2 Commits

Author	SHA1	Message	Date
aszerW	524fa5f513	refactor(rotation): 移除数据缓存 + 修复空值和pct_change警告 ... - 移除CSV本地缓存（cache_dir、_cache_path、_premium_cache_path、_save_premium_cache） - 每次运行直接从API获取数据，简化DataCache类 - 修复_get_etf_prices中open/close为None时的空值处理（中证指数API不提供OHLC） - 修复pct_change的FutureWarning（显式传fill_method=None） - 更新trade_cost注释	2026-06-03 00:54:48 +08:00
aszerW	451ffa33d2	clean(rotation): add simple rotation strategy and remove unused files ... New: - rotation/simple_rotation.py: daily-iteration rotation strategy (584 lines) - rotation/config_loader.py: standalone config loader - rotation/config_simple.yaml: 11 assets, 7 groups - rotation/README_SIMPLE.md: usage guide - scripts/get_trading_calendar.py: trading calendar fetcher Removed: - rotation/example_usage.py, run_strategy.py (replaced by simple_rotation.py) - rotation/results/ output files (gitignored) - scripts/verify_*.py, calculate_returns_from_detail.py (one-off scripts) - scripts/README_TRADING_CALENDAR.md Backtest result (2020-01-10 ~ 2026-06-01): - Total return: 1237.6%, Annual: 52.66% - Max drawdown: -11.71%, Sharpe: 2.50	2026-06-01 22:28:26 +08:00