fix(artifact): enforce risk data lineage

tests/test_artifact.py

@@ -164,6 +164,7 @@ def test_research_artifact_projects_annualized_risk_from_actual_positions() -> N
         covariance=covariance,
         return_frequency="1d",
         periods_per_year=252,
+        data_snapshot_id="qtdb-pro-20260108-v1",
     )
 
     artifact = _build(result, risk_snapshots={trade_date: snapshot})
@@ -182,6 +183,31 @@ def test_research_artifact_projects_annualized_risk_from_actual_positions() -> N
     assert risk["risk_contribution"].sum() == pytest.approx(1.0)
 
 
+def test_research_artifact_rejects_risk_from_a_different_data_snapshot() -> None:
+    result = _backtest_result()
+    trade_date = result.position_weights.index[-1].date()
+    covariance = pd.DataFrame(
+        [[0.0001, 0.0], [0.0, 0.0004]],
+        index=["A", "B"],
+        columns=["A", "B"],
+    )
+
+    with pytest.raises(ValueError, match="data lineage differs"):
+        _build(
+            result,
+            risk_snapshots={
+                trade_date: CovarianceSnapshot(
+                    snapshot_id="foreign-covariance",
+                    as_of_date="2026-01-07",
+                    covariance=covariance,
+                    return_frequency="1d",
+                    periods_per_year=252,
+                    data_snapshot_id="different-market-snapshot",
+                )
+            },
+        )
+
+
 def test_research_artifact_rejects_future_or_misaligned_risk_snapshots() -> None:
     result = _backtest_result()
     trade_date = result.position_weights.index[-1].date()
@@ -201,6 +227,7 @@ def test_research_artifact_rejects_future_or_misaligned_risk_snapshots() -> None
                     covariance=covariance,
                     return_frequency="1d",
                     periods_per_year=252,
+                    data_snapshot_id="qtdb-pro-20260108-v1",
                 )
             },
         )
@@ -215,6 +242,7 @@ def test_research_artifact_rejects_future_or_misaligned_risk_snapshots() -> None
                     covariance=covariance.loc[["B"], ["B"]],
                     return_frequency="1d",
                     periods_per_year=252,
+                    data_snapshot_id="qtdb-pro-20260108-v1",
                 )
             },
         )