功能：Web 前端与报告格式化（工作区中此前未提交的工作）

说明：本提交**不是本轮会话所做**，而是工作区里此前遗留的未提交改动。
为把历史分开，先单独提交它，再提交本轮会话的修改。

包含：
- Web 前端：web/index.html、web/app.js（统一 SPA，含回测/画像/Walk-forward 页面）
- 后端接口：web/server.py 路由、web/analysis.py（新增个股分析）
- 报告层：report/format.py（新增统一数字格式化 NumFmt）、
  report/{backtest,profile,sensitivity,universe,walkforward}_report.py 接入 NumFmt、
  report/renderer.py
- 股息率口径：factor/dividend_yield.py（毛刺消除 smooth_spikes）
- 筛选：universe/selector.py、universe/filters/dividend.py
- 绩效/敏感性：analysis/performance.py、analysis/sensitivity.py
- 部署：deploy/install-service.sh
- 测试：tests/test_format.py、tests/test_dividend_smoothing.py（新增）、
  tests/test_web.py、tests/test_universe.py

提交时全量测试 403 项通过。

tests/test_web.py

@@ -26,10 +26,12 @@ from hdiv.web.server import ROUTES
 #: 路径样例用于匹配路由正则；改前端时需同步此表。
 FRONTEND_CALLS: list[tuple[str, str]] = [
     ("GET", "/api/health"),
+    ("GET", "/api/config/display"),
     ("GET", "/api/summary"),
     ("GET", "/api/universes"),
     ("GET", "/api/universes/abc123"),
     ("GET", "/api/universes/abc123/members"),
+    ("GET", "/api/universes/abc123/members/600519.SH"),
     ("GET", "/api/universes/abc123/backtests"),
     ("PATCH", "/api/universes/abc123"),
     ("GET", "/api/stocks/600519.SH"),
@@ -38,8 +40,18 @@ FRONTEND_CALLS: list[tuple[str, str]] = [
     ("GET", "/api/backtests/abc123/metrics"),
     ("GET", "/api/backtests/abc123/equity"),
     ("GET", "/api/backtests/abc123/trades"),
+    # 净值曲线右轴可叠加的基准指数
+    ("GET", "/api/indices"),
     ("GET", "/api/backtests/abc123/signals"),
     ("PATCH", "/api/backtests/abc123"),
+    # 回测内分析：任意日持仓 + 个股买卖点
+    ("GET", "/api/backtests/abc123/portfolio"),
+    ("GET", "/api/backtests/abc123/position-dates"),
+    ("GET", "/api/backtests/abc123/stocks"),
+    ("GET", "/api/backtests/abc123/stocks/600519.SH"),
+    # Walk-forward 样本外
+    ("GET", "/api/walkforwards"),
+    ("GET", "/api/walkforwards/abc123"),
 ]
 
 
@@ -87,18 +99,25 @@ def test_members_endpoint_defaults_to_selected() -> None:
         "未指定 passed 时应视为 1（仅入选）"
 
 
-def test_every_route_has_a_frontend_or_cli_consumer() -> None:
-    """反向检查：后端不应暴露无人使用的接口（便于发现遗留死接口）。"""
-    known_paths = {p for _m, p in FRONTEND_CALLS}
-    orphans = []
-    for _m, pat, fn in ROUTES:
-        # 用契约表中的样例路径试探该路由是否有消费者
-        sample = pat.pattern.replace("^", "").replace("$", "")
-        sample = re.sub(r"\(\?P<\w+>\[[^\]]+\]\+?\)", "abc123", sample)
-        if not any(pat.match(p) for p in known_paths) and "/stocks/" not in sample:
-            orphans.append((_m, pat.pattern))
-    # /stocks/ 由画像页使用；/universes/{id}/members/{sym} 为可选下钻
-    assert len(orphans) <= 2, f"疑似无人使用的接口：{orphans}"
+def test_every_route_is_covered_by_the_contract() -> None:
+    """反向检查：每条后端路由都必须出现在契约表里。
+
+    这样契约表就是「前后端接口清单」的唯一事实来源：
+    新增接口忘了登记会被发现，删接口忘了清契约也会被发现。
+
+    早期版本给两个「可选下钻」接口开了后门（阈值 <= 2），
+    结果新增的三个接口漏登记却被放行 —— 所以现在零容忍。
+    """
+    known = {p for _m, p in FRONTEND_CALLS}
+    uncovered = []
+    for method, pat, _fn in ROUTES:
+        if not any(m == method and pat.match(p) for m, p in FRONTEND_CALLS) and \
+           not any(pat.match(p) for p in known):
+            uncovered.append((method, pat.pattern))
+    assert not uncovered, (
+        f"以下路由未登记在 FRONTEND_CALLS 中：{uncovered}\n"
+        "新增接口时请同步更新契约表，否则前端改动无法被发现。"
+    )
 
 
 # ---------------------------------------------------------------------------
@@ -326,6 +345,44 @@ def test_all_api_payloads_are_json_serializable() -> None:
         json.dumps(p, ensure_ascii=False, cls=_Encoder)  # 不应抛异常
 
 
+@requires_db
+def test_equity_index_overlay_is_date_aligned() -> None:
+    """净值曲线右轴叠加的指数必须与日期**逐点对齐**。
+
+    类目轴上每个类目一个点：指数序列只要少一天，
+    整条指数线就会相对净值曲线整体错位，画出错误的对比。
+    """
+    from hdiv.core.errors import HdivError
+    from hdiv.web import service
+
+    rid = _sample_backtest_run()
+    if not rid:
+        pytest.skip("没有可用的回测")
+    items = service.list_indices()
+    if not items:
+        pytest.skip("hd_index_daily 没有指数行情")
+    assert [x["code"] for x in items if x["is_default"]] == [service.DEFAULT_INDEX_CODE], \
+        "应恰好把默认指数（沪深300）标成 default"
+
+    base = service.get_backtest_equity(rid)
+    if not base["dates"]:
+        pytest.skip("该回测没有净值曲线")
+    assert base["index"] is None, "不传 index 时不应凭空叠加指数"
+
+    for it in items:
+        ix = service.get_backtest_equity(rid, index_code=it["code"])["index"]
+        assert ix["code"] == it["code"] and ix["name"]
+        assert len(ix["close"]) == len(base["dates"]), f"{it['code']} 未与净值曲线对齐"
+        vals = [v for v in ix["close"] if v is not None]
+        # 叠加的是指数点位，不是净值；量级错了说明取错了列
+        assert not vals or min(vals) > 10, f"{it['code']} 取值不像指数点位：{vals[:3]}"
+        json.dumps(ix, allow_nan=False)
+
+    # 库里没有的指数应当明确报错，而不是画一条空线
+    with pytest.raises(HdivError):
+        service.get_backtest_equity(rid, index_code="999999.XX")
+
+
 @requires_db
 def test_reason_text_is_human_readable() -> None:
     """成交理由必须渲染成人话，而不是丢一坨 JSON 给前端。"""
@@ -573,3 +630,320 @@ def test_site_build_does_not_clobber_spa() -> None:
     site.sync_frontend(verbose=False)
     html = (project_root() / "output" / "index.html").read_text(encoding="utf-8")
     assert "app/app.js" in html
+
+
+# ---------------------------------------------------------------------------
+# 回测内分析：任意日持仓 + 个股买卖点
+# ---------------------------------------------------------------------------
+
+
+def _sample_backtest_run() -> str | None:
+    from hdiv.core.config import load_config
+    from hdiv.data import db
+
+    df = db.read_sql(
+        "SELECT r.run_id FROM hd_backtest_run r "
+        "JOIN hd_backtest_position p ON p.run_id = r.run_id "
+        "WHERE r.mode = 'single' "
+        "GROUP BY r.run_id ORDER BY COUNT(*) DESC LIMIT 1",
+        cfg=load_config("datasource"),
+    )
+    return None if df.empty else str(df["run_id"].iloc[0])
+
+
+@requires_db
+def test_position_dates_is_compact_by_default() -> None:
+    """默认只返回日期字符串：带全字段会让响应从约 30KB 涨到 460KB。"""
+    from hdiv.web import analysis
+
+    rid = _sample_backtest_run()
+    if not rid:
+        pytest.skip("没有带持仓的回测")
+    d = analysis.position_dates(rid)
+    assert "dates" in d and d["dates"], "应返回日期数组"
+    assert "items" not in d, "默认不应返回逐日全字段明细"
+    assert d["count"] == len(d["dates"])
+    assert d["dates"] == sorted(d["dates"]), "日期应升序"
+    # 紧凑形式必须显著更小
+    import json
+
+    compact = len(json.dumps(d, ensure_ascii=False).encode())
+    full = len(json.dumps(analysis.position_dates(rid, detail=True),
+                          ensure_ascii=False).encode())
+    assert compact < full / 3, f"紧凑形式应远小于明细（{compact} vs {full}）"
+
+
+@requires_db
+def test_portfolio_falls_back_to_previous_trading_day() -> None:
+    """非交易日应回退到之前最近的有快照交易日，并如实标注。"""
+    from hdiv.web import analysis
+    from hdiv.core.errors import HdivError
+
+    rid = _sample_backtest_run()
+    if not rid:
+        pytest.skip("没有带持仓的回测")
+    dates = analysis.position_dates(rid)["dates"]
+    d = analysis.portfolio_on_date(rid, dates[-1])
+    assert d["date"] == dates[-1] and not d["adjusted"]
+
+    # 区间内但非交易日（用周末构造）
+    import datetime as _dt
+
+    mid = _dt.date.fromisoformat(dates[len(dates) // 2])
+    weekend = mid + _dt.timedelta(days=(5 - mid.weekday()) % 7 + 1)
+    d2 = analysis.portfolio_on_date(rid, weekend.isoformat())
+    assert d2["date"] <= weekend.isoformat()
+    assert d2["adjusted"] is True, "非交易日应标注已回退"
+
+    # 早于首个快照应给出可理解错误
+    with pytest.raises(HdivError, match="早于该回测的首个快照"):
+        analysis.portfolio_on_date(rid, "1990-01-01")
+
+
+@requires_db
+def test_portfolio_summary_is_internally_consistent() -> None:
+    """持仓汇总必须自洽：市值合计 = 逐股之和；权重合计 ≈ 仓位占比。"""
+    from hdiv.web import analysis
+
+    rid = _sample_backtest_run()
+    if not rid:
+        pytest.skip("没有带持仓的回测")
+    dates = analysis.position_dates(rid)["dates"]
+    # 找一个有持仓的交易日
+    for day in reversed(dates):
+        d = analysis.portfolio_on_date(rid, day)
+        if d["positions"]:
+            break
+    else:
+        pytest.skip("没有非空持仓日")
+
+    s = sum(p["market_value"] or 0 for p in d["positions"])
+    assert abs(s - d["summary"]["market_value"]) < 1.0
+    assert d["summary"]["count"] == len(d["positions"])
+    w = sum(p["weight"] or 0 for p in d["positions"])
+    tv = d["equity"]["total_value"] or 0
+    if tv:
+        assert abs(w - d["summary"]["market_value"] / tv) < 0.02, \
+            f"权重合计 {w:.4f} 应约等于仓位占比 {d['summary']['market_value']/tv:.4f}"
+    # 每只股票都应带名称（JOIN stock）
+    assert all(p["symbol"] for p in d["positions"])
+
+
+@requires_db
+def test_stock_detail_series_and_trades() -> None:
+    """个股买卖点：序列长度一致、买卖点带完整成交信息。"""
+    from hdiv.web import analysis
+
+    rid = _sample_backtest_run()
+    if not rid:
+        pytest.skip("没有带持仓的回测")
+    stocks = analysis.run_stocks(rid)
+    if not stocks:
+        pytest.skip("该回测没有持仓股票")
+    sym = stocks[0]["symbol"]
+
+    d = analysis.stock_detail(rid, sym)
+    n = len(d["dates"])
+    assert n > 0
+    for k, v in d["series"].items():
+        assert len(v) == n, f"序列 {k} 长度与日期不一致（{len(v)} vs {n}）"
+    assert "close" in d["series"]
+
+    # 股息率必须在合理量级内（单位错误会让它变成 0 或几百）
+    dv = [x for x in d["series"]["dv_yield"] if x is not None]
+    if dv:
+        assert max(dv) < 1.0, f"股息率不应超过 100%：{max(dv)}"
+        assert min(dv) >= 0.0, "股息率不应为负"
+
+    for t in d["trades"]:
+        assert t["side"] in {"BUY", "SELL"}
+        assert t["price"] and t["price"] > 0
+        assert t["quantity"] and t["quantity"] > 0
+        assert t["amount"] and t["amount"] > 0
+        assert t["reason_text"] and t["reason_text"] != ""
+    assert d["stats"]["trade_count"] == len(d["trades"])
+
+
+@requires_db
+def test_stock_detail_with_sell_trades_does_not_500() -> None:
+    """回归：有卖出的个股必须能打开。
+
+    卖出成交的 ``holding_days`` 在库里是 NaN 而**不是** None，
+    老代码 ``int(r["holding_days"]) if ... is not None else None`` 会抛
+    ``ValueError: cannot convert float NaN to integer``，
+    让个股详情接口 500 —— 22/35 只有卖出的个股整页打不开。
+    """
+    from hdiv.web import analysis
+
+    rid = _sample_backtest_run()
+    if not rid:
+        pytest.skip("没有带持仓的回测")
+    stocks = analysis.run_stocks(rid)
+    sells = [s for s in stocks if (s.get("sell_count") or 0) > 0]
+    if not sells:
+        pytest.skip("该回测没有卖出成交")
+    sym = sells[0]["symbol"]
+
+    d = analysis.stock_detail(rid, sym)      # 老代码在这一行 500
+    assert any(t["side"] == "SELL" for t in d["trades"]), "应至少有一笔卖出"
+    for t in d["trades"]:
+        hd = t["holding_days"]
+        assert hd is None or isinstance(hd, int), f"holding_days 应为整数或 None：{hd!r}"
+        assert hd is None or hd >= 0
+    # NaN 会以非法 JSON 的形式漏到前端，这里一并卡住
+    json.dumps(d, allow_nan=False)
+
+
+@requires_db
+def test_stock_detail_respects_series_selection() -> None:
+    """勾选哪些指标就只算哪些（不为没勾的做无谓计算）。"""
+    from hdiv.web import analysis
+    from hdiv.core.errors import HdivError
+
+    rid = _sample_backtest_run()
+    if not rid:
+        pytest.skip("没有带持仓的回测")
+    sym = analysis.run_stocks(rid)[0]["symbol"]
+    d = analysis.stock_detail(rid, sym, series=["close", "roe"])
+    assert set(d["series"]) == {"close", "roe"}
+    assert "pe_ttm" not in d["series"]
+    # 无效指标应报错而不是静默忽略
+    with pytest.raises(HdivError):
+        analysis.stock_detail(rid, sym, series=["不存在的指标"])
+
+
+@requires_db
+def test_roe_series_is_stepwise_not_interpolated() -> None:
+    """ROE 必须按公告日对齐成阶梯（插值会造出当时不存在的值）。"""
+    from hdiv.web import analysis
+
+    rid = _sample_backtest_run()
+    if not rid:
+        pytest.skip("没有带持仓的回测")
+    sym = analysis.run_stocks(rid)[0]["symbol"]
+    d = analysis.stock_detail(rid, sym, series=["roe"])
+    vals = [x for x in d["series"]["roe"] if x is not None]
+    if len(vals) < 50:
+        pytest.skip("ROE 样本不足")
+    # 阶梯序列的不同取值数应远少于样本数（季度更新，约 4 次/年）
+    distinct = len(set(round(v, 6) for v in vals))
+    assert distinct < len(vals) / 5, \
+        f"ROE 取值数 {distinct} 相对样本 {len(vals)} 过多，疑似插值而非阶梯"
+
+
+# ---------------------------------------------------------------------------
+# Walk-forward 前端可见性
+# ---------------------------------------------------------------------------
+
+
+@requires_db
+def test_walkforward_list_and_detail() -> None:
+    """Walk-forward 记录必须在接口层可见（此前完全没有入口）。"""
+    from hdiv.web import service
+
+    items = service.list_walkforwards()
+    if not items:
+        pytest.skip("没有 walk-forward 记录")
+    w = items[0]
+    assert w["wf_id"] and w["window_count"] > 0
+    assert w["title"], "应有可读标题"
+    assert w["strategy"]["conditions"], "应带策略条件说明"
+    assert "oos" in w and w["oos"].get("window_count") == w["window_count"]
+
+    d = service.get_walkforward(w["wf_id"])
+    assert d is not None
+    assert len(d["windows"]) == w["window_count"]
+    for win in d["windows"]:
+        # 每个窗口都必须有训练段与测试段
+        assert win["train_start"] and win["test_start"]
+        assert win["train_run_id"] and win["test_run_id"]
+        assert "in_sample" in win and "out_of_sample" in win
+    s = d["summary"]
+    assert len(s["oos_returns"]) == w["window_count"]
+    assert s["oos_mean"] is not None
+    assert 0.0 <= s["oos_win_rate"] <= 1.0
+
+
+@requires_db
+def test_walkforward_summary_is_consistent() -> None:
+    """汇总必须与逐窗口数据自洽（曾靠 metric 行数反推导致胜率算错）。"""
+    from hdiv.web import service
+
+    items = service.list_walkforwards()
+    if not items:
+        pytest.skip("没有 walk-forward 记录")
+    for w in items[:3]:
+        d = service.get_walkforward(w["wf_id"])
+        rets = [x["out_of_sample"].get("total_return") for x in d["windows"]]
+        rets = [x for x in rets if x is not None]
+        if not rets:
+            continue
+        assert abs(d["summary"]["oos_mean"] - sum(rets) / len(rets)) < 1e-9
+        expect_win = sum(1 for x in rets if x > 0) / len(rets)
+        assert abs(d["summary"]["oos_win_rate"] - expect_win) < 1e-9
+        # 列表页的汇总应与详情页一致
+        assert abs((w["oos"]["mean_return"] or 0) - d["summary"]["oos_mean"]) < 1e-9
+
+
+def test_walkforward_frontend_page_exists() -> None:
+    """前端必须有 walk-forward 页与导航入口。"""
+    js = (project_root() / "web" / "app.js").read_text(encoding="utf-8")
+    html = (project_root() / "web" / "index.html").read_text(encoding="utf-8")
+    assert "viewWalkforwards" in js and "viewWalkforwardDetail" in js
+    assert "#/walkforwards" in html, "导航缺「样本外」入口"
+    assert "mountWalkforwardDetail" in js, "详情页应挂载对比图"
+
+
+@requires_db
+def test_walkforward_exposes_benchmark_and_excess() -> None:
+    """回归：基准指标存为 benchmark_<code>，曾被 benchmark_code='' 过滤掉，
+    导致页面上看不到最重要的「超额收益」。"""
+    from hdiv.web import service
+
+    items = service.list_walkforwards()
+    if not items:
+        pytest.skip("没有 walk-forward 记录")
+    d = service.get_walkforward(items[0]["wf_id"])
+    s = d["summary"]
+    assert s.get("benchmark_mean") is not None, "缺少基准均值"
+    assert s.get("excess_mean") is not None, "缺少超额收益均值"
+    assert s.get("excess_win_rate") is not None
+
+    got = 0
+    for w in d["windows"]:
+        if w["benchmark_return"] is None:
+            continue
+        got += 1
+        assert w["benchmark_code"], "应记录基准代码"
+        o = w["out_of_sample"].get("total_return")
+        if o is not None:
+            assert abs(w["excess_return"] - (o - w["benchmark_return"])) < 1e-9, \
+                "超额必须等于 策略收益 − 基准收益"
+        # 基准行不得混进策略指标里
+        assert not any(k.startswith("benchmark::") for k in w["out_of_sample"])
+    assert got > 0, "没有任何窗口带基准收益"
+
+
+@requires_db
+def test_walkforward_frozen_params_record_calibration() -> None:
+    """冻结参数必须记录「校准出的绝对阈值」，而不只是配置里的分位。
+
+    训练段的作用是把相对分位（P75）转成绝对股息率；若只有分位、
+    没有绝对阈值，说明训练段实际上没做校准。
+    """
+    from hdiv.web import service
+
+    items = service.list_walkforwards()
+    if not items:
+        pytest.skip("没有 walk-forward 记录")
+    d = service.get_walkforward(items[0]["wf_id"])
+    abs_entries = []
+    for w in d["windows"]:
+        f = w["frozen_params"]
+        assert "entry_yield_percentile" in f, "应保留分位口径"
+        assert f.get("absolute_entry_yield"), f"窗口 {w['window_index']} 缺校准阈值"
+        assert f.get("calibration_obs"), "应记录校准样本数"
+        abs_entries.append(f["absolute_entry_yield"])
+    # 各窗口的绝对阈值应随市场水平变化（全相同说明没真校准）
+    assert len(set(round(x, 6) for x in abs_entries)) > 1, \
+        "各窗口校准出的绝对阈值完全相同，疑似未真正校准"