chore: 移除不再使用的 ChanMacro、system、tests。

这些目录已废弃，从仓库中清理。

Co-authored-by: Cursor <cursoragent@cursor.com>

ChanMacro/fetchers/breadth.py

@@ -1,189 +0,0 @@
-"""
-fetchers/breadth.py — Fetches TOP50 OHLCV and computes market breadth metrics.
-
-Multi-tier: Top20 / Top30 / Top50 for advance/decline, EMA20%, new highs, BTC.D.
-"""
-
-from datetime import date as Date, datetime
-from typing import Optional
-import logging
-
-import pandas as pd
-import numpy as np
-import requests
-
-from .base import BaseFetcher
-from config import config
-
-
-class BreadthFetcher(BaseFetcher):
-    """Fetches TOP50 coin OHLCV data and computes breadth metrics."""
-
-    def __init__(self, provider_url: Optional[str] = None):
-        super().__init__(timeout=60, max_retries=3)
-        self.provider_url = provider_url or config.provider_url
-        self.symbols = config.top50_symbols
-        self.ema_period = config.breadth_ema_period
-        self.new_high_window = config.breadth_new_high_window
-        self.logger = logging.getLogger(__name__)
-
-    def fetch(self, target_date: Optional[Date] = None) -> dict:
-        """
-        Fetch daily OHLCV for all TOP50 symbols and compute breadth.
-
-        Returns a dict suitable for storing in breadth_daily table.
-        """
-        if target_date is None:
-            target_date = Date.today()
-
-        # Fetch last 60 days of daily data for each symbol to compute EMAs and new highs
-        all_data = {}
-        for symbol in self.symbols:
-            try:
-                df = self._fetch_symbol(symbol)
-                if df is not None and not df.empty:
-                    all_data[symbol] = df
-            except Exception as e:
-                self.logger.debug(f"Failed to fetch {symbol}: {e}")
-
-        if not all_data:
-            self.logger.error("No symbol data fetched for breadth")
-            return {}
-
-        # Compute breadth metrics for the target date
-        breadth = self._compute_breadth(all_data, target_date)
-        return breadth
-
-    def _fetch_symbol(self, symbol: str) -> Optional[pd.DataFrame]:
-        """Fetch daily OHLCV for a single symbol."""
-        url = f"{self.provider_url}/api/candles"
-        params = {
-            "symbol": symbol,
-            "tf": "1d",
-            "limit": 100,
-        }
-        try:
-            resp = requests.get(url, params=params, timeout=15)
-            resp.raise_for_status()
-            data = resp.json()
-            if not data:
-                return None
-
-            df = pd.DataFrame(data)
-            df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms", utc=True)
-            df["date"] = df["timestamp"].dt.date
-            df = df.drop_duplicates(subset="date").sort_values("date").reset_index(drop=True)
-            df["close"] = df["close"].astype(float)
-            df["ema20"] = df["close"].ewm(span=self.ema_period, adjust=False).mean()
-            return df
-        except Exception:
-            return None
-
-    def _compute_breadth(self, all_data: dict, target_date: Date) -> dict:
-        """Compute breadth metrics for a specific date across all symbols."""
-        total = len(all_data)
-
-        advances_50 = declines_50 = 0
-        above_ema20_50 = 0
-        new_highs_50 = 0
-        advances_30 = declines_30 = 0
-        above_ema20_30 = 0
-        new_highs_30 = 0
-        advances_20 = declines_20 = 0
-        above_ema20_20 = 0
-        new_highs_20 = 0
-
-        for i, (symbol, df) in enumerate(all_data.items()):
-            # Get data for target date
-            df["date_str"] = df["date"].astype(str)
-            target_str = str(target_date)
-            idx = df[df["date_str"] == target_str].index
-
-            if len(idx) == 0:
-                continue
-
-            row_idx = idx[0]
-            if row_idx < 1:
-                continue
-
-            current_close = df.loc[row_idx, "close"]
-            prev_close = df.loc[row_idx - 1, "close"]
-
-            # Advance/Decline
-            if current_close > prev_close:
-                if i < 50: advances_50 += 1
-                if i < 30: advances_30 += 1
-                if i < 20: advances_20 += 1
-            elif current_close < prev_close:
-                if i < 50: declines_50 += 1
-                if i < 30: declines_30 += 1
-                if i < 20: declines_20 += 1
-
-            # Above EMA20
-            ema20_val = df.loc[row_idx, "ema20"]
-            if not pd.isna(ema20_val) and current_close > ema20_val:
-                if i < 50: above_ema20_50 += 1
-                if i < 30: above_ema20_30 += 1
-                if i < 20: above_ema20_20 += 1
-
-            # New 20-day highs
-            lookback_start = max(0, row_idx - self.new_high_window)
-            recent_highs = df.loc[lookback_start:row_idx - 1, "high"].astype(float)
-            current_high = df.loc[row_idx, "high"]
-            if len(recent_highs) > 0 and float(current_high) > recent_highs.max():
-                if i < 50: new_highs_50 += 1
-                if i < 30: new_highs_30 += 1
-                if i < 20: new_highs_20 += 1
-
-        return {
-            "date": str(target_date),
-            "total_tracked": total,
-            "advance_top50": advances_50,
-            "decline_top50": declines_50,
-            "above_ema20_top50": above_ema20_50,
-            "new_highs_20d_top50": new_highs_50,
-            "advance_top30": advances_30,
-            "advance_top20": advances_20,
-            "above_ema20_top30": above_ema20_30,
-            "above_ema20_top20": above_ema20_20,
-            "new_highs_20d_top30": new_highs_30,
-            "new_highs_20d_top20": new_highs_20,
-            "btc_dominance": None,  # Reserved for Coinglass API integration
-        }
-
-    def store(self, db_path: Optional[str] = None, record: Optional[dict] = None) -> int:
-        """Store a breadth record into SQLite. Returns 1 if inserted/updated."""
-        import sqlite3
-        db_path = db_path or config.db_path
-        conn = sqlite3.connect(db_path)
-
-        if record is None:
-            conn.close()
-            return 0
-
-        try:
-            conn.execute("""
-                INSERT OR REPLACE INTO breadth_daily
-                (date, total_tracked,
-                 advance_top50, decline_top50, above_ema20_top50, new_highs_20d_top50,
-                 advance_top30, advance_top20,
-                 above_ema20_top30, above_ema20_top20,
-                 new_highs_20d_top30, new_highs_20d_top20,
-                 btc_dominance)
-                VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
-            """, (
-                record["date"], record.get("total_tracked", 50),
-                record.get("advance_top50", 0), record.get("decline_top50", 0),
-                record.get("above_ema20_top50", 0), record.get("new_highs_20d_top50", 0),
-                record.get("advance_top30", 0), record.get("advance_top20", 0),
-                record.get("above_ema20_top30", 0), record.get("above_ema20_top20", 0),
-                record.get("new_highs_20d_top30", 0), record.get("new_highs_20d_top20", 0),
-                record.get("btc_dominance"),
-            ))
-            conn.commit()
-            return 1
-        except Exception as e:
-            self.logger.error(f"Failed to store breadth: {e}")
-            return 0
-        finally:
-            conn.close()