feat(replay): M9-6 Bar Replay 线性重放（as_of 逐日仅用当时数据）

- domain/entities/replay.py：ReplayDay{top/events/counts}/ReplayResult 时间线
- ReplayService：universe.symbols 白名单必填（≤40）且重放交易日 ≤90（防全市场长任务）；
  每个交易日以 <=as_of 数据经同一 signal/score 引擎生成帧
- POST /api/replays（边界校验）→ 时间线；供前端 Bar Replay 控件（v3 §20.6 阶段二）
- tests/test_replays.py：重放帧 == 回测 selection_history 逐调仓日一致；范围约束；
  后段暴涨股不泄漏进早段帧（未来函数）；API 400/200；全量 pytest 通过

backend/app/api/deps.py

@@ -11,6 +11,7 @@ from fastapi import Depends
 from sqlalchemy.orm import Session
 
 from app.application.services.chart_service import ChartService
+from app.application.services.replay_service import ReplayService
 from app.application.services.selection_service import SelectionService
 from app.application.services.signal_service import SignalService
 from app.domain.repositories.composite import CompositeRepository
@@ -89,6 +90,13 @@ def _service_factory(
     return ResearchService(stock_repo, daily_repo, engine)
 
 
+def _replay_service_factory(
+    stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
+    daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
+) -> ReplayService:
+    return ReplayService(stock_repo, daily_repo)
+
+
 def _signal_service_factory(
     stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
     daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
@@ -135,6 +143,7 @@ FactorRepoDep = Annotated[FactorRepository, Depends(_factor_repo_factory)]
 CompositeRepoDep = Annotated[CompositeRepository, Depends(_composite_repo_factory)]
 SignalRepoDep = Annotated[SignalRepository, Depends(_signal_repo_factory)]
 SignalServiceDep = Annotated[SignalService, Depends(_signal_service_factory)]
+ReplayServiceDep = Annotated[ReplayService, Depends(_replay_service_factory)]
 ChartServiceDep = Annotated[ChartService, Depends(_chart_service_factory)]
 StrategyRepoDep = Annotated[StrategyRepository, Depends(_strategy_repo_factory)]