feat: 短债动态阈值仓位分配机制

设计理念：
- 每份仓位 = 1/select_num
- 每个选中标的持有基础份额 1/select_num
- 被排除标的的份额归短债(BOND)继承

信号生成：
- generate()返回signal和signal_ranks
- _grouped_selection_with_ranks()返回标的和排名

仓位分配：
- DynamicThresholdAllocator.allocate()计算权重
- 短债继承被排除标的的份额

示例（短债排名2，select_num=3）：
- NDX排名1 → 1/3（基础）
- 短债排名2 → 1/3（基础）+ 1/3（继承）= 2/3
- 排名3的份额被短债继承

strategies/shared/allocators/__init__.py

@@ -0,0 +1,10 @@
+"""
+仓位分配模块
+
+提供多种仓位分配策略：
+- DynamicThresholdAllocator: 短债动态阈值仓位分配
+"""
+
+from .dynamic_threshold import DynamicThresholdAllocator
+
+__all__ = ['DynamicThresholdAllocator']

strategies/shared/allocators/dynamic_threshold.py

@@ -0,0 +1,112 @@
+"""
+短债动态阈值仓位分配
+
+设计理念：
+1. 每份仓位 = 1/select_num
+2. 每个选中标的持有基础份额 1/select_num
+3. 被排除标的的份额归短债(BOND)继承
+
+示例（select_num=3, 短债排名2）：
+- NDX排名1 → 1/3（基础份额）
+- 短债排名2 → 1/3（基础）+ 1/3（继承排名3的份额）= 2/3
+"""
+
+from typing import Dict, List, Tuple
+
+
+class DynamicThresholdAllocator:
+    """短债动态阈值仓位分配器"""
+    
+    def __init__(self, select_num: int, group_mapping: Dict[str, str] = None):
+        self.select_num = select_num
+        self.group_mapping = group_mapping or {}
+    
+    def allocate(self, selected: List[str], ranks: List[int]) -> Dict[str, float]:
+        """
+        计算仓位分配
+        
+        Args:
+            selected: 选中标的列表
+            ranks: 对应排名列表
+            
+        Returns:
+            {code: weight} 权重字典
+        """
+        if not selected:
+            return {}
+        
+        # 每份仓位
+        unit_weight = 1.0 / self.select_num
+        
+        # 基础仓位：每个选中标的持有 1/select_num
+        weights = {code: unit_weight for code in selected}
+        
+        # 找出短债(BOND大类)
+        bond_code = None
+        for code in selected:
+            if self.group_mapping.get(code) == 'BOND':
+                bond_code = code
+                break
+        
+        # 计算被排除的份额数量
+        # effective_threshold = min(短债排名, select_num)
+        # 被排除份额 = select_num - effective_threshold
+        if bond_code and ranks:
+            bond_rank = ranks[selected.index(bond_code)]
+            effective_threshold = min(bond_rank, self.select_num)
+            excluded_slots = self.select_num - effective_threshold
+            
+            # 被排除的份额归短债继承
+            if excluded_slots > 0:
+                weights[bond_code] += excluded_slots * unit_weight
+        
+        # 确保权重总和为100%
+        total_weight = sum(weights.values())
+        if total_weight > 1.0:
+            # 如果超过100%，需要调整（极端情况）
+            for code in weights:
+                weights[code] /= total_weight
+        
+        return weights
+    
+    def get_position_info(self, selected: List[str], ranks: List[int]) -> Dict:
+        """
+        获取详细仓位信息（用于报告）
+        
+        Returns:
+            {
+                'weights': {code: weight},
+                'unit_weight': float,
+                'effective_threshold': int,
+                'excluded_slots': int,
+                'bond_inherited': float,
+            }
+        """
+        weights = self.allocate(selected, ranks)
+        unit_weight = 1.0 / self.select_num
+        
+        # 找短债
+        bond_code = None
+        bond_rank = None
+        for code in selected:
+            if self.group_mapping.get(code) == 'BOND':
+                bond_code = code
+                bond_rank = ranks[selected.index(code)]
+                break
+        
+        info = {
+            'weights': weights,
+            'unit_weight': unit_weight,
+            'effective_threshold': self.select_num,
+            'excluded_slots': 0,
+            'bond_inherited': 0,
+        }
+        
+        if bond_code and bond_rank:
+            effective_threshold = min(bond_rank, self.select_num)
+            excluded_slots = self.select_num - effective_threshold
+            info['effective_threshold'] = effective_threshold
+            info['excluded_slots'] = excluded_slots
+            info['bond_inherited'] = excluded_slots * unit_weight
+        
+        return info