fix: ticker normalization + GPT-4o 429 retry

Ticker normalization (_normalize_ticker):
- EUR/USD slash-format → EURUSD=X (was passed raw to yfinance → 500/404 spam)
- bare 6-char forex pairs EURUSD/USDJPY etc → append =X
- commodity alias table: WHEAT→ZW=F, CORN→ZC=F, WTI→CL=F, BRENT→BZ=F,
  GOLD→GC=F, SILVER→SI=F, NATGAS→NG=F, SUGAR→SB=F, + 15 others
- also normalize underlying at log_trade_entries time so stored tickers
  are already canonical before MtM lookups

GPT-4o 429 rate limit:
- _chat() retries up to 3× on rate_limit errors, respects retry-after hint
  from error message (e.g. "try again in 12.37s"), falls back to 2^n×5s
- batch scorer: parallel workers 4→2 to halve the token burst per cycle
  (2 concurrent batches × ~6K tokens vs 4 × ~6K = 24K burst at 30K limit)

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

backend/services/database.py

@@ -1017,7 +1017,7 @@ def log_trade_entries(run_id: str, scored_patterns: List[Dict[str, Any]], quotes
 
             ev_gross, ev_net, trade_score = _compute_trade_score(eff_score, exp_move)
 
-            ticker_key = underlying.upper()
+            ticker_key = _normalize_ticker(underlying.upper())
             entry_price = price_map.get(ticker_key)
             horizon = int(
                 trade.get("horizon_days") or
@@ -1331,13 +1331,47 @@ _EXCHANGE_PREFIX_MAP = {
     "HKG": ".HK", "SHA": ".SS", "SHE": ".SZ", "TYO": ".T",
 }
 
+# Commodity names that GPT-4o sometimes suggests as tickers
+_COMMODITY_ALIAS: Dict[str, str] = {
+    "WHEAT": "ZW=F", "CORN": "ZC=F", "SOYBEANS": "ZS=F", "SOYBEAN": "ZS=F",
+    "SUGAR": "SB=F", "COFFEE": "KC=F", "COTTON": "CT=F",
+    "OIL": "CL=F", "CRUDE": "CL=F", "CRUDEOIL": "CL=F", "WTI": "CL=F",
+    "BRENT": "BZ=F", "NATGAS": "NG=F", "GAS": "NG=F",
+    "GOLD": "GC=F", "SILVER": "SI=F", "COPPER": "HG=F",
+    "PLATINUM": "PL=F", "PALLADIUM": "PA=F",
+    "NASDAQ": "QQQ", "SP500": "SPY", "DOW": "DIA",
+    "VIX": "^VIX", "DOLLAR": "DX-Y.NYB", "DXY": "DX-Y.NYB",
+    "EURUSD": "EURUSD=X", "GBPUSD": "GBPUSD=X", "USDJPY": "USDJPY=X",
+    "USDCHF": "USDCHF=X", "AUDUSD": "AUDUSD=X", "USDCAD": "USDCAD=X",
+}
+
+
 def _normalize_ticker(ticker: str) -> str:
-    """Convert exchange:symbol formats (from GPT-4o) to yfinance-compatible tickers."""
-    if ":" in ticker:
-        exchange, symbol = ticker.split(":", 1)
+    """Convert various ticker formats (from GPT-4o) to yfinance-compatible tickers."""
+    t = ticker.strip()
+    if not t:
+        return t
+    # exchange:symbol format (e.g. NSE:RELIANCE → RELIANCE.NS)
+    if ":" in t:
+        exchange, symbol = t.split(":", 1)
         suffix = _EXCHANGE_PREFIX_MAP.get(exchange.upper(), "")
         return symbol + suffix if suffix else symbol
-    return ticker
+    # slash forex format (e.g. EUR/USD → EURUSD=X)
+    if "/" in t:
+        parts = t.upper().split("/")
+        if len(parts) == 2 and all(p.isalpha() and len(p) >= 2 for p in parts):
+            return parts[0] + parts[1] + "=X"
+        return t
+    u = t.upper()
+    # commodity / index aliases (checked first so EURUSD etc. in table win)
+    if u in _COMMODITY_ALIAS:
+        return _COMMODITY_ALIAS[u]
+    # bare 6-char alphabetic forex pairs not already in alias table (e.g. USDSEK → USDSEK=X)
+    if len(u) == 6 and u.isalpha():
+        _MAJORS = {"USD", "EUR", "GBP", "JPY", "CHF", "AUD", "CAD", "NZD", "SEK", "NOK"}
+        if u[3:] in _MAJORS or u[:3] in _MAJORS:
+            return u + "=X"
+    return t
 
 
 def _fetch_live_prices(tickers: List[str], timeout: int = 20) -> Dict[str, Optional[float]]: