feat: Phase 3 Web — 业务 API（stocks/factors/backtests）+ Next.js 前端

- 后端业务 API：GET /api/stocks(搜索/分页)、GET /api/factors（因子目录）、POST /api/factor-tests 与 /api/backtests（Research Spec 驱动同步执行）、GET /api/backtests/last；Annotated 依赖注入 + CORS(dev)
- Repository 批量查询 get_range_many（研究装配一次查询，避免逐只拉取）
- 前端 frontend/web：Next.js 15(TS) + ECharts —— 总览 / 股票池 / 因子研究(IC·RankIC·分层展示) / 回测（净值·回撤·月度·持仓·未建模标注）
- 前端只消费业务 API 与标准化 BacktestResult，无 Qlib/SQL 概念泄漏
- 真实数据：同步 20 只权重股 2023-2024 日线（9680 根）支撑截面研究
- 验证：API 集成测试 8 项（DTO 校验/装配/引擎/标准结果，内存 repo 全链路）+ 全量 pytest 68 passed；前端 tsc + next build 通过；无头浏览器端到端（factors/backtest 页面渲染后端数据）
- ruff clean

frontend/web/lib/api.ts

@@ -0,0 +1,26 @@
+/** 后端 API 客户端（开发期指向本地 FastAPI，地址见 .env.local）。 */
+const BASE = process.env.NEXT_PUBLIC_API_BASE ?? "http://127.0.0.1:8000/api";
+
+export async function apiGet<T>(path: string): Promise<T> {
+  const resp = await fetch(`${BASE}${path}`);
+  if (!resp.ok) throw new Error(`GET ${path} → ${resp.status}: ${await resp.text()}`);
+  return (await resp.json()) as T;
+}
+
+export async function apiPost<T>(path: string, body: unknown): Promise<T> {
+  const resp = await fetch(`${BASE}${path}`, {
+    method: "POST",
+    headers: { "Content-Type": "application/json" },
+    body: JSON.stringify(body),
+  });
+  if (!resp.ok) {
+    const text = await resp.text();
+    throw new Error(`POST ${path} → ${resp.status}: ${text.slice(0, 300)}`);
+  }
+  return (await resp.json()) as T;
+}
+
+export interface ApiError {
+  status: number;
+  message: string;
+}

frontend/web/lib/types.ts

@@ -0,0 +1,74 @@
+/** 与后端 domain/entities/research.py 对应的类型（DTO 镜像）。 */
+
+export interface Stock {
+  symbol: string;
+  name: string;
+  industry?: string | null;
+  area?: string | null;
+  list_date: string;
+  delist_date?: string | null;
+  status: string;
+}
+
+export interface FactorMeta {
+  name: string;
+  description: string;
+  formula: string;
+  frequency: string;
+  lookback: number;
+  direction: "higher_is_better" | "lower_is_better";
+}
+
+export interface ResearchSpec {
+  type: "factor_test" | "backtest";
+  universe: { exclude_st?: boolean; min_listing_days?: number };
+  factors: { name: string; weight: number }[];
+  selection: { top_n: number };
+  rebalance: "weekly" | "monthly";
+  period: [string, string];
+}
+
+export interface CurvePoint {
+  date: string;
+  value: number;
+}
+
+export interface BacktestSummary {
+  start: string;
+  end: string;
+  initial_capital: number;
+  final_equity: number;
+  total_return_pct: number;
+  annual_return_pct: number;
+  sharpe: number;
+  max_drawdown_pct: number;
+  volatility_pct: number;
+  win_rate_pct: number;
+  total_trades: number;
+  avg_turnover_pct: number;
+}
+
+export interface BacktestResult {
+  summary: BacktestSummary;
+  equity_curve: CurvePoint[];
+  drawdown: CurvePoint[];
+  monthly_returns: { year: number; month: number; return_pct: number }[];
+  yearly_returns: { year: number; return_pct: number }[];
+  positions: { date: string; symbol: string; weight: number }[];
+  trades: { entry_date: string; exit_date: string; symbol: string; return_pct: number }[];
+  turnover_pct: number;
+  unimplemented: string[];
+  config_snapshot: Record<string, unknown>;
+}
+
+export interface FactorTestReport {
+  factor_name: string;
+  ic_mean: number;
+  icir: number;
+  rank_ic_mean: number;
+  positive_ratio_pct: number;
+  quantile_returns: { quantile: number; return_pct: number }[];
+  spread_quantile?: number | null;
+  sample_days: number;
+  unimplemented: string[];
+}