feat(chart): M9-1 Chart DTO + Chart Service + Chart API（v3 §20）

- domain/entities/chart.py：ChartResult/OHLC/Volume/Series/EventMarker/ChartMetadata
  （adjust_mode + execution_price_basis 口径元数据）+ SelectionHit
- application/services/chart_service.py：个股 K线/量/MA 指标；显示层 qfq/hfq 折算
  （基于主口径 none 行情 × adjust_factor，绝回写研究数据）；回测个股视图把实际成交
  转 fills 标记并在显示口径不同时做坐标换算（v3 §20.3/§20.5）
- by-symbol 历史查询：SignalRepository/SelectionRepository.list_by_symbol（含溯源 id）
- api/charts.py：/stocks/{symbol}/chart|signals|selections、/backtests/{id}/stocks/{symbol}/chart
  |trades|positions
- tests/test_charts.py（指标/qfq-hfq 折算断言/回测 fills/API 集成+404）；全量 pytest 通过

backend/app/api/charts.py

@@ -0,0 +1,130 @@
+"""Chart API（v3 §20.2）：统一可视化数据只读接口。
+
+- GET /api/stocks/{symbol}/chart?start&end&adjust   K 线 + 量 + 指标（显示层折算）
+- GET /api/stocks/{symbol}/signals                 该股历史信号（markers）
+- GET /api/stocks/{symbol}/selections              该股历史选股命中（markers）
+- GET /api/backtests/{experiment_id}/stocks/{symbol}/chart   回测个股：K 线 + 实际成交 fills
+- GET /api/backtests/{experiment_id}/trades|positions        回测成交/持仓展开
+"""
+
+from __future__ import annotations
+
+from datetime import date
+from typing import Annotated
+
+from fastapi import APIRouter, HTTPException, Query
+
+from app.api.deps import (
+    ChartServiceDep,
+    ExperimentRepoDep,
+    SelectionRepoDep,
+    SignalRepoDep,
+)
+from app.domain.entities.chart import ChartResult, EventMarker, SelectionHit
+from app.domain.entities.research import BacktestResult
+from app.domain.entities.signal import SignalHit
+
+router = APIRouter(tags=["charts"])
+
+_AdjustQuery = Annotated[str, Query(pattern="^(none|qfq|hfq)$")]
+_StartQuery = Annotated[date | None, Query(description="开始日期（默认 2024-01-01）")]
+_EndQuery = Annotated[date | None, Query(description="结束日期（默认今天）")]
+
+
+def _signal_markers(hits: list[SignalHit]) -> list[EventMarker]:
+    kind_map = {"BUY": "signal_buy", "SELL": "signal_sell", "WATCH": "signal_watch"}
+    return [
+        EventMarker(
+            time=h.signal_date,
+            kind=kind_map.get(h.signal_type, "signal_watch"),
+            symbol="",
+            price=h.price,
+            score=h.score,
+            text=h.trigger_reason,
+            ref_id=h.signal_id,
+        )
+        for h in hits
+    ]
+
+
+def _selection_markers(hits: list[SelectionHit]) -> list[EventMarker]:
+    return [
+        EventMarker(
+            time=h.as_of,
+            kind="selection",
+            symbol=h.symbol,
+            score=h.score,
+            text=[f"rank #{h.rank}"] + h.selection_reason,
+            ref_id=h.selection_id,
+        )
+        for h in hits
+    ]
+
+
+@router.get("/stocks/{symbol}/chart", response_model=ChartResult, summary="个股 K 线图数据")
+def stock_chart(
+    symbol: str,
+    service: ChartServiceDep,
+    start: _StartQuery = None,
+    end: _EndQuery = None,
+    adjust: _AdjustQuery = "none",
+) -> ChartResult:
+    start = start or date(2024, 1, 1)
+    end = end or date.today()
+    if service.stock(symbol) is None:
+        raise HTTPException(status_code=404, detail=f"未找到股票 {symbol}")
+    return service.stock_chart(symbol, start, end, adjust)
+
+
+@router.get("/stocks/{symbol}/signals", response_model=list[EventMarker], summary="该股历史信号")
+def symbol_signals(symbol: str, signal_repo: SignalRepoDep) -> list[EventMarker]:
+    return _signal_markers(signal_repo.list_by_symbol(symbol))
+
+
+@router.get("/stocks/{symbol}/selections", response_model=list[EventMarker], summary="该股历史选股命中")
+def symbol_selections(symbol: str, selection_repo: SelectionRepoDep) -> list[EventMarker]:
+    return _selection_markers(selection_repo.list_by_symbol(symbol))
+
+
+@router.get(
+    "/backtests/{experiment_id}/stocks/{symbol}/chart",
+    response_model=ChartResult,
+    summary="回测个股图（K 线 + 实际成交 fills）",
+)
+def backtest_stock_chart(
+    experiment_id: str,
+    symbol: str,
+    service: ChartServiceDep,
+    experiment_repo: ExperimentRepoDep,
+    start: _StartQuery = None,
+    end: _EndQuery = None,
+    adjust: _AdjustQuery = "none",
+) -> ChartResult:
+    start = start or date(2024, 1, 1)
+    end = end or date.today()
+    exp = experiment_repo.get(experiment_id)
+    if exp is None:
+        raise HTTPException(status_code=404, detail=f"Experiment {experiment_id} 不存在")
+    try:
+        result = BacktestResult.model_validate_json(exp.result_json)
+    except Exception as exc:  # noqa: BLE001
+        raise HTTPException(status_code=400, detail=f"{experiment_id} 不是 backtest 结果") from exc
+    return service.backtest_stock_chart(result, symbol, start, end, adjust)
+
+
+@router.get("/backtests/{experiment_id}/trades", summary="回测成交明细")
+def backtest_trades(experiment_id: str, experiment_repo: ExperimentRepoDep):
+    exp = experiment_repo.get(experiment_id)
+    if exp is None:
+        raise HTTPException(status_code=404, detail=f"Experiment {experiment_id} 不存在")
+    result = BacktestResult.model_validate_json(exp.result_json)
+    return result.trades
+
+
+@router.get("/backtests/{experiment_id}/positions", summary="回测持仓明细")
+def backtest_positions(experiment_id: str, experiment_repo: ExperimentRepoDep):
+    exp = experiment_repo.get(experiment_id)
+    if exp is None:
+        raise HTTPException(status_code=404, detail=f"Experiment {experiment_id} 不存在")
+    result = BacktestResult.model_validate_json(exp.result_json)
+    return result.positions