feat: add portfolio phase — discretize alpha weights into tradable positions

Adds a fourth pipeline phase modeling A-share microstructure: lot sizes,
the 2023-08-10 Main Board increment change, STAR 200-share minimum/odd-lot
rules, limit-up/down, suspensions, volume caps, costs, and slippage.

Two layers: research (continuous weights → return/Sharpe/turnover/Fitness,
no IC per repo convention) and execution (state-dependent lot rounding +
two-stage greedy exposure repair + next-open reference simulator).

Wires `portfolio build/simulate/eval` into the CLI and adds the
POSITION/FILL/PNL schema contracts. Covered by tests/test_portfolio.py.

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

cli.py

@@ -2,9 +2,10 @@
 """Chinese Equity Quant Pipeline — decoupled phase CLI.
 
 Phases:
-    data    — Download daily bars to parquet
-    alpha   — Compute alpha weights from data
-    combo   — Combine alphas into a single weight
+    data      — Download daily bars to parquet
+    alpha     — Compute alpha weights from data
+    combo     — Combine alphas into a single weight
+    portfolio — Build tradable positions and simulate execution
 """
 
 import logging
@@ -14,6 +15,7 @@ import click
 from pipeline.data.cli import data
 from pipeline.alpha.cli import alpha
 from pipeline.combo.cli import combo
+from pipeline.portfolio.cli import portfolio
 from tools.pqcat import pqcat
 from tools.alphaview import alphaview
 
@@ -39,6 +41,7 @@ def cli(log_level):
 cli.add_command(data)
 cli.add_command(alpha)
 cli.add_command(combo)
+cli.add_command(portfolio)
 cli.add_command(pqcat)
 cli.add_command(alphaview)