Investigate missing realtime market data for Monday 12-22-2025 portfolio analysis

Summary

The manager agent reported "Market closed (weekend)" and used stale/cached data when generating a portfolio report on Monday 12-22-2025, even though:

1. ClickHouse has 566,208 SPX options records for that date (snapshots from 06:00 to 13:55)
2. Live data should be available from Fidelity, Schwab, or ClickHouse

Evidence

Agent's Incorrect Assessment

From the generated report (reports/2025-12-22/portfolio-report.md):

## Notes on Data Quality

**Limitations:**
- Market closed (weekend) - prices are Friday close
- Some SPX options show "not found" - likely due to weekly expiration vs standard monthly
- Theta calculations show 0% - will update Monday with live market data
- Greeks are historical - verify with live quotes before execution

**Data Sources:**
- Position data: Live from brokerage accounts
- Options pricing: Historical/cached data
- Greeks: Calculated from historical implied volatility

ClickHouse Data Actually Available

Query confirmed data exists for 2025-12-22:

| quote_date | record_count | first_snapshot      | last_snapshot       | underlying_price |
|------------|--------------|---------------------|---------------------|------------------|
| 2025-12-22 | 566208       | 2025-12-22 06:00:31 | 2025-12-22 13:55:27 | 6834.5000        |

Impact

• Portfolio report shows "0% theta ratio" due to missing realtime options data
• Greeks are historical rather than current
• Agent incorrectly assumed weekend when it was Monday
• Users may make trading decisions based on stale data

Investigation Areas

1. Date Detection Logic: Why did the agent think Monday was a weekend?
2. Data Source Priority: Is the system falling back to cached data instead of querying live sources?
3. ClickHouse Integration: Are MCP tools properly querying ClickHouse for current-day options data?
4. Schwab/Fidelity Connectors: Are live API calls being made or is caching too aggressive?

Affected Components

• server/mcp_server/tools/portfolio.py - Portfolio tool
• server/mcp_server/services/ - Various services fetching market data
• server/mcp_server/connectors/ - Schwab, Fidelity, ClickHouse connectors
• plugin/agents/manager.md - Manager agent prompts

Steps to Reproduce

1. Run /position command on a trading day (Monday-Friday)
2. Generate full portfolio report
3. Check if agent reports "weekend" or uses stale data
4. Compare against ClickHouse data for same date

Expected Behavior

• Agent should detect it's a trading day
• Options pricing should come from live sources (Schwab API or ClickHouse)
• Greeks should be calculated from current IV data
• Theta ratio should be non-zero

Labels

bug, data-quality, investigation