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
2026-09-09 07:27:13 +08:00
parent 03fb463216
commit 9cc4bfccac
13 changed files with 379 additions and 16 deletions
@@ -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")