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refactor: 删除 SimpleRotationStrategy 简化版

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- 删除 simple.py（已被 GlobalRotationStrategy 替代）
- 删除 backtest_simple_rotation.py 回测脚本
- 删除 test_simple_rotation.py 测试脚本
- 更新 __init__.py 移除 SimpleRotationStrategy 导出
- 现在只保留 GlobalRotationStrategy 正式版
This commit is contained in:
aszerW
2026-05-25 01:33:23 +08:00
parent e8e4e9c3ac
commit b89e975aed
4 changed files with 1 additions and 532 deletions
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128
framework_v2/tests/test_simple_rotation.py
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@@ -1,128 +0,0 @@
"""
测试简单轮动策略
验证完整流程：
1. 配置加载
2. 策略初始化
3. 数据获取
4. 因子计算
5. 信号生成
6. 回测执行
"""
import sys
from pathlib import Path
import os
# 添加项目根目录到路径
project_root = Path(__file__).parent.parent
if str(project_root) not in sys.path:
sys.path.insert(0, str(project_root))
from framework_v2.config import load_config
from framework_v2.strategies.rotation.simple import SimpleRotationStrategy
def test_simple_rotation():
"""测试简单轮动策略完整流程"""
print("\n" + "=" * 70)
print(" 简单轮动策略端到端测试")
print("=" * 70)
# 设置环境变量
os.environ['FLASK_API_URL'] = 'https://k3s.tokenpluse.xyz'
# 1. 加载配置
print("\n[1/6] 加载配置...")
config_path = Path(__file__).parent.parent / 'strategies' / 'rotation' / 'config_simple.yaml'
config = load_config(str(config_path))
print(f" ✓ 配置加载成功")
print(f" 策略: {config.metadata.strategy}")
print(f" 标的: {list(config.asset_pools.equity.keys())}")
print(f" 回测: {config.backtest.start_date} ~ {config.backtest.end_date}")
# 2. 初始化策略
print("\n[2/6] 初始化策略...")
strategy = SimpleRotationStrategy(config)
print(f" ✓ 策略初始化成功")
print(f" 名称: {strategy.name}")
print(f" 动量窗口: {config.factor.n_days} 天")
print(f" 选股数量: {strategy.select_num}")
# 3. 获取数据
print("\n[3/6] 获取数据...")
codes = strategy.get_codes()
print(f" 标的列表: {codes}")
data = strategy.get_data()
print(f" ✓ 获取 {len(data)} 个标的")
for code, df in data.items():
print(f" {code}: {len(df)} 天 ({df.index[0].date()} ~ {df.index[-1].date()})")
# 4. 计算因子
print("\n[4/6] 计算因子...")
factors = strategy.compute_factors(data)
print(f" ✓ 计算 {len(factors)} 个因子")
for code, factor in factors.items():
print(f" {code}: {len(factor)} 值, 范围 [{factor.min():.4f}, {factor.max():.4f}]")
# 5. 生成信号
print("\n[5/6] 生成信号...")
signals = strategy.generate_signals(factors)
n_signals = signals.sum().sum()
print(f" ✓ 生成 {signals.shape[0]} 个交易日信号")
print(f" 总信号数: {n_signals}")
print(f" 平均每日持仓: {signals.mean().mean():.2%}")
# 6. 仓位管理
print("\n[6/6] 仓位管理...")
positions = strategy.manage_positions(signals)
print(f" ✓ 仓位分配完成")
print(f" 权重和: {positions.sum(axis=1).mean():.2%}")
# 7. 执行回测
print("\n执行回测...")
result = strategy._execute_backtest(positions, data)
# 打印结果
print("\n" + "=" * 70)
print(" 回测结果")
print("=" * 70)
metrics = result['metrics']
print(f"\n 总收益率: {metrics['total_return']:.2%}")
print(f" 年化收益: {metrics['annual_return']:.2%}")
print(f" 最大回撤: {metrics['max_drawdown']:.2%}")
print(f" 夏普比率: {metrics['sharpe_ratio']:.2f}")
print(f" 交易天数: {metrics['n_days']}")
# 验证结果
print("\n" + "=" * 70)
print(" 验证")
print("=" * 70)
assert metrics['total_return'] != 0, "总收益率不应为 0"
print(" ✓ 总收益率有效")
assert len(result['equity_curve']) > 0, "净值曲线不应为空"
print(" ✓ 净值曲线有效")
assert positions.sum(axis=1).max() <= 1.01, "权重和不应超过 100%"
print(" ✓ 仓位权重有效")
print("\n" + "=" * 70)
print(" ✓ 所有测试通过")
print("=" * 70 + "\n")
return result
if __name__ == "__main__":
try:
result = test_simple_rotation()
except Exception as e:
print(f"\n✗ 测试失败: {e}")
import traceback
traceback.print_exc()
sys.exit(1)