @@ class SimpleRotationStrategy:
         self.trading_calendar: Optional[pd.DatetimeIndex] = None
 
     def _preload_data(self):
-        """Preload all historical data (parallel fetching)"""
+        """Preload all historical data"""
         start_date = self.config.backtest.start_date
         end_date = self.config.backtest.end_date or datetime.now().strftime('%Y-%m-%d')
         preload_start = (pd.Timestamp(start_date) - timedelta(days=self.n_days * 2)).strftime('%Y-%m-%d')
 
-        print(f"\n[1/4] Preloading signal sources (index raw) [{len(self.signal_codes)} codes, parallel]...")
-        # Parallel fetch signal sources
-        with ThreadPoolExecutor(max_workers=8) as executor:
-            futures = {executor.submit(self.data_cache.preload, code, preload_start, end_date, 'raw'): code for code in self.signal_codes}
-            for future in as_completed(futures):
-                code = futures[future]
-                try:
-                    df = future.result()
-                    if df is not None:
-                        self.index_data[code] = df
-                except Exception as e:
-                    print(f"  x {code}: {e}")
+        print("\n[1/4] Preloading signal sources (index raw)...")
+        for code in self.signal_codes:
+            df = self.data_cache.preload(code, preload_start, end_date, adj='raw')
+            if df is not None:
+                self.index_data[code] = df
         print(f"\n  Signal: {len(self.index_data)}/{len(self.signal_codes)} OK")
 
-        print(f"\n[2/4] Preloading trade sources (ETF hfq) [{len(set(self.signal_to_trade.values()))} codes, parallel]...")
+        print("\n[2/4] Preloading trade sources (ETF hfq)...")
         trade_codes = set(self.signal_to_trade.values())
-        # Determine adj for each trade code
-        trade_adj_map = {}
         for code in trade_codes:
-            is_bond = any(a.trade_source == code and a.group == 'BOND' for a in self.config.asset_pools.assets.values())
-            trade_adj_map[code] = 'raw' if is_bond else 'hfq'
-        
-        # Parallel fetch trade sources
-        with ThreadPoolExecutor(max_workers=8) as executor:
-            futures = {executor.submit(self.data_cache.preload, code, preload_start, end_date, trade_adj_map[code]): code for code in trade_codes}
-            for future in as_completed(futures):
-                code = futures[future]
-                try:
-                    df = future.result()
-                    if df is not None:
-                        self.etf_data[code] = df
-                except Exception as e:
-                    print(f"  x {code}: {e}")
-        
-        # Parallel fetch premium data
-        with ThreadPoolExecutor(max_workers=8) as executor:
-            futures = {executor.submit(self.data_cache.preload_premium, code, end_date): code for code in trade_codes}
-            for future in as_completed(futures):
-                code = futures[future]
-                try:
-                    future.result()
-                except Exception:
-                    pass
+            is_bond = any(
+                a.trade_source == code and a.group == 'BOND'
+                for a in self.config.asset_pools.assets.values()
+            )
+            adj = 'raw' if is_bond else 'hfq'
+            df = self.data_cache.preload(code, preload_start, end_date, adj=adj)
+            if df is not None:
+                self.etf_data[code] = df
+        # Load premium data cache for all ETF trade codes
+        for code in trade_codes:
+            self.data_cache.preload_premium(code, end_date=end_date)
         print(f"\n  Trade: {len(self.etf_data)}/{len(trade_codes)} OK, premium: {len(self.data_cache.premium_data)} loaded")
 
         # Load benchmark