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
+3
View File
@@ -0,0 +1,3 @@
<svg width="15" height="15" viewBox="0 0 1792 1792" xmlns="http://www.w3.org/2000/svg">
<path fill="#555555" d="M1216 832q0-185-131.5-316.5t-316.5-131.5-316.5 131.5-131.5 316.5 131.5 316.5 316.5 131.5 316.5-131.5 131.5-316.5zm512 832q0 52-38 90t-90 38q-54 0-90-38l-343-342q-179 124-399 124-143 0-273.5-55.5t-225-150-150-225-55.5-273.5 55.5-273.5 150-225 225-150 273.5-55.5 273.5 55.5 225 150 150 225 55.5 273.5q0 220-124 399l343 343q37 37 37 90z"/>
</svg>

After

Width:  |  Height:  |  Size: 458 B