feat: 股息率案例口径 + 策略库与图表统一 + 回测存档完整化

汇总三轮未提交的开发（每轮均在本机 MariaDB + 真实浏览器上验证）：

1) 股息率案例（全市场股息率最高 n 只，默认 20，每 m 月择股）
   - 新增日频估值表 daily_basic + 迁移；股息率因子（dv_ratio / dividend_yield / TTM）
   - 名称历史表 stock_name_history：剔除 ST 按**择股日当时名称**判定，消除
     「曾高股息后 ST」的股息陷阱（实测 3.70pp 偏差）
   - 区间择股/调仓双周期（m 择股 / y 调仓）、指数成分与白名单、停牌近似剔除
   - 复权因子口径核对（4,164,742 行、缺失 0.0%）、收盘价成交与涨跌停拦单
   - 案例实测：2020-01-01~2026-09-04 总收益 +24.86%（年化 3.52%、回撤 -28.58%）

2) 策略库与前端统一
   - strategy 表 + CRUD/PUT 原地更新 + `describe_strategy` 按 spec 真实推导
     「一句话说明 + 计算公式 + 执行步骤 + 注意事项」（与引擎实执行规则同源）
   - 任何出现股票代码处都成对显示名称且可点击进个股页
   - 全站图表基座统一 TradingView Lightweight Charts（ECharts 依赖、
     锁文件、组件与文档标注一并清除），买卖点标记只落在真实交易日上

3) 回测存档完整化（可往复查看）
   - 同步端点（POST /api/backtests、/api/factor-tests）此前完全不落库 → 现在同样归档，
     归档 id 经响应头 X-Experiment-Id 返回（不破坏 response_model）
   - data_version 首次真实写入（数据快照指纹：最新交易日 + 各表规模）
   - 个股收益曲线默认**全量保存**（此前硬截断 60 只）；超出体积预算才裁剪，
     并写 archive_meta（机器可读）+ unimplemented（人可读）如实标注
   - 列表 kind/q 过滤 + X-Total-Count（此前 limit=50 静默截断）、DELETE 归档
   - 只读归档页 /experiments/{id}（Server Component，SSR 直出**选股条件**与
     **交易执行依据**）；结果视图按 kind 分发（backtest/factor_test/selection），
     非回测归档不套用回测口径
   - 新增 CLI：prune_experiments（保留策略，默认 dry-run）、
     restore_experiment_from_job（从 Job 副本按原 id 重建被删的历史归档，默认 dry-run）

门禁：pytest 388 passed、ruff All checks passed、tsc 0 错误、图表单测 7 passed、
next build 成功、契约脚本 verify_strategy_workspace 59/59（含按 kind 逐类验证归档页）。

backend/app/infrastructure/persistence/migrations/versions/22d7380706f7_add_daily_basic_table.py

@@ -0,0 +1,67 @@
+"""add daily_basic table
+
+Revision ID: 22d7380706f7
+Revises: f5e0d1c2b3a4
+Create Date: 2026-09-19 15:53:37.029097
+
+每日指标表（Tushare daily_basic）：估值 / 股息率 / 市值，幂等键 (symbol, trade_date)。
+供高股息等横截面选股因子使用（研究侧按 trade_date <= as_of 取用，无未来函数）。
+
+说明：本文件由 `alembic revision --autogenerate` 生成后**手工裁剪**。
+自动生成时同时检出了 `index_weight` 的 drop —— 那是 `IndexWeightModel`
+未在 `models/__init__.py` 注册导致的假差异（表实际存在），
+已在同一提交中补上注册，此处只保留 daily_basic 的建表语句。
+"""
+from __future__ import annotations
+
+from collections.abc import Sequence
+
+import sqlalchemy as sa
+from alembic import op
+
+revision: str = '22d7380706f7'
+down_revision: str | None = 'f5e0d1c2b3a4'
+branch_labels: str | Sequence[str] | None = None
+depends_on: str | Sequence[str] | None = None
+
+
+def upgrade() -> None:
+    op.create_table(
+        'daily_basic',
+        sa.Column(
+            'id',
+            sa.BigInteger().with_variant(sa.Integer(), 'sqlite'),
+            autoincrement=True,
+            nullable=False,
+        ),
+        sa.Column('symbol', sa.String(length=12), nullable=False),
+        sa.Column('trade_date', sa.Date(), nullable=False),
+        sa.Column('source', sa.String(length=16), server_default='tushare', nullable=False),
+        sa.Column('close', sa.Numeric(precision=12, scale=4), nullable=True),
+        sa.Column('turnover_rate', sa.Numeric(precision=12, scale=4), nullable=True),
+        sa.Column('volume_ratio', sa.Numeric(precision=12, scale=4), nullable=True),
+        sa.Column('pe', sa.Numeric(precision=16, scale=4), nullable=True),
+        sa.Column('pe_ttm', sa.Numeric(precision=16, scale=4), nullable=True),
+        sa.Column('pb', sa.Numeric(precision=16, scale=4), nullable=True),
+        sa.Column('ps', sa.Numeric(precision=16, scale=4), nullable=True),
+        sa.Column('ps_ttm', sa.Numeric(precision=16, scale=4), nullable=True),
+        sa.Column('dv_ratio', sa.Numeric(precision=12, scale=4), nullable=True),
+        sa.Column('dv_ttm', sa.Numeric(precision=12, scale=4), nullable=True),
+        sa.Column('total_share', sa.Numeric(precision=24, scale=4), nullable=True),
+        sa.Column('float_share', sa.Numeric(precision=24, scale=4), nullable=True),
+        sa.Column('free_share', sa.Numeric(precision=24, scale=4), nullable=True),
+        sa.Column('total_mv', sa.Numeric(precision=24, scale=4), nullable=True),
+        sa.Column('circ_mv', sa.Numeric(precision=24, scale=4), nullable=True),
+        sa.PrimaryKeyConstraint('id'),
+        sa.UniqueConstraint('symbol', 'trade_date', name='uq_basic_symbol_date'),
+    )
+    with op.batch_alter_table('daily_basic', schema=None) as batch_op:
+        batch_op.create_index(batch_op.f('ix_daily_basic_symbol'), ['symbol'], unique=False)
+        batch_op.create_index(batch_op.f('ix_daily_basic_trade_date'), ['trade_date'], unique=False)
+
+
+def downgrade() -> None:
+    with op.batch_alter_table('daily_basic', schema=None) as batch_op:
+        batch_op.drop_index(batch_op.f('ix_daily_basic_trade_date'))
+        batch_op.drop_index(batch_op.f('ix_daily_basic_symbol'))
+    op.drop_table('daily_basic')

backend/app/infrastructure/persistence/migrations/versions/7b1c4e9a52d8_widen_result_json.py

@@ -0,0 +1,47 @@
+"""research result_json → MEDIUMTEXT（长回测结果落库）
+
+Revision ID: 7b1c4e9a52d8
+Revises: 22d7380706f7
+Create Date: 2026-09-19
+
+背景：全市场多年回测结果（净值/回撤曲线 + 逐笔成交 + Signal↔Fill + 个股收益曲线）
+实测约 1.2MB，MySQL `TEXT`（64KB）会报 1406 Data too long → Job 归档失败
+（2026-09 高股息案例实测：回测本身成功，落库失败）。
+
+本迁移把 job.result_json / experiment.result_json 放宽到 MEDIUMTEXT（16MB）。
+SQLite 等方言不区分 TEXT 长度，迁移里做方言判断，非 MySQL 直接跳过。
+"""
+
+from __future__ import annotations
+
+from alembic import op
+from sqlalchemy import text
+
+revision = "7b1c4e9a52d8"
+down_revision = "22d7380706f7"
+branch_labels = None
+depends_on = None
+
+_COLUMNS = (("job", "result_json", True), ("experiment", "result_json", False))
+
+
+def _dialect() -> str:
+    return op.get_bind().dialect.name
+
+
+def upgrade() -> None:
+    if _dialect() != "mysql":
+        return  # SQLite/TEXT 无长度限制，无需变更
+    for table, column, nullable in _COLUMNS:
+        null_clause = "NULL" if nullable else "NOT NULL"
+        op.execute(
+            text(f"ALTER TABLE {table} MODIFY COLUMN {column} MEDIUMTEXT {null_clause}")
+        )
+
+
+def downgrade() -> None:
+    if _dialect() != "mysql":
+        return
+    for table, column, nullable in _COLUMNS:
+        null_clause = "NULL" if nullable else "NOT NULL"
+        op.execute(text(f"ALTER TABLE {table} MODIFY COLUMN {column} TEXT {null_clause}"))

backend/app/infrastructure/persistence/migrations/versions/a3f8c21d9b47_add_stock_name_history.py

@@ -0,0 +1,64 @@
+"""add stock_name_history table
+
+Revision ID: a3f8c21d9b47
+Revises: 7b1c4e9a52d8
+Create Date: 2026-09-19 21:40:12.000000
+
+股票名称变更历史（Tushare namechange）：时点 ST / 风险警示判定的依据。
+
+**为什么需要**：`stock.name` 是最新名称快照，用它做 `exclude_st` 会把
+「曾为高股息、后来才变 ST/退市」的标的在整段历史里都排除 —— 而那正是
+「股息陷阱」样本。实测对照：同一 spec 仅改 exclude_st，收益 +35.71% → +32.01%，
+即约 3.70pp 的收益被名称快照口径隐藏。
+
+幂等键 (symbol, start_date)。时点查询：
+`start_date <= as_of AND (end_date IS NULL OR end_date >= as_of)`。
+"""
+from __future__ import annotations
+
+from collections.abc import Sequence
+
+import sqlalchemy as sa
+from alembic import op
+
+revision: str = 'a3f8c21d9b47'
+down_revision: str | None = '7b1c4e9a52d8'
+branch_labels: str | Sequence[str] | None = None
+depends_on: str | Sequence[str] | None = None
+
+
+def upgrade() -> None:
+    op.create_table(
+        'stock_name_history',
+        sa.Column(
+            'id',
+            sa.BigInteger().with_variant(sa.Integer(), 'sqlite'),
+            autoincrement=True,
+            nullable=False,
+        ),
+        sa.Column('symbol', sa.String(length=12), nullable=False),
+        sa.Column('name', sa.String(length=64), nullable=False),
+        sa.Column('start_date', sa.Date(), nullable=False),
+        sa.Column('end_date', sa.Date(), nullable=True),
+        sa.Column('ann_date', sa.Date(), nullable=True),
+        sa.Column('change_reason', sa.String(length=32), nullable=True),
+        sa.Column('source', sa.String(length=16), server_default='tushare', nullable=False),
+        sa.PrimaryKeyConstraint('id'),
+        sa.UniqueConstraint('symbol', 'start_date', name='uq_name_symbol_start'),
+    )
+    with op.batch_alter_table('stock_name_history', schema=None) as batch_op:
+        batch_op.create_index(batch_op.f('ix_stock_name_history_symbol'), ['symbol'], unique=False)
+        batch_op.create_index(
+            batch_op.f('ix_stock_name_history_start_date'), ['start_date'], unique=False
+        )
+        batch_op.create_index(
+            batch_op.f('ix_stock_name_history_end_date'), ['end_date'], unique=False
+        )
+
+
+def downgrade() -> None:
+    with op.batch_alter_table('stock_name_history', schema=None) as batch_op:
+        batch_op.drop_index(batch_op.f('ix_stock_name_history_end_date'))
+        batch_op.drop_index(batch_op.f('ix_stock_name_history_start_date'))
+        batch_op.drop_index(batch_op.f('ix_stock_name_history_symbol'))
+    op.drop_table('stock_name_history')

backend/app/infrastructure/persistence/sqlalchemy/data_version.py

@@ -0,0 +1,129 @@
+"""数据集快照指纹：`experiment.data_version` 的真实取值来源。
+
+归档的用途是「往复查看 / 复现」，因此除了代码版本（code_version）还必须记录
+**当时的数据口径**：数据同步到哪一天、各表规模多大。此前该字段从未被写入
+（永远 NULL），本模块补上。
+
+诚实性与成本（AGENT.md §7 不静默 / §24 不假装支持）：
+- 交易日 `MAX(trade_date)` 走索引，实测 ~0.2ms，**真实值**；
+- 大表（stock_daily / adjust_factor / daily_basic，各 800 万行量级）的全表
+  `COUNT(*)` 实测单次 ~1.2s，三次合计 ~3.6s —— 不允许出现在请求路径上；
+  故 MySQL 下改用 `information_schema.TABLES.TABLE_ROWS`（单次查询实测 ~0.5ms），
+  它是 InnoDB 统计缓存的**近似值**（实测 stock_daily 7688126 vs 真实 COUNT(*)
+  8052698，偏差 ~4.6%），因此字符串里用 `≈` 明确标注为近似，绝不冒充精确计数。
+- 非 MySQL 方言（测试用的 SQLite 等）数据量小，直接 `COUNT(*)` 得到精确值，
+  不带 `≈` 标记；
+- 任何一段取不到（连接失败 / 表不存在 / 权限不足）都**降级**：要么丢弃该段，
+  要么整体返回 `unavailable`，绝不编造数字。
+
+字符串格式（≤40 字符 —— experiment.data_version 列是 varchar(40)，本文件不新增
+迁移，故必须塞得下；段超长时从右往左丢弃低优先级段，再退化到 `d<date>`）：
+
+    d<YYYYMMDD>   stock_daily 的最大交易日（`d-` 表示该表无数据 / 取不到交易日）
+    n<count>      stock_daily 行数
+    a<count>      adjust_factor 行数
+    b<count>      daily_basic 行数
+
+行数段写法：`≈<N>k` = MySQL 近似值（k = 千行，四舍五入）；`<N>` = 精确值。
+示例：`d20260904;n≈8053k;a≈8189k;b≈7718k`
+"""
+
+from __future__ import annotations
+
+import logging
+
+from sqlalchemy import func, select, text
+from sqlalchemy.orm import Session
+
+from app.infrastructure.persistence.sqlalchemy.models.market import (
+    AdjustFactorModel,
+    DailyBasicModel,
+    StockDailyModel,
+)
+
+logger = logging.getLogger(__name__)
+
+# experiment.data_version 列宽（varchar(40)，见 models/jobs.py + 既有迁移）
+DATA_VERSION_MAX_LEN = 40
+
+# 段定义：(段名, model)，顺序即优先级（越靠前越重要）
+_TABLES: tuple[tuple[str, type], ...] = (
+    ("n", StockDailyModel),
+    ("a", AdjustFactorModel),
+    ("b", DailyBasicModel),
+)
+
+_FALLBACK = "unavailable"
+
+
+def _fmt_rows(rows: int | None, *, approx: bool) -> str | None:
+    """行数段：近似值用「≈Nk」（千行），精确值用原样数字。"""
+    if rows is None:
+        return None
+    if not approx:
+        return str(rows)
+    return f"≈{round(rows / 1000)}k"
+
+
+def _latest_trade_date(session: Session) -> str:
+    """stock_daily 最大交易日 → `YYYYMMDD`；无数据 / 取不到 → `-`。"""
+    try:
+        day = session.execute(select(func.max(StockDailyModel.trade_date))).scalar()
+    except Exception as exc:  # noqa: BLE001 —— 指纹取不到必须降级，不影响归档主体
+        logger.warning("data_version: MAX(trade_date) 取不到：%s: %s", type(exc).__name__, exc)
+        return "-"
+    return day.strftime("%Y%m%d") if day is not None else "-"
+
+
+def _approx_rows_mysql(session: Session) -> dict[str, int]:
+    """MySQL：一次 information_schema 查询拿全部表的近似行数（实测 ~0.5ms）。"""
+    try:
+        rows = session.execute(
+            text(
+                "SELECT TABLE_NAME, TABLE_ROWS FROM information_schema.TABLES "
+                "WHERE TABLE_SCHEMA = DATABASE() AND TABLE_NAME IN :names"
+            ).bindparams(names=tuple(m.__tablename__ for _, m in _TABLES))
+        ).all()
+    except Exception as exc:  # noqa: BLE001
+        logger.warning("data_version: information_schema 查询失败：%s: %s", type(exc).__name__, exc)
+        return {}
+    return {str(name): int(n) for name, n in rows if n is not None}
+
+
+def _exact_rows(session: Session, model: type) -> int | None:
+    """其它方言（SQLite 等，数据量小）：精确 COUNT(*)。"""
+    try:
+        return int(session.execute(select(func.count()).select_from(model)).scalar() or 0)
+    except Exception as exc:  # noqa: BLE001
+        logger.warning("data_version: COUNT(*) 失败：%s: %s", type(exc).__name__, exc)
+        return None
+
+
+def compute_data_version(session: Session) -> str:
+    """计算数据集快照指纹（格式与取舍见模块 docstring）。失败降级为 `unavailable`。"""
+    try:
+        dialect = session.get_bind().dialect.name
+    except Exception:  # noqa: BLE001
+        dialect = ""
+
+    approx = dialect == "mysql"
+    approx_rows = _approx_rows_mysql(session) if approx else {}
+
+    # 首段恒为交易日段：`d-` 本身也是真实信息（表为空 / 取不到交易日），保留
+    segments: list[str] = [f"d{_latest_trade_date(session)}"]
+    for name, model in _TABLES:
+        rows = (
+            approx_rows.get(model.__tablename__) if approx else _exact_rows(session, model)
+        )
+        seg = _fmt_rows(rows, approx=approx)
+        if seg is not None:
+            segments.append(f"{name}{seg}")
+
+    # 列宽护栏：超 40 字符时从右往左丢弃低优先级段（保留的段仍是真实值，绝不截断数字）
+    while len(segments) > 1 and len(";".join(segments)) > DATA_VERSION_MAX_LEN:
+        segments.pop()
+
+    if len(segments) == 1 and segments[0] == "d-":
+        # 三张表连行数都读不到、交易日也没有：如实标记「不可用」，不编造
+        return _FALLBACK
+    return ";".join(segments)

backend/app/infrastructure/persistence/sqlalchemy/models/__init__.py

@@ -10,15 +10,20 @@ from app.infrastructure.persistence.sqlalchemy.models.composite import (  # noqa
 from app.infrastructure.persistence.sqlalchemy.models.factor import (  # noqa: F401
     FactorDefinitionModel,
 )
+from app.infrastructure.persistence.sqlalchemy.models.index import (  # noqa: F401
+    IndexWeightModel,
+)
 from app.infrastructure.persistence.sqlalchemy.models.jobs import (  # noqa: F401
     ExperimentModel,
     JobModel,
 )
 from app.infrastructure.persistence.sqlalchemy.models.market import (  # noqa: F401
     AdjustFactorModel,
+    DailyBasicModel,
     FinancialIndicatorModel,
     StockDailyModel,
     StockModel,
+    StockNameHistoryModel,
     SyncLogModel,
     TradingCalendarModel,
 )

backend/app/infrastructure/persistence/sqlalchemy/models/jobs.py

@@ -1,14 +1,25 @@
-"""Phase 4：Job（异步任务）与 Experiment（实验归档）表。"""
+"""Phase 4：Job（异步任务）与 Experiment（实验归档）表。
+
+`result_json` 使用 MEDIUMTEXT（MySQL 上限 16MB）：全市场多年回测的结果含
+净值/回撤曲线、逐笔成交、Signal↔Fill 记录与个股收益曲线，实测可达数 MB，
+MySQL `TEXT`（64KB）会直接报 1406 Data too long 导致 Job 归档失败
+（2026-09 高股息案例实测：约 1.2MB → 落库失败）。
+SQLite 不区分 TEXT 长度，故模型层统一用 MEDIUMTEXT.with_variant 保持跨库可用。
+"""
 
 from __future__ import annotations
 
 from datetime import datetime
 
 from sqlalchemy import DateTime, String, Text
+from sqlalchemy.dialects.mysql import MEDIUMTEXT
 from sqlalchemy.orm import Mapped, mapped_column
 
 from app.infrastructure.persistence.sqlalchemy.base import Base
 
+# 长 JSON 列类型：MySQL 用 MEDIUMTEXT（16MB），其它方言退化为 TEXT（SQLite 无长度限制）
+_LONG_JSON = Text().with_variant(MEDIUMTEXT(), "mysql")
+
 
 class JobModel(Base):
     __tablename__ = "job"
@@ -19,7 +30,7 @@ class JobModel(Base):
     stage: Mapped[str | None] = mapped_column(String(24), nullable=True)
     spec_json: Mapped[str] = mapped_column(Text)
     error: Mapped[str | None] = mapped_column(Text, nullable=True)
-    result_json: Mapped[str | None] = mapped_column(Text, nullable=True)
+    result_json: Mapped[str | None] = mapped_column(_LONG_JSON, nullable=True)
     experiment_id: Mapped[str | None] = mapped_column(String(32), nullable=True)
     created_at: Mapped[datetime] = mapped_column(DateTime)
     started_at: Mapped[datetime | None] = mapped_column(DateTime, nullable=True)
@@ -32,7 +43,7 @@ class ExperimentModel(Base):
     id: Mapped[str] = mapped_column(String(32), primary_key=True)
     kind: Mapped[str] = mapped_column(String(16))
     spec_json: Mapped[str] = mapped_column(Text)
-    result_json: Mapped[str] = mapped_column(Text)
+    result_json: Mapped[str] = mapped_column(_LONG_JSON)
     summary_text: Mapped[str | None] = mapped_column(String(200), nullable=True)
     code_version: Mapped[str | None] = mapped_column(String(40), nullable=True)
     data_version: Mapped[str | None] = mapped_column(String(40), nullable=True)

backend/app/infrastructure/persistence/sqlalchemy/models/market.py

@@ -81,6 +81,37 @@ class AdjustFactorModel(Base):
     factor: Mapped[Decimal] = mapped_column(Numeric(20, 6))
 
 
+class DailyBasicModel(Base):
+    """每日指标快照（Tushare daily_basic）—— 估值 / 股息率 / 市值。
+
+    幂等键 (symbol, trade_date)：同一交易日同一股票唯一一行。
+    dv_ratio/dv_ttm 为时点值，研究侧按 trade_date <= as_of 取用（无未来函数）。
+    """
+
+    __tablename__ = "daily_basic"
+    __table_args__ = (UniqueConstraint("symbol", "trade_date", name="uq_basic_symbol_date"),)
+
+    id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
+    symbol: Mapped[str] = mapped_column(String(SYMBOL_LEN), index=True)
+    trade_date: Mapped[date] = mapped_column(Date, index=True)
+    source: Mapped[str] = mapped_column(String(16), default="tushare", server_default="tushare")
+    close: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
+    turnover_rate: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
+    volume_ratio: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
+    pe: Mapped[Decimal | None] = mapped_column(Numeric(16, 4), nullable=True)
+    pe_ttm: Mapped[Decimal | None] = mapped_column(Numeric(16, 4), nullable=True)
+    pb: Mapped[Decimal | None] = mapped_column(Numeric(16, 4), nullable=True)
+    ps: Mapped[Decimal | None] = mapped_column(Numeric(16, 4), nullable=True)
+    ps_ttm: Mapped[Decimal | None] = mapped_column(Numeric(16, 4), nullable=True)
+    dv_ratio: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
+    dv_ttm: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
+    total_share: Mapped[Decimal | None] = mapped_column(Numeric(24, 4), nullable=True)
+    float_share: Mapped[Decimal | None] = mapped_column(Numeric(24, 4), nullable=True)
+    free_share: Mapped[Decimal | None] = mapped_column(Numeric(24, 4), nullable=True)
+    total_mv: Mapped[Decimal | None] = mapped_column(Numeric(24, 4), nullable=True)
+    circ_mv: Mapped[Decimal | None] = mapped_column(Numeric(24, 4), nullable=True)
+
+
 class FinancialIndicatorModel(Base):
     """财务指标快照 —— report_date(报告期) 与 announce_date(公告日) 并存。"""
 
@@ -115,3 +146,26 @@ class SyncLogModel(Base):
     row_count: Mapped[int] = mapped_column(default=0)
     data_start: Mapped[date | None] = mapped_column(Date, nullable=True)
     data_end: Mapped[date | None] = mapped_column(Date, nullable=True)
+
+
+class StockNameHistoryModel(Base):
+    """股票名称变更历史（Tushare namechange）—— 时点 ST / 风险警示判定的依据。
+
+    幂等键 (symbol, start_date)：同一股票同一名称生效起点唯一一行。
+    查询语义：`name` 在 [start_date, end_date] 内有效；`end_date` 为空表示至今有效。
+    时点取值：`start_date <= as_of AND (end_date IS NULL OR end_date >= as_of)`。
+    """
+
+    __tablename__ = "stock_name_history"
+    __table_args__ = (
+        UniqueConstraint("symbol", "start_date", name="uq_name_symbol_start"),
+    )
+
+    id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
+    symbol: Mapped[str] = mapped_column(String(SYMBOL_LEN), index=True)
+    name: Mapped[str] = mapped_column(String(64))
+    start_date: Mapped[date] = mapped_column(Date, index=True)
+    end_date: Mapped[date | None] = mapped_column(Date, nullable=True, index=True)
+    ann_date: Mapped[date | None] = mapped_column(Date, nullable=True)
+    change_reason: Mapped[str | None] = mapped_column(String(32), nullable=True)
+    source: Mapped[str] = mapped_column(String(16), default="tushare", server_default="tushare")

backend/app/infrastructure/persistence/sqlalchemy/repositories/jobs_impl.py

@@ -2,10 +2,10 @@
 
 from __future__ import annotations
 
-from sqlalchemy import select
+from sqlalchemy import Select, func, select
 from sqlalchemy.orm import Session
 
-from app.domain.entities.research import ExperimentRecord, JobRecord
+from app.domain.entities.research import ExperimentRecord, ExperimentSummary, JobRecord
 from app.infrastructure.persistence.sqlalchemy.models.jobs import ExperimentModel, JobModel
 
 
@@ -53,6 +53,12 @@ class SqlAlchemyJobRepository:
 
 
 class SqlAlchemyExperimentRepository:
+    """Experiment 归档仓储。
+
+    `list_filtered` 刻意**不加载 `result_json`**（MEDIUMTEXT，完整存档后单条数 MB），
+    只 SELECT 元数据列 + SQL 侧算出的字符长度，避免列表接口把上百 MB 拉进内存。
+    """
+
     def __init__(self, session: Session) -> None:
         self._session = session
 
@@ -61,6 +67,12 @@ class SqlAlchemyExperimentRepository:
         self._session.flush()
         return experiment
 
+    def upsert(self, experiment: ExperimentRecord) -> ExperimentRecord:
+        """按 id 插入或覆盖（`merge` 语义）：重建归档时保持原 id 不变。"""
+        self._session.merge(ExperimentModel(**experiment.model_dump()))
+        self._session.flush()
+        return experiment
+
     def get(self, experiment_id: str) -> ExperimentRecord | None:
         row = self._session.get(ExperimentModel, experiment_id)
         return ExperimentRecord.model_validate(row, from_attributes=True) if row else None
@@ -70,3 +82,98 @@ class SqlAlchemyExperimentRepository:
             select(ExperimentModel).order_by(ExperimentModel.created_at.desc()).limit(limit)
         ).all()
         return [ExperimentRecord.model_validate(r, from_attributes=True) for r in rows]
+
+    # -- 列表 / 过滤（SQL 层完成过滤+分页，参数绑定，不做字符串拼接）-------------
+
+    @staticmethod
+    def _escape_like(value: str) -> str:
+        """转义 LIKE 元字符：用户输入里的 % / _ / \\ 不应被当成通配符。"""
+        return value.replace("\\", "\\\\").replace("%", "\\%").replace("_", "\\_")
+
+    def _filter_conditions(self, *, kind: str | None, q: str | None):
+        """kind 精确匹配 + q 大小写不敏感模糊匹配（id / spec_json=因子名 / summary_text）。"""
+        conditions = []
+        if kind:
+            conditions.append(ExperimentModel.kind == kind)
+        if q:
+            pattern = f"%{self._escape_like(q.lower())}%"
+            conditions.append(
+                func.lower(ExperimentModel.id).like(pattern, escape="\\")
+                | func.lower(ExperimentModel.spec_json).like(pattern, escape="\\")
+                | func.lower(func.coalesce(ExperimentModel.summary_text, "")).like(
+                    pattern, escape="\\"
+                )
+            )
+        return conditions
+
+    def _summary_stmt(self, conditions) -> Select:
+        return select(
+            ExperimentModel.id,
+            ExperimentModel.kind,
+            ExperimentModel.spec_json,
+            ExperimentModel.summary_text,
+            ExperimentModel.code_version,
+            ExperimentModel.data_version,
+            ExperimentModel.job_id,
+            ExperimentModel.created_at,
+            self._char_length().label("result_bytes"),
+        ).where(*conditions)
+
+    def _char_length(self):
+        """归档 JSON 的**字符数**（不取大字段本身）。
+
+        MySQL 的 `LENGTH()` 返回字节数，字符数要用 `CHAR_LENGTH()`；SQLite 只有
+        `length()`（对 TEXT 返回字符数）。按方言选择，避免中文归档在两个库上口径
+        不一致。
+        """
+        if self._session.get_bind().dialect.name == "sqlite":
+            return func.length(ExperimentModel.result_json)
+        return func.char_length(ExperimentModel.result_json)
+
+    def list_filtered(
+        self,
+        *,
+        kind: str | None = None,
+        q: str | None = None,
+        limit: int = 200,
+        offset: int = 0,
+    ) -> list[ExperimentSummary]:
+        stmt = (
+            self._summary_stmt(self._filter_conditions(kind=kind, q=q))
+            # created_at 在 MySQL datetime(0) 下只有秒精度，同秒创建的归档必须有
+            # 稳定的次级排序键，否则分页会重复/漏项
+            .order_by(ExperimentModel.created_at.desc(), ExperimentModel.id.desc())
+            .limit(max(limit, 0))
+            .offset(max(offset, 0))
+        )
+        return [
+            ExperimentSummary(
+                id=row.id,
+                kind=row.kind,
+                spec_json=row.spec_json,
+                summary_text=row.summary_text,
+                code_version=row.code_version,
+                data_version=row.data_version,
+                job_id=row.job_id,
+                created_at=row.created_at,
+                result_bytes=int(row.result_bytes or 0),
+            )
+            for row in self._session.execute(stmt).all()
+        ]
+
+    def count_filtered(self, *, kind: str | None = None, q: str | None = None) -> int:
+        stmt = (
+            select(func.count())
+            .select_from(ExperimentModel)
+            .where(*self._filter_conditions(kind=kind, q=q))
+        )
+        return int(self._session.execute(stmt).scalar() or 0)
+
+    def delete(self, experiment_id: str) -> bool:
+        """删除归档本身；返回 False 表示不存在。不触碰 job 表。"""
+        row = self._session.get(ExperimentModel, experiment_id)
+        if row is None:
+            return False
+        self._session.delete(row)
+        self._session.flush()
+        return True

backend/app/infrastructure/persistence/sqlalchemy/repositories/market_impl.py

@@ -12,28 +12,39 @@ from collections.abc import Iterator, Sequence
 from datetime import date
 from typing import Any
 
-from sqlalchemy import Float, String, cast, select
-from sqlalchemy.orm import Session
+from sqlalchemy import Float, String, and_, cast, func, insert, or_, select
+from sqlalchemy.orm import Session, aliased
 
 from app.domain.entities.market import (
+    DAILY_BAR_NUMERIC_FIELDS,
+    DAILY_BASIC_NUMERIC_FIELDS,
     AdjustFactor,
     DailyBar,
+    DailyBasic,
     FinancialIndicator,
     Stock,
+    StockNameHistory,
     SyncLog,
     TradingCalendar,
 )
 from app.infrastructure.persistence.sqlalchemy.models.market import (
     AdjustFactorModel,
+    DailyBasicModel,
     FinancialIndicatorModel,
     StockDailyModel,
     StockModel,
+    StockNameHistoryModel,
     SyncLogModel,
     TradingCalendarModel,
 )
 
-# 日线数值列白名单（研究面板只需这些；symbol/trade_date 恒返回）
-BAR_FLOAT_COLUMNS = ("open", "high", "low", "close", "volume", "amount")
+# 数值列白名单（研究面板只需这些；symbol/trade_date 恒返回）
+# 单一事实来源在 domain.entities.market —— quant 层装配与本次列裁剪共用同一套列名。
+BAR_FLOAT_COLUMNS = DAILY_BAR_NUMERIC_FIELDS
+BASIC_FLOAT_COLUMNS = DAILY_BASIC_NUMERIC_FIELDS
+
+# 复权折算只作用于价格列；volume/amount 保持原始口径（股数/金额不因除权而缩放）
+_ADJUSTED_PRICE_COLUMNS = frozenset({"open", "high", "low", "close"})
 
 # 实体类型 → (ORM Model, 幂等键列)
 _TABLE = {
@@ -41,7 +52,9 @@ _TABLE = {
     TradingCalendar: (TradingCalendarModel, ["calendar_date"]),
     DailyBar: (StockDailyModel, ["symbol", "trade_date"]),
     AdjustFactor: (AdjustFactorModel, ["symbol", "trade_date"]),
+    DailyBasic: (DailyBasicModel, ["symbol", "trade_date"]),
     FinancialIndicator: (FinancialIndicatorModel, ["symbol", "report_date", "announce_date"]),
+    StockNameHistory: (StockNameHistoryModel, ["symbol", "start_date"]),
     SyncLog: (SyncLogModel, ["id"]),
 }
 
@@ -60,9 +73,14 @@ def _upsert_by_business_key(
 ) -> int:
     """按业务幂等键**批量**查重后 insert/update（AGENT.md §1 性能友好：不做逐行 select）。
 
-    - 一次查询取出本批已有的键 → 新行批量 add，已有行就地更新
+    - 先按业务键分批查出**已存在的键**（只取键列，不物化 ORM 实体）
+    - 新行走 Core 批量 insert（SQLAlchemy 2.0 insertmanyvalues：多行单语句），
+      避免「逐行 ORM add + flush」在整表同步下产生数千次往返
+    - 已存在行仍走 ORM 就地更新（量小，且保留属性级语义）
     - 同一批内重复键（数据源偶发）：以「后出现者」为准覆盖（避免 UNIQUE 冲突）
     - 返回处理实体总数（含新增与更新），与旧逐行实现语义一致
+
+    方言无关：只用 select/insert/update，无 SQLite / MySQL 专有语法。
     """
     if not entities:
         return 0
@@ -74,30 +92,72 @@ def _upsert_by_business_key(
         values = _fields_of(ent)
         keyed.append((tuple(values[k] for k in key_cols), values))
 
-    existing_rows: dict[tuple, Any] = {}
-    keys = [k for k, _v in keyed]
-    if keys:
-        from sqlalchemy import tuple_
+    existing_rows = _load_existing(session, model_cls, key_cols, key_col_attrs, keyed)
 
-        stmt = select(model_cls).where(tuple_(*key_col_attrs).in_(keys))
-        for row in session.scalars(stmt):
-            key = tuple(getattr(row, k) for k in key_cols)
-            existing_rows[key] = row
-
-    pending: dict[tuple, Any] = {}
+    to_insert: list[dict] = []
+    to_update: list[Any] = []
+    seen: dict[tuple, Any] = {}
     for key, values in keyed:
         row = existing_rows.get(key)
-        if row is None and key in pending:
-            row = pending[key]  # 批内已待插入的同键 → 覆盖为新值
-        if row is None:
-            pending[key] = model_cls(**values)
-        else:
+        if row is not None:
             for col, val in values.items():
                 setattr(row, col, val)
-    session.add_all(pending.values())
+            to_update.append(row)
+            seen[key] = row
+            continue
+        if key in seen:
+            # 批内重复键：先插入的那条就地改名（同一 session 内 pending 对象可直接改属性）
+            holder = seen[key]
+            if isinstance(holder, dict):
+                holder.clear()
+                holder.update(values)
+            else:
+                for col, val in values.items():
+                    setattr(holder, col, val)
+            continue
+        payload = dict(values)
+        seen[key] = payload
+        to_insert.append(payload)
+
+    if to_insert:
+        # insertmanyvalues：分批以控制单条 SQL 参数规模（避免超出驱动的占位符上限）
+        chunk = 500
+        for i in range(0, len(to_insert), chunk):
+            session.execute(insert(model_cls), to_insert[i : i + chunk])
+    if to_update:
+        session.flush()  # ORM 更新落库
     return len(keyed)
 
 
+def _load_existing(
+    session: Session,
+    model_cls,
+    key_cols: Sequence[str],
+    key_col_attrs: Sequence,
+    keyed: Sequence[tuple[tuple, dict]],
+) -> dict[tuple, Any]:
+    """查出已存在的业务键 → ORM 行（键列分批查询，规避超长 IN 子句）。"""
+    from sqlalchemy import tuple_
+
+    keys = [k for k, _v in keyed]
+    if not keys:
+        return {}
+    unique_keys = list(dict.fromkeys(keys))
+    out: dict[tuple, Any] = {}
+    chunk = 500
+    for i in range(0, len(unique_keys), chunk):
+        part = unique_keys[i : i + chunk]
+        # 单键（如 symbol）直接用 IN，快且可走索引；复合键用 tuple IN
+        cond = (
+            key_col_attrs[0].in_([k[0] for k in part])
+            if len(key_col_attrs) == 1
+            else tuple_(*key_col_attrs).in_(part)
+        )
+        for row in session.scalars(select(model_cls).where(cond)):
+            out[tuple(getattr(row, k) for k in key_cols)] = row
+    return out
+
+
 class SqlAlchemyStockRepository:
     def __init__(self, session: Session) -> None:
         self._session = session
@@ -185,28 +245,90 @@ class SqlAlchemyDailyBarRepository:
         end: date,
         columns: Sequence[str],
         adjust: str = "none",
+        price_adjust: str = "none",
     ) -> Iterator[tuple]:
         """流式返回 (symbol, trade_date_iso, *float_cols) 元组，分批拉取。
 
         内存优化：与 get_range_many 不同，不实例化 ORM 对象 / Decimal，
         只 SELECT 所需列并在 SQL 侧 CAST 为 REAL，适合一次装配几十万~几百万行面板。
+
+        两个 adjust 参数**语义不同，不可混用**（v3 §20.5）：
+        - `adjust`：行集口径过滤（stock_daily.adjust = none/qfq 兜底行），默认 none 主口径。
+        - `price_adjust`：复权折算口径（none/qfq/hfq），在 SQL 侧 JOIN adjust_factor 折算
+          **价格列**（open/high/low/close；volume/amount 不折算，保持原口径）：
+          hfq → price × factor；qfq → price × factor / 该股最新 factor。
+          因子缺失时按 1.0 兜底（不折算），缺口由 count_price_adjust_gaps 统计上报。
         """
         cols = list(columns)
         unknown = [c for c in cols if c not in BAR_FLOAT_COLUMNS]
         if unknown:
             raise ValueError(f"不支持的行情列: {unknown}（可用: {BAR_FLOAT_COLUMNS}）")
-        numeric_expr = [cast(getattr(StockDailyModel, c), Float) for c in cols]
-        stmt = (
-            select(StockDailyModel.symbol, cast(StockDailyModel.trade_date, String), *numeric_expr)
-            .where(
-                StockDailyModel.symbol.in_(list(symbols)),
-                StockDailyModel.trade_date >= start,
-                StockDailyModel.trade_date <= end,
-                StockDailyModel.adjust == adjust,
+        if price_adjust not in ("none", "qfq", "hfq"):
+            raise ValueError(f"不支持的复权口径: {price_adjust}（可用: none/qfq/hfq）")
+
+        day_col = cast(StockDailyModel.trade_date, String)
+        if price_adjust == "none":
+            numeric_expr = [cast(getattr(StockDailyModel, c), Float) for c in cols]
+            stmt = (
+                select(StockDailyModel.symbol, day_col, *numeric_expr)
+                .where(
+                    StockDailyModel.symbol.in_(list(symbols)),
+                    StockDailyModel.trade_date >= start,
+                    StockDailyModel.trade_date <= end,
+                    StockDailyModel.adjust == adjust,
+                )
+                .order_by(StockDailyModel.symbol, StockDailyModel.trade_date)
+                .execution_options(yield_per=20000)
             )
-            .order_by(StockDailyModel.symbol, StockDailyModel.trade_date)
-            .execution_options(yield_per=20000)
-        )
+        else:
+            af = aliased(AdjustFactorModel)
+            mult = func.coalesce(af.factor, 1.0)
+            from_clause = None
+            if price_adjust == "qfq":
+                # 以该股**最新**因子归一（表内最大值，与 chart_service 的显示口径一致）。
+                # ⚠️ COALESCE 必须在最外层：若写成 coalesce(factor,1)/max，缺失因子的行会被
+                # 缩放到 1/max（例：max=5 → 假跌 80%），与「缺失因子按 1.0 兜底不折算」的
+                # 口径相矛盾，并污染 qfq 的收益/回撤/个股曲线。
+                latest = (
+                    select(
+                        AdjustFactorModel.symbol.label("symbol"),
+                        func.max(AdjustFactorModel.factor).label("mx"),
+                    )
+                    .group_by(AdjustFactorModel.symbol)
+                    .subquery()
+                )
+                mult = func.coalesce(af.factor / func.coalesce(latest.c.mx, 1.0), 1.0)
+                from_clause = latest
+            numeric_expr = [
+                cast(getattr(StockDailyModel, c), Float) * mult
+                if c in _ADJUSTED_PRICE_COLUMNS
+                else cast(getattr(StockDailyModel, c), Float)
+                for c in cols
+            ]
+            stmt = (
+                select(StockDailyModel.symbol, day_col, *numeric_expr)
+                .select_from(StockDailyModel)
+                .outerjoin(
+                    af,
+                    and_(
+                        af.symbol == StockDailyModel.symbol,
+                        af.trade_date == StockDailyModel.trade_date,
+                    ),
+                )
+            )
+            if from_clause is not None:
+                stmt = stmt.outerjoin(from_clause, from_clause.c.symbol == StockDailyModel.symbol)
+            stmt = (
+                stmt.where(
+                    StockDailyModel.symbol.in_(list(symbols)),
+                    StockDailyModel.trade_date >= start,
+                    StockDailyModel.trade_date <= end,
+                    StockDailyModel.adjust == adjust,
+                )
+                .order_by(StockDailyModel.symbol, StockDailyModel.trade_date)
+                .execution_options(yield_per=20000)
+            )
+
         result = self._session.execute(stmt)
         while True:
             chunk = result.fetchmany(20000)
@@ -215,6 +337,47 @@ class SqlAlchemyDailyBarRepository:
             for row in chunk:
                 yield tuple(row)
 
+    def count_price_adjust_gaps(
+        self, symbols: Sequence[str], start: date, end: date
+    ) -> tuple[int, int]:
+        """统计复权因子覆盖缺口：返回 (行情行数, 无对应 adjust_factor 的行数)。
+
+        用途：复权回测必须如实告知「哪些行是按 1.0 兜底未折算的」
+        （AGENT.md §24 禁止假装支持）。单条聚合查询，代价可忽略。
+        """
+        syms = list(symbols)
+        if not syms:
+            return 0, 0
+        total = self._session.scalar(
+            select(func.count())
+            .select_from(StockDailyModel)
+            .where(
+                StockDailyModel.symbol.in_(syms),
+                StockDailyModel.trade_date >= start,
+                StockDailyModel.trade_date <= end,
+                StockDailyModel.adjust == "none",
+            )
+        )
+        missing = self._session.scalar(
+            select(func.count())
+            .select_from(StockDailyModel)
+            .outerjoin(
+                AdjustFactorModel,
+                and_(
+                    AdjustFactorModel.symbol == StockDailyModel.symbol,
+                    AdjustFactorModel.trade_date == StockDailyModel.trade_date,
+                ),
+            )
+            .where(
+                StockDailyModel.symbol.in_(syms),
+                StockDailyModel.trade_date >= start,
+                StockDailyModel.trade_date <= end,
+                StockDailyModel.adjust == "none",
+                AdjustFactorModel.id.is_(None),
+            )
+        )
+        return int(total or 0), int(missing or 0)
+
     def latest_date(self, symbol: str) -> date | None:
         return self._session.scalar(
             select(StockDailyModel.trade_date)
@@ -244,6 +407,179 @@ class SqlAlchemyAdjustFactorRepository:
         return [AdjustFactor.model_validate(r, from_attributes=True) for r in rows]
 
 
+class SqlAlchemyDailyBasicRepository:
+    """每日指标（估值 / 股息率 / 市值）仓储实现。"""
+
+    def __init__(self, session: Session) -> None:
+        self._session = session
+
+    def upsert_many(self, rows: Sequence[DailyBasic]) -> int:
+        return _upsert_by_business_key(self._session, DailyBasic, rows)
+
+    def get_range(self, symbol: str, start: date, end: date) -> list[DailyBasic]:
+        rows = self._session.scalars(
+            select(DailyBasicModel)
+            .where(
+                DailyBasicModel.symbol == symbol,
+                DailyBasicModel.trade_date >= start,
+                DailyBasicModel.trade_date <= end,
+            )
+            .order_by(DailyBasicModel.trade_date)
+        ).all()
+        return [DailyBasic.model_validate(r, from_attributes=True) for r in rows]
+
+    def get_range_many(
+        self,
+        symbols: Sequence[str],
+        start: date,
+        end: date,
+    ) -> list[DailyBasic]:
+        if not symbols:
+            return []
+        rows = self._session.scalars(
+            select(DailyBasicModel)
+            .where(
+                DailyBasicModel.symbol.in_(list(symbols)),
+                DailyBasicModel.trade_date >= start,
+                DailyBasicModel.trade_date <= end,
+            )
+            .order_by(DailyBasicModel.symbol, DailyBasicModel.trade_date)
+        ).all()
+        return [DailyBasic.model_validate(r, from_attributes=True) for r in rows]
+
+    def stream_range_many_columns(
+        self,
+        symbols: Sequence[str],
+        start: date,
+        end: date,
+        columns: Sequence[str],
+    ) -> Iterator[tuple]:
+        """流式 (symbol, trade_date_iso, *float_cols)；SQL 侧 CAST 为 REAL。"""
+        cols = list(columns)
+        unknown = [c for c in cols if c not in BASIC_FLOAT_COLUMNS]
+        if unknown:
+            raise ValueError(f"不支持的指标列: {unknown}（可用: {BASIC_FLOAT_COLUMNS}）")
+        if not symbols:
+            return
+        numeric_expr = [cast(getattr(DailyBasicModel, c), Float) for c in cols]
+        stmt = (
+            select(DailyBasicModel.symbol, cast(DailyBasicModel.trade_date, String), *numeric_expr)
+            .where(
+                DailyBasicModel.symbol.in_(list(symbols)),
+                DailyBasicModel.trade_date >= start,
+                DailyBasicModel.trade_date <= end,
+            )
+            .order_by(DailyBasicModel.symbol, DailyBasicModel.trade_date)
+            .execution_options(yield_per=20000)
+        )
+        result = self._session.execute(stmt)
+        while True:
+            chunk = result.fetchmany(20000)
+            if not chunk:
+                break
+            for row in chunk:
+                yield tuple(row)
+
+    def latest_date(self) -> date | None:
+        return self._session.scalar(
+            select(DailyBasicModel.trade_date)
+            .order_by(DailyBasicModel.trade_date.desc())
+            .limit(1)
+        )
+
+    def missing_dates(self, start: date, end: date) -> list[date]:
+        """开市但表内无任何行的交易日（按交易日历判定）。"""
+        have = select(DailyBasicModel.trade_date).where(
+            DailyBasicModel.trade_date >= start,
+            DailyBasicModel.trade_date <= end,
+        )
+        rows = self._session.scalars(
+            select(TradingCalendarModel.calendar_date)
+            .where(
+                TradingCalendarModel.calendar_date >= start,
+                TradingCalendarModel.calendar_date <= end,
+                TradingCalendarModel.is_open.is_(True),
+                TradingCalendarModel.calendar_date.not_in(have),
+            )
+            .order_by(TradingCalendarModel.calendar_date)
+        ).all()
+        return list(rows)
+
+    def has_date(self, day: date) -> bool:
+        exists = self._session.scalar(
+            select(DailyBasicModel.id).where(DailyBasicModel.trade_date == day).limit(1)
+        )
+        return exists is not None
+
+
+class SqlAlchemyStockNameHistoryRepository:
+    """名称变更历史仓储：时点名称查询（exclude_st 的点时口径依据）。"""
+
+    def __init__(self, session: Session) -> None:
+        self._session = session
+
+    def upsert_many(self, rows: Sequence[StockNameHistory]) -> int:
+        return _upsert_by_business_key(self._session, StockNameHistory, rows)
+
+    def names_as_of(self, symbols: Sequence[str], as_of: date) -> dict[str, str]:
+        if not symbols:
+            return {}
+        stmt = (
+            select(
+                StockNameHistoryModel.symbol,
+                StockNameHistoryModel.name,
+                StockNameHistoryModel.start_date,
+            )
+            .where(
+                StockNameHistoryModel.symbol.in_(list(symbols)),
+                StockNameHistoryModel.start_date <= as_of,
+                or_(
+                    StockNameHistoryModel.end_date.is_(None),
+                    StockNameHistoryModel.end_date >= as_of,
+                ),
+            )
+            .order_by(StockNameHistoryModel.symbol, StockNameHistoryModel.start_date)
+        )
+        out: dict[str, str] = {}
+        for symbol, name, _start in self._session.execute(stmt):
+            out[symbol] = name  # 升序遍历 → 最后写入的是该时点生效的那个区间
+        return out
+
+    def name_spans(
+        self, symbols: Sequence[str]
+    ) -> dict[str, list[tuple[date, date | None, str]]]:
+        if not symbols:
+            return {}
+        stmt = (
+            select(
+                StockNameHistoryModel.symbol,
+                StockNameHistoryModel.start_date,
+                StockNameHistoryModel.end_date,
+                StockNameHistoryModel.name,
+            )
+            .where(StockNameHistoryModel.symbol.in_(list(symbols)))
+            .order_by(StockNameHistoryModel.symbol, StockNameHistoryModel.start_date)
+        )
+        spans: dict[str, list[tuple[date, date | None, str]]] = {}
+        for symbol, start, end, name in self._session.execute(stmt):
+            spans.setdefault(symbol, []).append((start, end, name))
+        return spans
+
+    def count_rows(self) -> int:
+        return int(self._session.scalar(select(func.count()).select_from(StockNameHistoryModel)) or 0)
+
+    def namechange_dates(self) -> tuple[date | None, date | None]:
+        row = self._session.execute(
+            select(
+                func.min(StockNameHistoryModel.start_date),
+                func.max(StockNameHistoryModel.start_date),
+            )
+        ).first()
+        if not row:
+            return None, None
+        return row[0], row[1]
+
+
 class SqlAlchemyFinancialRepository:
     def __init__(self, session: Session) -> None:
         self._session = session

backend/app/infrastructure/persistence/sqlalchemy/repositories/strategy_impl.py

@@ -77,10 +77,13 @@ class SqlAlchemyStrategyRepository:
 
 def _to_entity(row: StrategyModel) -> StrategyDefinition:
     data = json.loads(row.config_json)
-    # 列字段由 DB 行回填，避免与 config_json 重复
+    # 列字段由 DB 行回填，避免与 config_json 重复。
+    # description 必须一并回填：它是列字段（String(300)），save() 会写入，
+    # 但这里若只从 config_json 里 pop 掉却不回填，读回的策略说明会恒为空串
+    # （读写不对称：保存的说明看不到，策略库/编辑页都拿不到）。
     for key in ("name", "version", "description", "spec_type"):
         data.pop(key, None)
     return StrategyDefinition(
-        id=row.id, name=row.name, version=row.version,
+        id=row.id, name=row.name, version=row.version, description=row.description,
         created_at=row.created_at, **data,
     )