feat(report): 全标的动量排名表替代原调仓信号表

Panel 0 从仅展示持仓调仓扩展为全标的排名表：
- 新增未入选标的行，按动量降序展示
- 新增排名、市场两列
- 表格按调入→维持→调出→未入选顺序排列
- 调出标的也展示真实得分（便于分析调出原因）
- 标题显示当前动态阈值
- 未入选标的浅灰背景区分

rotation/simple_rotation.py

@@ -1256,11 +1256,9 @@ class SimpleRotationStrategy:
                 'holding_days': holding_days, 'pnl': pnl,
             })
 
-        # Find exit positions: ONLY show when the last day is a rebalance day
+        # Build exit positions: ONLY when the last day is a rebalance day
-        # If last day is NOT rebalance, don't show any "调出" info (already past)
         exit_positions = []
         if last_rec.get('is_rebalance', False):
-            # Find the previous day's holdings to compare
             last_idx = len(self.daily_records) - 1
             if last_idx > 0:
                 old_holdings = set(self.daily_records[last_idx - 1]['holdings'])
@@ -1274,71 +1272,100 @@ class SimpleRotationStrategy:
                     trade_code = self.signal_to_trade.get(code, code)
                     etf_close = self._get_etf_close(trade_code, last_date)
                     premium = self._get_latest_premium(trade_code, last_date)
+                    score = factors.get(code)
                     exit_positions.append({
                         'name': name, 'code': code, 'etf': etf_code,
-                        'weight': 0, 'score': None,
+                        'weight': 0, 'score': score,
                         'idx_close': idx_close, 'etf_close': etf_close,
                         'premium': premium, 'action': '调出',
                         'entry_date': None, 'entry_price': None,
                         'holding_days': 0, 'pnl': None,
                     })
 
+        # Build unselected (未入选) positions: all signal codes not held and not exited
+        held_or_exited = set(holdings) | {p['code'] for p in exit_positions}
+        unselected_positions = []
+        # Sort unselected by momentum descending
+        unselected_codes = [c for c in self.signal_codes if c not in held_or_exited]
+        unselected_codes.sort(key=lambda c: factors.get(c, -999), reverse=True)
+        for code in unselected_codes:
+            cfg = code_config.get(code, {})
+            name = cfg.get('name', code)
+            etf_code = cfg.get('etf', '—')
+            score = factors.get(code)
+            idx_close = self._get_index_close(code, last_date)
+            trade_code = self.signal_to_trade.get(code, code)
+            etf_close = self._get_etf_close(trade_code, last_date)
+            premium = self._get_latest_premium(trade_code, last_date)
+            unselected_positions.append({
+                'name': name, 'code': code, 'etf': etf_code,
+                'weight': 0, 'score': score,
+                'idx_close': idx_close, 'etf_close': etf_close,
+                'premium': premium, 'action': '未入选',
+                'entry_date': None, 'entry_price': None,
+                'holding_days': 0, 'pnl': None,
+            })
+
         # ==================== Plot ====================
         plt.rcParams["font.sans-serif"] = ["Arial Unicode MS", "WenQuanYi Zen Hei", "DejaVu Sans"]
         plt.rcParams["axes.unicode_minus"] = False
 
-        n_rows = len(positions_info) + len(exit_positions)
+        n_rows = len(positions_info) + len(exit_positions) + len(unselected_positions)
         signal_h = max(1.5, 0.5 + n_rows * 0.35)
         fig = plt.figure(figsize=(16, 10 + signal_h + 1.2 + 8))
         gs = fig.add_gridspec(5, 1, height_ratios=[signal_h, 1.2, 3, 1, 1.2], hspace=0.35)
 
-        # Panel 0: Signal table
+        # Panel 0: Full asset ranking table
         ax0 = fig.add_subplot(gs[0])
         ax0.axis("off")
-        ax0.set_title(f"最新调仓信号  (信号日期: {last_date.strftime('%Y-%m-%d')}，下一交易日执行)",
+        threshold_val = last_rec.get('threshold', 0.0)
+        ax0.set_title(f"全标的动量排名  (信号日期: {last_date.strftime('%Y-%m-%d')}，阈值: {threshold_val:.4f})",
                        fontsize=14, fontweight="bold", loc="left", pad=15)
 
-        col_labels = ["标的名称", "指数代码", "ETF代码", "仓位", "得分", "指数最新价",
+        # Build rank map for all codes by momentum
-                      "ETF收盘价", "溢价率", "操作", "持有天数", "盈亏"]
+        ranked_all = sorted(factors.keys(), key=lambda c: factors[c], reverse=True)
+        rank_map = {c: i + 1 for i, c in enumerate(ranked_all)}
+
+        col_labels = ["排名", "标的名称", "市场", "指数代码", "ETF代码", "仓位", "得分",
+                      "指数最新价", "ETF收盘价", "溢价率", "状态", "持有天数", "盈亏"]
         table_data = []
-        for p in positions_info:
+        row_actions = []  # track action for coloring
-            score_s = f"{p['score']:.2f}" if p['score'] is not None else "—"
+
+        # Ordered: 调入 -> 维持 -> 调出 -> 未入选
+        all_rows = positions_info + exit_positions + unselected_positions
+        for p in all_rows:
+            rank = rank_map.get(p['code'], '—')
+            score_s = f"{p['score']:.4f}" if p['score'] is not None else "—"
             idx_s = f"{p['idx_close']:.2f}" if p['idx_close'] is not None else "—"
             etf_s = f"{p['etf_close']:.3f}" if p['etf_close'] is not None else "—"
             prem_s = f"{p['premium']:+.2%}" if p['premium'] is not None else "—"
             days_s = str(p['holding_days']) if p['holding_days'] > 0 else "—"
             pnl_s = f"{p['pnl']:+.2%}" if p['pnl'] is not None else "—"
+            weight_s = f"{p['weight']:.0%}" if p['weight'] > 0 else "—"
+            market = code_config.get(p['code'], {}).get('market', '—')
             table_data.append([
-                p['name'], p['code'], p['etf'], f"{p['weight']:.0%}",
+                rank, p['name'], market, p['code'], p['etf'], weight_s,
                 score_s, idx_s, etf_s, prem_s, p['action'], days_s, pnl_s
             ])
-        for p in exit_positions:
+            row_actions.append(p['action'])
-            idx_s = f"{p['idx_close']:.2f}" if p['idx_close'] is not None else "—"
-            etf_s = f"{p['etf_close']:.3f}" if p['etf_close'] is not None else "—"
-            prem_s = f"{p['premium']:+.2%}" if p['premium'] is not None else "—"
-            table_data.append([
-                p['name'], p['code'], p['etf'], f"{p['weight']:.0%}",
-                "—", idx_s, etf_s, prem_s, "调出", "—", "—"
-            ])
 
         if table_data:
             tbl = ax0.table(cellText=table_data, colLabels=col_labels, loc="center",
                             cellLoc="center", bbox=[0, 0, 1, 1])
             tbl.auto_set_font_size(False)
-            tbl.set_fontsize(9)
+            tbl.set_fontsize(8)
-            tbl.scale(1, 1.8)
+            tbl.scale(1, 1.6)
             for j in range(len(col_labels)):
                 tbl[0, j].set_facecolor("#2C3E50")
                 tbl[0, j].set_text_props(color="white", fontweight="bold")
+            action_colors = {
+                "调入": "#d4edda",  # 浅绿色
+                "调出": "#f8d7da",  # 浅红色
+                "维持": "#fff3cd",  # 浅黄色
+                "未入选": "#f0f0f0",  # 浅灰色
+            }
             for i in range(len(table_data)):
-                action = table_data[i][8]
+                color = action_colors.get(row_actions[i], "#ffffff")
-                # Legacy color scheme: 调入=green, 维持=yellow, 调出=red
-                if action == "调入":
-                    color = "#d4edda"  # 浅绿色
-                elif action == "调出":
-                    color = "#f8d7da"  # 浅红色
-                else:
-                    color = "#fff3cd"  # 浅黄色（维持）
                 for j in range(len(col_labels)):
                     tbl[i + 1, j].set_facecolor(color)