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/infrastructure/persistence/migrations/versions/f5e0d1c2b3a4_index_weight_table.py

@@ -0,0 +1,46 @@
+"""index_weight 表（B1 指数历史成分）
+
+Revision ID: f5e0d1c2b3a4
+Revises: e1f2a3b4c5d6
+Create Date: 2026-09-09
+
+"""
+
+from __future__ import annotations
+
+from collections.abc import Sequence
+
+import sqlalchemy as sa
+from alembic import op
+
+revision: str = "f5e0d1c2b3a4"
+down_revision: str | None = "e1f2a3b4c5d6"
+branch_labels: str | Sequence[str] | None = None
+depends_on: str | Sequence[str] | None = None
+
+
+def upgrade() -> None:
+    op.create_table(
+        "index_weight",
+        sa.Column(
+            "id",
+            sa.BigInteger().with_variant(sa.Integer(), "sqlite"),
+            autoincrement=True,
+            nullable=False,
+        ),
+        sa.Column("index_code", sa.String(length=12), nullable=False),
+        sa.Column("index_name", sa.String(length=64), nullable=True),
+        sa.Column("trade_date", sa.Date(), nullable=False),
+        sa.Column("symbol", sa.String(length=12), nullable=False),
+        sa.Column("weight", sa.Numeric(precision=10, scale=6), nullable=True),
+        sa.PrimaryKeyConstraint("id"),
+        sa.UniqueConstraint("index_code", "trade_date", "symbol", name="uq_idxw_code_date_sym"),
+    )
+    op.create_index("ix_index_weight_index_code", "index_weight", ["index_code"])
+    op.create_index("ix_index_weight_trade_date", "index_weight", ["trade_date"])
+
+
+def downgrade() -> None:
+    op.drop_index("ix_index_weight_trade_date", table_name="index_weight")
+    op.drop_index("ix_index_weight_index_code", table_name="index_weight")
+    op.drop_table("index_weight")

backend/app/infrastructure/persistence/sqlalchemy/models/index.py

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+"""指数历史成分表（B1）。
+
+index_weight：指数成分快照（index_code, trade_date, symbol 唯一）。
+历史成分查询（members_at）取 <= as_of 最近一期快照 —— Survivorship-free Universe。
+"""
+
+from __future__ import annotations
+
+from datetime import date
+from decimal import Decimal
+
+from sqlalchemy import BigInteger, Date, Integer, Numeric, String, UniqueConstraint
+from sqlalchemy.orm import Mapped, mapped_column
+
+from app.infrastructure.persistence.sqlalchemy.base import Base
+
+PK_INT = BigInteger().with_variant(Integer, "sqlite")
+
+
+class IndexWeightModel(Base):
+    __tablename__ = "index_weight"
+    __table_args__ = (
+        UniqueConstraint("index_code", "trade_date", "symbol", name="uq_idxw_code_date_sym"),
+    )
+
+    id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
+    index_code: Mapped[str] = mapped_column(String(12), index=True)
+    index_name: Mapped[str | None] = mapped_column(String(64), nullable=True)
+    trade_date: Mapped[date] = mapped_column(Date, index=True)
+    symbol: Mapped[str] = mapped_column(String(12))
+    weight: Mapped[Decimal | None] = mapped_column(Numeric(10, 6), nullable=True)

backend/app/infrastructure/persistence/sqlalchemy/repositories/index_impl.py

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+"""指数成分 Repository 的 SQLAlchemy 实现（B1）。"""
+
+from __future__ import annotations
+
+from collections.abc import Sequence
+from datetime import date
+
+from sqlalchemy import select
+from sqlalchemy.orm import Session
+
+from app.domain.entities.index import IndexWeight
+from app.infrastructure.persistence.sqlalchemy.models.index import IndexWeightModel
+
+
+class SqlAlchemyIndexConstituentRepository:
+    def __init__(self, session: Session) -> None:
+        self._session = session
+
+    def upsert_many(self, rows: Sequence[IndexWeight]) -> int:
+        if not rows:
+            return 0
+        existing = {
+            (r.index_code, r.trade_date, r.symbol): r
+            for r in self._session.scalars(
+                select(IndexWeightModel).where(
+                    IndexWeightModel.index_code.in_({x.index_code for x in rows})
+                )
+            )
+        }
+        changed = 0
+        for row in rows:
+            key = (row.index_code, row.trade_date, row.symbol)
+            model = existing.get(key)
+            if model is None:
+                self._session.add(IndexWeightModel(**row.model_dump()))
+                changed += 1
+            else:
+                for k, v in row.model_dump(exclude={"index_code", "trade_date", "symbol"}).items():
+                    setattr(model, k, v)
+                changed += 1
+        return changed
+
+    def latest_date(self, index_code: str) -> date | None:
+        return self._session.scalar(
+            select(IndexWeightModel.trade_date)
+            .where(IndexWeightModel.index_code == index_code)
+            .order_by(IndexWeightModel.trade_date.desc())
+            .limit(1)
+        )
+
+    def members_at(self, index_code: str, as_of: date) -> set[str]:
+        """<= as_of 最近一期快照的成分（历史成分；无快照 → 空集）。"""
+        latest = self._session.scalar(
+            select(IndexWeightModel.trade_date)
+            .where(
+                IndexWeightModel.index_code == index_code,
+                IndexWeightModel.trade_date <= as_of,
+            )
+            .order_by(IndexWeightModel.trade_date.desc())
+            .limit(1)
+        )
+        if latest is None:
+            return set()
+        rows = self._session.scalars(
+            select(IndexWeightModel.symbol).where(
+                IndexWeightModel.index_code == index_code,
+                IndexWeightModel.trade_date == latest,
+            )
+        ).all()
+        return set(rows)