feat(factors): industry-neutralized CN value alphas + PIT SW2021 sector tag (csi300) (#1802)

* feat(bench): add horizon parameter for monthly-frequency IC revalidation

h-bar forward returns (close[t+h]/close[t]-1, no ffill — a NaN close never
bridges) sampled non-overlapping end-anchored, so the naive-iid t-stat and
the alive/dead thresholds stay honest without new statistics. Threaded
through run_bench / run_bench_strict / the alpha_bench tool + MCP wrapper /
CLI --horizon (argparse type + handler guard, exit 2 on bad input).
horizon=1 is byte-identical to the previous next-bar formula.

Follow-up #1 of issue #1789 (monthly-horizon revalidation of the 13
fundamental factors — the conventional reading for fundamental factors).

* fix(bench): exclude SEC-fundamental alphas off sp500 instead of failing the bench

--zoo fundamental --universe csi300 (the repro command printed in issue
#1789) hard-failed with 'Choose the S&P 500 universe' because the
validator rejects fund:* inputs on any non-sp500 universe, while the
mirror case (CN val:* alphas on sp500) skips cleanly per alpha. The
runners now split the selection up front, disclose the excluded ids in
the result envelope, and error only when nothing is left to bench; the
validator stays as the backstop for direct callers.

The CLI/tool JSON envelopes also state their own horizon,
forward_return_sampling and universe_excluded — a saved summary must
show the configuration its numbers came from.

* fix(bench): close review findings on horizon/exclusion disclosure

- multi-zoo CLI aggregation threads horizon / forward_return_sampling /
  universe_excluded from the sub-runs into the aggregate envelope (a saved
  all-zoos JSON now states its own horizon and reconciles its exclusions)
- alpha compare surfaces universe-excluded shortlist members as skipped
  entries with the exclusion reason instead of silently dropping them
- horizon upper bound (1.._MAX_HORIZON) enforced consistently at the CLI
  parser, the handler, and both runner entries BEFORE any panel load —
  previously only the tool/MCP capped it and an unbounded CLI run fetched
  the full panel before failing late
- non-int horizon can no longer TypeError in the entry schema construction
- categorise docstring notes the daily calibration of the |IC|>0.02 floor
  at h>1; the sampling comment no longer overclaims (residual
  autocorrelation from persistent factor exposures is not modeled)
- MCP wrapper uses _MAX_HORIZON instead of a hardcoded duplicate

Pinned by new tests: parser/handler/runner cap rejection (fetch not
called), multi-zoo disclosure aggregation, compare exclusion disclosure.

* feat(factors): industry-neutralized CN value alphas + PIT SW2021 sector tag

Three within-industry z-scored variants of the CN value factors
(fund_pb/fund_ps_ttm/fund_dividend_yield -> *_ind_neutral, zoo 475 -> 478):
raw A-share PB/PS/dy are heavily industry-confounded, so each name is
z-scored against its Shenwan L1 peers instead of the whole cross-section.

- industry_loader.py: tushare index_member_all (SW2021) membership with
  in_date/out_date -> point-in-time labels per trading day; deterministic
  overlap resolution; 2000-row truncation guard refetches per L1; degrades
  to an unmapped frame on provider failure, never invents a label.
- csi300 bench attaches panel['sector'] outside the pickled price cache,
  masked to the PIT membership cross-section, behind the same 0.9 coverage
  gate the sp500 GICS tag uses; meta discloses sector_source/coverage.
- base.zscore_by_group: the z-scoring sibling of alpha101's _ind_neutralize
  demean - no global fallback (an unlabelled cell stays NaN rather than
  wearing an industry-neutral label it did not earn).
- README x7 + SKILL.md counts (incl. the stale 462 prose sites), i18n zh/en.

Follow-up #2 of issue #1789.

* fix(loaders): index_member_all takes no src param; fetch PIT history via is_new Y+N

Live-verified endpoint contract (pinned by test): index_member_all accepts
only the documented l1/l2/l3_code, ts_code and is_new filters — an
undocumented src param silently returns an empty frame (HTTP 200, 0 rows),
which degraded the first csi300 sector attach to coverage 0.0. src now goes
to index_classify (truncation fallback) only.

The server also defaults is_new to 'Y' (current members, no out_date rows),
so the historical half ('N', ~2000 rows with out_date back to the 1990s) is
fetched separately and concatenated — without it every label would be
today's classification and the loader's PIT claim false.

Live smoke: 350/350 csi300 PIT constituents covered (100%), 0.9 gate passes.

* docs(factors): surface the SW2021 taxonomy-retroactivity caveat; pin cache immutability

Review follow-ups: the loader docstring disclosed that SW2021
classifications are applied retroactively, but no user-facing surface
did — one sentence added to each ind-neutral alpha's notes, the i18n
en/zh entries and SKILL.md (membership is point-in-time; the taxonomy
version itself is not). The sector-attach test now pins that the
original pickled panel dict is never mutated by the attach, and the
sector_coverage meta semantics (labelled-somewhere fraction, not
per-date) are documented at the attach site.

* fix(factors): align ind-neutral PB/PS with the upstream nonpositive-multiple guard

The maintenance batch (d3c76819) added a guard to fund_pb/fund_ps_ttm:
nonpositive multiples are excluded rather than ranked as cheap. The
industry-neutral variants follow suit — the within-group z-score sees
the same values.where(values > 0) pre-filter, the guard sentence leads
the notes/i18n entries, and the upstream parametrized test is mirrored
for the neutral stems.

README_ko.md

@@ -380,7 +380,7 @@ Vibe-Trading은 금융 질문을 실행 가능한 분석으로 바꾸는 오픈
 | **애널리스트 팀 실행하기** | 투자, 퀀트, 크립토, 매크로, 리스크 워크플로를 위한 멀티 에이전트 리서치 리뷰. |
 | **리서치를 IM 채널에 연결하기** | WebSocket, Telegram, Slack, Discord, Matrix, WhatsApp, Signal, QQ/NapCat, WeChat/WeCom, Feishu/Lark, DingTalk, Teams, email, Mochat에서 같은 session runtime을 CLI, REST, Web UI로 관리. |
 | **사용 가능한 artifacts 만들기** | 리포트, TradingView Pine Script, TDX, MetaTrader 5, MCP tools, 이후 리서치 세션. |
-| **사전 빌드된 alpha zoo 벤치** | 475개의 alpha 인자(Qlib 158 + Kakushadze 101 + GTJA 191 + academic + PIT-safe fundamental)에 대해 한 줄 CLI로 IC + IR + alive/reversed/dead 분류 수행 |
+| **사전 빌드된 alpha zoo 벤치** | 478개의 alpha 인자(Qlib 158 + Kakushadze 101 + GTJA 191 + academic + PIT-safe fundamental)에 대해 한 줄 CLI로 IC + IR + alive/reversed/dead 분류 수행 |
 | **상관관계 국면 포착하기** | `/correlation` 화면의 엣지 밀도 + 히스테리시스 타임라인으로 시장이 한 덩어리로 움직이기 시작하는 시점을 보여줍니다 — 시그널이 아니라 서술적 리스크 컨텍스트입니다. |
 
 ---
@@ -667,9 +667,9 @@ Paper-vs-live는 **구조적 브로커별 런타임 가드**(account-id 형식,
 </details>
 
 <details>
-<summary><b>Alpha Zoo</b> <sub>5개 패밀리에 걸친 475개 사전 빌드된 quant alpha</sub></summary>
+<summary><b>Alpha Zoo</b> <sub>5개 패밀리에 걸친 478개 사전 빌드된 quant alpha</sub></summary>
 
-- 🧬 operator 계층에서 lookahead가 금지된 475개 cross-sectional alpha
+- 🧬 operator 계층에서 lookahead가 금지된 478개 cross-sectional alpha
 - 📈 한 줄 CLI로 IC + IR + alive/reversed/dead 분류 수행
 - 🔬 AST 순수성 게이트 + 300-row lookahead sentinel 테스트 + `pytest-socket` 네트워크 kill-switch
 - 📦 Qlib에 대한 Apache-2 출처 표기, zoo별 `LICENSE.md`에서 수식을 수학적 콘텐츠로 명시
@@ -980,7 +980,7 @@ Vibe-Trading은 tool-heavy agent입니다. skills, backtests, memory, swarms가
 vibe-trading               # interactive TUI
 vibe-trading run -p "..."  # single run
 vibe-trading serve         # API server
-vibe-trading alpha list    # 사전 빌드된 475개 alpha 탐색; show / bench / compare / export-manifest 서브커맨드 사용 가능
+vibe-trading alpha list    # 사전 빌드된 478개 alpha 탐색; show / bench / compare / export-manifest 서브커맨드 사용 가능
 vibe-trading playbook list # 예약 리서치 템플릿 5개; show / create 서브커맨드 사용 가능
 vibe-trading channels status --local  # IM 채널 설정과 설치 힌트 확인
 vibe-trading provider doctor  # 마스킹된 provider/proxy/패키지 진단 출력
@@ -1736,7 +1736,7 @@ Vibe-Trading/
 │   │   │   ├── web_search_tool.py  #   DuckDuckGo web search
 │   │   │   └── ...                 #   bash, file I/O, factor analysis, options, alpha browser + bench, etc.
 │   │   │
-│   │   ├── factors/                # Alpha Zoo — 5개 패밀리에 걸친 475개 alpha
+│   │   ├── factors/                # Alpha Zoo — 5개 패밀리에 걸친 478개 alpha
 │   │   │   ├── base.py             #   19개 operator (rank/scale/ts_*/delta/decay_linear/safe_div/vwap)
 │   │   │   ├── registry.py         #   AST-only 메타데이터 로딩 + lazy compute + sanity gate
 │   │   │   ├── bench_runner.py     #   IC + alive/reversed/dead 분류
@@ -1819,7 +1819,7 @@ Vibe-Trading은 **[HKUDS](https://github.com/HKUDS)** agent ecosystem의 일부
 | **Data Bridge** | Bring-your-own data: local CSV/Parquet/SQL connectors with schema mapping | 로컬 로더 출시 |
 | **Options Lab** | Vol surface, Greeks dashboard, payoff/scenario explorer | Planned |
 | **Portfolio Studio** | Risk x-ray, constraints, turnover-aware optimizer, rebalance notes | Turnover-aware optimizer **0.1.11 출시 완료**; 나머지 Planned |
-| **Alpha Zoo** | 5개 패밀리에 걸친 475개의 사전 빌드된 alpha 인자(Qlib 158 + Kakushadze 101 + GTJA 191 + academic + fundamental), 한 줄 CLI 벤치, agent 통합, Web UI | **0.1.8 출시 완료**, 0.1.12까지 확장 |
+| **Alpha Zoo** | 5개 패밀리에 걸친 478개의 사전 빌드된 alpha 인자(Qlib 158 + Kakushadze 101 + GTJA 191 + academic + fundamental), 한 줄 CLI 벤치, agent 통합, Web UI | **0.1.8 출시 완료**, 0.1.12까지 확장 |
 | **Strategy Development Manager** | 논문 / 브로커 리서치를 영속 store + 자동 IC/Sharpe decay 라이프사이클과 함께 팩터 & 전략으로 등록 | **0.1.11 출시 완료** |
 | **Correlation Regime** | `/correlation` 위에 얹은 엣지 밀도 + 히스테리시스 레짐 타임라인 — 시장이 하나의 블록으로 융합되는 시점 포착 | **0.1.12 출시 완료** |
 | **Research Delivery** | Slack / Telegram / email-style IM channels를 통한 예약 brief와 live research sessions | 스케줄러 + IM Runtime 출시 |