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/iv_engine.py

@@ -48,9 +48,21 @@ IV_WATCHLIST = [
 ]
 
 
+# Common AI-hallucinated ticker names → canonical Yahoo Finance tickers
+_TICKER_ALIASES: Dict[str, str] = {
+    "WHEAT": "ZW=F", "CORN_FUTURES": "ZC=F", "SOYBEANS": "ZS=F", "SOYBEAN": "ZS=F",
+    "CRUDE": "CL=F", "OIL": "CL=F", "WTI": "CL=F", "BRENT": "BZ=F",
+    "GOLD": "GC=F", "SILVER": "SI=F", "COPPER": "HG=F",
+    "SP500": "^GSPC", "S&P500": "^GSPC", "NASDAQ": "QQQ",
+}
+
+
 def _resolve_ticker(ticker: str) -> str:
     """Return the optionable proxy ticker for a given symbol."""
     t = ticker.upper().strip()
+    # Normalize alias names (WHEAT → ZW=F, etc.)
+    if t in _TICKER_ALIASES:
+        t = _TICKER_ALIASES[t]
     # Normalize slash-format forex (EUR/USD → EURUSD=X) before proxy lookup
     if '/' in t:
         parts = t.split('/')
@@ -412,8 +424,8 @@ def get_full_iv_snapshot(ticker: str) -> Dict[str, Any]:
 
     rank_data: Dict[str, Any] = {}
     if iv_current:
-        if live_iv:
-            # Only persist to history when we have a fresh live IV
+        if live_iv and date.today().weekday() < 5:
+            # Only persist weekday IV — weekend premium inflates IV and corrupts history
             save_iv_snapshot(proxy, today, iv_current, term.get("iv_30d"), term.get("iv_60d"), term.get("iv_90d"))
         rank_data = get_iv_rank_percentile(proxy, iv_current)
 
@@ -498,7 +510,9 @@ def get_iv_context_for_prompt(tickers: List[str]) -> str:
             continue
         from services.database import get_iv_rank_percentile, save_iv_snapshot
         today = date.today().isoformat()
-        save_iv_snapshot(proxy, today, iv, None, None, None)
+        # Don't save weekend IV — market premium inflates it, would corrupt history
+        if date.today().weekday() < 5:
+            save_iv_snapshot(proxy, today, iv, None, None, None)
         rank = get_iv_rank_percentile(proxy, iv)
 
         iv_rank = rank.get("iv_rank")