Align JoinQuant targets to execution dates

docs/joinquant_comparison_plugin.md

@@ -39,6 +39,7 @@ uv run python cli.py joinquant export-targets \
   --positions-path portfolio/run1.pq \
   --portfolio-name run1 \
   --mode target_shares \
+  --execution-calendar-path data/daily_bars/<universe> \
   --out-dir plugins_output/joinquant/targets
 
 # 3. Generate and copy the wrapper strategy and target files into JoinQuant.
@@ -79,6 +80,7 @@ uv run python cli.py joinquant export-targets \
   --positions-path portfolio/run1.pq \
   --portfolio-name run1 \
   --mode target_shares \
+  --execution-calendar-path data/daily_bars/<universe> \
   --start-date T \
   --end-date T
 ```
@@ -94,6 +96,12 @@ target file after observing open or close data for the same trading date. The
 exporter writes a snapshot JSON with a SHA-256 hash for this reason and refuses
 to overwrite existing target/snapshot files unless `--force` is passed.
 
+For comparisons against the internal simulator, pass
+`--execution-calendar-path` to `joinquant export-targets`. The positions file is
+dated by construction/signal date, while the simulator executes at the next
+available open. The calendar option shifts exported target files to that next
+trading date, so JoinQuant reads the same target on the same execution session.
+
 ## Target-Shares Mode
 
 `target_shares` is the default and preferred correctness mode. The exported
@@ -234,4 +242,3 @@ before expanding the sample.
 - Corporate actions may need special handling and should not be hidden.
 - The internal simulator does not currently emit execution price in
   `FILL_COLUMNS`; price reconciliation uses explicit price columns if supplied.
-