feat(selection): M6.1 Universe 选股范围执行器（规则化 + symbols 白名单 + 历史日语义）

- quant/universe.py：filter_stocks 从 quant/service 迁出并集中（ST/上市天数/退市过滤），
  as_of 当前/历史日语义由 delist/list_date 保证；exclude_suspended 依赖停牌表未建模，
  由上层显式标注（选股结果 unimplemented）
- research.UniverseSpec 增加 symbols 白名单（非空时仅白名单内参与，再叠加其余过滤）
- quant/service re-export filter_stocks（外部引用不变）；SelectionService 已共用
- tests/test_universe.py：6 例覆盖当前/历史日、ST、上市天数、退市、白名单；全量 pytest 通过

backend/app/domain/entities/research.py

@@ -16,12 +16,20 @@ from pydantic import BaseModel, Field, field_validator, model_validator
 
 
 class UniverseSpec(BaseModel):
-    """股票池口径。MVP：市场 + 过滤条件；指数成分等 Phase 3 扩展。"""
+    """股票池口径。MVP：市场 + 过滤条件；指数成分等 Phase 3 扩展。
 
-    market: str = Field(default="CN_A", description="CN_A / CN_B / ...")
+    symbols 白名单：非空时仅这些股票参与（再叠加其余过滤）；供自选池/测试使用。
+    market 目前为预留字段（stock.market 存储主板/创业板/科创板等中文枚举，过滤未启用）。
+    """
+
+    market: str = Field(default="CN_A", description="CN_A / CN_B / ...（预留）")
     exclude_st: bool = True
     exclude_suspended: bool = True
     min_listing_days: int = Field(default=250, ge=0, description="上市至少 N 个自然日")
+    symbols: list[str] = Field(
+        default_factory=list,
+        description="白名单（可选）：非空时仅这些 symbol 参与选股/回测",
+    )
 
 
 class FactorSpec(BaseModel):

backend/app/quant/service.py

@@ -15,41 +15,22 @@ from datetime import date, timedelta
 
 import pandas as pd
 
-from app.domain.entities.market import Stock
 from app.domain.entities.research import (
     BacktestResult,
     FactorTestReport,
     ResearchSpec,
-    UniverseSpec,
 )
 from app.domain.repositories.market import (
     DailyBarRepository,
     StockRepository,
 )
 from app.quant.engine import QuantEngine
+from app.quant.universe import filter_stocks  # noqa: F401 —— 选股/回测共用范围过滤
 
 # 流式路径每攒多少行落一个 DataFrame 分片（控制 concat 峰值）
 _FRAME_CHUNK_ROWS = 50_000
 
 
-def filter_stocks(stocks: list[Stock], universe: UniverseSpec, as_of: date) -> list[Stock]:
-    """按股票池口径过滤（名称含 ST 判定 —— 名称快照为当日口径，属历史可追溯数据）。"""
-    out: list[Stock] = []
-    for s in stocks:
-        if s.delist_date is not None and s.delist_date < as_of:
-            continue
-        if universe.exclude_st and s.name and "ST" in s.name.upper():
-            continue
-        if (
-            universe.min_listing_days
-            and s.list_date
-            and (as_of - s.list_date).days < universe.min_listing_days
-        ):
-            continue
-        out.append(s)
-    return out
-
-
 def bars_to_daily_df(bars) -> pd.DataFrame:
     """DailyBar 列表 → 引擎长表 DataFrame（symbol/trade_date/ohlc/volume/amount）。
 

backend/app/quant/universe.py

@@ -0,0 +1,42 @@
+"""Universe：选股/回测的股票范围执行器（ARCHITECTURE_v2 §14/§20 Universe 输入）。
+
+把 ResearchService.filter_stocks 的语义规则化并集中于此：
+- 当前日与历史日（as_of）都必须正确：退市股（delist < as_of）、上市时间（list_date）
+- exclude_st 按**当前名称快照**含 ST 判定（历史可追溯数据；历史改名无法回溯，属近似，
+  见结果 unimplemented 说明）
+- exclude_suspended 依赖停牌数据表（尚未建模），此处不做剔除，由上层显式标注
+- symbols 白名单：非空时仅这些 symbol 参与（自选池 / 测试用）
+"""
+
+from __future__ import annotations
+
+from collections.abc import Sequence
+from datetime import date
+
+from app.domain.entities.market import Stock
+from app.domain.entities.research import UniverseSpec
+
+
+def filter_stocks(
+    stocks: Sequence[Stock],
+    universe: UniverseSpec,
+    as_of: date,
+) -> list[Stock]:
+    """按股票池口径过滤，返回 as_of 时点应纳入的股票列表。"""
+    symbols = set(universe.symbols) if universe.symbols else None
+    out: list[Stock] = []
+    for s in stocks:
+        if symbols is not None and s.symbol not in symbols:
+            continue
+        if s.delist_date is not None and s.delist_date < as_of:
+            continue
+        if universe.exclude_st and s.name and "ST" in s.name.upper():
+            continue
+        if (
+            universe.min_listing_days
+            and s.list_date
+            and (as_of - s.list_date).days < universe.min_listing_days
+        ):
+            continue
+        out.append(s)
+    return out

backend/tests/test_universe.py

@@ -0,0 +1,70 @@
+"""M6.1 UniverseFilter 测试：as_of 当前/历史日语义、ST、上市天数、退市、symbols 白名单。
+
+filter_stocks 从 quant.universe 引入（原 quant.service 语义，规则化集中）。
+"""
+
+from __future__ import annotations
+
+from datetime import date
+
+from app.domain.entities.market import Stock
+from app.domain.entities.research import UniverseSpec
+from app.quant.universe import filter_stocks
+
+
+def _stocks() -> list[Stock]:
+    return [
+        Stock(symbol="600000.SH", name="正常股份", list_date=date(2000, 1, 1)),
+        Stock(symbol="600001.SH", name="ST 风险股份", list_date=date(2000, 1, 1)),
+        Stock(symbol="600002.SH", name="次新股", list_date=date(2024, 10, 1)),
+        Stock(symbol="600003.SH", name="已退市股", list_date=date(1995, 1, 1),
+               delist_date=date(2023, 6, 30)),
+        Stock(symbol="600004.SH", name="老股", list_date=date(1999, 1, 1)),
+    ]
+
+
+def _sym(rows: list[Stock]) -> set[str]:
+    return {s.symbol for s in rows}
+
+
+class TestUniverseFilter:
+    def test_current_day(self) -> None:
+        rows = filter_stocks(_stocks(), UniverseSpec(), as_of=date(2025, 1, 1))
+        # ST、退市被剔除；次新股（上市<250 自然日）被剔除
+        assert _sym(rows) == {"600000.SH", "600004.SH"}
+
+    def test_historical_as_of_keeps_not_yet_delisted(self) -> None:
+        rows = filter_stocks(_stocks(), UniverseSpec(), as_of=date(2023, 1, 1))
+        # 2023-01 时 600003 尚未退市（2023-06 退市）→ 应纳入
+        assert "600003.SH" in _sym(rows)
+        assert "600002.SH" not in _sym(rows)  # 2024-10 才上市，2023-01 尚不存在（上市天数不足被滤）
+
+    def test_delisted_before_as_of_excluded(self) -> None:
+        rows = filter_stocks(_stocks(), UniverseSpec(exclude_st=False), as_of=date(2024, 1, 1))
+        assert "600003.SH" not in _sym(rows)  # 2023-06 已退市
+
+    def test_exclude_st_flag(self) -> None:
+        rows = filter_stocks(_stocks(), UniverseSpec(exclude_st=False), as_of=date(2025, 1, 1))
+        assert "600001.SH" in _sym(rows)
+        rows2 = filter_stocks(_stocks(), UniverseSpec(exclude_st=True), as_of=date(2025, 1, 1))
+        assert "600001.SH" not in _sym(rows2)
+
+    def test_min_listing_days_zero_disables(self) -> None:
+        rows = filter_stocks(
+            _stocks(), UniverseSpec(min_listing_days=0, exclude_st=True), as_of=date(2025, 1, 1)
+        )
+        assert "600002.SH" in _sym(rows)
+
+    def test_symbols_whitelist(self) -> None:
+        rows = filter_stocks(
+            _stocks(),
+            UniverseSpec(symbols=["600000.SH", "600003.SH"]),
+            as_of=date(2025, 1, 1),
+        )
+        # 白名单内的 ST/退市过滤仍然生效：600003 已退市被滤，仅剩 600000
+        assert _sym(rows) == {"600000.SH"}
+
+    def test_empty_whitelist_means_all(self) -> None:
+        assert UniverseSpec().symbols == []
+        rows = filter_stocks(_stocks(), UniverseSpec(symbols=[]), as_of=date(2025, 1, 1))
+        assert "600004.SH" in _sym(rows)