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/database/connection.py

@@ -0,0 +1,118 @@
+"""
+MariaDB 连接管理。
+
+使用 SQLAlchemy 连接池，通过 SSH 隧道访问远程数据库。
+连接失败时自动尝试重建 SSH 隧道并重连。
+"""
+
+import os
+import subprocess
+import time
+
+from sqlalchemy import create_engine, text
+from sqlalchemy.orm import sessionmaker
+
+from config.settings import MARIADB_CONFIG
+
+_engine = None
+_SessionLocal = None
+
+
+def _build_url() -> str:
+    cfg = MARIADB_CONFIG
+    return (
+        "mysql+pymysql://{}:{}"
+        "@{}:{}/{}"
+        "?charset={}"
+    ).format(cfg["user"], cfg["password"], cfg["host"], cfg["port"], cfg["database"], cfg["charset"])
+
+
+def _reconnect_ssh() -> bool:
+    """自动运行 autossh.sh 重建 SSH 隧道。每次调用都会尝试。"""
+
+    candidates = [
+        os.path.join(os.path.dirname(os.path.dirname(os.path.dirname(
+            os.path.abspath(__file__)))), "shared", "script", "autossh.sh"),
+        os.path.expanduser("~/Downloads/cc-cursor/shared/script/autossh.sh"),
+    ]
+    script = None
+    for c in candidates:
+        if os.path.exists(c):
+            script = c
+            break
+
+    if script is None:
+        print("[DB] SSH 脚本未找到")
+        return False
+
+    try:
+        print("[DB] 尝试重建 SSH 隧道: {}".format(script))
+        result = subprocess.run(["bash", script], capture_output=True, text=True, timeout=15)
+        time.sleep(3)  # 等待隧道建立
+        if result.returncode == 0:
+            print("[DB] SSH 隧道重建完成")
+            return True
+        else:
+            print("[DB] SSH 隧道重建失败: {}".format(result.stderr[:200]))
+            return False
+    except Exception as e:
+        print("[DB] SSH 执行异常: {}".format(e))
+        return False
+
+
+def _test_engine(engine) -> bool:
+    """测试引擎连接是否存活。"""
+    try:
+        with engine.connect() as conn:
+            conn.execute(text("SELECT 1"))
+        return True
+    except Exception:
+        return False
+
+
+def get_engine():
+    """获取 SQLAlchemy Engine（懒初始化，断连时自动重连）。"""
+    global _engine, _SessionLocal
+
+    # 已有引擎但连接断开 → dispose 旧池 → SSH 重连 → 重建引擎
+    if _engine is not None and not _test_engine(_engine):
+        print("[DB] 连接已断开，尝试自动恢复...")
+        _engine.dispose()  # 杀死所有旧连接
+        _engine = None
+        if _reconnect_ssh():
+            print("[DB] 连接已恢复")
+        else:
+            print("[DB] 自动恢复失败，将无法连接数据库")
+
+    # 创建引擎（首次或重建后）
+    if _engine is None:
+        cfg = MARIADB_CONFIG
+        _engine = create_engine(
+            _build_url(),
+            pool_size=cfg["pool_size"],
+            pool_recycle=cfg["pool_recycle"],
+            pool_pre_ping=True,   # 每次取连接前先 SELECT 1 验证存活
+            echo=False,
+        )
+        # Session factory 下次获取时自动绑定新引擎
+        _SessionLocal = None
+
+    return _engine
+
+
+def get_session():
+    """获取一个新的数据库会话。"""
+    global _SessionLocal
+    if _SessionLocal is None:
+        _SessionLocal = sessionmaker(bind=get_engine())
+    return _SessionLocal()
+
+
+def test_connection() -> bool:
+    """测试数据库连接是否正常。"""
+    try:
+        engine = get_engine()
+        return _test_engine(engine)
+    except Exception as e:
+        print("[ERROR] 数据库连接失败: {}".format(e))
+        return False