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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+"""
+参数搜索空间定义。
+"""
+
+from dataclasses import dataclass, field
+
+import optuna
+
+
+@dataclass
+class SearchSpace:
+    """参数搜索空间。"""
+
+    params: list[dict] = field(default_factory=list)
+    # 每个元素: {"name": str, "type": "int"|"float"|"categorical",
+    #            "low": float, "high": float, "step": float, "choices": list}
+
+    def suggest(self, trial: optuna.Trial) -> dict:
+        """从 trial 中采样一组参数。"""
+        result = {}
+        for p in self.params:
+            name = p["name"]
+            kind = p["type"]
+            if kind == "int":
+                low = p.get("low", 0)
+                high = p.get("high", 100)
+                step = p.get("step", 1)
+                result[name] = trial.suggest_int(name, int(low), int(high), step=int(step))
+            elif kind == "float":
+                low = p.get("low", 0.0)
+                high = p.get("high", 1.0)
+                result[name] = trial.suggest_float(name, float(low), float(high))
+            elif kind == "categorical":
+                choices = p.get("choices", [])
+                result[name] = trial.suggest_categorical(name, choices)
+        return result
+
+
+# ── 预置搜索空间 ──────────────────────────────────────────
+
+sma_cross_space = SearchSpace(params=[
+    {"name": "fast", "type": "int", "low": 2, "high": 30, "step": 1},
+    {"name": "slow", "type": "int", "low": 15, "high": 120, "step": 5},
+])
+
+rsi_revert_space = SearchSpace(params=[
+    {"name": "oversold", "type": "int", "low": 10, "high": 45, "step": 1},
+    {"name": "overbought", "type": "int", "low": 55, "high": 90, "step": 1},
+])
+
+momentum_breakout_space = SearchSpace(params=[
+    {"name": "lookback", "type": "int", "low": 10, "high": 60, "step": 5},
+    {"name": "exit_period", "type": "int", "low": 5, "high": 30, "step": 1},
+])
+
+factor_cross_space = SearchSpace(params=[
+    {"name": "buy_threshold", "type": "float", "low": -10.0, "high": 10.0},
+    {"name": "sell_threshold", "type": "float", "low": -10.0, "high": 10.0},
+])
+
+# 名称 → 空间映射
+SPACES = {
+    "sma_cross": sma_cross_space,
+    "rsi_revert": rsi_revert_space,
+    "momentum_breakout": momentum_breakout_space,
+    "factor_cross": factor_cross_space,
+}