ingest(009): nightly SPY/QQQ ingest + catalyst enrichment ON as feature source

Step 3 of plan 009 (config + code; no live-path change):

- research/ingestion/market_context.py: pulls SPY/QQQ full-session minute bars
  (SIP, post-close embargo-safe) + daily bars via the existing upsert helpers, so
  the labeler's market-context features have a FORWARD source (index ETFs never
  enter the gapper universe the live loop ingests). Mirrors sip_backfill's shape.
- both compose scheduler blocks: run it after premarket_eval, guarded || echo.
- NEWS_ENRICH_ENABLED on: added to docker-compose x-app-env anchor (loop +
  scheduler inherit it); truenas-compose + .env.example already had it. Catalyst
  is a FEATURE source only, never a live gate; enabled-but-down never blocks
  trading. Enrichment OUTPUT is verified by the orchestrator (needs live Ollama).

Compose statically validated (yaml.safe_load). Ingest self-checked via a
fake-client :memory: round-trip through _preload_spy.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

tests/unit/research/test_market_context_ingest.py

@@ -0,0 +1,40 @@
+"""SPY/QQQ market-context ingest (plan 009): fake-client bars land as minute_bars
+and round-trip through the labeler's _preload_spy. Isolated :memory: schema."""
+
+from datetime import date
+
+from research.ingestion.market_context import ingest_index_session
+from research.labeler import _preload_spy
+from storage.db import get_connection
+
+D = date(2026, 6, 2)
+
+
+class _FakeClient:
+    """Minimal AlpacaPaperClient stand-in for SPY/QQQ minute + daily bars."""
+
+    def get_minute_bars(self, symbols, start_iso, end_iso, feed=None):
+        # two RTH minute bars (13:30/13:31Z = 09:30/09:31 ET) per requested symbol
+        out = {}
+        for s in symbols:
+            out[s] = [
+                {"t": f"{D.isoformat()}T13:30:00Z", "o": 400, "h": 401, "l": 399, "c": 400.5, "v": 1000, "vw": 400.3},
+                {"t": f"{D.isoformat()}T13:31:00Z", "o": 400.5, "h": 402, "l": 400, "c": 401.5, "v": 1200, "vw": 401.0},
+            ]
+        return out
+
+    def get_daily_bars(self, symbols, start_iso, feed=None):
+        return {s: [{"t": f"{D.isoformat()}T00:00:00Z", "o": 399, "h": 403, "l": 398, "c": 401.5, "v": 5_000_000, "vw": 400.8}]
+                for s in symbols}
+
+
+def test_index_ingest_lands_and_preloads():
+    con = get_connection(":memory:")
+    try:
+        m, dr = ingest_index_session(con, _FakeClient(), D)
+        assert m == 4 and dr == 2          # 2 symbols x 2 minute bars, x1 daily each
+        spy = _preload_spy(con)            # the labeler's market-context source
+        assert D in spy and len(spy[D]) == 2
+        assert set(spy[D].columns) >= {"timestamp", "open", "high", "low", "close"}
+    finally:
+        con.close()