feat(portfolio): C2 单股上限约束真实执行（Portfolio v1.1）

- portfolio.allocate_with_max_position：无上限=等权（与原实现一致）；有上限=迭代
  把超过 cap×当日组合市值的标的封顶并把剩余现金在其余标的中再分配，超出留现金
- TopKBacktestRunner 买入按约束分流（默认等权路径位级不变，回归数值保持）
- unimplemented 只保留行业上限（依赖行业元数据注入，如实标注）
- tests/test_portfolio_constraints.py（分配数值/封顶留现金/回测持仓权重≤上限+容差、
  config_snapshot）+ 旧断言更新（单股不再标注）；全量 pytest 通过

backend/tests/test_selection_backtest_consistency.py

@@ -138,11 +138,14 @@ class TestPortfolioEngine:
         assert not any("约束未建模" in u for u in result.unimplemented)
 
     def test_constraint_declared_in_unimplemented(self, daily_df) -> None:
+        """C2：单股上限已建模（不再进 unimplemented）；行业上限仍如实标注。"""
         from app.domain.entities.research import PortfolioSpec
         from app.quant.engine import LocalEngine
 
-        spec = _spec(portfolio=PortfolioSpec(max_position_pct=0.1))
+        spec = _spec(portfolio=PortfolioSpec(max_position_pct=0.1, max_industry_weight_pct=0.25))
         result = LocalEngine().run_backtest(daily_df, spec)
-        assert any("最大单股权重" in u for u in result.unimplemented)
+        assert not any("单股" in u for u in result.unimplemented)
+        assert any("行业" in u for u in result.unimplemented)
         # config_snapshot 记录组合配置
         assert result.config_snapshot["portfolio"]["max_position_pct"] == 0.1
+        assert result.config_snapshot["portfolio"]["max_industry_weight_pct"] == 0.25