Quant: Market data client + cache

REST client for daily price data + local JSONL cache.

Files: Omni/Fund/Data/Market.hs

Deliverables:

• getDailyPrices :: Text -> Int -> IO (Either ApiError [DailyBar]) — fetch from Twelve Data (or fallback)
• DailyBar type (date, OHLCV)
• Local JSONL cache in /var/fund/quant/prices/ — one file per ticker
• loadCachedPrices :: Text -> IO [DailyBar] — read from cache
• refreshPrices :: [Text] -> IO () — fetch missing days, append to cache
• Pure derived functions: trailingReturn, realizedVol, sma, meanReversionZ
• correlationMatrix :: [[DailyBar]] -> [[Double]] — NxN realized correlation (pure list-of-lists, no hmatrix)
• Tests for derived functions on synthetic data

API key: Twelve Data free tier (800 req/day). Store in pass, add to provision-secrets.sh. If Twelve Data doesn't work, fall back to Yahoo Finance CSV download (no key needed).

Cache strategy: Initial backfill fetches 5 years of daily data per ticker (16 calls). Daily timer appends new bars. Cache is append-only JSONL.