feat(quant): M7.3 研究行情口径显式化（默认不复权 none，可切 qfq）

- DailyBarRepository.get_range_many / stream_range_many_columns 增加 adjust 参数
  （默认 'none'）→ SQL 层过滤口径，消除 stock_daily 混 source/adjust 污染因子的风险
- ResearchSpec / SelectionQuery 增加 price_adjustment（none|qfq），随 config_snapshot
  落库可溯源；ResearchService._load_daily 与 SelectionService 装配按口径取数
- tests/test_price_adjustment.py：repo 读取按 adjust 过滤（none/qfq 各自命中）、
  spec 默认与字段记录；全量 pytest 通过

backend/tests/test_api.py

@@ -48,7 +48,7 @@ def client(tmp_path) -> TestClient:
     bars = bars_dataframe_to_daily_bars(daily_df)
 
     class _MemDailyRepo:
-        def get_range_many(self, symbols, start, end):
+        def get_range_many(self, symbols, start, end, adjust="none"):
             out = []
             for b in bars:
                 if b.symbol in symbols and start <= b.trade_date <= end:

backend/tests/test_jobs_experiments.py

@@ -59,7 +59,7 @@ class _FakeDailyRepo:
     def __init__(self, bars):
         self._bars = bars
 
-    def get_range_many(self, symbols, start, end):
+    def get_range_many(self, symbols, start, end, adjust="none"):
         return [b for b in self._bars if b.symbol in symbols and start <= b.trade_date <= end]
 
     def get_range(self, symbol, start, end):

backend/tests/test_price_adjustment.py

@@ -0,0 +1,106 @@
+"""M7.3 行情口径测试：Repository 读路径按 adjust 过滤（不复权主口径），spec 记录口径。
+
+混合行场景：同 symbol/date 存在 tushare/none 与 sina/qfq 行时，研究读取
+（get_range_many / stream）默认只取 adjust=none —— 消除「混合口径污染因子」风险。
+"""
+
+from __future__ import annotations
+
+from datetime import date
+from decimal import Decimal
+
+from app.domain.entities.market import DailyBar
+from app.domain.entities.research import ResearchSpec
+from app.domain.entities.selection import SelectionQuery
+from app.infrastructure.persistence.sqlalchemy.base import Base
+from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
+    SqlAlchemyDailyBarRepository,
+)
+from sqlalchemy import create_engine
+from sqlalchemy.orm import Session
+
+_D = date(2024, 6, 3)
+_D2 = date(2024, 6, 4)
+_D3 = date(2024, 6, 5)
+
+
+def _bar(adjust: str, close: str, source: str = "tushare", day=None) -> DailyBar:
+    return DailyBar(
+        symbol="600519.SH",
+        trade_date=day or _D,
+        source=source,
+        adjust=adjust,
+        open=Decimal("100"), high=Decimal("101"), low=Decimal("99"),
+        close=Decimal(close), volume=Decimal("1000"), amount=Decimal("100000"),
+    )
+
+
+class TestAdjustFilter:
+    def _session(self, tmp_path) -> Session:
+        engine = create_engine(f"sqlite:///{tmp_path / 'adj.db'}", future=True)
+        Base.metadata.create_all(engine)
+        return Session(engine)
+
+    def test_get_range_many_filters_adjust(self, tmp_path) -> None:
+        with self._session(tmp_path) as session:
+            repo = SqlAlchemyDailyBarRepository(session)
+            # 唯一键 (symbol, trade_date)：同键共存不可能 —— 用连续三天模拟
+            # none 主口径两天 + sina/qfq 兜底一天
+            repo.upsert_many(
+                [
+                    _bar("none", "1700", day=_D),
+                    _bar("none", "1710", day=_D2),
+                    _bar("qfq", "1680", source="sina", day=_D3),
+                ]
+            )
+            session.commit()
+
+            none_rows = repo.get_range_many(["600519.SH"], _D, _D3, adjust="none")
+            assert len(none_rows) == 2 and {float(r.close) for r in none_rows} == {1700, 1710}
+            qfq_rows = repo.get_range_many(["600519.SH"], _D, _D3, adjust="qfq")
+            assert len(qfq_rows) == 1 and float(qfq_rows[0].close) == 1680
+
+    def test_stream_filters_adjust(self, tmp_path) -> None:
+        with self._session(tmp_path) as session:
+            repo = SqlAlchemyDailyBarRepository(session)
+            repo.upsert_many(
+                [
+                    _bar("none", "1700", day=_D),
+                    _bar("none", "1710", day=_D2),
+                    _bar("qfq", "1680", source="sina", day=_D3),
+                ]
+            )
+            session.commit()
+            rows = list(
+                repo.stream_range_many_columns(
+                    ["600519.SH"], _D, _D3, ["close"], adjust="none"
+                )
+            )
+            assert len(rows) == 2 and {float(r[-1]) for r in rows} == {1700, 1710}
+            qrows = list(
+                repo.stream_range_many_columns(
+                    ["600519.SH"], _D, _D3, ["close"], adjust="qfq"
+                )
+            )
+            assert len(qrows) == 1 and float(qrows[0][-1]) == 1680
+
+
+class TestSpecRecordsAdjustment:
+    def test_research_spec_default_and_field(self) -> None:
+        spec = ResearchSpec(
+            type="backtest",
+            factors=[{"name": "momentum_60", "weight": 1}],
+            period=(date(2024, 1, 1), date(2024, 6, 1)),
+        )
+        assert spec.price_adjustment == "none"
+        snap = spec.model_dump(mode="json")
+        assert snap["price_adjustment"] == "none"  # 结果 config_snapshot 可溯源
+
+    def test_selection_query_adjustment_in_snapshot(self) -> None:
+        q = SelectionQuery(factors=[{"name": "momentum_60", "weight": 1}], top_n=5)
+        assert q.price_adjustment == "none"
+        assert q.model_dump()["price_adjustment"] == "none"
+        q2 = SelectionQuery(
+            factors=[{"name": "momentum_60", "weight": 1}], top_n=5, price_adjustment="qfq"
+        )
+        assert q2.price_adjustment == "qfq"

backend/tests/test_selection.py

@@ -69,7 +69,7 @@ class _MemDailyRepo:
     def get_range(self, symbol, start, end) -> list[DailyBar]:
         return self._bars([symbol], start, end)
 
-    def get_range_many(self, symbols, start, end) -> list[DailyBar]:
+    def get_range_many(self, symbols, start, end, adjust="none") -> list[DailyBar]:
         return self._bars(list(symbols), start, end)
 
     def latest_date(self, symbol: str) -> date | None:

backend/tests/test_selection_backtest_consistency.py

@@ -42,7 +42,7 @@ class _MemDailyRepo:
     def get_range(self, symbol, start, end):
         return [b for b in self._bars if b.symbol == symbol and start <= b.trade_date <= end]
 
-    def get_range_many(self, symbols, start, end):
+    def get_range_many(self, symbols, start, end, adjust="none"):
         syms = set(symbols)
         return [b for b in self._bars if b.symbol in syms and start <= b.trade_date <= end]
 

backend/tests/test_selection_condition.py

@@ -38,7 +38,7 @@ class _MemDailyRepo:
     def get_range(self, symbol, start, end):
         return [b for b in self._bars_all if b.symbol == symbol and start <= b.trade_date <= end]
 
-    def get_range_many(self, symbols, start, end):
+    def get_range_many(self, symbols, start, end, adjust="none"):
         syms = set(symbols)
         return [b for b in self._bars_all if b.symbol in syms and start <= b.trade_date <= end]