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>
2026-06-07 15:59:05 +08:00
commit 271a9343a5
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+"""
+ORM 模型定义。
+
+所有表使用 mac_ 前缀，与现有表隔离。
+"""
+
+from sqlalchemy import Column, String, Date, DateTime, Float, BigInteger, Index, PrimaryKeyConstraint, Text
+from sqlalchemy.orm import DeclarativeBase
+
+from config.settings import TABLE_STOCK_BASIC, TABLE_STOCK_DAILY, TABLE_STOCK_FINANCIAL, TABLE_REPORT
+
+
+class Base(DeclarativeBase):
+    pass
+
+
+class StockBasic(Base):
+    """股票基本信息表。"""
+    __tablename__ = TABLE_STOCK_BASIC
+
+    ts_code = Column(String(16), primary_key=True, comment="股票代码（如 000001.SZ）")
+    name = Column(String(32), comment="股票名称")
+    area = Column(String(16), comment="地区")
+    industry = Column(String(32), comment="行业")
+    market = Column(String(8), comment="市场（主板/创业板/科创板）")
+    list_date = Column(String(8), comment="上市日期")
+    is_hs = Column(String(1), comment="是否沪深港通")
+
+
+class StockDaily(Base):
+    """日线行情表。"""
+    __tablename__ = TABLE_STOCK_DAILY
+    __table_args__ = (
+        PrimaryKeyConstraint("ts_code", "trade_date"),
+        Index("idx_mac_daily_ts_code", "ts_code"),
+        Index("idx_mac_daily_trade_date", "trade_date"),
+    )
+
+    ts_code = Column(String(16), comment="股票代码")
+    trade_date = Column(String(8), comment="交易日期")
+    open = Column(Float, comment="开盘价")
+    high = Column(Float, comment="最高价")
+    low = Column(Float, comment="最低价")
+    close = Column(Float, comment="收盘价")
+    pre_close = Column(Float, comment="昨收价")
+    change = Column(Float, comment="涨跌额")
+    pct_chg = Column(Float, comment="涨跌幅(%)")
+    vol = Column(Float, comment="成交量（手）")
+    amount = Column(Float, comment="成交额（千元）")
+    turnover_rate = Column(Float, comment="换手率(%)")
+
+
+class StockFinancial(Base):
+    """财务数据表（同花顺核心指标）。"""
+    __tablename__ = TABLE_STOCK_FINANCIAL
+    __table_args__ = (
+        PrimaryKeyConstraint("ts_code", "end_date"),
+        Index("idx_mac_fina_ts_code", "ts_code"),
+    )
+
+    ts_code = Column(String(16), comment="股票代码")
+    end_date = Column(String(8), comment="报告期 YYYYMMDD")
+    eps = Column(Float, comment="基本每股收益")
+    bvps = Column(Float, comment="每股净资产")
+    roe = Column(Float, comment="净资产收益率(%)")
+    roe_diluted = Column(Float, comment="净资产收益率-摊薄(%)")
+    net_profit_margin = Column(Float, comment="销售净利率(%)")
+    debt_to_assets = Column(Float, comment="资产负债率(%)")
+    current_ratio = Column(Float, comment="流动比率")
+    quick_ratio = Column(Float, comment="速动比率")
+    total_revenue = Column(Float, comment="营业总收入")
+    total_revenue_yoy = Column(Float, comment="营业总收入同比增长率(%)")
+    net_profit = Column(Float, comment="净利润")
+    net_profit_yoy = Column(Float, comment="净利润同比增长率(%)")
+
+
+class Report(Base):
+    """报告存储表。"""
+    __tablename__ = TABLE_REPORT
+    __table_args__ = (
+        Index("idx_mac_report_date", "report_date"),
+        Index("idx_mac_report_subject", "subject_type", "subject_code"),
+        Index("idx_mac_report_active", "is_active"),
+    )
+
+    id = Column(BigInteger, primary_key=True, autoincrement=True, comment="主键")
+    report_date = Column(Date, nullable=False, comment="报告日期")
+    title = Column(String(256), nullable=False, comment="报告标题")
+    subject_type = Column(String(32), comment="研究对象类型: stock/index/sector/portfolio/daily")
+    subject_code = Column(String(64), comment="研究对象代码")
+    content = Column(Text, comment="报告内容 (markdown)")
+    created_at = Column(DateTime, comment="报告生成时间")
+    is_active = Column(Float, default=1.0, comment="1=有效, 0=已失效")
+
+
+def create_all_tables():
+    """创建所有 mac_ 开头的表。"""
+    engine = __import__("database.connection", fromlist=["get_engine"]).get_engine()
+    Base.metadata.create_all(engine)
+    print("[OK] 所有表创建完成")