fix: resolve all CI mypy (265→0) and ruff (26→0) errors

- pyproject.toml: add mypy overrides for pandas/tabulate/matplotlib stubs,
  disable strict checking for vendored MyTT library
- config.py: use cast() for dict[str, Any] .get() returns
- beichi.py: widen _calc_bi_force param to BI | XD, import XD
- backtest/cli.py: split combo/single strategy into separate typed variables
- backtest/combo.py: add bool_array() helper for numpy return types
- chanlun/analyser.py: type ignore for pandas row access, fix dict type arg
- unified.py: change fields param from object to Any
- ex/mac_client.py: add type args to list literals
- cli/cmd_offline.py: wrap int market as Market enum before API call
- cli/cmd_chanlun.py: fix dict type arg
- offline/write_*.py: explicit int() cast for struct.unpack returns
- MyTT.py: fix line-too-long comments, UP038 isinstance syntax
- tests: fix E712 (==False → ~mask), E741 (noqa), F841, import sorting
- ruff format applied across codebase

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

tests/unit/test_backtest_engine.py

@@ -318,7 +318,7 @@ def test_position_aware_buy_sell_alternation():
     engine = BacktestEngine(PositionAwareStrategy, cash=100000)
     result = engine.run(df)
 
-    trades = result.trades[result.trades["rejected"] == False]
+    trades = result.trades[~result.trades["rejected"]]
     directions = trades["direction"].tolist()
 
     # Must have both BUYs and SELLs
@@ -339,9 +339,7 @@ def test_position_aware_no_duplicate_buys():
     engine = BacktestEngine(PositionAwareStrategy, cash=100000)
     result = engine.run(df)
 
-    buy_trades = result.trades[
-        (result.trades["direction"] == "BUY") & (result.trades["rejected"] == False)
-    ]
+    buy_trades = result.trades[(result.trades["direction"] == "BUY") & (~result.trades["rejected"])]
 
     # Each BUY's size should be reasonable (not tiny leftover from exhausted cash)
     if len(buy_trades) > 1: