Fix daily market data freshness across weekends

MARKET_DESK_AGENTS_ORCHESTRATOR_REPORT.md

@@ -56,7 +56,7 @@ Verdicts are:
 - `REJECTED_BENCHMARK_UNDERPERFORMANCE`
 - `DATA_BLOCKED`
 
-Approval requires the configured minimum sample size, positive expectancy, sufficient edge score, acceptable risk/reward, no high overfitting risk and no measured benchmark underperformance. Stored fractional rates are normalized consistently (`0.58` is reported as `58%`). Sharpe and Sortino remain `null` when no persisted source supplies them.
+Approval requires the configured minimum sample size, positive expectancy, sufficient edge score, acceptable risk/reward, no high overfitting risk and no measured benchmark underperformance. Stored fractional rates are normalized consistently (`0.58` is reported as `58%`). Sharpe and Sortino remain `null` when no persisted source supplies them. Daily OHLCV freshness uses the end of the stored market date, preventing a Friday close from being rejected early on Monday solely because `PriceHistory.date` has no intraday timestamp.
 
 ## Diversification Rules
 

backend/app/services/market_desks.py

@@ -1,7 +1,7 @@
 from __future__ import annotations
 
 from dataclasses import dataclass
-from datetime import date, datetime, timedelta
+from datetime import date, datetime, time, timedelta
 from typing import Callable, Protocol
 
 from sqlalchemy import func, select
@@ -173,7 +173,9 @@ class BaseMarketDeskAgent:
     def _is_stale(self, latest_date: date) -> bool:
         if self.stale_after_hours <= 0:
             return False
-        latest = datetime.combine(latest_date, datetime.min.time())
+        # PriceHistory stores a market date, not an intraday observation time.
+        # Keep a Friday daily bar fresh through the weekend freshness budget.
+        latest = datetime.combine(latest_date, time.max)
         return latest < datetime.utcnow() - timedelta(hours=self.stale_after_hours)
 
     def _availability_payload(self, status: str, configured_count: int, eligible_count: int) -> dict:

backend/tests/test_market_desk_orchestrator.py

@@ -1,4 +1,4 @@
-from datetime import date
+from datetime import date, timedelta
 
 from sqlalchemy import create_engine
 from sqlalchemy.orm import Session
@@ -138,6 +138,19 @@ def test_unavailable_agent_remains_skipped_when_reused_after_discovery():
     assert result["opportunities_found"] == 0
 
 
+def test_daily_bar_freshness_uses_end_of_market_date():
+    with setup_db() as db:
+        asset = add_asset(db, "NVDA")
+        stored = db.query(PriceHistory).filter(PriceHistory.asset_id == asset.id).one()
+        stored.date = date.today() - timedelta(days=4)
+        db.commit()
+
+        availability = NasdaqAgent(stale_after_hours=96.0).availability(db)
+
+    assert availability["status"] == "AVAILABLE"
+    assert availability["eligible_asset_count"] == 1
+
+
 def test_quant_edge_rejects_candidate_when_sample_is_insufficient():
     with setup_db() as db:
         assessment = BlumQuantEdgeAgent(min_score=60.0, min_sample_size=20).assess(db, candidate())