refactor: class-based alpha factory + month-partitioned data pipeline

Replace the old signal/strategy/backtest modules with a decoupled
data → alpha → combo pipeline (parquet between phases, .pq extension).

Alphas:
- BaseAlpha + @register_alpha factory/plugin registry; one file per
  built-in (reversal, reversal_vol, momentum); external alphas via
  --alpha-module. Alphas are z-scored position weights, not predictors.

Data:
- baostock primary / akshare fallback, treated consistently.
- New --universe all (~5000 A-shares via query_all_stock, filtered).
- login-once batch downloader; empty-string OHLCV coerced to NaN.
- Month-partitioned dataset {output_dir}/{universe}/month=YYYY-MM/*.pq
  with chunked durability flushes; --data-path is the dataset dir.

CLI logs at INFO by default (--log-level) so progress is visible.
Docs (README, CLAUDE.md) updated incl. pipeline diagram and roadmap
TODOs for portfolio construction / backtest / paper trading.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

pipeline/alpha/registry.py

@@ -0,0 +1,102 @@
+"""Registry and factory for alphas.
+
+Built-in alphas live in :mod:`pipeline.alpha.library` and self-register via the
+:func:`register_alpha` decorator. External alphas authored anywhere can be made
+available with :func:`load_alpha_module` (a dotted module path or a ``.py`` file),
+which is how you test an alpha written outside this repo.
+"""
+import importlib
+import importlib.util
+import inspect
+from pathlib import Path
+from typing import Optional, Type
+
+from pipeline.alpha.base import BaseAlpha
+
+_REGISTRY: dict[str, Type[BaseAlpha]] = {}
+_builtins_loaded = False
+
+
+def register_alpha(cls: Type[BaseAlpha]) -> Type[BaseAlpha]:
+    """Class decorator that registers an alpha under its :attr:`~BaseAlpha.name`.
+
+    Raises:
+        TypeError: If ``cls`` is not a ``BaseAlpha`` subclass.
+        ValueError: If ``name`` is empty or already used by a different class.
+    """
+    if not (isinstance(cls, type) and issubclass(cls, BaseAlpha)):
+        raise TypeError(f"{cls!r} is not a BaseAlpha subclass")
+    key = getattr(cls, "name", "")
+    if not key:
+        raise ValueError(f"{cls.__name__} must set a non-empty class attribute `name`")
+    existing = _REGISTRY.get(key)
+    if existing is not None and existing is not cls:
+        raise ValueError(
+            f"Alpha name '{key}' already registered by {existing.__name__}"
+        )
+    _REGISTRY[key] = cls
+    return cls
+
+
+def available_alphas() -> list[str]:
+    """Sorted names of all registered alphas (built-ins are loaded lazily)."""
+    _ensure_builtins()
+    return sorted(_REGISTRY)
+
+
+def get_alpha(name: str, **params) -> BaseAlpha:
+    """Instantiate a registered alpha by name.
+
+    Only the parameters accepted by the alpha's ``__init__`` are forwarded, so a
+    caller may pass a superset (e.g. both ``lookback`` and ``vol_window``) and
+    each alpha picks what it needs.
+
+    Raises:
+        KeyError: If ``name`` is not registered.
+    """
+    _ensure_builtins()
+    if name not in _REGISTRY:
+        raise KeyError(f"Unknown alpha '{name}'. Available: {sorted(_REGISTRY)}")
+    cls = _REGISTRY[name]
+    accepted = _accepted_params(cls)
+    kwargs = params if accepted is None else {k: v for k, v in params.items() if k in accepted}
+    return cls(**kwargs)
+
+
+def load_alpha_module(spec: str) -> None:
+    """Import an external module so its ``@register_alpha`` classes register.
+
+    Args:
+        spec: A dotted module path (``my_pkg.my_alpha``) on ``sys.path``, or a
+            filesystem path to a ``.py`` file (``/path/to/my_alpha.py``).
+
+    Raises:
+        FileNotFoundError: If a ``.py`` path is given but does not exist.
+    """
+    looks_like_file = spec.endswith(".py") or Path(spec).expanduser().exists()
+    if looks_like_file:
+        path = Path(spec).expanduser().resolve()
+        if not path.exists():
+            raise FileNotFoundError(f"Alpha module not found: {path}")
+        module_spec = importlib.util.spec_from_file_location(path.stem, path)
+        if module_spec is None or module_spec.loader is None:
+            raise ImportError(f"Cannot load alpha module from {path}")
+        module = importlib.util.module_from_spec(module_spec)
+        module_spec.loader.exec_module(module)
+    else:
+        importlib.import_module(spec)
+
+
+def _accepted_params(cls: Type[BaseAlpha]) -> Optional[set[str]]:
+    """Param names ``cls.__init__`` accepts, or None if it takes ``**kwargs``."""
+    sig = inspect.signature(cls.__init__)
+    if any(p.kind is p.VAR_KEYWORD for p in sig.parameters.values()):
+        return None
+    return {name for name in sig.parameters if name != "self"}
+
+
+def _ensure_builtins() -> None:
+    global _builtins_loaded
+    if not _builtins_loaded:
+        import pipeline.alpha.library  # noqa: F401  (importing registers built-ins)
+        _builtins_loaded = True