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/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