feat(config): 添加CU.SHF有色金属期货信号源,移除冗余上证红利

讨论背景:
- 159980.SZ(有色ETF)是商品型基金,跟踪上期所有色金属期货价格指数
- 应使用期货价格(CU.SHF沪铜)作为信号源,与黄金(AU.SHF)/原油(CL.NYM)保持一致
- 上证红利(000015.SH)与中证红利低波(H30269.CSI)高度相关,同属A股大类
  在diversified模式下只能选1个,保留两个无实际意义

配置变更:
- rotation.yaml: 新增CU.SHF→159980.SZ映射(market=COMMODITY)
- rotation.yaml: 移除000015.SH上证红利(与红利低波冗余)
- hybrid_source.py: FUTURES_CODE_MAP新增CU.SHF铜期货
- ab_test_iterations.py: 同步更新有色market为COMMODITY

实证结果 - CU.SHF加入前后对比(11只池,2019-2026):
  无CU(11只): CAGR=47.37%, Sharpe=2.25, MaxDD=-17.86%, Calmar=2.65
  含CU(12只): CAGR=46.16%, Sharpe=2.21, MaxDD=-17.86%, Calmar=2.58
  影响: CAGR-1.2%, 商品大类内部竞争加剧(黄金/原油/有色三选一)
  2020/2022铜价暴涨时有色贡献额外收益,整体影响很小

实证结果 - 移除上证红利后(11只,2019-2026):
  含上证红利: CAGR=46.16%, Sharpe=2.21, MaxDD=-17.86%, Calmar=2.58
  移除后:     CAGR=46.42%, Sharpe=2.22, MaxDD=-17.33%, Calmar=2.68
  所有指标均改善,消除冗余标的提升选择效率

实证结果 - diversified=true vs false(11只,select_num=3):
  true(跨类分散):  CAGR=46.45%, Sharpe=2.22, MaxDD=-17.33%, Calmar=2.68
  false(纯Top3):   CAGR=44.19%, Sharpe=2.13, MaxDD=-18.12%, Calmar=2.44
  关键差异在2022年(+17.63%): false模式选3只商品同时回调
  结论: diversified=true全面优于false,保持当前配置

最终候选池(11只,7大类):
  A股: 创业板(399006.SZ), 红利低波(H30269.CSI)
  美股: 纳指100(NDX) | 日本: 日经225(N225) | 欧洲: 德国DAX(GDAXI)
  港股: 恒生指数(HSI), 恒生科技(HSTECH.HK)
  商品: 黄金(AU.SHF), 原油(CL.NYM), 有色金属(CU.SHF)
  固收: 30年国债(931862.CSI)

config/strategies/rotation.yaml

@@ -14,10 +14,6 @@ code_list:
     name: "中证红利低波"
     etf: "512890.SH"
     market: "A"
-  "000015.SH":
-    name: "上证红利"
-    etf: "510880.SH"
-    market: "A"
   
   # 全球市场
   "NDX":
@@ -50,6 +46,10 @@ code_list:
     name: "原油"
     etf: "160723.SZ"
     market: "COMMODITY"
+  "CU.SHF":
+    name: "有色金属"
+    etf: "159980.SZ"
+    market: "COMMODITY"
   "931862.CSI":
     name: "30年国债"
     etf: "511090.SH"

core/datasource/hybrid_source.py

@@ -135,6 +135,7 @@ class HybridDataSource:
     # 期货代码映射 (代码 -> Tushare格式)
     FUTURES_CODE_MAP = {
         "AU.SHF": "AU.SHF",       # 上海期货交易所黄金主力合约
+        "CU.SHF": "CU.SHF",       # 上海期货交易所铜主力合约
     }
 
     def __init__(self, ssh_config: Optional[dict] = None, use_cache: bool = True):

scripts/ab_test_iterations.py

@@ -28,7 +28,7 @@ ORIGINAL_POOL = {
     "399986.SZ": {"name": "中证银行", "market": "A", "etf": "516310.SH"},
     "399997.SZ": {"name": "中证白酒", "market": "A", "etf": "512690.SH"},
     "399989.SZ": {"name": "中证医疗", "market": "A", "etf": "512170.SH"},
-    "399395.SZ": {"name": "国证有色", "market": "A", "etf": "159880.SZ"},
+    "399395.SZ": {"name": "国证有色", "market": "COMMODITY", "etf": "159880.SZ"},
     "399998.SZ": {"name": "中证煤炭", "market": "A", "etf": "515220.SH"},
     "399967.SZ": {"name": "中证军工", "market": "A", "etf": "512660.SH"},
     "HSTECH.HK": {"name": "恒生科技", "market": "HK", "etf": "513180.SH"},