chart: snap daily equity points to their trading date (fix weekend x-axis drift)

app.py

@@ -69,6 +69,10 @@ def build_curve():
     except Exception:
         daily = []
     if len(daily) >= 4:                                          # enough daily history → daily fund vs SPY
+        # Alpaca stamps each session's closing equity at 00:00 UTC of the NEXT day (= 8 PM ET),
+        # which renders every close ~80% of the way toward the following day's axis tick
+        # (Friday's close shows up under "Saturday"). Snap each point to its trading date.
+        daily = [(dt.datetime.combine(d.date(), dt.time.min), v) for d, v in daily]
         base = daily[0][1]
         rows = [{"date": d, "series": "DeepQuant (paper)", "value": round(v, 2)} for d, v in daily]
         spy = fetch_spy_daily()