feat: Phase B fip_id liquid-breadth research tooling

Add research-only snapshot extender, PIT dollar-volume mask for signal IC,
rank-only harness path, fingerprint+breadth runner, and docs. Fingerprint
reproduced IC -0.045 / t -2.91 on prod.sqlite. No production gate/schedule changes.

tests/unit/test_backtest_service.py

@@ -1154,6 +1154,52 @@ class TestSimulatePortfolio:
         assert allowed["trade_details"][0]["entry"] == pytest.approx(110.0)
 
 
+def test_median_dollar_vol_63_basic():
+    closes = [10.0] * 70
+    volumes = [100.0 + i for i in range(70)]
+    med = bt._median_dollar_vol_63(closes, volumes, 69, lookback=63)
+    assert med is not None
+    assert med > 0
+
+
+def test_liquid_breadth_week_keeps_top_n_by_dvol():
+    recs = [
+        {"val": 0.1, "fwd": 0.01, "close": 20.0, "median_dvol_63": 1e6},
+        {"val": 0.2, "fwd": 0.02, "close": 20.0, "median_dvol_63": 9e6},
+        {"val": 0.3, "fwd": 0.03, "close": 20.0, "median_dvol_63": 5e6},
+        {"val": 0.4, "fwd": 0.04, "close": 1.0, "median_dvol_63": 99e6},  # price floor
+        {"val": 0.5, "fwd": 0.05, "close": 20.0, "median_dvol_63": None},
+    ]
+    pairs = bt._filter_liquid_breadth_week(recs, top_n=2, min_price=5.0)
+    assert len(pairs) == 2
+    # Highest dvol first among eligible: 9e6 then 5e6
+    assert pairs[0][0] == pytest.approx(0.2)
+    assert pairs[1][0] == pytest.approx(0.3)
+
+
+def test_signal_eval_liquid_breadth_env(monkeypatch):
+    # top_n=5 → keep 5 names/week; spearman needs ≥3 observations.
+    monkeypatch.setenv("BACKTEST_LIQUID_BREADTH", "5")
+    monkeypatch.setenv("BACKTEST_LIQUID_MIN_PRICE", "5")
+    monkeypatch.setattr(bt, "MIN_CROSS_SECTION", 3)
+    monkeypatch.setattr(bt, "MIN_RELIABLE_PERIODS", 3)
+    week = {}
+    for w in (1, 10, 20, 30, 40, 50):
+        week[(2024, w)] = [
+            {
+                "val": float(i),
+                "fwd": float(i) * 0.01,
+                "close": 10.0,
+                "median_dvol_63": float(100 - i),
+            }
+            for i in range(12)
+        ]
+    rows = bt._signal_evaluation({"toy": week})
+    assert rows
+    assert rows[0]["liquid_breadth_top_n"] == 5
+    assert rows[0]["avg_cross_section"] == 5.0
+
+
 def test_fip_id_sign_convention_steady_climber_vs_jump():
     # Steady climber: many up days, continuous path → lower (more negative) ID.
     steady = [100.0]