feat(backend): Phase 1 数据层 — Domain / Provider / Failover 审计 + 持久化 + 同步 CLI

- domain：市场数据实体（Stock / 交易日历 / 日线 / 复权 / 财务含 announce_date）+ Repository 与 MarketDataProvider Protocol - 数据源：TushareProvider（归一化、重试、鉴权错误归类）、SinaProvider（备用，明确前复权口径与能力边界）、FailoverProvider + SyncLog 审计（禁止静默切换） - 持久化：SQLAlchemy 2.x Models + Repository 实现（按业务键幂等 upsert、as_of_date 防未来函数过滤）+ Alembic 迁移 - CLI：uv run python -m app.cli.sync {basic|calendar|daily|financial|verify}，支持 --resume 断点续传 - 真实 Tushare 验证：stock 5556 / 交易日历 366 / daily+factor 242 / 财务 55；sync_log 审计完整 - 测试：38 passed（domain / provider / failover / repository / 未来函数 / 迁移），ruff clean
2026-09-06 16:59:28 +08:00
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+"""domain.repositories.market 的 SQLAlchemy 实现。
+
+约定：本目录是唯一允许把 ORM 与业务实体互转的地方；
+Repository 以 domain.entities 类型进出（AGENT.md §10）。
+幂等键写在 __table_args__ 的 UniqueConstraint 上，upsert 先查后写，
+与 SQLite / MySQL 方言无关（未来切库不改业务层）。
+"""
+
+from __future__ import annotations
+
+from collections.abc import Sequence
+from datetime import date
+
+from sqlalchemy import select
+from sqlalchemy.orm import Session
+
+from app.domain.entities.market import (
+    AdjustFactor,
+    DailyBar,
+    FinancialIndicator,
+    Stock,
+    SyncLog,
+    TradingCalendar,
+)
+from app.infrastructure.persistence.sqlalchemy.models.market import (
+    AdjustFactorModel,
+    FinancialIndicatorModel,
+    StockDailyModel,
+    StockModel,
+    SyncLogModel,
+    TradingCalendarModel,
+)
+
+# 实体类型 → (ORM Model, 幂等键列)
+_TABLE = {
+    Stock: (StockModel, ["symbol"]),
+    TradingCalendar: (TradingCalendarModel, ["calendar_date"]),
+    DailyBar: (StockDailyModel, ["symbol", "trade_date"]),
+    AdjustFactor: (AdjustFactorModel, ["symbol", "trade_date"]),
+    FinancialIndicator: (FinancialIndicatorModel, ["symbol", "report_date", "announce_date"]),
+    SyncLog: (SyncLogModel, ["id"]),
+}
+
+_ENTITY_TO_MODEL = {entity: model for entity, (model, _keys) in _TABLE.items()}
+
+
+def _fields_of(entity) -> dict:
+    """实体字段 → ORM 列名（模型列名与实体字段一致）。"""
+    return {k: v for k, v in entity.model_dump().items() if k != "id"}
+
+
+def _upsert_by_business_key(
+    session: Session,
+    entity_cls,
+    entities: Sequence,
+) -> int:
+    """按业务幂等键查重后 insert/update，返回触及行数（新增+更新）。
+
+    同一批内出现重复键（数据源偶发）时：先 flush 使前面已 add 的行可见，
+    再按「后出现者覆盖」更新为最新值，避免 UNIQUE 冲突。
+    """
+    model_cls, key_cols = _TABLE[entity_cls]
+    seen: set[tuple] = set()
+    touched = 0
+    for ent in entities:
+        values = _fields_of(ent)
+        key = tuple(values[k] for k in key_cols)
+        if key in seen:
+            session.flush()  # 让本批内先前新增的行进入 select 视野
+        else:
+            seen.add(key)
+        filters = [getattr(model_cls, k) == values[k] for k in key_cols]
+        row = session.scalars(select(model_cls).where(*filters)).first()
+        if row is None:
+            session.add(model_cls(**values))
+        else:
+            for col, val in values.items():
+                setattr(row, col, val)
+        touched += 1
+    return touched
+
+
+class SqlAlchemyStockRepository:
+    def __init__(self, session: Session) -> None:
+        self._session = session
+
+    def get_by_symbol(self, symbol: str) -> Stock | None:
+        row = self._session.scalars(select(StockModel).where(StockModel.symbol == symbol)).first()
+        return Stock.model_validate(row.__dict__, from_attributes=True) if row else None
+
+    def list(self) -> list[Stock]:
+        rows = self._session.scalars(select(StockModel).order_by(StockModel.symbol)).all()
+        return [Stock.model_validate(r, from_attributes=True) for r in rows]
+
+    def upsert_many(self, stocks: Sequence[Stock]) -> int:
+        return _upsert_by_business_key(self._session, Stock, stocks)
+
+
+class SqlAlchemyTradingCalendarRepository:
+    def __init__(self, session: Session) -> None:
+        self._session = session
+
+    def upsert_many(self, days: Sequence[TradingCalendar]) -> int:
+        return _upsert_by_business_key(self._session, TradingCalendar, days)
+
+    def list_range(self, start: date, end: date) -> list[TradingCalendar]:
+        rows = self._session.scalars(
+            select(TradingCalendarModel)
+            .where(
+                TradingCalendarModel.calendar_date >= start,
+                TradingCalendarModel.calendar_date <= end,
+            )
+            .order_by(TradingCalendarModel.calendar_date)
+        ).all()
+        return [TradingCalendar.model_validate(r, from_attributes=True) for r in rows]
+
+    def is_open(self, day: date) -> bool:
+        row = self._session.scalars(
+            select(TradingCalendarModel).where(TradingCalendarModel.calendar_date == day)
+        ).first()
+        return bool(row.is_open) if row else False
+
+
+class SqlAlchemyDailyBarRepository:
+    def __init__(self, session: Session) -> None:
+        self._session = session
+
+    def upsert_many(self, bars: Sequence[DailyBar]) -> int:
+        return _upsert_by_business_key(self._session, DailyBar, bars)
+
+    def get_range(self, symbol: str, start: date, end: date) -> list[DailyBar]:
+        rows = self._session.scalars(
+            select(StockDailyModel)
+            .where(
+                StockDailyModel.symbol == symbol,
+                StockDailyModel.trade_date >= start,
+                StockDailyModel.trade_date <= end,
+            )
+            .order_by(StockDailyModel.trade_date)
+        ).all()
+        return [DailyBar.model_validate(r, from_attributes=True) for r in rows]
+
+    def latest_date(self, symbol: str) -> date | None:
+        return self._session.scalar(
+            select(StockDailyModel.trade_date)
+            .where(StockDailyModel.symbol == symbol)
+            .order_by(StockDailyModel.trade_date.desc())
+            .limit(1)
+        )
+
+
+class SqlAlchemyAdjustFactorRepository:
+    def __init__(self, session: Session) -> None:
+        self._session = session
+
+    def upsert_many(self, factors: Sequence[AdjustFactor]) -> int:
+        return _upsert_by_business_key(self._session, AdjustFactor, factors)
+
+    def get_range(self, symbol: str, start: date, end: date) -> list[AdjustFactor]:
+        rows = self._session.scalars(
+            select(AdjustFactorModel)
+            .where(
+                AdjustFactorModel.symbol == symbol,
+                AdjustFactorModel.trade_date >= start,
+                AdjustFactorModel.trade_date <= end,
+            )
+            .order_by(AdjustFactorModel.trade_date)
+        ).all()
+        return [AdjustFactor.model_validate(r, from_attributes=True) for r in rows]
+
+
+class SqlAlchemyFinancialRepository:
+    def __init__(self, session: Session) -> None:
+        self._session = session
+
+    def upsert_many(self, rows: Sequence[FinancialIndicator]) -> int:
+        return _upsert_by_business_key(self._session, FinancialIndicator, rows)
+
+    def list_announced(
+        self,
+        symbol: str,
+        as_of_date: date,
+        report_start: date | None = None,
+    ) -> list[FinancialIndicator]:
+        """只返回 announce_date <= as_of_date —— 防未来函数红线实现。"""
+        stmt = (
+            select(FinancialIndicatorModel)
+            .where(
+                FinancialIndicatorModel.symbol == symbol,
+                FinancialIndicatorModel.announce_date <= as_of_date,
+            )
+            .order_by(FinancialIndicatorModel.announce_date)
+        )
+        if report_start is not None:
+            stmt = stmt.where(FinancialIndicatorModel.report_date >= report_start)
+        rows = self._session.scalars(stmt).all()
+        return [FinancialIndicator.model_validate(r, from_attributes=True) for r in rows]
+
+
+class SqlAlchemySyncLogRepository:
+    def __init__(self, session: Session) -> None:
+        self._session = session
+
+    def add(self, log: SyncLog) -> SyncLog:
+        model = SyncLogModel(**log.model_dump())
+        self._session.add(model)
+        self._session.flush()
+        return SyncLog.model_validate(model, from_attributes=True)
+
+    def recent(self, source: str | None = None, limit: int = 20) -> list[SyncLog]:
+        stmt = select(SyncLogModel).order_by(SyncLogModel.id.desc()).limit(limit)
+        if source is not None:
+            stmt = stmt.where(SyncLogModel.source == source)
+        rows = self._session.scalars(stmt).all()
+        return [SyncLog.model_validate(r, from_attributes=True) for r in rows]