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/
This commit is contained in:
2026-06-03 23:41:46 +08:00
parent d700bc1dfd
commit c905230a40
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# 美股轮动策略配置
# ==================== 候选池配置 ====================
code_list:
# 科技巨头
"AAPL":
name: "Apple"
sector: "Technology"
"ADBE":
name: "Adobe"
sector: "Technology"
"AMD":
name: "AMD"
sector: "Technology"
"AMZN":
name: "Amazon"
sector: "Technology"
"ASML":
name: "ASML"
sector: "Technology"
"AVGO":
name: "Broadcom"
sector: "Technology"
"CRM":
name: "Salesforce"
sector: "Technology"
"CRWD":
name: "CrowdStrike"
sector: "Technology"
"CSCO":
name: "Cisco"
sector: "Technology"
"FICO":
name: "FICO"
sector: "Technology"
"GOOGL":
name: "Google"
sector: "Technology"
"INTC":
name: "Intel"
sector: "Technology"
"KLAC":
name: "KLA"
sector: "Technology"
"LRCX":
name: "Lam Research"
sector: "Technology"
"META":
name: "Meta"
sector: "Technology"
"MSFT":
name: "Microsoft"
sector: "Technology"
"MU":
name: "Micron"
sector: "Technology"
"NET":
name: "Cloudflare"
sector: "Technology"
"NFLX":
name: "Netflix"
sector: "Technology"
"NVDA":
name: "NVIDIA"
sector: "Technology"
"ORCL":
name: "Oracle"
sector: "Technology"
"PANW":
name: "Palo Alto"
sector: "Technology"
"PLTR":
name: "Palantir"
sector: "Technology"
"QCOM":
name: "Qualcomm"
sector: "Technology"
"SNOW":
name: "Snowflake"
sector: "Technology"
"TSLA":
name: "Tesla"
sector: "Technology"
"TSM":
name: "TSMC"
sector: "Technology"
# 金融
"AXP":
name: "American Express"
sector: "Financial"
"BAC":
name: "Bank of America"
sector: "Financial"
"C":
name: "Citigroup"
sector: "Financial"
"GS":
name: "Goldman Sachs"
sector: "Financial"
"JPM":
name: "JPMorgan"
sector: "Financial"
"MA":
name: "Mastercard"
sector: "Financial"
"MS":
name: "Morgan Stanley"
sector: "Financial"
# 消费零售
"COST":
name: "Costco"
sector: "Consumer"
"LULU":
name: "Lululemon"
sector: "Consumer"
"PDD":
name: "PDD Holdings"
sector: "Consumer"
"SHOP":
name: "Shopify"
sector: "Consumer"
# 医药健康
"LLY":
name: "Eli Lilly"
sector: "Healthcare"
"NVO":
name: "Novo Nordisk"
sector: "Healthcare"
# 其他
"CAT":
name: "Caterpillar"
sector: "Industrial"
"COIN":
name: "Coinbase"
sector: "Crypto"
"CRCL":
name: "Circle"
sector: "Crypto"
"FUTU":
name: "Futu"
sector: "Financial"
"HOOD":
name: "Robinhood"
sector: "Financial"
"SAP":
name: "SAP"
sector: "Technology"
"SCCO":
name: "Southern Copper"
sector: "Materials"
# ==================== 基准配置 ====================
benchmark:
code: "NDX"
name: "纳斯达克100"
# ==================== 回测参数 ====================
start_date: "2016-01-01"
# ==================== 因子参数 ====================
# 动量窗口(天数)
n_days: 250
# 因子类型
factor_type: "momentum"
# ==================== 轮动参数 ====================
# 不分组,直接选 Top N
diversified: false
select_num: 5
# ==================== 调仓控制 ====================
# 每日调仓
rebalance_days: 1
# 调仓阈值:新组合得分超过当前组合 X% 才触发调仓
rebalance_threshold: 0.0
# 交易成本(双边)
trade_cost: 0.001
# ==================== 数据缓存 ====================
use_cache: true
# ==================== 数据源配置 ====================
# SSH 隧道配置(用于 yfinance
ssh_tunnel:
enabled: true
host: "8.218.167.69"
port: 22
username: "root"
key_path: "hk_ecs.pem"
local_port: 1080