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/tests/test_models.py

@@ -1,130 +0,0 @@
-"""Test all Pydantic models and enums."""
-import pytest
-from datetime import date
-from models import (
-    MarketRegime, OIState, BreadthBucket, VolRegime,
-    MarketStateVector, FactorScore, RegimeResult,
-    SignalFeatureRecord, ExpectancyReport, DailyOutput,
-    FactorContribution, SufficiencyLevel, SignalGrade,
-)
-
-
-class TestEnums:
-    def test_regime_values(self):
-        assert MarketRegime.TREND.value == "TREND"
-        assert MarketRegime.RANGE.value == "RANGE"
-        assert MarketRegime.PANIC.value == "PANIC"
-
-    def test_oi_state_has_neutral(self):
-        assert OIState.NEUTRAL.value == "Neutral"
-        assert len(OIState) == 5
-
-    def test_breadth_bucket_values(self):
-        assert BreadthBucket.EXTREME.value == "EXTREME"
-        assert len(BreadthBucket) == 5
-
-    def test_vol_regime_values(self):
-        assert VolRegime.LOW_VOL.value == "LOW_VOL"
-        assert VolRegime.EXPLOSIVE_VOL.value == "EXPLOSIVE_VOL"
-
-
-class TestMarketStateVector:
-    def test_minimal_construction(self):
-        sv = MarketStateVector(
-            date="2026-06-24",
-            regime=MarketRegime.TREND,
-            regime_confidence=0.82,
-            regime_version="v1_price_breadth_vol",
-        )
-        assert sv.date == date(2026, 6, 24)
-        assert sv.regime == MarketRegime.TREND
-        assert sv.breadth_top50 == 50.0  # default
-
-    def test_date_string_parsing(self):
-        sv = MarketStateVector(
-            date="2026-01-15",
-            regime=MarketRegime.RANGE,
-            regime_confidence=0.55,
-            regime_version="v1_price_breadth_vol",
-        )
-        assert sv.date == date(2026, 1, 15)
-
-    def test_compute_hash(self):
-        sv = MarketStateVector(
-            date="2026-06-24",
-            regime=MarketRegime.TREND,
-            regime_confidence=0.82,
-            regime_version="v1_price_breadth_vol",
-            breadth_bucket=BreadthBucket.EXTREME,
-            oi_state=OIState.NEW_LONGS,
-            volatility_regime=VolRegime.NORMAL_VOL,
-        )
-        h = sv.compute_hash()
-        assert len(h) == 12
-        # Same state = same hash
-        sv2 = MarketStateVector(
-            date="2026-06-25",
-            regime=MarketRegime.TREND,
-            regime_confidence=0.80,
-            regime_version="v1_price_breadth_vol",
-            breadth_bucket=BreadthBucket.EXTREME,
-            oi_state=OIState.NEW_LONGS,
-            volatility_regime=VolRegime.NORMAL_VOL,
-        )
-        assert sv2.compute_hash() == h
-
-    def test_state_embedding(self):
-        sv = MarketStateVector(
-            date="2026-06-24",
-            regime=MarketRegime.TREND,
-            regime_confidence=0.82,
-            regime_version="v1_price_breadth_vol",
-            breadth_top20=80.0,
-            breadth_top30=75.0,
-            breadth_top50=70.0,
-            regime_maturity_score=60.0,
-        )
-        emb = sv.state_embedding()
-        assert len(emb) == 5
-        assert emb[0] == 80.0
-        assert emb[3] == 60.0
-
-
-class TestRegimeResult:
-    def test_construction(self):
-        r = RegimeResult(
-            date="2026-06-24",
-            regime=MarketRegime.TREND,
-            confidence=0.82,
-            regime_version="v1_price_breadth_vol",
-            maturity_score=55.0,
-            all_scores={"TREND": 82.0, "RANGE": 45.0, "PANIC": 20.0},
-            confirmation_days=5,
-        )
-        assert r.regime == MarketRegime.TREND
-        assert r.confirmation_days == 5
-
-
-class TestExpectancyReport:
-    def test_insufficient(self):
-        r = ExpectancyReport(
-            signal_type="B3",
-            date="2026-06-24",
-            final_estimate=0.0,
-            sufficiency=SufficiencyLevel.INSUFFICIENT,
-            source="insufficient",
-        )
-        assert r.final_estimate == 0.0
-        assert r.sufficiency == SufficiencyLevel.INSUFFICIENT
-
-
-class TestFactorContribution:
-    def test_construction(self):
-        fc = FactorContribution(
-            factor="ETF Flow",
-            raw_score=85.0,
-            weight=0.1925,
-            impact=6.7,
-            direction="bullish",
-        )
-        assert fc.impact > 0