docs: document auditable execution workflow

README.md

@@ -19,7 +19,7 @@
 ## 模块
 
 - `alpha_factors` — 158 alpha 公式 + 24 基础算子（移植自 qlib alpha158）
-- `execution` — 执行仿真（成本/滑点/T+1/涨跌停/部分成交/价差）+ 多日 NAV + PnL 拆解（借鉴 hikyuu 部件化思想）
+- `execution` — A 股长仓执行仿真（成本/滑点/现金约束）+ 逐日成交/拒绝/持仓/NAV 审计；T+1、涨跌停、成交量与价差提供独立约束函数
 - `indicators` — 50+ 技术指标（MACD / KDJ / 布林 / ATR / ADX / 等）
 - `data_adapter` — 桥接 qtdb_pro 长表与新模块（rename / long-wide / 复权 / vwap 代理）
 - `backtest` — weight-based 多日仿真（rebalance_table / compute_nav / compare_to_benchmark）
@@ -59,7 +59,7 @@ ruff check src/ tests/    # lint
 ```python
 from quant_engine.alpha_factors import alpha_001, alpha_005, ALPHA158_REGISTRY
 from quant_engine.execution import (
-    ExecutionConfig, simulate_with_daily_data, compute_realized_pnl,
+    ExecutionConfig, simulate_multi_day_with_audit, simulate_with_daily_data,
 )
 from quant_engine.backtest import run_weight_backtest
 from quant_engine.portfolio_construction import scores_to_weight_table
@@ -76,6 +76,22 @@ df = load_qtdb_daily(["000001.SZ"], "2024-01-01", with_adj=True)
 prices, volumes = prepare_execution_inputs(df)
 result = simulate_with_daily_data(prices, initial_cash=1_000_000.0)
 
+# 已正确滞后的目标权重 → 现金约束执行 → 唯一来源的成交/拒绝/日末持仓/NAV
+execution = simulate_multi_day_with_audit(
+    target_weights_history=[
+        ("2024-01-02", {"000001.SZ": 1.0}),
+        ("2024-01-03", {"000001.SZ": 1.0}),
+    ],
+    price_history=[
+        ("2024-01-02", {"000001.SZ": 10.0}),
+        ("2024-01-03", {"000001.SZ": 10.5}),
+    ],
+    initial_cash=1_000_000.0,
+    config=ExecutionConfig(),
+)
+print(execution.nav_series)
+print(execution.daily_executions)
+
 # 多期因子分数 → Top-K 等权组合 → 稳定回测结果
 rebalance_weights = scores_to_weight_table(
     factor_scores,