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>

finance/backtest/strategies/rsi_mean_revert.py

@@ -0,0 +1,35 @@
+"""
+RSI 均值回归策略。
+
+RSI 低于超卖线 → 买入
+RSI 高于超买线 → 平仓
+"""
+
+import pandas as pd
+
+from backtest.base import BaseStrategy
+from backtest.signal import factor_to_threshold_signal
+
+
+class RSIMeanRevertStrategy(BaseStrategy):
+    """RSI 超买超卖反转策略。"""
+
+    category = "mean_revert"
+
+    def __init__(self, oversold: float = 30, overbought: float = 70, rsi_column: str = "rsi_14"):
+        self.oversold = oversold
+        self.overbought = overbought
+        self.rsi_column = rsi_column
+        self.name = f"rsi_revert_{int(oversold)}_{int(overbought)}"
+
+    def generate_signals(self, factor_df: pd.DataFrame) -> pd.Series:
+        if self.rsi_column not in factor_df.columns:
+            raise ValueError(f"factor_df 缺少 '{self.rsi_column}' 列")
+
+        rsi = factor_df[self.rsi_column]
+        return factor_to_threshold_signal(
+            rsi,
+            buy_threshold=self.oversold,
+            sell_threshold=self.overbought,
+            cross_direction="down",  # RSI 向下跌破 oversold → 买入
+        )