feat: add PIT OHLCV runner and fetch support

research/us_alpha_report.py

@@ -8,8 +8,8 @@ TRADING_DAYS_PER_YEAR = 252
 def summarize_equity_window(equity: pd.Series, strategy: str, window_years: int | float) -> dict:
     """Summarize a strategy equity curve over a trailing trading-day window."""
     window_days = max(int(window_years * TRADING_DAYS_PER_YEAR), 1)
-    window_equity = equity.tail(window_days + 1).dropna()
-    if len(window_equity) < 2:
+    clean_equity = equity.dropna()
+    if len(clean_equity) < window_days + 1:
         return {
             "strategy": strategy,
             "window_years": window_years,
@@ -18,6 +18,7 @@ def summarize_equity_window(equity: pd.Series, strategy: str, window_years: int
             "MaxDD": np.nan,
             "TotalRet": np.nan,
         }
+    window_equity = clean_equity.tail(window_days + 1)
 
     daily = window_equity.pct_change(fill_method=None).dropna()
     total_ret = window_equity.iloc[-1] / window_equity.iloc[0] - 1