feat(data): snapshot asset returns with stable lineage

README.md

@@ -139,15 +139,22 @@ print(factor_backtest.benchmark_stats(benchmark_returns))
 
 # 下游稳定交付：显式提供代码版本、数据快照和时区，不在核心层写数据库。
 from quant_engine.artifact import build_research_run_artifact
+from quant_engine.data_adapter import prepare_asset_return_snapshot
 from quant_engine.risk import estimate_covariance_snapshot
 
 risk_date = factor_backtest.position_weights.index[-1].date()
+market_snapshot = prepare_asset_return_snapshot(
+    qtdb_daily_long,
+    source="qtdb_pro.hq_daily",
+    source_snapshot_id="<upstream-ingestion-snapshot-id>",
+    adjustment="qfq",
+)
 risk_snapshot = estimate_covariance_snapshot(
-    daily_asset_returns,
+    market_snapshot.returns,
     as_of_date=risk_date,
     lookback_sessions=252,
     min_observations=120,
-    data_snapshot_id="<risk-return-data-snapshot-id>",
+    data_snapshot_id=market_snapshot.data_snapshot_id,
 )
 
 artifact = build_research_run_artifact(
@@ -158,7 +165,7 @@ artifact = build_research_run_artifact(
     strategy_version="1.0.0",
     engine_version="1.2.0",
     code_revision="<git-sha>",
-    data_snapshot_id="<data-snapshot-id>",
+    data_snapshot_id=market_snapshot.data_snapshot_id,
     calendar="CN-A",
     timezone="Asia/Shanghai",
     started_at="2026-08-21T10:00:00+08:00",