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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281
archive/framework_v2/tests/test_flat_asset_pool.py
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281
archive/framework_v2/tests/test_flat_asset_pool.py
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"""
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测试扁平化资产池配置
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验证：
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1. 扁平化配置加载
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2. 按市场分组
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3. 信号/交易标的获取
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4. 跨市场映射
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"""
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import sys
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from pathlib import Path
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import os
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# 添加项目根目录到路径
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project_root = Path(__file__).parent.parent
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if str(project_root) not in sys.path:
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sys.path.insert(0, str(project_root))
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from framework_v2.config import load_config
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from framework_v2.config.schemas import GroupConfig
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def test_flat_config_load():
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"""测试 1: 加载扁平化配置"""
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print("\n" + "=" * 70)
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print(" 测试 1: 加载扁平化配置")
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print("=" * 70)
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# 设置环境变量
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os.environ['FLASK_API_URL'] = 'https://k3s.tokenpluse.xyz'
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os.environ['TUSHARE_TOKEN'] = 'test_token'
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# 加载配置
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config = load_config('rotation_global.yaml')
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print(f"\n✓ 配置加载成功")
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print(f" 版本: {config.metadata.version}")
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print(f" 策略: {config.metadata.strategy}")
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print(f" 总标的数: {config.asset_pools.count()}")
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# 验证基本字段
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assert config.metadata.version == "2.0.0"
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assert config.asset_pools.count() == 13 # 12 个标的
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print("\n✓ 测试通过")
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def test_market_grouping():
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"""测试 2: 按市场分组"""
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print("\n" + "=" * 70)
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print(" 测试 2: 按市场分组")
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print("=" * 70)
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config = load_config('rotation_global.yaml')
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# 获取所有市场
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markets = config.asset_pools.groups
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print(f"\n市场类型 ({len(markets)} 个):")
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for market in markets:
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count = config.asset_pools.count(market)
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print(f" {market}: {count} 只")
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# 按市场分组
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by_group = config.asset_pools.by_group
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print(f"\n市场分组:")
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for market, assets in by_group.items():
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print(f"\n {market} ({len(assets)} 只):")
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for code, asset in assets.items():
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print(f" {code}: {asset.name}")
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# 验证市场数量
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assert len(markets) == 7 # US_TECH, CN_GROWTH, JP_BROAD, EU_BROAD, HK_TECH, COMMODITY, FIXED_INCOME # US_EQUITY, CN_EQUITY, JP_EQUITY, EU_EQUITY, HK_EQUITY, COMMODITY, FIXED_INCOME
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assert config.asset_pools.count('US_TECH') == 2
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assert config.asset_pools.count('CN_GROWTH') == 3
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assert config.asset_pools.count('COMMODITY') == 3
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assert config.asset_pools.count('FIXED_INCOME') == 1
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print("\n✓ 测试通过")
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def test_signal_trade_codes():
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"""测试 3: 信号和交易标的"""
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print("\n" + "=" * 70)
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print(" 测试 3: 信号和交易标的")
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print("=" * 70)
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config = load_config('rotation_global.yaml')
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# 获取所有信号标的
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signal_codes = config.asset_pools.get_signal_codes()
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print(f"\n信号标的 (13 个):")
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for code in signal_codes:
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print(f" {code}")
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# 获取所有交易标的
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trade_codes = config.asset_pools.get_trade_codes()
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print(f"\n交易标的 (13 个):")
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for code in trade_codes:
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print(f" {code}")
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# 获取特定市场的信号标的
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us_signals = config.asset_pools.get_signal_codes('US_TECH')
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print(f"\n美股信号标的: {us_signals}")
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# 验证
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assert len(signal_codes) == 13
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assert len(trade_codes) == 13
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assert 'NDX' in signal_codes
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assert '513100.SH' in trade_codes
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assert len(us_signals) == 2
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print("\n✓ 测试通过")
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def test_signal_to_trade_mapping():
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"""测试 4: 信号→交易映射"""
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print("\n" + "=" * 70)
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print(" 测试 4: 信号→交易映射")
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print("=" * 70)
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config = load_config('rotation_global.yaml')
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# 获取映射
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mapping = config.asset_pools.get_signal_to_trade_mapping()
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print(f"\n信号→交易映射:")
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for signal, trade in mapping.items():
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asset = config.asset_pools.assets.get(signal)
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cross_market = "✗" if asset.signal_source == asset.trade_source else "✓"
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print(f" {cross_market} {signal} → {trade}")
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# 验证跨市场标的
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print(f"\n跨市场标的:")
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for code, asset in config.asset_pools.assets.items():
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if asset.is_cross_market:
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print(f" {code}: {asset.signal_source} → {asset.trade_source}")
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# 验证映射
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assert mapping['NDX'] == '513100.SH'
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assert mapping['399006.SZ'] == '159915.SZ'
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assert mapping['GC=F'] == '518880.SH'
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assert mapping['931862.CSI'] == '931862.CSI' # 非跨市场
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# 验证跨市场属性
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assert config.asset_pools.assets['NDX'].is_cross_market == True
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assert config.asset_pools.assets['931862.CSI'].is_cross_market == False
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print("\n✓ 测试通过")
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def test_market_specific_mapping():
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"""测试 5: 特定市场映射"""
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print("\n" + "=" * 70)
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print(" 测试 5: 特定市场映射")
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print("=" * 70)
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config = load_config('rotation_global.yaml')
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# 获取美股映射
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us_mapping = config.asset_pools.get_signal_to_trade_mapping('US_TECH')
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print(f"\n美股映射:")
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for signal, trade in us_mapping.items():
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print(f" {signal} → {trade}")
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# 获取商品映射
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commodity_mapping = config.asset_pools.get_signal_to_trade_mapping('COMMODITY')
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print(f"\n商品映射:")
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for signal, trade in commodity_mapping.items():
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print(f" {signal} → {trade}")
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# 验证
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assert len(us_mapping) == 2
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assert len(commodity_mapping) == 3
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assert us_mapping['NDX'] == '513100.SH'
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assert commodity_mapping['GC=F'] == '518880.SH'
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print("\n✓ 测试通过")
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def test_diversification_config():
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"""测试 6: 分散化配置"""
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print("\n" + "=" * 70)
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print(" 测试 6: 分散化配置")
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print("=" * 70)
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config = load_config('rotation_global.yaml')
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print(f"\n轮动配置:")
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print(f" 选股数量: {config.rotation.select_num}")
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print(f" 分散化: {config.rotation.diversified}")
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print(f" 分散化分组: {config.rotation.diversification_groups}")
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# 验证默认配置（全局模式）
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assert config.rotation.select_num == 5
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assert config.rotation.diversified == False
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assert config.rotation.diversification_groups is None
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print("\n✓ 测试通过")
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def test_asset_config_details():
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"""测试 7: 标的配置详情"""
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print("\n" + "=" * 70)
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print(" 测试 7: 标的配置详情")
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print("=" * 70)
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config = load_config('rotation_global.yaml')
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# 检查纳指配置
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ndx = config.asset_pools.assets['NDX']
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print(f"\n纳指100 配置:")
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print(f" 名称: {ndx.name}")
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print(f" 市场: {ndx.group}")
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print(f" 信号来源: {ndx.signal_source}")
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print(f" 交易来源: {ndx.trade_source}")
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print(f" 跨市场: {ndx.is_cross_market}")
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print(f" 描述: {ndx.description}")
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# 检查短债配置
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bond = config.asset_pools.assets['931862.CSI']
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print(f"\n短债指数 配置:")
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print(f" 名称: {bond.name}")
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print(f" 市场: {bond.group}")
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print(f" 信号来源: {bond.signal_source}")
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print(f" 交易来源: {bond.trade_source}")
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print(f" 跨市场: {bond.is_cross_market}")
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# 验证
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assert ndx.name == "纳指100"
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assert ndx.group == 'US_TECH'
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assert ndx.signal_source == "NDX"
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assert ndx.trade_source == "513100.SH"
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assert ndx.is_cross_market == True
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assert bond.signal_source == bond.trade_source
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assert bond.is_cross_market == False
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print("\n✓ 测试通过")
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if __name__ == "__main__":
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print("\n" + "=" * 70)
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print(" 扁平化资产池配置测试")
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print("=" * 70)
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tests = [
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("加载扁平化配置", test_flat_config_load),
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("按市场分组", test_market_grouping),
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("信号和交易标的", test_signal_trade_codes),
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("信号→交易映射", test_signal_to_trade_mapping),
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("特定市场映射", test_market_specific_mapping),
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("分散化配置", test_diversification_config),
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("标的配置详情", test_asset_config_details),
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]
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passed = 0
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failed = 0
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for name, test_func in tests:
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try:
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test_func()
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passed += 1
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except Exception as e:
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print(f"\n✗ 测试失败: {name}")
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print(f" 错误: {e}")
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import traceback
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traceback.print_exc()
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failed += 1
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print("\n" + "=" * 70)
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print(" 测试总结")
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print("=" * 70)
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print(f" ✓ 通过 - {passed}")
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if failed > 0:
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print(f" ✗ 失败 - {failed}")
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print(f"\n总计: {passed}/{passed + failed} 通过")
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print("=" * 70 + "\n")
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if failed > 0:
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sys.exit(1)
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