fix(portfolio): correct holiday quotes and speed up holding edits

[TNT-Likely]

Background

On exchange holidays, the portfolio page could show a midday break and reuse the previous session's percentage changes as today's P&L. Saving account or position changes also waited for the entire K-line summary batch, delaying visible updates when providers were slow.

Changes

• Market data: share exchange-local session status across market badges and scheduling, add offline 2026 CN/HK/US holiday and early-close calendars, and retain Tencent CN/HK source quote dates.
• Portfolio: suppress unavailable daily changes while retaining last prices and accumulated P&L; exclude closed markets and outdated quotes from today's P&L.
• Frontend: refresh market badges periodically, display inactive daily values in neutral colors, and explain retained quotes with source dates.
• Refresh flow: apply saved metadata using existing quotes, fetch missing quotes and new-symbol K-line summaries in the background, and allow mutation refreshes to reuse cached FX rates.
• K-line API: deduplicate identical market/symbol requests within a batch while preserving response order and per-item errors.

Validation

• python -m pytest tests/ -x -q: 924 passed, 3 skipped; the related backend suite also passed all 86 tests.
• pnpm exec vitest run tests/portfolio tests/api/klines.test.ts tests/settings/market-colors.test.tsx: 15 passed, including account creation and position edits while K-line requests remain pending.
• python -m pytest packages/marketdata/tests -q: 188 passed.
• pnpm build, pnpm check:i18n, and pnpm check:market-colors: passed.
• git diff --check: passed.

Boundaries and risks

• Offline exchange calendars cover 2026; CN continues to refresh its online calendar. Uncovered years retain the existing weekday fallback.
• Source-date freshness checks apply when a provider supplies a quote date; Tencent CN/HK parsing is included, while US timestamp conventions are not guessed.
• Cold K-line requests can still be slow; they no longer delay portfolio mutation updates.
• Mutation refreshes reuse cached FX rates. Initial and normal portfolio loads retain FX refresh behavior.
• Local frontend validation used Node 20; repository CI uses the specified Node 24 runtime.

Follow-up

• Update offline exchange holiday and early-close calendars when the next annual schedules are published.