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/validation/transition_validator.py

@@ -1,131 +0,0 @@
-"""
-validation/transition_validator.py — Validates regime stability.
-
-Tests: Transition matrix, average duration, flip rate, state entropy.
-Answers: "Does the regime design produce stable, persistent states?"
-
-Hard requirements:
-  - avg_duration > 5 days
-  - flip_rate < 15%
-  - Fails → regime definition needs redesign.
-"""
-
-from typing import Optional
-import sqlite3
-import logging
-
-import numpy as np
-import pandas as pd
-
-from config import config
-from .metrics import transition_matrix, regime_duration_stats
-
-logger = logging.getLogger(__name__)
-
-
-class TransitionReport:
-    """Structured report for regime stability validation."""
-
-    def __init__(self):
-        self.avg_duration: float = 0.0
-        self.flip_rate: float = 0.0
-        self.state_entropy: float = 0.0
-        self.n_days: int = 0
-        self.transition_matrix: Optional[pd.DataFrame] = None
-        self.persistence_score: float = 0.0
-        self.is_stable: bool = False
-        self.conclusion: str = ""
-        self.warnings: list[str] = []
-
-    def summary(self) -> str:
-        lines = [
-            f"Regime Stability (N={self.n_days} days)",
-            f"  Avg Duration: {self.avg_duration:.1f} days (need > {config.regime_min_avg_duration})",
-            f"  Flip Rate: {self.flip_rate:.1%} (need < {config.regime_max_flip_rate:.0%})",
-            f"  State Entropy: {self.state_entropy:.3f}",
-            f"  Persistence Score: {self.persistence_score:.2f}",
-            f"  Stable: {'YES' if self.is_stable else 'NO — redesign needed'}",
-        ]
-        if self.warnings:
-            lines.append(f"  Warnings: {'; '.join(self.warnings)}")
-        if self.transition_matrix is not None:
-            lines.append(f"  Transition Matrix:\n{self.transition_matrix.to_string()}")
-        lines.append(f"  → {self.conclusion}")
-        return "\n".join(lines)
-
-
-class TransitionValidator:
-    """
-    Validates regime temporal stability.
-
-    Regime must persist — not flip daily.
-    If flip_rate > 20% or avg_duration < 3 days → regime definition failed.
-    """
-
-    def __init__(self, db_path: Optional[str] = None):
-        self.db_path = db_path or config.db_path
-
-    def validate(self, regime_labels: pd.Series) -> TransitionReport:
-        """Validate a regime sequence for stability."""
-        report = TransitionReport()
-        report.n_days = len(regime_labels)
-
-        if len(regime_labels) < 30:
-            report.conclusion = "INSUFFICIENT DATA (< 30 days)"
-            return report
-
-        # Duration stats
-        stats = regime_duration_stats(regime_labels)
-        report.avg_duration = stats["avg_duration"]
-        report.flip_rate = stats["flip_rate"]
-        report.state_entropy = stats["state_entropy"]
-
-        # Transition matrix
-        report.transition_matrix = transition_matrix(regime_labels)
-
-        # Persistence: how often does regime stay the same?
-        diag = np.diag(report.transition_matrix.values)
-        report.persistence_score = round(float(np.mean(diag)), 2)
-
-        # Stability check
-        report.is_stable = (
-            report.avg_duration >= config.regime_min_avg_duration and
-            report.flip_rate <= config.regime_max_flip_rate
-        )
-
-        # Warnings
-        if report.avg_duration < 3:
-            report.warnings.append(f"CRITICAL: avg duration={report.avg_duration:.1f}d — regime flips too fast")
-        elif report.avg_duration < config.regime_min_avg_duration:
-            report.warnings.append(f"WARNING: avg duration={report.avg_duration:.1f}d < {config.regime_min_avg_duration}")
-
-        if report.flip_rate > 0.20:
-            report.warnings.append(f"CRITICAL: flip rate={report.flip_rate:.1%} — regime unstable")
-        elif report.flip_rate > config.regime_max_flip_rate:
-            report.warnings.append(f"WARNING: flip rate={report.flip_rate:.1%} > {config.regime_max_flip_rate:.0%}")
-
-        if report.state_entropy > 2.0:
-            report.warnings.append(f"NOTE: high state entropy={report.state_entropy:.2f}, regimes may be too fine-grained")
-
-        if report.is_stable:
-            report.conclusion = "PASS: regime design is stable"
-        else:
-            report.conclusion = "FAIL: regime definition needs adjustment"
-
-        return report
-
-    def validate_from_db(self) -> TransitionReport:
-        """Load regime history from DB and validate stability."""
-        conn = sqlite3.connect(self.db_path)
-        df = pd.read_sql_query(
-            "SELECT date, regime FROM regime_history ORDER BY date", conn
-        )
-        conn.close()
-
-        if df.empty:
-            r = TransitionReport()
-            r.conclusion = "NO DATA"
-            return r
-
-        regimes = df.set_index("date")["regime"]
-        return self.validate(regimes)