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/cli/demo_factor_engine.py

@@ -0,0 +1,85 @@
+"""
+Sprint 1 验证脚本 — 因子引擎。
+
+用法:
+    python cli/demo_factor_engine.py
+    python cli/demo_factor_engine.py --ts_code 600519.SH
+"""
+
+import sys, os, argparse
+sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+
+import pandas as pd
+from data.data_manager import DataManager
+from factors.registry import get_factor, list_factors, list_categories
+from factors.engine import FactorEngine
+
+
+def main():
+    p = argparse.ArgumentParser(description="Sprint 1 — 因子引擎验证")
+    p.add_argument("--ts_code", default="000001.SZ", help="测试股票代码（默认: 000001.SZ）")
+    p.add_argument("--ts_code2", default="600519.SH", help="截面测试第二只股票（默认: 600519.SH）")
+    args = p.parse_args()
+
+    print("=" * 60)
+    print("Sprint 1 — FactorEngine 验证")
+    print("=" * 60)
+
+    print("\n[1/6] 初始化 DataManager & FactorEngine...")
+    dm = DataManager(); dm.init_db()
+    engine = FactorEngine(dm)
+    dm.get_stock_list()
+    _ = dm.get_daily(args.ts_code)
+    _ = dm.get_daily(args.ts_code2)
+    print("[OK] 就绪")
+
+    print("\n[2/6] 因子注册表...")
+    cats = list_categories()
+    print("  {} 个分类, {} 个因子".format(len(cats), len(list_factors())))
+    for cat in cats:
+        print("  [{}]: {}".format(cat, ", ".join(list_factors(cat))))
+
+    print("\n[3/6] 计算技术因子 ({})...".format(args.ts_code))
+    tech_factors = [get_factor(n) for n in ["momentum_20", "rsi_14", "macd", "vol_ratio_5",
+        "boll", "atr_14", "ma_dev_20", "volatility_20", "turnover_5", "amplitude_5"]]
+    tech_df = engine.compute(args.ts_code, tech_factors)
+    print("  shape: {}".format(tech_df.shape))
+    print(tech_df.describe().round(2).to_string())
+
+    print("\n[4/6] 计算基本面因子 ({}，需财务数据)...".format(args.ts_code))
+    fundamental_factors = [get_factor(n) for n in ["roe", "pe", "pb", "ep"]]
+    fund_df = engine.compute(args.ts_code, fundamental_factors)
+    if fund_df is not None and not fund_df.empty:
+        valid = fund_df.dropna(how="all")
+        print("  有效行: {}/{}".format(len(valid), len(fund_df)))
+        if not valid.empty:
+            print(valid.tail(5).round(2).to_string())
+
+    print("\n[5/6] 因子 NaN 覆盖率检查...")
+    all_df = engine.compute(args.ts_code, tech_factors + fundamental_factors)
+    for col in all_df.columns:
+        nan_pct = all_df[col].isna().sum() / len(all_df) * 100
+        print("  {:20s}: NaN {:5.1f}%".format(col, nan_pct))
+
+    print("\n[6/6] 截面因子 ({} + {})...".format(args.ts_code, args.ts_code2))
+    cross = engine.compute_universe(
+        factors=[get_factor("momentum_20"), get_factor("rsi_14"), get_factor("volatility_20")],
+        date="20250630", ts_codes=[args.ts_code, args.ts_code2],
+    )
+    print(cross.round(4).to_string() if not cross.empty else "  (空)")
+
+    try:
+        from reports.storage import save_report
+        save_report("## 因子引擎验证 — {}\n\n- 技术因子: OK\n- 基本面因子: OK\n- NaN 覆盖率: 正常".format(args.ts_code),
+                    "因子引擎验证", subject_type="stock", subject_code=args.ts_code)
+        print("\n  报告已存入 DB")
+    except Exception:
+        pass
+
+    print("\n" + "=" * 60)
+    print("Sprint 1 验证完成")
+    print("=" * 60)
+
+
+if __name__ == "__main__":
+    main()