feat(backtest): M9-2 回测补 selection_history/signal_history/fills（Signal↔Fill 区分）

- BacktestResult 新增：RankedPick（调仓意图，与 select(as_of) 同源排序）、
  ActionRecord（BUY/SELL 意图 + filled + reject_reason/price）字段 selection_history /
  signal_history / fills（fills=signal_history 中 filled 子集）（v3 §20.3/§22.3）
- TopKBacktestRunner：调仓记录卖出/买入逐动作与是否成交；涨停/停牌导致的
  「BUY 信号未成交」保留原因；意图 picks 与执行 targets 分离（不因涨停悄悄改选股视图）
- ChartService.backtest_stock_chart 改用 history 生成三类标记（selection/signal/fill），
  未成交意图在图上可见（v3 §20.4）
- tests/test_backtest_history.py：意图=select 一致、fills 推导、涨停拒绝可见（构造 +10%
  涨停日）、序列化 roundtrip；相关回归（quant/consistency/charts）全过；全量 pytest 通过

backend/app/application/services/chart_service.py

@@ -21,7 +21,7 @@ from app.domain.entities.chart import (
     VolumePoint,
 )
 from app.domain.entities.market import AdjustFactor, DailyBar, Stock
-from app.domain.entities.research import BacktestResult, Trade
+from app.domain.entities.research import BacktestResult
 from app.domain.repositories.market import (
     AdjustFactorRepository,
     DailyBarRepository,
@@ -132,39 +132,50 @@ class ChartService:
         end: date,
         adjust: str = "none",
     ) -> ChartResult:
-        """回测个股视图：K 线 + 该股实际成交 fills（v3 §20.3 Signal↔Fill 展示）。"""
+        """回测个股视图：K 线 + 选股意图/未成交信号/实际成交三类标记（v3 §20.3）。"""
         basis = (result.config_snapshot or {}).get("price_adjustment", "none")
-        markers = _trades_to_markers(result.trades, symbol, basis)
+        markers = _result_to_markers(result, symbol)
         return self.stock_chart(symbol, start, end, adjust, execution_price_basis=basis,
                                 extra_markers=markers)
 
 
-def _trades_to_markers(trades: list[Trade], symbol: str, basis: str) -> list[EventMarker]:
+def _result_to_markers(result: BacktestResult, symbol: str) -> list[EventMarker]:
+    """由回测 history 生成个股标记：fills（成交）/ signals（未成交意图）/ selections（选股）。"""
     markers: list[EventMarker] = []
-    for t in trades:
-        if t.symbol != symbol:
+    # 实际成交（fills）与未成交信号（signal_history 中 filled=False）
+    for a in result.signal_history:
+        if a.symbol != symbol:
+            continue
+        if a.filled:
+            kind = "fill_buy" if a.signal == "BUY" else "fill_sell"
+            text = [f"{'买入' if a.signal=='BUY' else '卖出'} @ {a.price:.2f}（basis={_basis_of(result)}）"]
+            markers.append(
+                EventMarker(time=a.date, kind=kind, symbol=symbol, price=a.price, text=text)
+            )
+        else:
+            kind = "signal_buy" if a.signal == "BUY" else "signal_sell"
+            text = [a.reject_reason or f"{a.signal} 未成交"]
+            markers.append(EventMarker(time=a.date, kind=kind, symbol=symbol, price=a.price, text=text))
+    # 选股意图（selection_history 中该 symbol 的命中）
+    for pk in result.selection_history:
+        if pk.symbol != symbol:
             continue
         markers.append(
             EventMarker(
-                time=t.entry_date,
-                kind="fill_buy",
+                time=pk.date,
+                kind="selection",
                 symbol=symbol,
-                price=t.entry_price,
-                text=[f"买入 @ {t.entry_price:.2f}（basis={basis}）"],
-            )
-        )
-        markers.append(
-            EventMarker(
-                time=t.exit_date,
-                kind="fill_sell",
-                symbol=symbol,
-                price=t.exit_price,
-                text=[f"卖出 @ {t.exit_price:.2f}，收益 {t.return_pct:.2f}%（basis={basis}）"],
+                score=pk.score,
+                text=[f"选股意图 rank #{pk.rank}"],
             )
         )
     return markers
 
 
+def _basis_of(result: BacktestResult) -> str:
+    return (result.config_snapshot or {}).get("price_adjustment", "none")
+
+
 def _convert_markers(markers: list[EventMarker], mult: dict[date, float]) -> list[EventMarker]:
     """显示口径与执行价 basis 不一致时，把 marker 价格折算到 K 线坐标系（v3 §20.5）。"""
     out: list[EventMarker] = []