phase 7-8 完成 + warmup 修复 + 产物结构化重组

主要内容：
- Phase 8 PROMOTE: finalist #1 (trial #324) registry 条目，自动生成
- Optuna objective warmup bug 修复 (shared/optimizer/objective.py)
- studies/ 目录按用途重组为 optuna/ + finalists/ + features/ 三层
- reports/ 加入 Optuna 中文 dashboard (5 主图 + 18 slice + 15 contour)
- 新增 PROJECT_GUIDE.md 项目说明文档
- 新增 build_registry_entry.py / build_optuna_dashboard.py / build_feature_datasets.py
- .gitignore: 允许提交 studies/*.db (Optuna DB) 和 reports/*.html (MT5 + dashboard)

shared/mt5_pipeline/set_gen.py

@@ -17,6 +17,9 @@ from pathlib import Path
 from typing import Any, Mapping
 
 SET_FILE_ENCODING = "utf-16-le"
+# MT5's Strategy Tester silently ignores .set files without a UTF-16-LE BOM.
+# Python's "utf-16-le" codec does NOT emit a BOM, so prepend one explicitly.
+UTF16_LE_BOM = b"\xff\xfe"
 
 
 @dataclass
@@ -68,4 +71,4 @@ def write_set_file(
     if extra_lines:
         lines.extend(extra_lines)
     text = "\n".join(lines) + "\n"
-    out.write_bytes(text.encode(SET_FILE_ENCODING))
+    out.write_bytes(UTF16_LE_BOM + text.encode(SET_FILE_ENCODING))

shared/optimizer/objective.py

@@ -77,6 +77,20 @@ class ObjectiveConfig:
     # strategy pipe tunable point values into its engine without the optimizer
     # knowing about strategy-specific config objects. None → no extra kwargs.
     build_engine_kwargs: Optional[Callable[[dict], dict]] = None
+    # M1 bars for tick-level exit simulation. MANDATORY if the EA moves its
+    # SL intra-trade (break-even / trailing / basket trailing) — bar-level
+    # exit simulation produces a −40% to −50% net gap on those EAs (doc 03 §7
+    # measured failure mode). Leave None only for clean-directional setups
+    # that don't move the SL. The bars must cover the same window as ``bars``.
+    m1_bars: Optional[pd.DataFrame] = None
+    # Indicator-warmup bars (doc 03 §8 / reeval_finalist_forward.py pattern).
+    # When set, the objective builds signals on this FULL history (so EMA/RSI/
+    # ATR are already stable before the eval window starts — matching MT5
+    # Strategy Tester's pre-test chart-history warmup), then slices the signal
+    # arrays to ``bars``' time range before running the engine. Must be a
+    # contiguous superset of ``bars`` (same OHLC source, same timestamps).
+    # Leave None to build signals directly on ``bars`` (legacy behaviour).
+    signals_full_bars: Optional[pd.DataFrame] = None
 
 
 @dataclass
@@ -141,14 +155,43 @@ def build_objective(cfg: ObjectiveConfig):
     def objective(trial) -> float:
         sampled = suggest_params(trial, cfg.search_space, cfg.int_params)
         merged = {**cfg.frozen_baseline, **sampled}
-        pack = cfg.build_signals(merged, cfg.bars, cfg.instrument)
+        if cfg.signals_full_bars is not None:
+            # Warmup mode (doc 03 §8 / reeval_finalist_forward.py pattern):
+            # build signals on the FULL bars so indicators are already stable
+            # at the eval window start — mirrors MT5 Strategy Tester's pre-test
+            # chart-history warmup. Then slice the signal arrays to cfg.bars'
+            # time range. cfg.bars must be a contiguous sub-range of
+            # signals_full_bars (same OHLC source, same timestamps).
+            pack = cfg.build_signals(merged, cfg.signals_full_bars, cfg.instrument)
+            eval_start = pd.Timestamp(cfg.bars["timestamp"].iloc[0])
+            full_ts = pd.to_datetime(cfg.signals_full_bars["timestamp"].to_numpy())
+            lo = int(full_ts.searchsorted(eval_start, side="left"))
+            hi = lo + len(cfg.bars)
+            sig_long  = pack.signals_long[lo:hi]
+            sig_short = pack.signals_short[lo:hi]
+            sl_p      = pack.sl_prices[lo:hi]
+            tp_p      = pack.tp_prices[lo:hi]
+        else:
+            # Legacy mode: build signals directly on the (already-trimmed)
+            # cfg.bars. Indicators warm up at the eval window start — fine for
+            # short-period indicators but produces ~14h of EMA-stabilization
+            # noise at the start of long-period EMA strategies.
+            pack = cfg.build_signals(merged, cfg.bars, cfg.instrument)
+            sig_long  = pack.signals_long
+            sig_short = pack.signals_short
+            sl_p      = pack.sl_prices
+            tp_p      = pack.tp_prices
         extra = cfg.build_engine_kwargs(merged) if cfg.build_engine_kwargs else {}
+        # If M1 bars are wired up, pass them so the engine switches to tick-
+        # level exit simulation (mandatory for trailing/BE EAs — doc 03 §7).
+        if cfg.m1_bars is not None:
+            extra = {**extra, "m1_bars": cfg.m1_bars}
         result = cfg.engine.run(
             cfg.bars,
-            pack.signals_long,
-            pack.signals_short,
-            pack.sl_prices,
-            pack.tp_prices,
+            sig_long,
+            sig_short,
+            sl_p,
+            tp_p,
             cfg.instrument,
             cfg.sizing,
             cfg.initial_deposit,