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>
2026-08-05 18:11:29 +08:00
parent f2e77e1bdb
commit e2e45bc1bc
51 changed files with 0 additions and 6172 deletions
@@ -1,134 +0,0 @@
-"""
-tests/conftest.py — Shared fixtures for ChanMacro tests.
-"""
-
-import os
-import sys
-import pytest
-import sqlite3
-import numpy as np
-import pandas as pd
-from datetime import date, timedelta
-from pathlib import Path
-
-# Ensure package root on path
-sys.path.insert(0, str(Path(__file__).parent.parent))
-
-
-@pytest.fixture
-def db_path(tmp_path):
-    """Create a temporary SQLite database with full mock data."""
-    db = str(tmp_path / "test_macro.db")
-    from database import init_db
-    conn = init_db(db)
-
-    np.random.seed(42)
-    base = date(2025, 9, 1)
-    n_days = 300
-
-    # Generate realistic price series with 3 regime periods
-    prices = [90000]
-    regimes = []
-    for i in range(n_days):
-        if i < 100:
-            ret = np.random.normal(0.003, 0.015)
-            regime = "TREND"
-        elif i < 200:
-            ret = np.random.normal(0.000, 0.012)
-            regime = "RANGE"
-        else:
-            ret = np.random.normal(-0.003, 0.025)
-            regime = "PANIC"
-        prices.append(prices[-1] * (1 + ret))
-        regimes.append(regime)
-
-    for i in range(n_days):
-        d = base + timedelta(days=i)
-        c = prices[i]
-        r = regimes[i]
-
-        # OHLCV
-        conn.execute("""
-            INSERT OR REPLACE INTO ohlcv_daily
-            (date,symbol,open,high,low,close,volume,ema20,ema60,ema120,atr_14,bb_width,adx_14)
-            VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)
-        """, (
-            d.strftime("%Y-%m-%d"), "BTC/USDT:USDT",
-            c * 0.99, c * 1.03, c * 0.97, c, 1000,
-            c * (0.98 if r == "TREND" else 1.02 if r == "PANIC" else 1.0),
-            c * (0.95 if r == "TREND" else 1.05 if r == "PANIC" else 1.0),
-            c * (0.90 if r == "TREND" else 1.10 if r == "PANIC" else 1.0),
-            c * (0.02 if r == "PANIC" else 0.015),
-            4.5, 28.0 if r == "TREND" else 18.0,
-        ))
-
-        # Breadth
-        adv = 42 if r == "TREND" else 25 if r == "RANGE" else 8
-        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)
-            VALUES (?,50,?,?,?,?,?,?,?,?,?,?)
-        """, (
-            d.strftime("%Y-%m-%d"), adv, 50 - adv, adv, min(adv, 15),
-            int(adv * 0.7), int(adv * 0.5), int(adv * 0.7), int(adv * 0.5),
-            min(int(adv * 0.7), 12), min(int(adv * 0.5), 8),
-        ))
-
-        # Derivatives
-        oi_chg = 3.5 if r == "TREND" else 0.5 if r == "RANGE" else -2.0
-        conn.execute("""
-            INSERT OR REPLACE INTO derivatives
-            (date,symbol,funding_rate,open_interest,oi_24h_change_pct,
-             long_liquidations,short_liquidations,basis_annualised_pct)
-            VALUES (?,?,?,?,?,?,?,?)
-        """, (
-            d.strftime("%Y-%m-%d"), "BTC/USDT:USDT",
-            0.0001 + np.random.normal(0, 0.0002),
-            35e9, oi_chg + np.random.normal(0, 1.0),
-            50e6 * np.random.random(), 30e6 * np.random.random(),
-            8.5 if r == "TREND" else 3.0,
-        ))
-
-        # Regime history
-        conn.execute("""
-            INSERT OR REPLACE INTO regime_history
-            (date,regime,confidence,regime_version,maturity_score,all_scores_json,confirmation_days)
-            VALUES (?,?,?,?,?,?,?)
-        """, (d.strftime("%Y-%m-%d"), r, 0.75, "v1_price_breadth_vol", 50, "{}", 1))
-
-    conn.commit()
-    conn.close()
-
-    # Override config to use test DB
-    from config import config
-    old_db = config.db_path
-    config.db_path = db
-    yield db
-    config.db_path = old_db
-
-
-@pytest.fixture
-def sample_state(db_path):
-    """Build a MarketStateVector for a known test date."""
-    from models import (
-        MarketStateVector, MarketRegime, BreadthBucket,
-        OIState, VolRegime,
-    )
-    state = MarketStateVector(
-        date=date(2026, 3, 15),
-        regime=MarketRegime.TREND,
-        regime_confidence=0.82,
-        regime_version="v1_price_breadth_vol",
-        regime_maturity_score=55.0,
-        breadth_top20=82.0,
-        breadth_top30=78.0,
-        breadth_top50=74.0,
-        breadth_bucket=BreadthBucket.STRONG,
-        breadth_divergence=8.0,
-        oi_state=OIState.NEW_LONGS,
-        volatility_regime=VolRegime.NORMAL_VOL,
-    )
-    state.market_state_hash = state.compute_hash()
-    return state