Simon
bfeac7aa4c
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
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