- portfolio._rebalance_dates: Grouper labels groups with period-END
timestamps (Sundays, month/quarter/year ends) that never exist in a
trading-day index, so 1W/1ME/QE/YE silently never rebalanced (only
1D and buy-and-hold worked). Now takes the first trading day of each
group.
- metrics.beta_alpha: guard var(bench) == 0 (flat benchmark) instead of
dividing by zero.
- data._read_csv_clean: the downloader has written Go nil tokens
('%!f(<nil>)') into price cells (89 symbols, one bad day each), which
made pandas infer the whole column as string and crash every
pct_change on any portfolio containing them. Coerce all columns to
numeric (nil tokens -> NaN); parquet cache rebuilt (0 string cols).
- new tests/test_portfolio.py (18 checks: rebalance dates land on
trading days and actually fire, flat-benchmark beta, nil-token
columns), wired into run_tests.sh (now 5 sections).
- full suite: 30 + 22 + 18 + 38 AppTest + 12 browser e2e, all passing
