feat(data): B1-2 指数成分同步（Provider + CLI sync index_weight）

- MarketDataProvider.get_index_weight（协议）；Tushare 实现 normalize_index_weight +
  get_index_weight（ts_code=... 全历史成分权重）；Sina 抛 DataSourceNotSupported；
  FailoverProvider 代理并审计每次尝试
- CLI：sync index_weight --code 000300.SH（拉取→幂等落库 index_weight→打印最新快照；
  失败走 sync_log 审计并返回非零）
- tests：Tushare 映射与调用（FakePro）、Failover 主源单源语义（新浪不支持被审计）；
  全量 pytest 通过

backend/app/cli/sync.py

@@ -41,6 +41,9 @@ from app.infrastructure.data_sources.errors import DataSourceError
 from app.infrastructure.data_sources.sina import SinaProvider
 from app.infrastructure.data_sources.tushare import TushareProvider
 from app.infrastructure.persistence.sqlalchemy.models.market import StockModel
+from app.infrastructure.persistence.sqlalchemy.repositories.index_impl import (
+    SqlAlchemyIndexConstituentRepository,
+)
 from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
     SqlAlchemyAdjustFactorRepository,
     SqlAlchemyDailyBarRepository,
@@ -277,6 +280,28 @@ def cmd_financial(args) -> int:
     return 0
 
 
+def cmd_index_weight(args) -> int:
+    """同步指数历史成分（Tushare index_weight；新浪不支持 → failover 审计留痕）。"""
+
+    code = args.code
+    with _session_ctx() as session:
+        provider = _failover_provider(session)
+        try:
+            rows = provider.get_index_weight(code)
+        except DataSourceError as exc:
+            print(f"[index_weight] {code} 失败：{exc}")
+            return 1
+        repo = SqlAlchemyIndexConstituentRepository(session)
+        touched = repo.upsert_many(rows)
+        latest = repo.latest_date(code)
+        session.commit()
+    print(
+        f"[index_weight] {code} 拉取 {len(rows)} 期成分行，落库 {touched} 条"
+        f"，最新快照 {latest}（as_of 查询见 Universe.index_code）"
+    )
+    return 0
+
+
 def cmd_verify(args) -> int:
     """新浪交叉验证：取新浪最新前复权收盘，与本地最新交易日对照。
 
@@ -399,6 +424,10 @@ def build_parser() -> argparse.ArgumentParser:
     )
     p_fin.set_defaults(func=cmd_financial)
 
+    p_idx = sub.add_parser("index_weight", help="同步指数历史成分（如沪深300 000300.SH）")
+    p_idx.add_argument("--code", required=True, help="指数代码，如 000300.SH / 000905.SH")
+    p_idx.set_defaults(func=cmd_index_weight)
+
     p_verify = sub.add_parser("verify", help="新浪交叉验证最新行情")
     p_verify.add_argument("--symbol", required=True)
     p_verify.set_defaults(func=cmd_verify)

backend/app/domain/providers.py

@@ -9,6 +9,7 @@ from __future__ import annotations
 from datetime import date
 from typing import Protocol
 
+from app.domain.entities.index import IndexWeight
 from app.domain.entities.market import (
     AdjustFactor,
     DailyBar,
@@ -49,3 +50,9 @@ class MarketDataProvider(Protocol):
         start_date/end_date 参数，按报告期过滤）；不传表示全量历史。
         新浪接口不支持按窗口拉取，提供方会忽略窗口后由调用方自行过滤。
         """
+
+    def get_index_weight(self, index_code: str) -> list[IndexWeight]:
+        """指数历史成分（含权重）：每期成分快照 → IndexWeight(index_code, trade_date, symbol)。
+
+        供 index_weight 同步与历史成分 Universe（v3 §9）。"""
+

backend/app/infrastructure/data_sources/failover.py

@@ -60,6 +60,13 @@ class FailoverProvider:
             fallback_call=lambda: self.fallback.get_daily(symbol, start, end),
         )
 
+    def get_index_weight(self, index_code: str) -> list:
+        return self._with_failover(
+            "get_index_weight",
+            primary_call=lambda: self.primary.get_index_weight(index_code),
+            fallback_call=lambda: self.fallback.get_index_weight(index_code),
+        )
+
     def get_adjust_factor(self, symbol: str, start: date, end: date) -> list:
         return self._with_failover(
             "get_adjust_factor",

backend/app/infrastructure/data_sources/sina.py

@@ -225,6 +225,9 @@ class SinaProvider:
     def get_stock_basic(self):
         raise DataSourceNotSupported("新浪不提供股票基础信息列表")
 
+    def get_index_weight(self, index_code):
+        raise DataSourceNotSupported("新浪不提供指数成分接口")
+
     def get_trade_cal(self, start, end):
         raise DataSourceNotSupported("新浪不提供交易日历")
 

backend/app/infrastructure/data_sources/tushare.py

@@ -14,6 +14,7 @@ from datetime import date, datetime, timedelta
 from decimal import Decimal
 from typing import Any
 
+from app.domain.entities.index import IndexWeight
 from app.domain.entities.market import (
     AdjustFactor,
     DailyBar,
@@ -96,6 +97,28 @@ class TushareProvider:
             for rec in records
         ]
 
+    @staticmethod
+    def normalize_index_weight(
+        records: list[dict[str, Any]], index_code_fallback: str = ""
+    ) -> list[IndexWeight]:
+        """index_weight 接口行 → IndexWeight（index_code/con_code/trade_date/weight）。"""
+        out: list[IndexWeight] = []
+        for rec in records:
+            code = str(rec.get("index_code") or index_code_fallback or "")
+            symbol = str(rec.get("con_code") or "")
+            if not code or not symbol:
+                continue
+            out.append(
+                IndexWeight(
+                    index_code=code,
+                    index_name=rec.get("index_name"),
+                    trade_date=_to_date(rec.get("trade_date")) or date.min,
+                    symbol=symbol,
+                    weight=_to_decimal(rec.get("weight")),
+                )
+            )
+        return out
+
     @staticmethod
     def normalize_daily(records: list[dict[str, Any]]) -> list[DailyBar]:
         bars: list[DailyBar] = []
@@ -224,6 +247,11 @@ class TushareProvider:
 
     _RATE_LIMIT_MARKERS = ("频率超限", "每分钟", "frequenc", "too many")
 
+    def get_index_weight(self, index_code: str) -> list[IndexWeight]:
+        """指数成分（Tushare index_weight 全历史，ts_code 过滤）。"""
+        records = self._call("index_weight", ts_code=index_code)
+        return self.normalize_index_weight(records, index_code_fallback=index_code)
+
     def _call(self, api: str, **kwargs) -> list[dict[str, Any]]:
         """带限速退避的调用：频率超限按指数退避（最长 _rate_limit_wait）等待后重试。"""
         last_error: Exception | None = None

backend/tests/test_failover.py

@@ -91,3 +91,36 @@ class TestFailover:
         with pytest.raises(DataSourceError, match="无备用源"):
             f.get_daily("600519.SH", date(2024, 1, 1), date(2024, 1, 5))
         assert len(collected) == 1
+
+
+class TestIndexFailover:
+    def test_primary_only_index(self) -> None:
+        """指数成分：主源成功即用（新浪不支持会自动尝试并审计失败 → 结果仍来自主源）。"""
+        from datetime import date
+        from decimal import Decimal
+
+        from app.domain.entities.index import IndexWeight
+        from app.infrastructure.data_sources.failover import FailoverProvider
+        from app.infrastructure.data_sources.sina import SinaProvider
+        from app.infrastructure.data_sources.tushare import TushareProvider
+
+        class _P(TushareProvider):
+            name = "tushare"
+
+            def __init__(self):  # 不触网
+                pass
+
+            def get_index_weight(self, index_code):
+                return [IndexWeight(index_code=index_code, index_name="沪深300",
+                                    trade_date=date(2024, 6, 28), symbol="600519.SH",
+                                    weight=Decimal("1"))]
+
+        logs: list[SyncLog] = []
+
+        def audit(log: SyncLog):
+            logs.append(log)
+
+        f = FailoverProvider(_P(), SinaProvider(), audit=audit)
+        rows = f.get_index_weight("000300.SH")
+        assert len(rows) == 1 and rows[0].symbol == "600519.SH"
+        assert len(logs) >= 1  # 每次尝试已审计

backend/tests/test_tushare_provider.py

@@ -224,3 +224,36 @@ class TestGetFinancialWindow:
         assert len(fake.kwargs) == 2
         assert fake.kwargs[1]["end_date"] < fake.kwargs[0]["end_date"]
         assert {r.report_date for r in rows} == {date.fromisoformat(e[:4] + "-" + e[4:6] + "-" + e[6:]) for e in newest + older}
+
+
+class TestIndexWeight:
+    def test_normalize_mapping(self) -> None:
+        from app.infrastructure.data_sources.tushare import TushareProvider
+
+        rows = TushareProvider.normalize_index_weight(
+            [
+                {"index_code": "000300.SH", "con_code": "600519.SH",
+                 "trade_date": "20240628", "weight": 1.53},
+                {"con_code": "000001.SZ", "trade_date": "20240628", "weight": 0.9},
+            ],
+            index_code_fallback="000300.SH",
+        )
+        assert len(rows) == 2
+        assert rows[0].index_code == "000300.SH"
+        assert rows[0].symbol == "600519.SH"
+        assert rows[0].trade_date.isoformat() == "2024-06-28"
+        assert float(rows[0].weight) == 1.53
+        # 无 index_code 时用 fallback；con_code 缺失跳过
+        assert rows[1].index_code == "000300.SH"
+
+    def test_provider_calls_index_weight(self) -> None:
+        from app.infrastructure.data_sources.tushare import TushareProvider
+
+        pro = FakePro(
+            payload=[{"index_code": "000300.SH", "con_code": "600519.SH",
+                      "trade_date": "20240628", "weight": 1.0}]
+        )
+        p = TushareProvider(token="t", pro=pro)
+        rows = p.get_index_weight("000300.SH")
+        assert pro.calls == ["index_weight"]
+        assert len(rows) == 1 and rows[0].symbol == "600519.SH"