feat(signal): M8.1 交易信号引擎（规则 + signal_event 落库 + /api/signals）

- SignalRules（买入 rank 阈值/趋势 MA/动量 + 卖出区间/破位警示）+ SignalEvent
  （BUY/WATCH/SELL，score/price/trigger_reason 可解释）+ SignalResult/Meta
- quant/signal.generate_signals：与选股同一评分引擎取全市场 rank，按规则分类输出
- signal_snapshot/signal_event 表（migration d8e0b2f3c4d5，MySQL 已应用）+ Repo
- SignalService + POST /api/signals（同步+落库）、GET 详情/列表
- tests/test_signals.py（引擎分类/排序/破位不 BUY、service、API 提交读回）；全量 pytest 通过

backend/app/application/services/signal_service.py

@@ -0,0 +1,39 @@
+"""信号用例（M8.1）：基于选股评分排序 + 技术条件生成交易信号。
+
+信号与回测买入逻辑同源（同一评分引擎、同一口径），保证「为什么 BUY/SELL」可解释。
+"""
+
+from __future__ import annotations
+
+from datetime import date, timedelta
+
+import pandas as pd
+
+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.signal import generate_signals
+
+
+class SignalService:
+    def __init__(self, stock_repo: StockRepository, daily_repo: DailyBarRepository) -> None:
+        self._stock_repo = stock_repo
+        self._daily_repo = daily_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)
+        if not stocks:
+            return generate_signals(pd.DataFrame(), query, rules, as_of)
+        columns = sorted(factor_columns(query))
+        daily = load_daily_df(
+            self._daily_repo,
+            [s.symbol for s in stocks],
+            as_of - timedelta(days=query.warmup_days),
+            as_of,
+            columns,
+            adjust=query.price_adjustment,
+        )
+        return generate_signals(daily, query, rules, as_of)