perf(monitor): refresh each price panel once per phase

Every strategy used to re-download its whole universe each phase (~75
downloads of 500+ tickers for the US book), which tripped Yahoo's rate
limit. The monitor now refreshes each panel once for the union of tickers
and runs strategies offline, like replay.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

trader.py

@@ -820,6 +820,7 @@ def cmd_morning(args):
     # Download data (close + open)
     close_data, open_data, _ = load_strategy_prices(
         market, strategy_name, tickers, benchmark, with_open=True,
+        refresh=getattr(args, "refresh", True),
     )
     tickers = filter_tradable_tickers(close_data, tickers)
 
@@ -1601,8 +1602,14 @@ def cmd_monitor(args):
 
         market_fee = MARKET_FEES.get(market, args.fixed_fee)
         eligible = [s for s in strategies if strategy_supports_market(s, market)]
+        # One download per price panel per phase; strategies then read offline.
+        try:
+            refresh_panels(market, eligible, label="monitor")
+        except Exception as e:
+            print(f"[monitor] Panel refresh failed ({e}); using stored prices")
         for strat_name in eligible:
             sub_args = copy.copy(args)
+            sub_args.refresh = False
             sub_args.strategy = strat_name
             sub_args.market = market
             sub_args.fixed_fee = market_fee
@@ -1695,6 +1702,18 @@ def cmd_monitor(args):
         print()
 
 
+def refresh_panels(market: str, strategy_names: list[str], label: str) -> None:
+    """Refresh every price panel the strategies read, once, for the union of their tickers."""
+    requests: dict[str, set[str]] = {}
+    for name in strategy_names:
+        tickers, benchmark = strategy_universe(market, name)
+        requests.setdefault(strategy_data_market(market, name), set()).update(
+            price_request(market, list(tickers) + [benchmark]))
+    for data_market, request in requests.items():
+        print(f"[{label}] Refreshing {data_market} panel for {len(request)} tickers")
+        data_manager.update(data_market, sorted(request), with_open=True)
+
+
 def _process_sessions(args, state: dict | None, start: pd.Timestamp | None = None,
                       label: str = "auto", refresh: bool = True) -> dict | None:
     """Run every completed session not yet recorded in ``state`` (catch-up safe).
@@ -1762,7 +1781,7 @@ def cmd_auto(args):
         0 16 * * 1-5  cd /path/to/quant && uv run python trader.py auto --market cn
     """
     state = load_state(args.market, args.strategy)
-    state = _process_sessions(args, state)
+    state = _process_sessions(args, state, refresh=getattr(args, "refresh", True))
     if state is not None:
         save_state(state, args.market, args.strategy)
         pnl = state["daily_equity"][state["last_evening"]] - state["initial_capital"]
@@ -1786,14 +1805,7 @@ def cmd_replay(args):
                   and n not in LIVE_EXCLUDED_STRATEGIES and strategy_supports_market(n, args.market)]
 
     # Refresh each price panel once for the union of tickers, then replay offline.
-    requests: dict[str, set[str]] = {}
+    refresh_panels(args.market, live_names, label="replay")
-    for name in live_names:
-        tickers, benchmark = strategy_universe(args.market, name)
-        requests.setdefault(strategy_data_market(args.market, name), set()).update(
-            price_request(args.market, list(tickers) + [benchmark]))
-    for data_market, request in requests.items():
-        print(f"[replay] Refreshing {data_market} panel for {len(request)} tickers")
-        data_manager.update(data_market, sorted(request), with_open=True)
 
     for name in names:
         if name.startswith("sim_"):