fix: preserve observed price gaps in ordinary HK backtests

[Pigbibi]

Scope

Audit F3: ordinary ETF and combo backtests preserve original missing prices and observed dates instead of using the live-signal forward-filled matrix. Existing fill/mark validation rejects missing, nonpositive or nonfinite prices only when consumed. Dividend proxy prices retain source availability, including basket fallback; modeled prices cannot conceal missing source observations.

Live signal history, promotion contracts, fees and portfolio accounting are unchanged. A small private backtest helper is shared by the two actual consumers; no new package/public protocol or dependency.

Verification

• Final regression tests on base: 14 failed / 4 passed.
• Offline full suite: 178 passed / 7 subtests passed. Ruff, pip check, diff and wheel/sdist build passed.
• Actual QPK c812ed70 matches the unchanged lock.
• Coverage includes fill/mark gaps, omitted rows, all-missing observed dates, dividend source gaps and valid cash/unheld-gap behavior.

Limits

Historical outputs are not rewritten or revalidated. No provider, data acquisition/replay, model call, deployment or runtime configuration change. Main push runs CI; scheduled research workflows were not triggered.