PortfolioDB 1.7.4

The fourth pass over the audit: the two findings the re-audit of 1.7.3 added.
The weekly report's contributor arithmetic credited a sale's move twice and
counted a baseline-day trade as new, which round 3's flat-price fixtures could
not see; and 35 SQL integration tests had never run in CI because the only job
with a database ran the slow suite alone. The weekly report also stops taking
futures-only market-overview snapshots as its week boundaries. No schema
change and no migration.

Upgrading

• Nothing to do. If you run the weekly report yourself, expect the
  contributor amounts to change where the week held sales or trades dated on
  the start snapshot's day; the week's totals were already right.
• The 1.7.3 Upgrading step (rerun --replace-estimates without --since
  once if it was used with --since on 1.7.2) still applies if not done.

Changed

• The 35 SQL integration tests now run in CI. test_dedupe_guards.py,
  test_fd_store.py and test_data_quality_sql.py talk SQL to a real
  database and skip when none is configured; the only CI job with a database
  ran the MCP slow suite alone, so those cases had never executed there. The
  job now runs them too, with PORTFOLIODB_TESTS_REQUIRE_DB=1 making a skip
  for lack of a database a failure (one shared db.connect_for_tests). The FD
  store tests read committed synthetic fixtures under app/tests/fixtures/fd/
  instead of the gitignored enrichment cache, so a clean clone exercises every
  round trip (1.7.3 re-audit, N06). The four unused test imports pyflakes kept
  listing are gone.

Fixed

• Weekly contributor P&L no longer double-counts sales or baseline-day
  trades. The contribution gave every opening share its full start-to-end
  move and then added quantity × (sale − start) for the shares sold during
  the week, so a sale earned the same move twice: selling 5 of 10 at $110
  with quotes $100 → $120 printed $250 for a $150 gain, and a full
  liquidation or a round trip were off by the same amount. A trade dated on
  the start snapshot's day was also counted as both part of the opening
  position and a new trade. The sale term now compares against the closing
  quote, contributions count only trades dated after the baseline day (the
  trades listing still shows the calendar week and says so), and with cash
  mirroring the trades the symbol contributions sum to the change in
  securities plus cash. The report's week boundaries are now taken from
  snapshots that quote a held symbol, so a futures-only market-overview run
  can no longer become the start or end of the week and value every holding
  as missing (1.7.3 re-audit, N05; boundary defect found in round 3).