Initial commit: cc-cursor 全链路量化研究平台

7 Sprints 全部完成:
  Sprint 0: 基础设施 (DataManager + MariaDB)
  Sprint 1: 因子引擎 (34因子/12分类)
  Sprint 2: VectorBT 回测 (5策略+截面)
  Sprint 3: Optuna 优化 (+Walk-Forward)
  Sprint 4: ML 模型 (LightGBM+CatBoost)
  Sprint 5: Qwen 情绪因子 (三源新闻+日期对齐)
  Sprint 6: Agent 系统 (4Agent+日报.md/.html)

生产加固 (15项): Tushare双源fallback, SSH自动恢复, pool_pre_ping,
  save_daily先删后插, load_dotenv绝对路径, 日报5d/20d修复,
  RiskAgent改上证指数, 昨日对比+数据截止, mac_report utf8mb4,
  CLAUDE-*.md 9条已知Bug, demo全参数化, djapi数据源归一化,
  indexDatas API修正

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
2026-06-07 15:59:05 +08:00
co-authored by Claude Opus 4.7
commit 271a9343a5
293 changed files with 59598 additions and 0 deletions
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from rest_framework import serializers
class StockDailySerializer(serializers.Serializer):
"""日线行情(stockbasic"""
ts_code = serializers.CharField()
trade_date = serializers.CharField()
open = serializers.FloatField()
high = serializers.FloatField()
low = serializers.FloatField()
close = serializers.FloatField()
pre_close = serializers.FloatField()
change = serializers.FloatField()
pct_chg = serializers.FloatField()
vol = serializers.FloatField()
amount = serializers.FloatField()
class StockInfoSerializer(serializers.Serializer):
"""个股基本信息(stockinfo"""
ts_code = serializers.CharField()
symbol = serializers.CharField()
name = serializers.CharField()
area = serializers.CharField()
industry = serializers.CharField()
market = serializers.CharField()
list_date = serializers.CharField()
fullname = serializers.CharField()
enname = serializers.CharField()
exchange = serializers.CharField()
curr_type = serializers.CharField()
list_status = serializers.CharField()
is_hs = serializers.CharField()
class IndustryStockSerializer(serializers.Serializer):
"""行业股票列表(industrys"""
ts_code = serializers.CharField()
name = serializers.CharField()
class StockParamSerializer(serializers.Serializer):
"""个股参数(stockparam"""
ts_code = serializers.CharField()
trade_date = serializers.CharField()
close = serializers.FloatField()
turnover_rate = serializers.FloatField()
turnover_rate_f = serializers.FloatField()
volume_ratio = serializers.FloatField()
pe = serializers.FloatField()
pe_ttm = serializers.FloatField()
pb = serializers.FloatField()
ps = serializers.FloatField()
ps_ttm = serializers.FloatField()
dv_ratio = serializers.FloatField()
dv_ttm = serializers.FloatField()
total_share = serializers.FloatField()
float_share = serializers.FloatField()
free_share = serializers.FloatField()
total_mv = serializers.FloatField()
circ_mv = serializers.FloatField()
class StockEpSerializer(serializers.Serializer):
"""TTM EPSstockep"""
ts_code = serializers.CharField()
trade_date = serializers.CharField()
eps_ttm = serializers.FloatField()
class QuarterlyEpsSerializer(serializers.Serializer):
"""季度 EPSquarterlyEps"""
ts_code = serializers.CharField()
trade_date = serializers.CharField()
eps = serializers.FloatField()
report_date = serializers.CharField()
class IndexInfoSerializer(serializers.Serializer):
"""指数信息(indexByName"""
index_code = serializers.CharField()
name = serializers.CharField()
fullname = serializers.CharField()
market = serializers.CharField()
publisher = serializers.CharField()
index_type = serializers.CharField()
category = serializers.CharField()
list_date = serializers.CharField()
class IndexDailySerializer(serializers.Serializer):
"""指数日行情(indexDatas"""
ts_code = serializers.CharField()
trade_date = serializers.CharField()
close = serializers.FloatField()
open = serializers.FloatField()
high = serializers.FloatField()
low = serializers.FloatField()
pre_close = serializers.FloatField()
change = serializers.FloatField()
pct_chg = serializers.FloatField()
vol = serializers.FloatField()
amount = serializers.FloatField()
class MarginDailySerializer(serializers.Serializer):
"""每日融资融券汇总(dailyMargin"""
trade_date = serializers.CharField()
exchange_id = serializers.CharField()
rzye = serializers.FloatField()
rqye = serializers.FloatField()
rzrqye = serializers.FloatField()
class StockMarginSerializer(serializers.Serializer):
"""个股融资融券(stockMargin"""
ts_code = serializers.CharField()
trade_date = serializers.CharField()
rzye = serializers.FloatField()
rqye = serializers.FloatField()
rzrqye = serializers.FloatField()
class FinanceDataSerializer(serializers.Serializer):
"""财务报表分析(finance"""
ts_code = serializers.CharField()
period = serializers.CharField()
class DividendSerializer(serializers.Serializer):
"""股息率(getdiv"""
ts_code = serializers.CharField()
trade_date = serializers.CharField()
close = serializers.FloatField()
cash_div_tax = serializers.FloatField()
cash_div_year = serializers.FloatField()
div_yield = serializers.FloatField()
class XwlbNewsSerializer(serializers.Serializer):
"""新闻联播(xwlbNews / xwlbFine"""
news_days = serializers.CharField()
daily_sub_id = serializers.IntegerField()
news_improve = serializers.CharField()
news_title = serializers.CharField()