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/
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archive/framework_v2/scripts/convert_to_viewer_csv.py
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158
archive/framework_v2/scripts/convert_to_viewer_csv.py
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#!/usr/bin/env python3
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"""
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将 V2 回测细节 JSON 转换为 HTML viewer 需要的 CSV 格式。
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用途：
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- 适配 backtest_viewer.html 的 CSV 格式要求
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- 生成 _detail.csv、_close.csv、_holdings.csv、_code_info.csv
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用法:
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python framework_v2/scripts/convert_to_viewer_csv.py
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"""
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import sys
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import json
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from pathlib import Path
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import pandas as pd
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project_root = Path(__file__).parent.parent.parent
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sys.path.insert(0, str(project_root))
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def safe_float(val, decimals=4):
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"""安全转换浮点数"""
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if val is None:
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return None
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try:
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return round(float(val), decimals)
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except (ValueError, TypeError):
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return None
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def convert_v2_to_viewer_csv(json_path=None):
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"""将 V2 JSON 转换为 V1 CSV 格式"""
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# 1. 加载 JSON
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if json_path is None:
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json_path = project_root / 'framework_v2' / 'results' / 'backtest_detail_v2.json'
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print(f"加载 V2 JSON: {json_path}")
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with open(json_path, 'r', encoding='utf-8') as f:
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data = json.load(f)
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meta = data['meta']
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days = data['days']
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print(f" 天数: {len(days)}")
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print(f" 标的: {len(meta['codes'])}")
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# 2. 生成 _detail.csv
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print("\n生成 _detail.csv...")
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detail_rows = []
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for day in days:
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row = {
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'日期': day['date'],
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'净值': day['nav'],
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'日收益': day['daily_return'],
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'持仓标的': ','.join(day['holdings']) if day['holdings'] else ''
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}
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# 添加每个标的的动量
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for code, asset in day['assets'].items():
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row[f'动量_{code}'] = asset.get('momentum')
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detail_rows.append(row)
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detail_df = pd.DataFrame(detail_rows)
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detail_path = json_path.parent / 'backtest_detail_v2_detail.csv'
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detail_df.to_csv(detail_path, index=False, encoding='utf-8-sig')
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print(f" ✅ {detail_path.name} ({len(detail_df)} 行)")
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# 3. 生成 _close.csv
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print("\n生成 _close.csv...")
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close_rows = []
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for day in days:
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row = {'日期': day['date']}
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for code, asset in day['assets'].items():
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# ETF 收盘价
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etf_close = asset.get('etf_close')
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row[f'收盘价_{code}'] = etf_close
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close_rows.append(row)
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close_df = pd.DataFrame(close_rows)
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close_path = json_path.parent / 'backtest_detail_v2_close.csv'
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close_df.to_csv(close_path, index=False, encoding='utf-8-sig')
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print(f" ✅ {close_path.name} ({len(close_df)} 行)")
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# 4. 生成 _holdings.csv
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print("\n生成 _holdings.csv...")
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holdings_rows = []
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for day in days:
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if not day['holdings']:
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continue
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for code in day['holdings']:
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asset = day['assets'].get(code, {})
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code_meta = meta['codes'].get(code, {})
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row = {
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'日期': day['date'],
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'标的代码': code,
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'标的名称': code_meta.get('name', code),
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'大类': code_meta.get('group', ''),
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'进场日期': asset.get('entry_date'),
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'进场价': asset.get('entry_price'),
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'当前价': asset.get('etf_close'),
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'持仓天数': asset.get('holding_days', 0),
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'持仓比例': asset.get('weight', 0),
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'累计收益': asset.get('cum_return')
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}
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holdings_rows.append(row)
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holdings_df = pd.DataFrame(holdings_rows)
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holdings_path = json_path.parent / 'backtest_detail_v2_holdings.csv'
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holdings_df.to_csv(holdings_path, index=False, encoding='utf-8-sig')
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print(f" ✅ {holdings_path.name} ({len(holdings_df)} 行)")
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# 5. 生成 _code_info.csv
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print("\n生成 _code_info.csv...")
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code_info_rows = []
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for code, meta_info in meta['codes'].items():
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row = {
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'代码': code,
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'名称': meta_info.get('name', code),
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'大类': meta_info.get('group', '')
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}
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code_info_rows.append(row)
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code_info_df = pd.DataFrame(code_info_rows)
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code_info_path = json_path.parent / 'backtest_detail_v2_code_info.csv'
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code_info_df.to_csv(code_info_path, index=False, encoding='utf-8-sig')
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print(f" ✅ {code_info_path.name} ({len(code_info_df)} 行)")
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# 6. 汇总
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print("\n" + "=" * 80)
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print("转换完成！")
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print("=" * 80)
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print(f"\n输出文件:")
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print(f" {detail_path.name}")
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print(f" {close_path.name}")
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print(f" {holdings_path.name}")
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print(f" {code_info_path.name}")
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print(f"\n使用方法:")
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print(f" 1. 打开 visualization/backtest_viewer.html")
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print(f" 2. 选择 'V2 GlobalRotationStrategy (最新)'")
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print(f" 3. 自动加载 CSV 文件")
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if __name__ == '__main__':
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convert_v2_to_viewer_csv()
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