fix(types): resolve all mypy type errors (CORE-003)

- Fix return type annotation for get_default_premium_for_product
- Add type narrowing for Weight|Money union using _as_money helper
- Add isinstance checks before float() calls for object types
- Add type guard for Decimal.exponent comparison
- Use _unit_typed and _currency_typed properties for type narrowing
- Cast option_type to OptionType Literal after validation
- Fix provider type hierarchy in backtesting services
- Add types-requests to dev dependencies
- Remove '|| true' from CI type-check job

All 36 mypy errors resolved across 15 files.

app/services/backtesting/comparison.py

@@ -12,7 +12,11 @@ from app.models.backtest import (
     TemplateRef,
 )
 from app.models.event_preset import EventPreset
-from app.services.backtesting.historical_provider import DailyClosePoint, SyntheticHistoricalProvider
+from app.services.backtesting.fixture_source import FixtureBoundSyntheticHistoricalProvider
+from app.services.backtesting.historical_provider import (
+    DailyClosePoint,
+    SyntheticHistoricalProvider,
+)
 from app.services.backtesting.input_normalization import normalize_historical_scenario_inputs
 from app.services.backtesting.service import BacktestService
 from app.services.event_presets import EventPresetService
@@ -22,7 +26,7 @@ from app.services.strategy_templates import StrategyTemplateService
 class EventComparisonService:
     def __init__(
         self,
-        provider: SyntheticHistoricalProvider | None = None,
+        provider: SyntheticHistoricalProvider | FixtureBoundSyntheticHistoricalProvider | None = None,
         template_service: StrategyTemplateService | None = None,
         event_preset_service: EventPresetService | None = None,
         backtest_service: BacktestService | None = None,

app/services/backtesting/historical_provider.py

@@ -3,7 +3,7 @@ from __future__ import annotations
 from dataclasses import dataclass
 from datetime import date, timedelta
 from math import isfinite
-from typing import Protocol
+from typing import Protocol, cast
 
 from app.models.backtest import ProviderRef
 
@@ -12,7 +12,7 @@ try:
 except ImportError:  # pragma: no cover - optional in tests
     yf = None
 
-from app.core.pricing.black_scholes import BlackScholesInputs, black_scholes_price_and_greeks
+from app.core.pricing.black_scholes import BlackScholesInputs, OptionType, black_scholes_price_and_greeks
 from app.models.strategy_template import TemplateLeg
 
 
@@ -186,7 +186,10 @@ class YFinanceHistoricalPriceSource:
             return None
         if not hasattr(row_date, "date"):
             raise TypeError(f"historical row date must support .date(), got {type(row_date)!r}")
-        normalized_close = float(close)
+        if isinstance(close, (int, float)):
+            normalized_close = float(close)
+        else:
+            raise TypeError(f"close must be numeric, got {type(close)!r}")
         if not isfinite(normalized_close):
             raise ValueError("historical close must be finite")
         return DailyClosePoint(date=row_date.date(), close=normalized_close)
@@ -355,7 +358,7 @@ class SyntheticHistoricalProvider:
                 time_to_expiry=remaining_days / 365.0,
                 risk_free_rate=self.risk_free_rate,
                 volatility=self.implied_volatility,
-                option_type=option_type,
+                option_type=cast(OptionType, option_type),
                 valuation_date=valuation_date,
             )
         ).price

app/services/backtesting/ui_service.py

@@ -15,8 +15,16 @@ from app.models.backtest import (
     TemplateRef,
 )
 from app.services.backtesting.databento_source import DatabentoHistoricalPriceSource, DatabentoSourceConfig
-from app.services.backtesting.fixture_source import bind_fixture_source, build_backtest_ui_fixture_source
-from app.services.backtesting.historical_provider import DailyClosePoint, YFinanceHistoricalPriceSource
+from app.services.backtesting.fixture_source import (
+    FixtureBoundSyntheticHistoricalProvider,
+    SharedHistoricalFixtureSource,
+    build_backtest_ui_fixture_source,
+)
+from app.services.backtesting.historical_provider import (
+    DailyClosePoint,
+    SyntheticHistoricalProvider,
+    YFinanceHistoricalPriceSource,
+)
 from app.services.backtesting.input_normalization import normalize_historical_scenario_inputs
 from app.services.backtesting.service import BacktestService
 from app.services.strategy_templates import StrategyTemplateService
@@ -98,7 +106,10 @@ class BacktestPageService:
         )
         self.template_service = template_service or base_service.template_service
         self.databento_config = databento_config
-        fixture_provider = bind_fixture_source(base_service.provider, build_backtest_ui_fixture_source())
+        fixture_provider = FixtureBoundSyntheticHistoricalProvider(
+            base_provider=SyntheticHistoricalProvider(),
+            source=build_backtest_ui_fixture_source(),
+        )
         self.backtest_service = copy(base_service)
         self.backtest_service.provider = fixture_provider
         self.backtest_service.template_service = self.template_service
@@ -135,11 +146,9 @@ class BacktestPageService:
             List of daily close points sorted by date
         """
         if data_source == "databento":
-            provider = self._get_databento_provider()
-            return provider.load_daily_closes(symbol, start_date, end_date)
+            return self._get_databento_provider().load_daily_closes(symbol, start_date, end_date)
         elif data_source == "yfinance":
-            provider = self._get_yfinance_provider()
-            return provider.load_daily_closes(symbol, start_date, end_date)
+            return self._get_yfinance_provider().load_daily_closes(symbol, start_date, end_date)
         else:
             # Use synthetic fixture data
             return self.backtest_service.provider.load_history(symbol, start_date, end_date)