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/sma_cross.py

@@ -0,0 +1,33 @@
+"""
+均线交叉策略。
+
+短期均线上穿长期均线 → 买入
+短期均线下穿长期均线 → 平仓
+"""
+
+import pandas as pd
+
+from backtest.base import BaseStrategy
+from backtest.signal import cross_signal
+
+
+class SMACrossStrategy(BaseStrategy):
+    """快慢均线交叉策略。"""
+
+    category = "trend"
+
+    def __init__(self, fast: int = 5, slow: int = 20):
+        self.fast = fast
+        self.slow = slow
+        self.name = f"sma_cross_{fast}_{slow}"
+
+    def generate_signals(self, factor_df: pd.DataFrame) -> pd.Series:
+        if "close" not in factor_df.columns:
+            raise ValueError("factor_df 缺少 'close' 列")
+
+        close = factor_df["close"]
+        min_p = min(self.fast, self.slow)
+        ma_fast = close.rolling(window=self.fast, min_periods=self.fast).mean()
+        ma_slow = close.rolling(window=self.slow, min_periods=self.slow).mean()
+
+        return cross_signal(ma_fast, ma_slow)