feat: 指数(asset_type=index)后端接入 — 数据路由/自选enriched/监控指数轮/隔离防污染

- 数据路由: get_name_map 合并指数维表; get_enriched_latest_asset("index") 缓存+flush/merge 分支; daily-batch 按资产分组
- 自选: watchlist_enriched 指数分支 + 行级 asset_type 标注
- 监控: MonitorRuleEngine 第三轮指数评估 (signal/price); 指数实时焐热复刻 ETF flush; Free档自选实时资产分流; 规则校验 (禁 strategy/market/ladder/分时信号)
- 隔离: _resolve_universe 过滤指数防污染股票日K/分钟K; 指数轮 reset_strategy_results=False; 策略/回测/screener 零改动
- AI 分析: prompt 指数无财务文案

backend/app/api/kline.py

@@ -95,7 +95,7 @@ def search_instruments(
 
 @router.post("/instruments/names")
 def instruments_names(request: Request, symbols: list[str]):
-    """批量查标的名称 (股票 + ETF)。传入 symbol 列表, 返回 {symbol: name}。"""
+    """批量查标的名称 (股票 + ETF + 指数)。传入 symbol 列表, 返回 {symbol: name}。"""
     if not symbols:
         return {"names": {}}
     repo = request.app.state.repo
@@ -430,10 +430,37 @@ def get_daily_batch(request: Request, body: dict):
     start = end - timedelta(days=days * 2)  # 多取一些确保交易日够
 
     cols = ["symbol", "date", "open", "high", "low", "close", "volume"]
-    df = repo.get_daily_batch(symbols, start, end, columns=cols)
 
-    if df.is_empty():
+    # 按资产类型分组: stock 走批量缓存; etf/index 逐只查独立存储 (数量少, 成本可忽略)
+    stock_symbols: list[str] = []
+    etf_symbols: list[str] = []
+    index_symbols: list[str] = []
+    for s in symbols:
+        t = repo.resolve_asset_type(s)
+        if t == "etf":
+            etf_symbols.append(s)
+        elif t == "index":
+            index_symbols.append(s)
+        else:
+            stock_symbols.append(s)
+
+    frames: list[pl.DataFrame] = []
+    if stock_symbols:
+        df_stock = repo.get_daily_batch(stock_symbols, start, end, columns=cols)
+        if not df_stock.is_empty():
+            frames.append(df_stock)
+    for sym in etf_symbols:
+        sub = repo.get_etf_daily(sym, start, end, columns=cols)
+        if not sub.is_empty():
+            frames.append(sub)
+    for sym in index_symbols:
+        sub = repo.get_index_daily(sym, start, end, columns=cols)
+        if not sub.is_empty():
+            frames.append(sub)
+
+    if not frames:
         return {"data": {}}
+    df = pl.concat(frames, how="diagonal_relaxed")
 
     # 按 symbol 分组, 每只取最近 N 条
     result: dict[str, list[dict]] = {}

backend/app/api/watchlist.py

@@ -180,8 +180,10 @@ def watchlist_enriched(
     # 按资产拆分自选 symbol; ETF enriched 是独立缓存, 仅自选真的含 ETF 才去加载
     # (避免无 ETF 用户在缓存冷启动时触发 ETF 全量懒加载)
     etf_set = repo.get_etf_symbol_set()
-    stock_symbols = [s for s in symbols if s not in etf_set]
+    index_set = repo.get_index_symbol_set()
     etf_symbols = [s for s in symbols if s in etf_set]
+    index_symbols = [s for s in symbols if s not in etf_set and s in index_set]
+    stock_symbols = [s for s in symbols if s not in etf_set and s not in index_set]
 
     df_e, cache_date = repo.get_enriched_latest()
 
@@ -210,8 +212,19 @@ def watchlist_enriched(
             df_etf = etf_watchlist_df
         df = df_etf if df.is_empty() else pl.concat([df, df_etf], how="diagonal_relaxed")
 
-    # as_of 取两类缓存中较旧者, 避免把旧的 ETF 行标成股票缓存日期
+    # 指数行合并 (镜像 ETF 分支); 缺失列 (换手率/涨跌停信号等) 为 null
-    dates = [d for d in (cache_date if stock_symbols else None, etf_date) if d is not None]
+    index_date = None
+    if index_symbols:
+        df_idx_all, index_date = repo.get_enriched_latest_asset("index")
+        idx_watchlist_df = pl.DataFrame({"symbol": index_symbols})
+        if not df_idx_all.is_empty():
+            df_idx = idx_watchlist_df.join(df_idx_all, on="symbol", how="left")
+        else:
+            df_idx = idx_watchlist_df
+        df = df_idx if df.is_empty() else pl.concat([df, df_idx], how="diagonal_relaxed")
+
+    # as_of 取三类缓存中较旧者
+    dates = [d for d in (cache_date if stock_symbols else None, etf_date, index_date) if d is not None]
     as_of = min(dates) if dates else None
     if df.is_empty():
         return {"rows": [], "as_of": str(as_of) if as_of else None, "elapsed_ms": 0}
@@ -225,8 +238,14 @@ def watchlist_enriched(
         pl.col("symbol").replace_strict(name_map, default=None, return_dtype=pl.Utf8).alias("name")
     )
 
+    # 标注资产类型: 前端据此渲染徽标/豁免板块筛选/分时列降级
+    asset_map = {**{s: "etf" for s in etf_symbols}, **{s: "index" for s in index_symbols}}
+    df = df.with_columns(
+        pl.col("symbol").replace_strict(asset_map, default="stock", return_dtype=pl.Utf8).alias("asset_type")
+    )
+
     # 选择内置需要的列
-    keep = [c for c in _WATCHLIST_COLS + ["name", "float_shares"] if c in df.columns]
+    keep = [c for c in _WATCHLIST_COLS + ["name", "float_shares", "asset_type"] if c in df.columns]
     df = df.select(keep)
 
     # 动态 JOIN 扩展数据表

backend/app/jobs/daily_pipeline.py

@@ -54,11 +54,14 @@ def _invalidate(table: str | None = None) -> None:
     invalidate_data_cache(table)
 
 
-def _resolve_universe(capset: CapabilitySet) -> list[str]:
+def _resolve_universe(capset: CapabilitySet, repo=None) -> list[str]:
     """解析标的池 — 以 CN_Equity_A (沪深京A股 ~5522只) 为主。
 
     有 batch 能力 → 直接拉 CN_Equity_A universe
     其他用户 → 用 instruments parquet + watchlist 兜底
+
+    repo 传入时过滤自选兜底里的指数 symbol (指数日K走独立 kline_index_* 存储,
+    进股票池会污染 kline_daily/kline_minute)。ETF 刻意保留 (既有行为)。
     """
     if capset.has(Cap.KLINE_DAILY_BATCH):
         try:
@@ -79,6 +82,10 @@ def _resolve_universe(capset: CapabilitySet) -> list[str]:
             base.update(inst["symbol"].to_list())
         except Exception as e:  # noqa: BLE001
             logger.warning("instruments supplement failed: %s", e)
+    # 过滤自选兜底里的指数 symbol (指数日K走独立 kline_index_* 存储,
+    # 进股票池会污染 kline_daily/kline_minute)。ETF 刻意保留 (既有行为)。
+    if repo is not None:
+        base -= set(repo.get_index_symbol_set())
     return sorted(base)
 
 
@@ -127,7 +134,7 @@ def run_now(
     _invalidate("instruments")
 
     emit("resolve_universe", 9, "解析标的池…")
-    universe = _resolve_universe(capset)
+    universe = _resolve_universe(capset, repo)
     emit("resolve_universe", 10, f"标的池规模:{len(universe)} 只")
 
     # Step 1: 日 K 同步
@@ -488,7 +495,7 @@ def run_now(
         minute_start = today - _td(days=minute_days)
         emit("sync_minute", 90, f"获取分钟K [{minute_start} ~ {today}]…")
         logger.info("sync_minute: [%s ~ %s] start", minute_start, today)
-        minute_symbols = _resolve_minute_symbols(capset)
+        minute_symbols = _resolve_minute_symbols(capset, repo)
         def _minute_chunk_progress(cur: int, tot: int, seg_label: str = "") -> None:
             emit("sync_minute", 90 + int(3 * cur / tot),
                  f"分钟K 批次 {cur}/{tot}" + (f" [{seg_label}]" if seg_label else ""),
@@ -575,9 +582,9 @@ def _refresh_single_view(repo: KlineRepository, name: str) -> None:
         logger.warning("refresh view %s failed: %s", name, e)
 
 
-def _resolve_minute_symbols(capset: CapabilitySet) -> list[str]:
+def _resolve_minute_symbols(capset: CapabilitySet, repo=None) -> list[str]:
     """分钟 K 同步标的 — 与日K共用同一标的池。"""
-    return _resolve_universe(capset)
+    return _resolve_universe(capset, repo)
 
 
 def _refresh_instruments_view(repo: KlineRepository) -> None:

backend/app/services/quote_service.py

@@ -582,6 +582,14 @@ class QuoteService:
             all_index_symbols = set(self._repo.get_index_symbol_set()) if self._repo else set()
             core_index_symbols = set(preferences.get_realtime_index_symbols() or self.CORE_INDEX_SYMBOLS)
             all_index_symbols.update(core_index_symbols)
+            # 指数监控规则标的并入轮询 (mode=core 时 quotes.get 显式拉取覆盖; mode=all 被 CN_Index 全覆盖)
+            monitor_index_symbols: set[str] = set()
+            engine = getattr(self._app_state, "monitor_engine", None) if self._app_state else None
+            if engine:
+                for _r in list(engine.rules.values()):
+                    if _r.get("enabled", True) and _r.get("asset_type") == "index" and _r.get("scope") == "symbols":
+                        monitor_index_symbols.update(s for s in _r.get("symbols", []) if s)
+            all_index_symbols.update(monitor_index_symbols)
             all_etf_symbols = set()
             if self._repo:
                 etf_inst = self._repo.get_etf_instruments()
@@ -604,7 +612,7 @@ class QuoteService:
                 logger.info("全市场行情拉取完成: %d 条 (%.2fs)", len(resp), time.perf_counter() - _u0)
             if preferences.get_realtime_pull_index() and preferences.get_realtime_index_mode() == "core":
                 _i0 = time.perf_counter()
-                _core_syms = sorted(core_index_symbols)
+                _core_syms = sorted(core_index_symbols | monitor_index_symbols)
                 resp.extend(tf.quotes.get(symbols=_core_syms) or [])
                 logger.info("核心指数行情拉取完成: %d 只 (%.2fs)", len(_core_syms), time.perf_counter() - _i0)
         except Exception as e:  # noqa: BLE001
@@ -712,6 +720,16 @@ class QuoteService:
             self._flush_live_enriched(daily_df, quote_extra, asset_type="stock")
         if not etf_daily_df.is_empty() and self._repo:
             self._flush_live_enriched(etf_daily_df, etf_quote_extra, asset_type="etf")
+        # ---- 指数: 仅有指数监控规则时才 flush 焐热 (无规则零成本) ----
+        engine = getattr(self._app_state, "monitor_engine", None) if self._app_state else None
+        if engine and engine.has_asset_rules("index") and self._repo:
+            index_daily_df = self._build_daily(index_records)
+            if not index_daily_df.is_empty():
+                try:
+                    self._repo.flush_live_daily_asset("index", index_daily_df)
+                except Exception as e:  # noqa: BLE001
+                    logger.warning("指数日K写盘失败: %s", e)
+                self._flush_live_enriched(index_daily_df, self._build_quote_extra(index_records), asset_type="index")
 
         # ---- 通知 SSE ----
         self._broadcast_quote_updated()
@@ -725,6 +743,14 @@ class QuoteService:
         from app.tickflow.client import get_paid_realtime_client
 
         symbols = preferences.get_realtime_watchlist_symbols()
+        # 指数监控规则标的并入轮询 (独立于股票前5名额)
+        engine = getattr(self._app_state, "monitor_engine", None) if self._app_state else None
+        if engine:
+            for _r in list(engine.rules.values()):
+                if _r.get("enabled", True) and _r.get("asset_type") == "index" and _r.get("scope") == "symbols":
+                    for _s in _r.get("symbols", []):
+                        if _s and _s not in symbols:
+                            symbols.append(_s)
         if not symbols:
             logger.info("自选实时未配置标的, 跳过行情拉取")
             return
@@ -776,22 +802,27 @@ class QuoteService:
                 "session": q.get("session"),
             })
 
+        index_set = self._repo.get_index_symbol_set() if self._repo else set()
+        etf_set = self._repo.get_etf_symbol_set() if self._repo else set()
+        index_records, etf_records, stock_records = self._split_records_by_asset(records, index_set, etf_set)
+
         fetch_ms = (time.perf_counter() - t0) * 1000
         fetched_at = time.time() * 1000
         with self._lock:
             self._fetch_time = now_ts
             self._fetch_ms = fetch_ms
             self._fetched_at = fetched_at
-            self._symbol_count = len(records)
+            self._symbol_count = len(stock_records)
-            self._index_symbol_count = 0
+            self._index_symbol_count = len(index_records)
-            self._etf_symbol_count = 0
+            self._etf_symbol_count = len(etf_records)
-            self._index_quotes_cache = None
+            self._index_quotes_cache = self._build_index_quotes(index_records) if index_records else None
 
         _persist_last_fetch(fetched_at)
-        logger.info("自选实时刷新: %d 只股票, 耗时 %.0fms", len(records), fetch_ms)
+        logger.info("自选实时刷新: %d 只股票, %d 只ETF, %d 只指数, 耗时 %.0fms",
+                    len(stock_records), len(etf_records), len(index_records), fetch_ms)
 
-        daily_df = self._build_daily(records)
+        daily_df = self._build_daily(stock_records)
-        quote_extra = self._build_quote_extra(records)
+        quote_extra = self._build_quote_extra(stock_records)
         if not daily_df.is_empty() and self._repo:
             try:
                 self._repo.merge_live_daily_asset("stock", daily_df)
@@ -799,6 +830,22 @@ class QuoteService:
                 logger.warning("自选实时日K写盘失败: %s", e)
             self._flush_live_enriched(daily_df, quote_extra, asset_type="stock", merge=True)
 
+        # ETF/指数进自选前5时按各自资产落盘, 不污染股票表
+        etf_daily_df = self._build_daily(etf_records)
+        if not etf_daily_df.is_empty() and self._repo:
+            try:
+                self._repo.merge_live_daily_asset("etf", etf_daily_df)
+            except Exception as e:  # noqa: BLE001
+                logger.warning("自选实时 ETF 日K写盘失败: %s", e)
+            self._flush_live_enriched(etf_daily_df, self._build_quote_extra(etf_records), asset_type="etf", merge=True)
+        index_daily_df = self._build_daily(index_records)
+        if not index_daily_df.is_empty() and self._repo:
+            try:
+                self._repo.merge_live_daily_asset("index", index_daily_df)
+            except Exception as e:  # noqa: BLE001
+                logger.warning("自选实时指数日K写盘失败: %s", e)
+            self._flush_live_enriched(index_daily_df, self._build_quote_extra(index_records), asset_type="index", merge=True)
+
         self._broadcast_quote_updated()
         self._evaluate_monitors(daily_df, quote_extra)
 
@@ -806,6 +853,24 @@ class QuoteService:
     # 工具
     # ================================================================
 
+    @staticmethod
+    def _split_records_by_asset(
+        records: list[dict], index_set: set[str], etf_set: set[str],
+    ) -> tuple[list[dict], list[dict], list[dict]]:
+        """把行情 records 按资产拆成 (index, etf, stock)。判定顺序与 resolve_asset_type 一致: 先 ETF 后指数。"""
+        index_records: list[dict] = []
+        etf_records: list[dict] = []
+        stock_records: list[dict] = []
+        for r in records:
+            sym = r.get("symbol")
+            if sym in etf_set:
+                etf_records.append(r)
+            elif sym in index_set:
+                index_records.append(r)
+            else:
+                stock_records.append(r)
+        return index_records, etf_records, stock_records
+
     @staticmethod
     def _build_daily(records: list[dict]) -> pl.DataFrame:
         """将 API records 转为日K格式 DataFrame (OHLCV + quote_ts, 写 kline_daily 用)。"""
@@ -1018,6 +1083,13 @@ class QuoteService:
                                 for row in etf_inst.select(["symbol", "name"]).iter_rows(named=True):
                                     if row.get("name"):
                                         name_map.setdefault(row["symbol"], row["name"])
+                        # 仅当存在指数规则时补指数维表 (setdefault 不覆盖股票/ETF)
+                        if engine.has_asset_rules("index"):
+                            idx_inst = self._app_state.repo.get_instruments_asset("index")
+                            if not idx_inst.is_empty() and "symbol" in idx_inst.columns and "name" in idx_inst.columns:
+                                for row in idx_inst.select(["symbol", "name"]).iter_rows(named=True):
+                                    if row.get("name"):
+                                        name_map.setdefault(row["symbol"], row["name"])
                         if name_map:
                             engine.set_name_map(name_map)
                     except Exception as e:  # noqa: BLE001
@@ -1044,6 +1116,19 @@ class QuoteService:
                                 )
                         except Exception as e:  # noqa: BLE001
                             logger.warning("ETF 监控评估失败 (不影响股票告警): %s", e)
+                    # 指数规则轮: 复刻 ETF 轮。快照由指数实时 flush 焐热;
+                    # refresh=False 冷缓存不同步重算; 显式日期守卫防陈旧 parquet 误告警
+                    # (ETF 轮靠空表隐式跳过, 指数轮更显式, 行为等价)。
+                    if engine.has_asset_rules("index") and self._repo is not None:
+                        try:
+                            index_enriched, index_date = self._repo.get_enriched_latest_asset("index", refresh=False)
+                            if not index_enriched.is_empty() and index_date == cn_today():
+                                index_enriched = self._inject_intraday_signals(index_enriched, engine, "index")
+                                rule_events = rule_events + engine.evaluate(
+                                    index_enriched, asset_type="index", reset_strategy_results=False,
+                                )
+                        except Exception as e:  # noqa: BLE001
+                            logger.warning("指数监控评估失败 (不影响股票/ETF 告警): %s", e)
                     if rule_events:
                         # 落盘到 alerts.jsonl
                         try:
@@ -1380,7 +1465,7 @@ class QuoteService:
                             "ok" if not live_agg.is_empty() else "空", prev_date)
 
                 cutoff = today - timedelta(days=90)
-                table = "kline_etf_daily" if asset_type == "etf" else "kline_daily"
+                table = {"etf": "kline_etf_daily", "index": "kline_index_daily"}.get(asset_type, "kline_daily")
                 daily_glob = str(self._repo.store.data_dir / table / "**" / "*.parquet")
                 ohlcv_cols = ["symbol", "date", "open", "high", "low", "close", "volume", "amount", "quote_ts"]
                 hist_df = (
@@ -1398,10 +1483,10 @@ class QuoteService:
                 full_df = pl.concat([hist_df, daily_ohlcv], how="diagonal_relaxed")
                 full_df = full_df.sort(["symbol", "date"])
 
-                factor_dir = "adj_factor_etf" if asset_type == "etf" else "adj_factor"
+                factor_dir = {"stock": "adj_factor", "etf": "adj_factor_etf"}.get(asset_type)
-                factor_path = self._repo.store.data_dir / factor_dir / "all.parquet"
+                factor_path = self._repo.store.data_dir / factor_dir / "all.parquet" if factor_dir else None
                 factors = pl.DataFrame()
-                if factor_path.exists():
+                if factor_path and factor_path.exists():
                     try:
                         factors = pl.read_parquet(factor_path)
                     except Exception:

backend/app/services/stock_analyzer.py

@@ -198,8 +198,12 @@ def _build_user_prompt(
     close: float | None,
     symbol: str,
     focus: str,
+    asset_type: str = "stock",
 ) -> str:
-    """构建用户消息:标的 + 价位摘要 + 技术指标 JSON + 财务摘要 + 关注点。"""
+    """构建用户消息:标的 + 价位摘要 + 技术指标 JSON + 财务摘要 + 关注点。
+
+    asset_type 用于区分无财务数据时的文案:指数无财务是常态,不走 Free 文案。
+    """
     parts: list[str] = [
         f"标的标准代码: {symbol}",
         f"关键价位概览: {summarize_levels(levels, close)}",
@@ -220,6 +224,13 @@ def _build_user_prompt(
             json.dumps(fins, ensure_ascii=False),
             "```",
         ])
+    elif asset_type == "index":
+        parts.extend([
+            "",
+            "(该标的为指数: 无财务、股本与涨跌停数据。请按系统提示词第 4 节的说明,"
+            "在基本面/财务面维度给出\"接入中\"的友好提示,不要编造数据;"
+            "消息面维度基于价量异动推断即可。)",
+        ])
     else:
         parts.extend([
             "",
@@ -302,7 +313,8 @@ async def analyze_stock_stream(
         from app.services.ai_provider import stream_ai_text
 
         kline_tail = _clean_rows(df, _KLINE_KEEP_COLS)
-        user_prompt = _build_user_prompt(kline_tail, fins, levels, close, symbol, focus)
+        user_prompt = _build_user_prompt(kline_tail, fins, levels, close, symbol, focus,
+                                         asset_type=repo.resolve_asset_type(symbol))
         async for delta in stream_ai_text(
             [
                 {"role": "system", "content": _SYSTEM_PROMPT},

backend/app/strategy/monitor_rules.py

@@ -106,6 +106,16 @@ def validate(rule: dict) -> None:
     if rule.get("type") not in RULE_TYPES:
         raise ValueError(f"type 必须是 {RULE_TYPES} 之一")
 
+    # 指数规则: 仅 signal/price + symbols 作用域 + 不含分时信号
+    # (指数无涨跌停/策略/封单语义; 无本地分钟K, 分时信号会静默不触发)
+    if rule.get("asset_type") == "index":
+        if rule.get("type") not in ("signal", "price"):
+            raise ValueError("指数监控仅支持 signal/price 类型 (无涨跌停/策略/封单语义)")
+        if rule.get("scope") != "symbols":
+            raise ValueError("指数监控仅支持指定标的 (scope=symbols)")
+        if uses_intraday_signals(rule):
+            raise ValueError("指数无本地分钟K数据, 不支持分时信号条件")
+
     # 策略类型: 需要 strategy_id + direction,conditions 可空
     if rule.get("type") == "strategy":
         if not rule.get("strategy_id"):

backend/app/tickflow/repository.py

@@ -316,6 +316,8 @@ class KlineRepository:
         # symbol 集合 memo (随对应 instruments 缓存失效): 供每请求资产分流用
         self._index_symbol_set_cache: set[str] | None = None
         self._etf_symbol_set_cache: set[str] | None = None
+        self._index_enriched_cache: pl.DataFrame | None = None
+        self._index_enriched_cache_date: date | None = None
 
         # ---- enriched 后台预热 ----
         # 启动时 compute_indicators (107万行, 低配机 50s+) 移出 lifespan 关键路径,
@@ -383,6 +385,9 @@ class KlineRepository:
         # 避免自选无 ETF 的用户在管道后白付全量重算成本
         self._etf_enriched_cache = None
         self._etf_enriched_cache_date = None
+        # 指数 enriched 同样只失效不重建 (懒加载)
+        self._index_enriched_cache = None
+        self._index_enriched_cache_date = None
 
         if background:
             logger.info("cache refresh: enriched 推后台线程预热")
@@ -473,6 +478,8 @@ class KlineRepository:
         self._etf_instruments_cache = None
         self._index_symbol_set_cache = None
         self._etf_symbol_set_cache = None
+        self._index_enriched_cache = None
+        self._index_enriched_cache_date = None
 
     def _refresh_enriched(self) -> None:
         """从 parquet 加载 enriched 最新日到内存 + 构建聚合表。
@@ -879,6 +886,50 @@ class KlineRepository:
         except Exception as e:  # noqa: BLE001
             logger.debug("ETF enriched 缓存刷新跳过: %s", e)
 
+    def _refresh_index_enriched(self) -> None:
+        """从指数 enriched parquet 加载最新日到内存缓存 (300天重算通用指标)。
+
+        磁盘窄表无指标列, 必须 scan 近 300 天重算, 否则监控信号规则无列可评估。
+        指数无复权需求, 不读 raw_close/raw_high/raw_low。
+        """
+        try:
+            enriched_dir = self.store.data_dir / "kline_index_enriched"
+            dates = sorted(
+                p.name[5:] for p in enriched_dir.glob("date=*")
+                if p.is_dir() and p.name.startswith("date=")
+            ) if enriched_dir.exists() else []
+            if not dates:
+                self._index_enriched_cache = None
+                self._index_enriched_cache_date = None
+                return
+            latest = date.fromisoformat(dates[-1])
+            target_parquet = enriched_dir / f"date={dates[-1]}" / "part.parquet"
+            df_latest = pl.read_parquet(target_parquet)
+            if df_latest.is_empty():
+                return
+
+            from datetime import timedelta
+            start_full = latest - timedelta(days=300)
+            read_cols = [c for c in ["symbol", "date", "open", "high", "low", "close",
+                                     "volume", "amount"]
+                         if c in df_latest.columns]
+            df_hist = (
+                scan_enriched_parquet(self._index_enriched_glob,
+                                cast_options=pl.ScanCastOptions(integer_cast="allow-float"))
+                .filter(pl.col("date") >= start_full)
+                .select(read_cols)
+                .sort(["symbol", "date"])
+                .collect()
+            )
+            if df_hist.is_empty():
+                self._index_enriched_cache = df_latest.sort(["symbol"])
+            else:
+                df_full = self._compute_index_enriched_range(df_hist)
+                self._index_enriched_cache = df_full.filter(pl.col("date") == latest).sort(["symbol"])
+            self._index_enriched_cache_date = latest
+        except Exception as e:  # noqa: BLE001
+            logger.debug("指数 enriched 缓存刷新跳过: %s", e)
+
     def _refresh_instruments(self) -> None:
         """加载 instruments 到内存。"""
         try:
@@ -952,6 +1003,12 @@ class KlineRepository:
             if self._etf_enriched_cache is None:
                 return pl.DataFrame(), self._etf_enriched_cache_date
             return self._etf_enriched_cache, self._etf_enriched_cache_date
+        if asset_type == "index":
+            if self._index_enriched_cache is None and refresh:
+                self._refresh_index_enriched()
+            if self._index_enriched_cache is None:
+                return pl.DataFrame(), self._index_enriched_cache_date
+            return self._index_enriched_cache, self._index_enriched_cache_date
         return pl.DataFrame(), None
 
     def get_enriched_history(self, target_date: date, lookback_days: int) -> pl.DataFrame | None:
@@ -1130,13 +1187,13 @@ class KlineRepository:
         return "stock"
 
     def get_name_map(self, symbols: list[str] | None = None) -> dict[str, str]:
-        """返回 {symbol: name} 映射, 合并股票 + ETF instruments (股票优先去重)。
+        """返回 {symbol: name} 映射, 合并股票 + ETF + 指数 instruments (股票优先去重)。
 
         自选列表/名称批查等场景的统一名称解析入口, 避免各调用方自行合并两份缓存。
         symbols 非 None 时只返回命中的条目。
         """
         name_map: dict[str, str] = {}
-        for df in (self.get_instruments(), self.get_etf_instruments()):
+        for df in (self.get_instruments(), self.get_etf_instruments(), self.get_instruments_asset("index")):
             if df.is_empty() or "symbol" not in df.columns or "name" not in df.columns:
                 continue
             if symbols is not None:
@@ -1924,7 +1981,7 @@ class KlineRepository:
             existing_cache = self._etf_enriched_cache if self._etf_enriched_cache_date == dt else pl.DataFrame()
         elif asset_type == "index":
             table = "kline_index_enriched"
-            existing_cache = pl.DataFrame()
+            existing_cache = self._index_enriched_cache if self._index_enriched_cache_date == dt else pl.DataFrame()
         else:
             return
 
@@ -1941,6 +1998,9 @@ class KlineRepository:
         elif asset_type == "etf":
             self._etf_enriched_cache = merged_cache
             self._etf_enriched_cache_date = dt
+        elif asset_type == "index":
+            self._index_enriched_cache = merged_cache
+            self._index_enriched_cache_date = dt
 
         from app.indicators.pipeline import ENRICHED_STORAGE_COLS
         storage_cols = [c for c in ENRICHED_STORAGE_COLS if c in df.columns]
@@ -2006,6 +2066,8 @@ class KlineRepository:
             self._etf_enriched_cache_date = dt
             table = "kline_etf_enriched"
         elif asset_type == "index":
+            self._index_enriched_cache = cache_df
+            self._index_enriched_cache_date = dt
             table = "kline_index_enriched"
         else:
             return

backend/tests/test_daily_batch_asset.py

@@ -0,0 +1,42 @@
+"""daily-batch 混合资产分组测试。"""
+import datetime as _dt
+
+import polars as pl
+import pytest
+
+from app.tickflow.repository import DataStore, KlineRepository
+
+
+@pytest.fixture()
+def repo(tmp_path):
+    return KlineRepository(DataStore(tmp_path))
+
+
+def test_daily_batch_groups_index_symbols(repo, monkeypatch):
+    from app.api import kline as kline_api
+
+    calls = {"stock_batch": [], "index": []}
+
+    def fake_stock_batch(symbols, start, end, columns=None):
+        calls["stock_batch"].append(list(symbols))
+        return pl.DataFrame()
+
+    def fake_index_daily(symbol, start, end, columns=None):
+        calls["index"].append(symbol)
+        return pl.DataFrame({
+            "symbol": [symbol], "date": [_dt.date(2026, 7, 24)],
+            "open": [1.0], "high": [1.0], "low": [1.0], "close": [1.0], "volume": [1],
+        })
+
+    monkeypatch.setattr(repo, "get_daily_batch", fake_stock_batch)
+    monkeypatch.setattr(repo, "get_index_daily", fake_index_daily)
+    monkeypatch.setattr(repo, "get_index_symbol_set", lambda: {"000001.SH"})
+    monkeypatch.setattr(repo, "get_etf_symbol_set", lambda: set())
+
+    state = type("S", (), {"repo": repo})()
+    req = type("R", (), {"app": type("A", (), {"state": state})()})()
+
+    out = kline_api.get_daily_batch(req, {"symbols": ["600000.SH", "000001.SH"], "days": 12})
+    assert calls["stock_batch"] == [["600000.SH"]]
+    assert calls["index"] == ["000001.SH"]
+    assert "000001.SH" in out["data"]

backend/tests/test_monitor_index.py

@@ -0,0 +1,72 @@
+"""指数监控规则校验测试。"""
+import pytest
+
+from app.strategy import monitor_rules
+
+
+def _index_rule(rid="r_idx", **over):
+    rule = {
+        "id": rid, "name": rid, "type": "signal", "asset_type": "index",
+        "scope": "symbols", "symbols": ["000001.SH"], "logic": "and",
+        "conditions": [{"field": "rsi_14", "op": "<", "value": 30}],
+        "cooldown_seconds": 0, "enabled": True,
+    }
+    rule.update(over)
+    return rule
+
+
+def test_index_signal_price_allowed():
+    monitor_rules.validate(_index_rule())
+    monitor_rules.validate(_index_rule(type="price"))
+
+
+def test_index_strategy_rejected():
+    with pytest.raises(ValueError, match="指数"):
+        monitor_rules.validate(_index_rule(type="strategy", strategy_id="s1"))
+
+
+def test_index_market_rejected():
+    with pytest.raises(ValueError, match="指数"):
+        monitor_rules.validate(_index_rule(type="market"))
+
+
+def test_index_scope_all_rejected():
+    with pytest.raises(ValueError, match="指数"):
+        monitor_rules.validate(_index_rule(scope="all", symbols=[]))
+
+
+def test_index_intraday_signal_rejected():
+    with pytest.raises(ValueError, match="分时"):
+        monitor_rules.validate(_index_rule(
+            conditions=[{"field": "signal_intraday_avg_cross_up", "op": "truth"}],
+        ))
+
+
+# ---- Task 7: B5 监控指数评估轮 ----
+
+def _signal_rule(rid, asset_type, sym):
+    return {
+        "id": rid, "name": rid, "type": "signal", "asset_type": asset_type,
+        "scope": "symbols", "symbols": [sym], "logic": "and",
+        "conditions": [{"field": "rsi_14", "op": "<", "value": 100}],
+        "cooldown_seconds": 0, "enabled": True,
+    }
+
+
+def test_evaluate_index_round_triggers_and_isolates():
+    """指数轮只评估指数规则, 且不触碰策略结果缓存。"""
+    import polars as pl
+    from app.strategy.monitor import MonitorRuleEngine
+
+    eng = MonitorRuleEngine()
+    eng.set_rules([_signal_rule("r_idx", "index", "000001.SH"),
+                   _signal_rule("r_stock", "stock", "000001.SH")])
+    eng.set_name_map({"000001.SH": "上证指数"})
+    df = pl.DataFrame({"symbol": ["000001.SH"], "close": [3000.0],
+                       "change_pct": [0.01], "rsi_14": [40.0]})
+
+    events = eng.evaluate(df, asset_type="index", reset_strategy_results=False)
+    assert any(e["rule_id"] == "r_idx" for e in events)
+    assert all(e["rule_id"] != "r_stock" for e in events)
+    assert events[0]["name"] == "上证指数"
+    assert eng.latest_strategy_results() == {}  # 策略结果缓存未被触碰

backend/tests/test_repository_index.py

@@ -0,0 +1,109 @@
+"""指数资产路由 — repository 层测试。"""
+import polars as pl
+import pytest
+
+from app.tickflow.repository import DataStore, KlineRepository
+
+
+@pytest.fixture()
+def repo(tmp_path):
+    return KlineRepository(DataStore(tmp_path))
+
+
+def _write_index_instruments(repo, rows):
+    pl.DataFrame(rows).write_parquet(
+        repo.store.data_dir / "instruments_index" / "part.parquet"
+    )
+    repo._refresh_index_instruments()
+
+
+def test_name_map_includes_index(repo):
+    _write_index_instruments(repo, {
+        "symbol": ["000001.SH"], "name": ["上证指数"],
+        "code": ["000001"], "asset_type": ["index"],
+    })
+    names = repo.get_name_map(["000001.SH", "600000.SH"])
+    assert names.get("000001.SH") == "上证指数"
+    assert "600000.SH" not in names  # 未收录不造名
+
+
+def test_name_map_stock_beats_index(repo):
+    """同名 symbol 同时出现在股票/指数维表时, 股票名称优先。"""
+    _write_index_instruments(repo, {
+        "symbol": ["600000.SH"], "name": ["某指数"],
+        "code": ["600000"], "asset_type": ["index"],
+    })
+    pl.DataFrame({
+        "symbol": ["600000.SH"], "name": ["浦发银行"], "code": ["600000"],
+        "exchange": ["SH"], "region": ["CN"], "type": ["stock"],
+        "listing_date": [None], "total_shares": [None], "float_shares": [None],
+        "tick_size": [None], "limit_up": [None], "limit_down": [None],
+        "as_of": ["2026-07-25"],
+    }).write_parquet(repo.store.data_dir / "instruments" / "instruments.parquet")
+    repo._refresh_instruments()
+    assert repo.get_name_map(["600000.SH"]).get("600000.SH") == "浦发银行"
+
+
+import datetime as _dt
+
+
+def _write_index_enriched(repo, dates_rows):
+    for ds, rows in dates_rows.items():
+        d = repo.store.data_dir / "kline_index_enriched" / f"date={ds}"
+        d.mkdir(parents=True, exist_ok=True)
+        pl.DataFrame(rows).write_parquet(d / "part.parquet")
+
+
+def _index_rows(ds, close=3000.0):
+    return [{
+        "symbol": "000001.SH", "date": _dt.date.fromisoformat(ds),
+        "open": close - 10, "high": close + 20, "low": close - 20, "close": close,
+        "volume": 1_000_000, "amount": 1e9,
+    }]
+
+
+def test_get_enriched_latest_asset_index(repo):
+    _write_index_enriched(repo, {
+        "2026-07-23": _index_rows("2026-07-23", 2990.0),
+        "2026-07-24": _index_rows("2026-07-24", 3000.0),
+    })
+    df, dt = repo.get_enriched_latest_asset("index")
+    assert str(dt) == "2026-07-24"
+    assert df["symbol"].to_list() == ["000001.SH"]
+    assert "ma5" in df.columns or "rsi_14" in df.columns  # 重算产出指标列
+
+
+def test_get_enriched_latest_asset_index_cold_no_refresh(repo):
+    df, dt = repo.get_enriched_latest_asset("index", refresh=False)
+    assert df.is_empty() and dt is None
+
+
+def test_flush_live_enriched_asset_index_updates_cache(repo):
+    df = pl.DataFrame([{
+        "symbol": "000001.SH", "date": _dt.date(2026, 7, 25),
+        "open": 3000.0, "high": 3010.0, "low": 2990.0, "close": 3005.0,
+        "volume": 1_000_000, "amount": 1e9, "ma5": 3001.0, "rsi_14": 55.0,
+    }])
+    repo.flush_live_enriched_asset("index", df)
+    cached, dt = repo.get_enriched_latest_asset("index", refresh=False)
+    assert str(dt) == "2026-07-25"
+    assert cached["close"].to_list() == [3005.0]
+    assert (repo.store.data_dir / "kline_index_enriched" / "date=2026-07-25" / "part.parquet").exists()
+
+
+def _merge_row(symbol, close):
+    return {
+        "symbol": symbol, "date": _dt.date(2026, 7, 25),
+        "open": close - 5, "high": close + 5, "low": close - 6, "close": close,
+        "volume": 1_000, "amount": 1e6,
+    }
+
+
+def test_merge_live_enriched_asset_index_merges_cache(repo):
+    """merge 路径: 两次合并缓存取并集 (不 NameError, 不丢已有缓存)。"""
+    repo.merge_live_enriched_asset("index", pl.DataFrame([_merge_row("000001.SH", 3000.0)]))
+    repo.merge_live_enriched_asset("index", pl.DataFrame([_merge_row("000300.SH", 4000.0)]))
+    cached, dt = repo.get_enriched_latest_asset("index", refresh=False)
+    assert str(dt) == "2026-07-25"
+    assert set(cached["symbol"].to_list()) == {"000001.SH", "000300.SH"}
+

backend/tests/test_resolve_universe_index.py

@@ -0,0 +1,29 @@
+"""_resolve_universe 指数过滤测试。"""
+import pytest
+
+from app.jobs import daily_pipeline
+from app.tickflow.repository import DataStore, KlineRepository
+
+
+@pytest.fixture()
+def repo(tmp_path):
+    return KlineRepository(DataStore(tmp_path))
+
+
+def test_resolve_universe_excludes_index_symbols(repo, monkeypatch, tmp_path):
+    """自选里的指数不进入股票日K/分钟K同步池。"""
+    class _Capset:
+        def has(self, cap):
+            return False
+
+    monkeypatch.setattr(
+        daily_pipeline, "get_pool",
+        lambda name, refresh=False: ["600000.SH", "000001.SH"] if name == "watchlist" else [],
+    )
+    monkeypatch.setattr(daily_pipeline, "DEMO_SYMBOLS", [])
+    monkeypatch.setattr(daily_pipeline.settings, "data_dir", tmp_path)
+    monkeypatch.setattr(repo, "get_index_symbol_set", lambda: {"000001.SH"})
+
+    universe = daily_pipeline._resolve_universe(_Capset(), repo)
+    assert "600000.SH" in universe
+    assert "000001.SH" not in universe

backend/tests/test_stock_analyzer_index.py

@@ -0,0 +1,13 @@
+"""AI 分析 prompt 指数文案测试。"""
+from app.services.stock_analyzer import _build_user_prompt
+
+
+def test_user_prompt_index_no_financials():
+    prompt = _build_user_prompt(
+        kline_tail=[{"date": "2026-07-24", "close": 3000.0}],
+        fins={"metrics": [], "income": []},
+        levels={}, close=3000.0, symbol="000001.SH", focus="",
+        asset_type="index",
+    )
+    assert "指数" in prompt
+    assert "Free 模式" not in prompt  # 指数无财务是常态, 不走 Free 文案

backend/tests/test_watchlist_enriched_join.py

@@ -20,14 +20,18 @@ class _FakeRepo:
     """最小化 repo mock: 只实现 watchlist_enriched 调用到的方法."""
 
     def __init__(self, enriched_df, enriched_date, etf_df=None, etf_date=None,
-                 instruments_df=None, name_map=None, etf_set=None):
+                 instruments_df=None, name_map=None, etf_set=None,
+                 index_df=None, index_date=None, index_set=None):
         self._enriched = enriched_df
         self._enriched_date = enriched_date
         self._etf = etf_df
         self._etf_date = etf_date
+        self._index = index_df
+        self._index_date = index_date
         self._instruments = instruments_df or pl.DataFrame()
         self._name_map = name_map or {}
         self._etf_set = etf_set or set()
+        self._index_set = index_set or set()
 
     def get_enriched_latest(self):
         return self._enriched, self._enriched_date
@@ -36,11 +40,17 @@ class _FakeRepo:
         if asset == "etf":
             etf = self._etf if self._etf is not None else pl.DataFrame()
             return etf, self._etf_date
+        if asset == "index":
+            idx = self._index if self._index is not None else pl.DataFrame()
+            return idx, self._index_date
         return pl.DataFrame(), None
 
     def get_etf_symbol_set(self):
         return self._etf_set
 
+    def get_index_symbol_set(self):
+        return self._index_set
+
     def get_instruments(self):
         return self._instruments
 
@@ -212,3 +222,45 @@ def test_mixed_watchlist_keeps_pending_etf_rows(monkeypatch):
     assert all(next(r for r in res["rows"] if r["symbol"] == symbol).get("close") is None
                for symbol in ("510300", "510500"))
     assert res["as_of"] == "2026-07-08"
+
+
+def test_watchlist_enriched_index_branch(monkeypatch):
+    """自选含指数: 行走 index enriched, asset_type=index, 名称回填, 股票/ETF 行不受影响。
+
+    断言 (计划 Task 4 Step 1):
+      - 指数行存在, close == 3000.0, asset_type == "index", name == "上证指数"
+      - 指数行 turnover_rate 为 None (列不存在或 null, 不报错)
+      - 股票行 asset_type == "stock"; ETF 行 == "etf"
+      - as_of == min(股票日期, etf日期, index日期)
+    """
+    monkeypatch.setattr(wl_api.watchlist, "list_symbols",
+                        lambda: [{"symbol": "600000.SH"}, {"symbol": "510300.SH"},
+                                 {"symbol": "000001.SH"}])
+    repo = _FakeRepo(
+        enriched_df=_enriched_df([("600000.SH", 10.0, 0.3, 2e9)]),
+        enriched_date="2026-07-23",
+        etf_df=_enriched_df([("510300.SH", 4.0, 0.5, 1e8)]),
+        etf_date="2026-07-24",
+        etf_set={"510300.SH"},
+        index_df=pl.DataFrame([{"symbol": "000001.SH", "close": 3000.0, "change_pct": 0.01,
+                                "amount": 1e9, "ma5": 2990.0}]),
+        index_date="2026-07-24",
+        index_set={"000001.SH"},
+        name_map={"600000.SH": "浦发银行", "510300.SH": "沪深300ETF", "000001.SH": "上证指数"},
+    )
+
+    res = wl_api.watchlist_enriched(_make_request(repo), ext_columns=None)
+
+    rows = {r["symbol"]: r for r in res["rows"]}
+    # 指数行
+    idx = rows["000001.SH"]
+    assert idx["close"] == 3000.0
+    assert idx["asset_type"] == "index"
+    assert idx["name"] == "上证指数"
+    # 指数无换手率: 列缺失或 null, 不报错
+    assert idx.get("turnover_rate") is None
+    # 股票行 / ETF 行 asset_type
+    assert rows["600000.SH"]["asset_type"] == "stock"
+    assert rows["510300.SH"]["asset_type"] == "etf"
+    # as_of == min(三类缓存日期)
+    assert res["as_of"] == "2026-07-23"

backend/tests/test_watchlist_realtime_split.py

@@ -0,0 +1,19 @@
+"""Free 档自选实时资产分流测试。"""
+from app.services.quote_service import QuoteService
+
+
+def test_split_records_by_asset():
+    records = [
+        {"symbol": "600000.SH"}, {"symbol": "510300.SH"}, {"symbol": "000001.SH"},
+    ]
+    index, etf, stock = QuoteService._split_records_by_asset(
+        records, {"000001.SH"}, {"510300.SH"},
+    )
+    assert [r["symbol"] for r in index] == ["000001.SH"]
+    assert [r["symbol"] for r in etf] == ["510300.SH"]
+    assert [r["symbol"] for r in stock] == ["600000.SH"]
+    # etf 优先于 index (与 resolve_asset_type 判定顺序一致)
+    index2, etf2, stock2 = QuoteService._split_records_by_asset(
+        [{"symbol": "X"}], {"X"}, {"X"},
+    )
+    assert etf2 and not index2 and not stock2