feat(quant): QlibEngine v1 — 本地行情落盘 QlibDataset → D.features 读取 → 因子回测

- qlib_adapter/provider.py：SQLite 行情按 qlib 0.9.8 二进制格式落盘（起始索引头 + 逐日 float32、instruments 3 列、小写 instrument、晚上市 offset）
- qlib_adapter/dataset.py：qlib.init 幂等（{'day': uri}）+ D.features 读取 close 面板
- qlib_adapter/engine.py：QlibEngine（QuantEngine）v1 —— Qlib 数据管线回测与 LocalEngine 同记账规则（无未来函数/成本/涨跌停标注），factor_test 复用共享实现；Alpha158+LightGBM 为 TODO
- 真实 20 股验证：qlib 落盘 142 文件→读取→回测（-12.81%，Local 对照 -12.97%，差异为 qlib float32 存储）
- tests/test_qlib_engine.py 5 项（格式/roundtrip/晚上市 offset/回测/因子测试）→ pytest 86 passed / ruff clean

backend/app/quant/qlib_adapter/dataset.py

@@ -0,0 +1,47 @@
+"""Qlib 数据读取（dataset）：qlib.init 幂等 + 从 provider_uri 读行情面板。"""
+
+from __future__ import annotations
+
+from datetime import date
+from pathlib import Path
+
+import pandas as pd
+
+_init_state: dict = {"uri": None}
+
+
+def ensure_qlib_init(provider_uri: Path) -> None:
+    """初始化 qlib（进程内同 uri 幂等；不同 uri 会重新 init）。"""
+    if _init_state["uri"] == str(provider_uri):
+        return
+    import qlib
+    from qlib.config import REG_CN
+
+    qlib.init(provider_uri={"day": str(provider_uri)}, region=REG_CN)
+    _init_state["uri"] = str(provider_uri)
+
+
+def load_close_panel(
+    provider_uri: Path,
+    symbols: list[str],
+    start: date,
+    end: date,
+) -> pd.DataFrame:
+    """经 qlib D.features 读取 $close，返回 date×symbol 面板（index datetime）。"""
+    ensure_qlib_init(provider_uri)
+    from qlib.data import D
+
+    lower = [s.lower() for s in symbols]
+    df = D.features(
+        lower,
+        ["$close"],
+        start_time=start.strftime("%Y-%m-%d"),
+        end_time=end.strftime("%Y-%m-%d"),
+        freq="day",
+    )
+    if df.empty:
+        return pd.DataFrame()
+    close = df["$close"].unstack(level="instrument")
+    close.index = pd.to_datetime(close.index)
+    close.columns = [c.upper() for c in close.columns]
+    return close.sort_index()