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/infrastructure/persistence/sqlalchemy/repositories/signal_impl.py

@@ -10,6 +10,7 @@ from sqlalchemy.orm import Session
 
 from app.domain.entities.signal import (
     SignalEvent,
+    SignalHit,
     SignalMeta,
     SignalResult,
     SignalRules,
@@ -87,6 +88,25 @@ class SqlAlchemySignalRepository:
             config_snapshot={"as_of": snap.as_of.isoformat()},
         )
 
+    def list_by_symbol(self, symbol: str, limit: int = 50) -> list[SignalHit]:
+        rows = self._session.scalars(
+            select(SignalEventModel)
+            .where(SignalEventModel.symbol == symbol)
+            .order_by(SignalEventModel.signal_date.desc(), SignalEventModel.id.desc())
+            .limit(limit)
+        ).all()
+        return [
+            SignalHit(
+                signal_id=r.signal_id,
+                signal_date=r.signal_date,
+                signal_type=r.signal_type,
+                score=float(r.score) if r.score is not None else None,
+                price=float(r.price) if r.price is not None else None,
+                trigger_reason=json.loads(r.reason_json or "[]"),
+            )
+            for r in rows
+        ]
+
     def list_recent(self, as_of: date | None = None, limit: int = 20) -> list[SignalMeta]:
         stmt = select(SignalSnapshotModel).order_by(SignalSnapshotModel.created_at.desc())
         if as_of is not None: