Add RQData factor helper APIs

docs/rqalpha-gap-roadmap.md

@@ -51,7 +51,7 @@ Parity gaps found by this pass and current closure state:
 | P1 | Futures transaction cost decider | RQAlpha supports by-money/by-volume futures commission with separate open, close, and close-today rates and a commission multiplier. | Closed. `FuturesTransactionCostModel` calculates by-money/by-volume open/close/close-today costs from trading parameters. | None. |
 | P1 | Futures settlement price mode | RQAlpha can settle futures by `settlement` or `close`, including previous-settlement fields. | Closed. Engine supports configurable settlement price mode and resolves settlement/prev-settlement from factor fields with close/prev_close fallback. | Add dedicated settlement columns if the storage layer later separates them from factors. |
 | P1 | Frontend risk validators for futures | RQAlpha applies cash/margin, position closable, price-limit, trading-status, and self-trade validators before order submission. | Closed for zero quantity, invalid limit price, active-contract, trading-phase, tick-aligned limit price, price-limit, self-trade crossing risk, paused/no executable price, margin, and close-position rejection diagnostics. These submission validators are controlled by `FuturesValidationConfig` so service-level callers can relax individual checks for compatibility tests or vendor-specific rules. | Add more exchange metadata columns only when source data exposes them. |
-| P2 | RQData helper APIs | RQAlpha exposes `get_dividend`, `get_split`, `get_yield_curve`, `get_factor`, `get_margin_stocks`, `get_securities_margin`, `get_dominant_future`, and dominant futures price APIs. | Closed. These APIs are available through `DataSet` and `StrategyContext`; platform expressions also expose focused helpers such as `dividend_cash`, `factor_value`, `yield_curve`, `is_margin_stock`, `dominant_future`, and `dominant_future_price`. | Add more DSL aliases only when users need specific names. |
+| P2 | RQData helper APIs | RQAlpha exposes `get_dividend`, `get_split`, `get_yield_curve`, `get_factor`, `get_margin_stocks`, `get_securities_margin`, `get_shares`, `get_turnover_rate`, `get_price_change_rate`, industry, stock-connect, fundamentals/financials/PIT-financials, `get_dominant_future`, and dominant futures price APIs. | Closed for the engine-native data model. These APIs are available through `DataSet` and `StrategyContext`; platform expressions expose focused helpers such as `dividend_cash`, `factor_value`, `yield_curve`, `is_margin_stock`, `shares`, `turnover_rate`, `price_change_rate`, `stock_connect`, `industry_code`, `fundamental`, `financial`, `pit_financial`, `current_performance`, `dominant_future`, and `dominant_future_price`. String-valued industry names remain a data-model extension because current factors are numeric. | Add string factor support only if source data exposes non-numeric categories. |
 | P2 | Analyzer/report parity | RQAlpha analyser can export richer trades, positions, benchmark, monthly returns, risk, and summary artifacts. | Closed for normalized trades, positions, monthly returns, risk summary, equity curve, benchmark series, metrics, and JSON report bundle via `BacktestResult::analyzer_report(_json)`. | UI/service download endpoints can serialize this report directly. |
 | P3 | Mod/config/plugin architecture | RQAlpha has pluggable mods, event bus extension points, and many config toggles. | Closed for a lightweight engine-native model: `BacktestProcessMod`, `BacktestProcessModLoader`, enabled-name installation, and event-bus lifecycle hooks. It intentionally avoids RQAlpha's Python global mod loader. | Add concrete production mods/toggles as requirements appear. |
 
@@ -161,6 +161,11 @@ Parity gaps found by this pass and current closure state:
 - [x] `get_factor`
 - [x] `get_margin_stocks`
 - [x] `get_securities_margin`
+- [x] `get_shares`
+- [x] `get_turnover_rate`
+- [x] `get_price_change_rate`
+- [x] stock-connect, industry-code, fundamentals, financials, PIT-financials,
+      and current-performance factor wrappers
 - [x] `get_dominant_future`
 - [x] futures dominant price helpers
 - [x] platform DSL helper aliases for advanced RQData-style APIs