feat: math core v3 engine upgrade

services/api/app.py

@@ -456,7 +456,7 @@ async def list_trend_history(
                        dominant_catalysts, material_risks, generated_at
                 FROM trend_history
                 {where}
-                ORDER BY generated_at ASC
+                ORDER BY generated_at DESC
                 LIMIT ${idx}""",
             *params, limit,
         )
@@ -470,6 +470,9 @@ async def list_trend_history(
         d["dominant_catalysts"] = _parse_jsonb(d.get("dominant_catalysts"))
         d["material_risks"] = _parse_jsonb(d.get("material_risks"))
         results.append(d)
+    # Return in ascending order for chart rendering (query fetches newest first
+    # so the LIMIT captures recent data relevant to short time windows).
+    results.reverse()
     return results
 
 
@@ -496,7 +499,7 @@ async def get_market_prices(
                (data->>'t')::bigint AS bar_timestamp
            FROM market_snapshots
            WHERE ticker = $1 AND snapshot_type = 'bar'
-           ORDER BY captured_at ASC
+           ORDER BY captured_at DESC
            LIMIT $2""",
         ticker, limit,
     )
@@ -521,6 +524,9 @@ async def get_market_prices(
             "bar_timestamp": bar_ts,
             "captured_at": r["captured_at"].isoformat() if r["captured_at"] else None,
         })
+    # Reverse to ascending order for chart rendering (query fetches newest first
+    # so the LIMIT captures recent data relevant to short time windows).
+    results.reverse()
 
     # Compute 90-day high/low from all bars in the window
     cutoff_90d = datetime.now(timezone.utc) - timedelta(days=90)