feat(signals): 完善TopNSelector分散化选股和调仓控制

- 支持group_mapping分组映射（替代group_info列）
- 每大类选Top1，然后跨类排序选Top3
- 添加调仓周期控制（rebalance_days）
- 添加调仓阈值检查（rebalance_threshold）
- 支持最小得分过滤（min_score过滤负分）

strategies/shared/signals/selectors.py

@@ -17,12 +17,16 @@ class TopNSelector(SignalGenerator):
     用于轮动策略：
     - 按因子值排序，选出Top N标的
     - 支持分组选股（先类内竞争，再跨类排序）
+    - 支持调仓阈值检查（新组合得分需超过当前组合一定比例才调仓）
     
     参数：
     - select_num: 选中数量（默认3）
-    - group_by: 分组列名（可选，如'market'）
+    - group_by: 分组键名（可选，如'market'）
+    - group_mapping: 分组映射字典（可选，{code: group}）
     - top_per_group: 每组选中数量（默认1）
-    - min_score: 最小得分阈值（可选）
+    - min_score: 最小得分阈值（可选，如0表示过滤负分）
+    - rebalance_threshold: 调仓阈值（可选，新组合得分需超过当前组合X%才调仓）
+    - rebalance_days: 最低调仓周期（可选，持仓至少N天才能调仓）
     """
     
     mode = "top_n"
@@ -31,22 +35,31 @@ class TopNSelector(SignalGenerator):
         self,
         select_num: int = 3,
         group_by: Optional[str] = None,
+        group_mapping: Optional[Dict[str, str]] = None,
         top_per_group: int = 1,
-        min_score: Optional[float] = None
+        min_score: Optional[float] = None,
+        rebalance_threshold: float = 0.0,
+        rebalance_days: int = 1
     ):
         super().__init__(
             select_num=select_num,
             group_by=group_by,
+            group_mapping=group_mapping,
             top_per_group=top_per_group,
-            min_score=min_score
+            min_score=min_score,
+            rebalance_threshold=rebalance_threshold,
+            rebalance_days=rebalance_days
         )
         self.select_num = select_num
         self.group_by = group_by
+        self.group_mapping = group_mapping or {}
         self.top_per_group = top_per_group
         self.min_score = min_score
+        self.rebalance_threshold = rebalance_threshold
+        self.rebalance_days = rebalance_days
     
     def generate(self, factor_data: pd.DataFrame) -> pd.DataFrame:
-        """生成Top N选股信号"""
+        """生成Top N选股信号（支持调仓周期控制）"""
         result = pd.DataFrame(index=factor_data.index)
         
         factor_cols = self._get_factor_columns(factor_data)
@@ -55,29 +68,37 @@ class TopNSelector(SignalGenerator):
             result['signal'] = ''
             return result
         
-        signals = []
+        # Step 1: 每日目标组合（不考虑调仓周期）
+        daily_target = []
         for date in factor_data.index:
             row = factor_data.loc[date]
             
+            # 提取得分
             scores = {}
             for col in factor_cols:
                 score = row[col]
                 if pd.notna(score):
                     scores[col] = score
             
-            if self.min_score:
+            # 最小得分过滤（如过滤负分）
+            if self.min_score is not None:
                 scores = {k: v for k, v in scores.items() if v >= self.min_score}
             
-            if self.group_by and 'group_info' in factor_data.columns:
+            # 分组选股或全局选股
-                selected = self._grouped_selection(scores, factor_data.loc[date])
+            if self.group_mapping:
+                selected = self._grouped_selection(scores)
             else:
                 selected = self._global_top_n(scores)
             
-            signals.append(','.join(selected) if selected else '')
+            daily_target.append(','.join(selected) if selected else '')
         
+        # Step 2: 逐日生成信号（调仓周期控制）
+        signals = self._apply_rebalance_control(daily_target, factor_data)
+        
+        result['signal_raw'] = daily_target  # 每日目标组合
         result['signal'] = signals
-        result['signal_raw'] = signals
         
+        # T+1执行：信号向后移位1天
         result['signal'] = result['signal'].shift(1)
         
         return result
@@ -95,25 +116,94 @@ class TopNSelector(SignalGenerator):
         sorted_items = sorted(scores.items(), key=lambda x: x[1], reverse=True)
         return [item[0] for item in sorted_items[:self.select_num]]
     
-    def _grouped_selection(self, scores: Dict[str, float], row: pd.Series) -> List[str]:
+    def _apply_rebalance_control(self, daily_target: List[str], factor_data: pd.DataFrame) -> List[str]:
-        """分组选股：先类内竞争，再跨类排序"""
+        """应用调仓周期控制"""
-        if 'group_info' not in row.index:
+        signals = []
-            return self._global_top_n(scores)
+        current_held = None
+        last_rebalance_idx = 0
         
-        group_info = row['group_info']
+        for i, target in enumerate(daily_target):
-        if pd.isna(group_info):
+            # 初始持仓为空，等待第一个有效信号
-            return self._global_top_n(scores)
+            if current_held is None:
+                if not target:
+                    signals.append('')
+                    continue
+                current_held = target
+                last_rebalance_idx = i
+                signals.append(current_held)
+                continue
+            
+            # 检查调仓周期
+            days_since = i - last_rebalance_idx
+            if days_since < self.rebalance_days:
+                # 未达到最低调仓周期，保持当前持仓
+                signals.append(current_held)
+                continue
+            
+            # 检查是否应该调仓
+            if target:  # 目标信号有效
+                should = self._check_rebalance(
+                    factor_data.iloc[i],
+                    current_held,
+                    target,
+                    self._get_factor_columns(factor_data)
+                )
+                if should:
+                    current_held = target
+                    last_rebalance_idx = i
+            
+            signals.append(current_held)
         
-        groups = group_info if isinstance(group_info, dict) else {}
+        return signals
+    
+    def _check_rebalance(
+        self,
+        row: pd.Series,
+        current_held: str,
+        target: str,
+        factor_cols: List[str]
+    ) -> bool:
+        """检查是否应该调仓（得分阈值检查）"""
+        if self.rebalance_threshold <= 0:
+            # 无阈值，直接调仓
+            return target != current_held
         
+        # 提取当前持仓和目标持仓的代码
+        old_codes = [c for c in current_held.split(',') if c]
+        new_codes = [c for c in target.split(',') if c]
+        
+        if not new_codes or not old_codes:
+            return True
+        
+        if set(new_codes) == set(old_codes):
+            return False
+        
+        # 计算新旧组合的总得分
+        old_total = sum(float(row.get(col, 0)) for col in factor_cols if col in old_codes)
+        new_total = sum(float(row.get(col, 0)) for col in factor_cols if col in new_codes)
+        
+        # 新组合得分需超过当前组合一定比例才调仓
+        if old_total > 0:
+            return (new_total / old_total - 1) >= self.rebalance_threshold
+        
+        return new_total > 0
+    
+    def _grouped_selection(self, scores: Dict[str, float]) -> List[str]:
+        """分组选股：先类内竞争（每大类选Top1），再跨类排序"""
+        if not scores:
+            return []
+        
+        # 建立 group -> (code, score) 的映射
         group_champions = {}
         for code, score in scores.items():
-            group = groups.get(code, 'default')
+            # 从group_mapping获取分组
+            group = self.group_mapping.get(code, 'default')
             if group not in group_champions or score > group_champions[group][1]:
                 group_champions[group] = (code, score)
         
-        champions_scores = {code: score for code, score in group_champions.values()}
+        # 对各大类的冠军进行排序，选出Top N
-        return self._global_top_n(champions_scores)
+        sorted_champions = sorted(group_champions.values(), key=lambda x: x[1], reverse=True)
+        return [code for code, score in sorted_champions[:self.select_num]]
 
 
 class TrendFollower(SignalGenerator):