fix: /posts source filter, /performance closed_at basis, funding venue field

- /posts gains an optional ?source= filter. The Macro page was pulling the
  latest-500 posts globally and filtering client-side; rare scanner signals
  (btc_bottom_reversal ~2-4/cycle, funding_reversal hourly) got pushed off the
  page by frequent Trump posts, so Macro falsely showed "no signals".
- /performance now filters and orders by closed_at (realized-PnL-in-window)
  instead of opened_at, so it shares ONE basis with the frontend Analytics
  page (which filters every window by closed_at). Boundary trades no longer
  land in one basis but not the other.
- funding snapshot returns the actual `venue` (provider.name) so the frontend
  label follows the real data source instead of hardcoding "Binance".

72 tests pass.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

app/api/performance.py

@@ -36,12 +36,19 @@ async def get_performance(
     )
     since = datetime.now(timezone.utc).replace(tzinfo=None) - timedelta(days=PERIOD_DAYS)
 
+    # Period basis is closed_at (realized-PnL-in-window), NOT opened_at. This
+    # matches how the frontend Analytics page filters every time window, so the
+    # 30d numbers shown there (and on the dashboard tile) use one consistent
+    # basis. Ordering by closed_at also makes the drawdown equity curve reflect
+    # realization order. A trade opened before the window but closed inside it
+    # correctly counts; one opened inside but still open does not (closed_at IS
+    # NOT NULL already excludes it).
     result = await db.execute(
         select(BotTrade)
         .where(BotTrade.wallet_address == wallet)
         .where(BotTrade.closed_at.is_not(None))
-        .where(BotTrade.opened_at >= since)
-        .order_by(BotTrade.opened_at.asc())
+        .where(BotTrade.closed_at >= since)
+        .order_by(BotTrade.closed_at.asc())
     )
     trades = result.scalars().all()