refactor(archive): move unused modules to archive/

Archive legacy framework and utility modules that are no longer
referenced by the active core (datasource/ and rotation/):

- framework/ -> archive/framework/
- framework_v2/ -> archive/framework_v2/
- strategies/ -> archive/strategies/
- config/ -> archive/config/
- visualization/ -> archive/visualization/
- scripts/ -> archive/scripts/
- tests/ -> archive/tests/
- run_rotation.py, run_us_rotation.py -> archive/single_files/
- compare_*.py, test_api_dates.py -> archive/single_files/

archive/framework/tests/test_integration.py

@@ -0,0 +1,166 @@
+"""
+集成测试
+
+测试框架与定制组件的集成
+"""
+
+import pandas as pd
+import numpy as np
+import pytest
+
+from framework.factors import FactorRegistry, FactorCombiner
+from framework.signals import SignalGenerator
+from framework.risk import CallbackHook, Position
+from framework.strategy import StrategyBase
+from framework.execution import Portfolio, BacktestExecutor
+
+from strategies.shared.factors.momentum import MomentumFactor, VolatilityFactor
+from strategies.shared.signals.selectors import TopNSelector
+from strategies.shared.risk.controls import StopLossControl, premium_filter_callback
+from strategies.rotation.strategy import RotationStrategy
+
+
+class TestFactorIntegration:
+    """测试因子集成"""
+    
+    def setup_method(self):
+        """每个测试前清空注册表"""
+        FactorRegistry.clear()
+    
+    def test_register_and_use_custom_factor(self):
+        """测试注册并使用定制因子"""
+        FactorRegistry.register(MomentumFactor)
+        
+        factor = FactorRegistry.get('momentum', n_days=25, crash_filter=True)
+        
+        dates = pd.date_range('2020-01-01', periods=100)
+        data = pd.DataFrame({
+            'close': np.random.randn(100).cumsum() + 100
+        }, index=dates)
+        
+        values = factor.compute(data)
+        
+        assert len(values) == len(data)
+    
+    def test_combiner_with_custom_factors(self):
+        """测试组合器使用定制因子"""
+        FactorRegistry.register(MomentumFactor)
+        FactorRegistry.register(VolatilityFactor)
+        
+        momentum = FactorRegistry.get('momentum', n_days=25)
+        volatility = FactorRegistry.get('volatility', method='std', period=20)
+        
+        dates = pd.date_range('2020-01-01', periods=100)
+        data = pd.DataFrame({
+            'close': np.random.randn(100).cumsum() + 100,
+            'high': np.random.randn(100).cumsum() + 105,
+            'low': np.random.randn(100).cumsum() + 95
+        }, index=dates)
+        
+        combiner = FactorCombiner([momentum, volatility], weights=[0.7, 0.3])
+        result = combiner.compute(data)
+        
+        assert 'momentum' in result.columns
+        assert 'volatility' in result.columns
+        assert 'combined' in result.columns
+
+
+class TestSignalIntegration:
+    """测试信号生成器集成"""
+    
+    def test_custom_signal_generator_with_factors(self):
+        """测试定制信号生成器与因子集成"""
+        dates = pd.date_range('2020-01-01', periods=50)
+        
+        factor_data = pd.DataFrame({
+            'momentum_A': np.random.randn(50),
+            'momentum_B': np.random.randn(50),
+            'momentum_C': np.random.randn(50),
+        }, index=dates)
+        
+        selector = TopNSelector(select_num=2, min_score=0.0)
+        result = selector.generate(factor_data)
+        
+        assert 'signal' in result.columns
+
+
+class TestRiskIntegration:
+    """测试风控组件集成"""
+    
+    def test_custom_risk_control(self):
+        """测试定制风控组件"""
+        control = StopLossControl(threshold=-0.05, trailing=True)
+        
+        position = Position(
+            code='AAPL',
+            entry_price=100.0,
+            current_price=105.0,
+            entry_time=pd.Timestamp.now()
+        )
+        
+        # 首次检查，设置最高价
+        assert control.check(position) == True
+        
+        # 价格下跌，触发跟踪止损
+        position.current_price = 100.0
+        assert control.check(position) == False
+    
+    def test_callback_hook_with_custom_callback(self):
+        """测试回调钩子与定制回调集成"""
+        hook = CallbackHook()
+        
+        # 注册定制回调
+        callback = premium_filter_callback(threshold=0.10)
+        hook.register('before_entry', callback)
+        
+        # 正常溢价通过
+        result = hook.trigger('before_entry', 'AAPL', 100.0, premium=0.05)
+        assert result == True
+        
+        # 高溢价拒绝
+        result = hook.trigger('before_entry', 'AAPL', 100.0, premium=0.15)
+        assert result == False
+
+
+class TestStrategyIntegration:
+    """测试策略集成"""
+    
+    def setup_method(self):
+        """每个测试前清空注册表"""
+        FactorRegistry.clear()
+    
+    def test_rotation_strategy_full_flow(self):
+        """测试轮动策略完整流程"""
+        strategy = RotationStrategy()
+        
+        # 生成测试数据
+        dates = pd.date_range('2020-01-01', periods=100)
+        data = pd.DataFrame({
+            'close': np.random.randn(100).cumsum() + 100
+        }, index=dates)
+        
+        # 运行策略
+        result = strategy.run(data)
+        
+        assert 'signal' in result.columns
+    
+    def test_strategy_with_backtest_executor(self):
+        """测试策略与回测执行器集成"""
+        FactorRegistry.clear()
+        strategy = RotationStrategy()
+        
+        dates = pd.date_range('2020-01-01', periods=100)
+        data = pd.DataFrame({
+            'close': np.random.randn(100).cumsum() + 100
+        }, index=dates)
+        
+        signals = strategy.run(data)
+        
+        executor = BacktestExecutor(initial_capital=100000, trade_cost=0.001)
+        portfolio = executor.execute(signals, data)
+        
+        assert isinstance(portfolio, Portfolio)
+
+
+if __name__ == '__main__':
+    pytest.main([__file__, '-v'])