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/deps.py

@@ -10,12 +10,14 @@ from typing import Annotated
 from fastapi import Depends
 from sqlalchemy.orm import Session
 
+from app.application.services.chart_service import ChartService
 from app.application.services.selection_service import SelectionService
 from app.application.services.signal_service import SignalService
 from app.domain.repositories.composite import CompositeRepository
 from app.domain.repositories.factor import FactorRepository
 from app.domain.repositories.jobs import ExperimentRepository, JobRepository
 from app.domain.repositories.market import (
+    AdjustFactorRepository,
     DailyBarRepository,
     FinancialRepository,
     StockRepository,
@@ -30,6 +32,7 @@ from app.infrastructure.persistence.sqlalchemy.repositories.factor_impl import (
     SqlAlchemyFactorRepository,
 )
 from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
+    SqlAlchemyAdjustFactorRepository,
     SqlAlchemyDailyBarRepository,
     SqlAlchemyFinancialRepository,
     SqlAlchemyStockRepository,
@@ -62,6 +65,18 @@ def _financial_repo_factory(session: DbSession) -> FinancialRepository:
     return SqlAlchemyFinancialRepository(session)
 
 
+def _adjust_repo_factory(session: DbSession) -> AdjustFactorRepository:
+    return SqlAlchemyAdjustFactorRepository(session)
+
+
+def _chart_service_factory(
+    stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
+    daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
+    adj_repo: Annotated[AdjustFactorRepository, Depends(_adjust_repo_factory)],
+) -> ChartService:
+    return ChartService(stock_repo, daily_repo, adj_repo)
+
+
 def _engine_factory() -> QuantEngine:
     return LocalEngine()
 
@@ -120,6 +135,7 @@ 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)]
+ChartServiceDep = Annotated[ChartService, Depends(_chart_service_factory)]
 StrategyRepoDep = Annotated[StrategyRepository, Depends(_strategy_repo_factory)]