feat(universe): B1-1 指数历史成分（index_weight）+ Universe 按 as_of 成分过滤

- index_weight 表（migration f5e0d1c2b3a4，MySQL 已应用；index_code+date+symbol 唯一）
  + IndexWeight 实体 + IndexConstituentRepository（members_at：取 <=as_of 最近一期快照，
  Survivorship-free / 无未来成分；latest_date）
- UniverseSpec.index_code + universe.filter_stocks members 交集 + resolve_members；
  Research/Selection/Signal/Replay 服务注入 index repo（历史成分过滤，选股/回测共用）
- tests/test_index_universe.py：快照历史成分（成分变更不入早期结果）、幂等、
  空快照期空集、index_code 过滤下 as_of 一致性；全量 pytest 通过

backend/app/application/services/signal_service.py

@@ -13,18 +13,28 @@ from app.domain.entities.selection import SelectionQuery
 from app.domain.entities.signal import SignalResult, SignalRules
 from app.domain.repositories.market import DailyBarRepository, StockRepository
 from app.quant.selection import factor_columns
-from app.quant.service import filter_stocks, load_daily_df
+from app.quant.service import load_daily_df
 from app.quant.signal import generate_signals
+from app.quant.universe import filter_stocks, resolve_members
 
 
 class SignalService:
-    def __init__(self, stock_repo: StockRepository, daily_repo: DailyBarRepository) -> None:
+    def __init__(
+        self,
+        stock_repo: StockRepository,
+        daily_repo: DailyBarRepository,
+        index_repo=None,
+    ) -> None:
         self._stock_repo = stock_repo
         self._daily_repo = daily_repo
+        self._index_repo = index_repo
 
     def signal(self, query: SelectionQuery, rules: SignalRules) -> SignalResult:
         as_of = query.as_of or date.today()
-        stocks = filter_stocks(self._stock_repo.list(), query.universe, as_of=as_of)
+        stocks = filter_stocks(
+            self._stock_repo.list(), query.universe, as_of=as_of,
+            members=resolve_members(self._index_repo, query.universe, as_of),
+        )
         if not stocks:
             return generate_signals(pd.DataFrame(), query, rules, as_of)
         columns = sorted(factor_columns(query))