test: exclude factor warmup from performance window

tests/test_research_pipeline.py

@@ -233,3 +233,35 @@ def test_factor_backtest_research_requires_matching_daily_calendars() -> None:
             execution_price_field="open",
             valuation_price_field="close",
         )
+
+
+def test_factor_backtest_starts_at_first_signal_instead_of_price_warmup() -> None:
+    """因子预热行情不能作为空仓日混入研究绩效区间。"""
+    dates = pd.date_range("2026-01-05", periods=5, freq="B")
+    scores = pd.DataFrame({"A": [1.0]}, index=dates[2:3])
+    opens = pd.DataFrame({"A": [1.0, 1.0, 1.0, 10.0, 10.0]}, index=dates)
+    closes = pd.DataFrame({"A": [100.0, 200.0, 300.0, 11.0, 12.0]}, index=dates)
+    config = ExecutionConfig(
+        commission_bps=0,
+        stamp_tax_bps=0,
+        slippage_bps=0,
+        min_trade_amount=0,
+    )
+
+    result = run_factor_backtest_research(
+        scores,
+        execution_prices=opens,
+        valuation_prices=closes,
+        top_k=1,
+        execution_price_field="open",
+        valuation_price_field="close",
+        initial_cash=1_000.0,
+        config=config,
+    )
+
+    assert result.nav.index.equals(dates[2:])
+    pd.testing.assert_series_equal(
+        result.nav,
+        pd.Series([1.0, 1.1, 1.2], index=dates[2:], name="nav"),
+    )
+    assert result.stats()["n_days"] == 3