Support selectable demo exchanges and configurable analysis limits

Persist manual requests until exchange confirmation, preserve stop protection, and reconcile fills before settling plans. Tighten model stream, crawler, skill, research accounting, and frontend race handling, with regression coverage. Keep queued analyses pending until a fresh account snapshot is available.

backend/src/alphapulse/trading/news_signals.py

@@ -62,12 +62,18 @@ def clean(text: str) -> str:
     return re.sub(r"^(财联社)?\d{1,2}月\d{1,2}日电[，,]?", "", text).strip()[:200]
 
 
+def is_forward_sample(published_at: datetime, labeled_at: datetime) -> bool:
+    entry_at = published_at.replace(second=0, microsecond=0) + timedelta(minutes=OFFSETS["entry"])
+    return labeled_at < entry_at
+
+
 async def label_new() -> int:
     """给还没打标签的加密新闻打标签，返回本轮标注条数。模型漏掉的条目下一轮重试"""
     async with SessionLocal() as session:
         rows = (await session.execute(
             select(NewsItem.id, news_text()).outerjoin(NewsSignal, NewsSignal.news_id == NewsItem.id)
-            .where(NewsSignal.news_id.is_(None), NewsItem.published_at >= FORWARD_START, news_text().op("~")(CRYPTO_PATTERN))
+            .where(NewsSignal.news_id.is_(None), NewsItem.published_at >= FORWARD_START,
+                   NewsItem.published_at >= datetime.now(UTC) - timedelta(minutes=OFFSETS["entry"]), news_text().op("~")(CRYPTO_PATTERN))
             .order_by(NewsItem.published_at).limit(BATCH)
         )).all()
         if not rows:
@@ -113,6 +119,8 @@ async def fill_prices() -> int:
             .where(NewsSignal.prices.is_(None), NewsItem.published_at <= cutoff)
         )).all()
         for signal, published_at in pending:
+            if not is_forward_sample(published_at, signal.labeled_at):
+                continue
             minute = int(published_at.timestamp()) // 60 * 60_000
             times = {key: minute + offset * 60_000 for key, offset in OFFSETS.items()}
             prices = {}