fix: unify backtest execution and add forward validation candidates

Share point-in-time signals and a cash-funded order ledger across backtests and trading. Correct eligibility, missing-price fills, quality factors, regime inputs, warmup windows, and cash-injection accounting. Add reproducible registered-strategy comparisons and paired forward candidates with a 20% resize band.

Validation: 125 Python tests, 23 web tests, TypeScript/Vite build, 87 strategy causality checks, and real-data target/order/equity parity for 10 strategies.

web/src/client/LivePage.tsx

@@ -261,9 +261,12 @@ export function LivePage() {
 function emptyHint(book: LiveBook | undefined, market: StrategyMarket): string {
   if (!book?.startDate) return "暂无在线策略。运行 quant 的 trader.py auto 后再刷新。";
   const currency = currencyForMarket(market);
-  const fee = book.feePerOrder ? ` · 每笔 ${formatMoney(book.feePerOrder[market], currency)}` : "";
+  const schedule = book.feeSchedule?.[market];
+  const fee = schedule
+    ? ` · 佣金最低 ${formatMoney(schedule.fixed_fee, currency)}，比例成本 ${(schedule.tx_cost * 100).toFixed(2)}%`
+    : book.feePerOrder ? ` · 每单佣金 ${formatMoney(book.feePerOrder[market], currency)}` : "";
   return `${book.label}：${book.strategies[market].length} 个策略，各 ${formatMoney(book.capital[market], currency)}${fee}，`
-    + `${book.startDate[market]} 收盘后出现首日记录。`;
+    + `${book.startDate[market]} 起首个交易日收盘后出现记录。`;
 }
 
 function LiveStrategyDetail({ strategy }: { strategy: LiveStrategyState }) {

web/src/client/StrategyPage.tsx

@@ -594,6 +594,15 @@ function EquityCurveChart({
           )}
         </div>
       </div>
+      {result.meta.warnings?.length ? (
+        <details className="backtestAssumptions">
+          <summary>回测数据与成交假设</summary>
+          <ul>{result.meta.warnings.map((message) => <li key={message}>{message}</li>)}</ul>
+        </details>
+      ) : null}
+      {result.meta.errors?.length ? (
+        <p role="alert">未完成回测：{result.meta.errors.map((e) => `${e.strategy}: ${e.error}`).join("；")}</p>
+      ) : null}
       <div className="legendRow">
         {result.strategies.length === 0 && (
           <span className="legendEmpty">从左侧选取策略加入对比</span>

web/src/server/strategyService.ts

@@ -17,7 +17,7 @@ function ensureCacheDir(): void {
 }
 
 function configHash(config: BacktestConfig): string {
-  const serialized = stableStringify(config);
+  const serialized = stableStringify({ engine: "cash-ledger-pit-v2", config });
   return createHash("md5").update(serialized).digest("hex").slice(0, 12);
 }
 

web/src/shared/strategyTypes.ts

@@ -77,7 +77,7 @@ export interface InjectionEvent {
   amount: number;
 }
 
-// Backtest metrics are time-weighted (computed on the no-injection curve).
+// Backtest metrics use unit NAV after executing contributions and their fees.
 // The bridge serializes NaN as null, so every field may be null.
 export interface StrategyMetrics {
   totalReturn: number | null;
@@ -107,7 +107,7 @@ export interface StrategyResult {
   label: string;
   // Money curve (includes injections when a schedule exists).
   equityCurve: EquityPoint[];
-  // Same strategy without injections; metrics are computed on this curve.
+  // Same strategy without injections, supplied for comparison.
   baseEquityCurve: EquityPoint[] | null;
   metrics: StrategyMetrics;
   capitalFlows?: CapitalFlows;
@@ -121,6 +121,11 @@ export interface StrategyResult {
 }
 
 export interface BacktestMeta {
+  requestedYears?: number;
+  engineVersion?: string;
+  warnings?: string[];
+  coverage?: { minimum: number; median: number } | null;
+  errors?: { strategy: string; error: string }[];
   market: StrategyMarket;
   years: number;
   initialCapital: number;
@@ -163,6 +168,9 @@ export interface TradeLogEntry {
 // A live book: a cohort of strategies, each with its own account, started on
 // one date with one capital and fee schedule. id "" is the original book.
 export interface LiveBook {
+  feeSchedule?: Partial<Record<StrategyMarket, {
+    tx_cost: number; fixed_fee: number; fee_base: number; fee_per_share: number;
+  }>> | null;
   id: string;
   label: string;
   startDate: Record<StrategyMarket, string> | null;