feat: add fetch_latest_closed_rates_indexed and allow_whole_dollar_env opt-in (#45)

* feat: add fetch_latest_closed_rates_indexed and allow_whole_dollar_env opt-in (#43, #44)

Closes #43: add fetch_latest_closed_rates_indexed(client, *, symbol,
granularity, count) -> pd.DataFrame to mt5cli/trading.py. Internally
reuses fetch_latest_closed_rates_for_trading_client(), converts the
"time" column to a UTC-aware DatetimeIndex named "time", and drops the
original column. Exported from trading.__all__, mt5cli.__init__, and
STABLE_SDK_EXPORTS.

Closes #44: extend substitute_env_placeholders() with opt-in
allow_whole_dollar_env=False that expands whole-value $ENV_NAME strings
(entire string must be exactly $IDENTIFIER). Threaded through
build_config(), resolve_account_spec(), and resolve_account_specs() with
the same default=False. Partial strings like "plan$pass", "abc$ENV", or
"$ENV-suffix" are never expanded.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* chore: align Markdown table columns in docs and skill file

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* fix: treat numeric (float64) epoch seconds as UTC in _rate_time_to_utc

After DataFrame concat or NA upcast the time column becomes float64, which
is still epoch seconds. Using is_numeric_dtype instead of is_integer_dtype
fixes the silent misalignment. Using series.to_numpy() before passing to
pd.to_datetime avoids the redundant pd.DatetimeIndex() wrapper and aligns
with how existing rate-time normalization in schemas.py handles numeric
timestamps.

Add test_converts_float_epoch_seconds_to_utc_datetime_index to cover the
regression. Add a doc note clarifying that build_config cannot expand
login since that parameter is int | None.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* fix: reject NaT values after rate timestamp conversion in _rate_time_to_utc

pd.to_datetime() silently produces NaT for None/NaN inputs rather than
raising, so the function could return a DatetimeIndex containing NaT
despite documenting invalid timestamps as a ValueError. Check any(idx.isna())
after conversion and raise with a clear message.

Add test_raises_on_nat_time_column to cover the regression.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* Bump version to v0.9.0

* fix: handle object numeric rate timestamps

---------

Co-authored-by: Claude <noreply@anthropic.com>

docs/api/trading.md

@@ -48,6 +48,7 @@ from mt5cli import (
     determine_order_limits,
     estimate_order_margin,
     fetch_latest_closed_rates_for_trading_client,
+    fetch_latest_closed_rates_indexed,
     get_account_snapshot,
     get_positions_frame,
     get_symbol_snapshot,
@@ -78,6 +79,14 @@ closed_bars = fetch_latest_closed_rates_for_trading_client(
     granularity="M1",
     count=100,
 )
+# Or fetch with a UTC DatetimeIndex instead of a "time" column:
+indexed_bars = fetch_latest_closed_rates_indexed(
+    client,
+    symbol="EURUSD",
+    granularity="M1",
+    count=100,
+)
+# indexed_bars.index is a UTC-aware DatetimeIndex named "time"
 sizing = calculate_margin_and_volume(
     client,
     "EURUSD",
@@ -174,16 +183,16 @@ through the stable package root without embedding entry/exit policy.
 
 ## Migration from application-local helpers
 
-| Application-local concern                                | mt5cli replacement                              |
-| -------------------------------------------------------- | ----------------------------------------------- |
-| Manual terminal spawn/kill around trading code           | `mt5_trading_session()`                         |
-| Local position-side detection                            | `detect_position_side()`                        |
-| Local margin/volume sizing                               | `calculate_margin_and_volume()`                 |
-| Local broker volume step normalization                   | `normalize_order_volume()`                      |
-| Local order or position margin estimation                | `estimate_order_margin()`, `calculate_positions_margin()` |
-| Local closed-bar fetch from a trading session            | `fetch_latest_closed_rates_for_trading_client()` |
-| Local SL/TP price derivation                             | `determine_order_limits()`                      |
-| Throttled SQLite history loop with ad-hoc error handling | `ThrottledHistoryUpdater(suppress_errors=True)` |
+| Application-local concern                                | mt5cli replacement                                                                      |
+| -------------------------------------------------------- | --------------------------------------------------------------------------------------- |
+| Manual terminal spawn/kill around trading code           | `mt5_trading_session()`                                                                 |
+| Local position-side detection                            | `detect_position_side()`                                                                |
+| Local margin/volume sizing                               | `calculate_margin_and_volume()`                                                         |
+| Local broker volume step normalization                   | `normalize_order_volume()`                                                              |
+| Local order or position margin estimation                | `estimate_order_margin()`, `calculate_positions_margin()`                               |
+| Local closed-bar fetch from a trading session            | `fetch_latest_closed_rates_for_trading_client()`, `fetch_latest_closed_rates_indexed()` |
+| Local SL/TP price derivation                             | `determine_order_limits()`                                                              |
+| Throttled SQLite history loop with ad-hoc error handling | `ThrottledHistoryUpdater(suppress_errors=True)`                                         |
 
 Keep read-only data collection on `mt5_session()` / `Mt5CliClient`; use
 `mt5_trading_session()` only where order placement or trading calculations are