fix: weekend-aware cycle — IVGate, pandas MultiIndex, ticker aliases, day/session in AI prompt

- auto_cycle.py: detect weekend/market session, build cycle_meta with day_of_week/is_weekend/market_note;
  IVGate skips iv_rank>=99 on weekends to avoid artificial weekend option premium cascade;
  inject portfolio context (open trades + price moves + concentration) before AI scoring;
  pass portfolio_context_block + run_id to both AI scorer and suggester
- ai_analyzer.py: _build_temporal_news_block injects market session banner (WEEKEND warning,
  pre/after-market note, or open session label) so AI knows markets are closed and defers execution to Monday
- iv_engine.py: add WHEAT/EUR/USD ticker aliases; skip saving IV snapshots on weekends to protect history;
  resolve aliases before slash-format conversion in _resolve_ticker
- technical_indicators.py: fix pandas MultiIndex from yfinance>=0.2 (droplevel+squeeze);
  use period proportional to lookback instead of fixed period=1d
- database.py: asset_class ticker-based fallback (_asset_class_from_ticker); one-time backfill migration
  for all NULL asset_class rows; ai_call_logs table + save/get helpers; normalize_ticker public function

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

backend/services/ai_analyzer.py

@@ -970,9 +970,13 @@ def partition_news_by_age(news: List[Dict], delta_minutes: float) -> Dict[str, L
 
 
 def _build_temporal_news_block(partitioned: Dict[str, List], cycle_meta: Dict) -> str:
-    """Build the news section of the IA prompt with temporal framing."""
+    """Build the news section of the IA prompt with temporal framing + market session context."""
     delta_min = cycle_meta.get("delta_minutes", 180)
     calib = cycle_meta.get("calibration_label", "")
+    day_of_week = cycle_meta.get("day_of_week", "")
+    is_weekend = cycle_meta.get("is_weekend", False)
+    market_session = cycle_meta.get("market_session", "")
+    market_note = cycle_meta.get("market_note", "")
 
     def _fmt_news(articles: List[Dict], limit: int = 6) -> str:
         lines = []
@@ -989,7 +993,27 @@ def _build_temporal_news_block(partitioned: Dict[str, List], cycle_meta: Dict) -
     recent = partitioned.get("recent_24h", [])
     older  = partitioned.get("older", [])
 
+    # Market session banner
+    if is_weekend:
+        session_banner = (
+            f"\n## 📅 STATUT DES MARCHÉS — {day_of_week.upper()}\n"
+            f"⚠️ WEEKEND — Marchés FERMÉS. {market_note}\n"
+            "→ Les patterns peuvent être identifiés mais NE PEUVENT PAS être exécutés avant lundi matin.\n"
+            "→ Utilise ce cycle pour préparer des ordres à cours limité pour l'ouverture de lundi.\n"
+            "→ Les prix affichés sont ceux de la CLÔTURE DE VENDREDI — ne pas interpréter les mouvements intraday.\n"
+            "→ La volatilité implicite des options est artificiellement élevée ce weekend (prime weekend des market makers) — les IVR affichés sont surestimés.\n"
+        )
+    elif market_session in ("pre_market", "after_hours", "overnight"):
+        session_banner = (
+            f"\n## 📅 STATUT DES MARCHÉS — {day_of_week} {market_session.upper()}\n"
+            f"{market_note}\n"
+            "→ Les prix peuvent ne pas refléter la session régulière — liquidité réduite.\n"
+        )
+    else:
+        session_banner = f"\n## 📅 STATUT DES MARCHÉS — {day_of_week} | {market_session.upper()}\n{market_note}\n" if day_of_week else ""
+
     block = f"""
+{session_banner}
 ## ⏱ CONTEXTE TEMPOREL DU CYCLE
 - Dernier cycle il y a : {delta_min:.0f} minutes
 - Calibration : {calib}