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/optimizer/result.py

@@ -0,0 +1,57 @@
+"""
+优化结果数据结构。
+"""
+
+from dataclasses import dataclass, field
+
+import pandas as pd
+
+from backtest.report import BacktestReport
+
+
+@dataclass
+class OptimizationResult:
+    """单次参数优化结果。"""
+
+    best_params: dict = field(default_factory=dict)
+    best_value: float = 0.0
+    metric: str = "sharpe"
+
+    best_report: BacktestReport | None = None
+    trials_df: pd.DataFrame = field(default_factory=pd.DataFrame)
+    param_importance: dict = field(default_factory=dict)
+
+    def summary(self) -> str:
+        lines = [
+            f"最优参数: {self.best_params}",
+            f"最优目标 ({self.metric}): {self.best_value:.4f}",
+        ]
+        if self.best_report is not None:
+            lines.append(f"回测: {self.best_report.summary()}")
+        return "\n".join(lines)
+
+
+@dataclass
+class WalkForwardResult:
+    """滚动窗口优化结果。"""
+
+    windows: list[dict] = field(default_factory=list)
+    consolidated_report: BacktestReport | None = None
+    param_stability: pd.DataFrame = field(default_factory=pd.DataFrame)
+
+    def summary(self) -> str:
+        n = len(self.windows)
+        lines = [f"Walk-Forward: {n} 个窗口"]
+        for w in self.windows:
+            lines.append(
+                f"  {w['train_start']}~{w['train_end']}"
+                f" → {w['test_start']}~{w['test_end']}"
+                f" | 参数={w.get('best_params', {})}"
+                f" | 收益={w.get('test_return', 0):.1f}%"
+            )
+        if self.consolidated_report is not None:
+            lines.append(f"整体: {self.consolidated_report.summary()}")
+        if not self.param_stability.empty:
+            stds = self.param_stability.std()
+            lines.append(f"参数稳定性(std): {dict(stds.round(2))}")
+        return "\n".join(lines)