refactor: 配置文件迁移到策略目录(模块自包含)
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)
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@@ -4,7 +4,7 @@ ETF轮动策略回测入口
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用法:
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python run_rotation.py
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python run_rotation.py --config config/strategies/rotation.yaml
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python run_rotation.py --config strategies/rotation/config.yaml
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python run_rotation.py --save-path results/my_rotation
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"""
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@@ -20,7 +20,7 @@ def main():
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parser.add_argument(
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"--config",
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type=str,
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default="config/strategies/rotation.yaml",
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default="strategies/rotation/config.yaml",
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help="配置文件路径",
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)
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parser.add_argument(
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