feat: add real-time price fetching and fix data delays

- Add get_ticker() method for real-time quotes across all markets

- Add get_realtime_price() service with ticker/kline fallback chain

- Fix yfinance end date issue for US stocks and futures

- Fix forex timezone parsing for Tiingo UTC timestamps

- Add retry mechanism with exponential backoff for Tiingo API

- Add API rate limiting for portfolio (3 concurrent, 0.3s interval)

- Add force refresh option to bypass price cache on manual refresh

backend_api_python/app/data_sources/futures.py

@@ -156,11 +156,14 @@ class FuturesDataSource(BaseDataSource):
             tf_seconds = self._get_timeframe_seconds(timeframe)
             start_time = end_time - timedelta(seconds=tf_seconds * limit * 1.5)
             
+            # yfinance 的 end 参数是不包含的（exclusive），需要加一天
+            end_time_inclusive = end_time + timedelta(days=1)
+            
             # 获取数据
             ticker = yf.Ticker(yf_symbol)
             df = ticker.history(
                 start=start_time,
-                end=end_time,
+                end=end_time_inclusive,
                 interval=yf_interval
             )