From aeb95a6f4cb73de9e36b4e9dac48617c8ecfdc15 Mon Sep 17 00:00:00 2001
From: aszerW <aszer27937@gmail.com>
Date: Tue, 12 May 2026 22:14:35 +0800
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迁移内容：
- config/strategies/rotation.yaml → strategies/rotation/config.yaml

路径更新（核心文件）：
- strategies/rotation/strategy.py（注释示例）
- scripts/generate_legacy_report.py（config_path）
- run_rotation.py（注释和默认参数）
- datasource/hybrid_source.py（from_yaml示例和fetch_rotation_data）

保留：
- config/strategies/cci.yaml（无对应策略目录，暂保留）

设计原则：策略模块自包含，配置与实现同目录，方便移植和复制

验证：策略加载成功（候选池11只，回测区间2019-01-01 ~ 2026-05-12）
---
 datasource/hybrid_source.py                                   | 4 ++--
 run_rotation.py                                               | 4 ++--
 scripts/generate_legacy_report.py                             | 2 +-
 .../rotation.yaml => strategies/rotation/config.yaml          | 0
 strategies/rotation/strategy.py                               | 2 +-
 5 files changed, 6 insertions(+), 6 deletions(-)
 rename config/strategies/rotation.yaml => strategies/rotation/config.yaml (100%)

diff --git a/datasource/hybrid_source.py b/datasource/hybrid_source.py
index ceab9d2..2fb4021 100644
--- a/datasource/hybrid_source.py
+++ b/datasource/hybrid_source.py
@@ -26,7 +26,7 @@ class HybridDataSource:
     使用方式:
         from datasource import HybridDataSource
         
-        source = HybridDataSource.from_yaml('config/strategies/rotation.yaml')
+        source = HybridDataSource.from_yaml('strategies/rotation/config.yaml')
         result = source.fetch_all()
     """
 
@@ -259,7 +259,7 @@ class HybridDataSource:
 
 
 # 简化接口
-def fetch_rotation_data(config_path: str = "config/strategies/rotation.yaml") -> dict:
+def fetch_rotation_data(config_path: str = "strategies/rotation/config.yaml") -> dict:
     """
     获取轮动策略数据（简化接口）
     
diff --git a/run_rotation.py b/run_rotation.py
index 6d47948..8d362b2 100644
--- a/run_rotation.py
+++ b/run_rotation.py
@@ -4,7 +4,7 @@ ETF轮动策略回测入口
 
 用法:
     python run_rotation.py
-    python run_rotation.py --config config/strategies/rotation.yaml
+    python run_rotation.py --config strategies/rotation/config.yaml
     python run_rotation.py --save-path results/my_rotation
 """
 
@@ -20,7 +20,7 @@ def main():
     parser.add_argument(
         "--config",
         type=str,
-        default="config/strategies/rotation.yaml",
+        default="strategies/rotation/config.yaml",
         help="配置文件路径",
     )
     parser.add_argument(
diff --git a/scripts/generate_legacy_report.py b/scripts/generate_legacy_report.py
index 1a5ace8..f377c4d 100644
--- a/scripts/generate_legacy_report.py
+++ b/scripts/generate_legacy_report.py
@@ -34,7 +34,7 @@ def run_with_legacy_report():
     """运行新框架回测并生成原引擎格式报告"""
     
     # 加载配置
-    config_path = 'config/strategies/rotation.yaml'
+    config_path = 'strategies/rotation/config.yaml'
     with open(config_path, 'r', encoding='utf-8') as f:
         config = yaml.safe_load(f)
     
diff --git a/config/strategies/rotation.yaml b/strategies/rotation/config.yaml
similarity index 100%
rename from config/strategies/rotation.yaml
rename to strategies/rotation/config.yaml
diff --git a/strategies/rotation/strategy.py b/strategies/rotation/strategy.py
index 632d7cc..d50255e 100644
--- a/strategies/rotation/strategy.py
+++ b/strategies/rotation/strategy.py
@@ -32,7 +32,7 @@ class RotationStrategy(StrategyBase):
     
     使用方式:
         from strategies.rotation.strategy import RotationStrategy
-        strategy = RotationStrategy.from_yaml('config/strategies/rotation.yaml')
+        strategy = RotationStrategy.from_yaml('strategies/rotation/config.yaml')
         result = strategy.run_backtest()
     """