fix(data): include the requested end date in yfinance fetches

yfinance treats end as exclusive, so get_YFin_data_online dropped the requested
end_date row and load_ohlcv dropped the current day. Request one day past the
end so the range is inclusive (look-ahead is still prevented by the curr_date
filter; the header still shows the requested range). Also correct the load_ohlcv
docstring to the 5-year window it actually downloads.

tradingagents/dataflows/stockstats_utils.py

@@ -65,7 +65,7 @@ def _clean_dataframe(data: pd.DataFrame) -> pd.DataFrame:
 def load_ohlcv(symbol: str, curr_date: str) -> pd.DataFrame:
     """Fetch OHLCV data with caching, filtered to prevent look-ahead bias.
 
-    Downloads 15 years of data up to today and caches per symbol. On
+    Downloads 5 years of data up to today and caches per symbol. On
     subsequent calls the cache is reused. Rows after curr_date are
     filtered out so backtests never see future prices.
     """
@@ -78,11 +78,14 @@ def load_ohlcv(symbol: str, curr_date: str) -> pd.DataFrame:
     config = get_config()
     curr_date_dt = pd.to_datetime(curr_date)
 
-    # Cache uses a fixed window (15y to today) so one file per symbol
+    # Cache uses a fixed window (5y to today) so one file per symbol.
     today_date = pd.Timestamp.today()
     start_date = today_date - pd.DateOffset(years=5)
     start_str = start_date.strftime("%Y-%m-%d")
-    end_str = today_date.strftime("%Y-%m-%d")
+    # yfinance ``end`` is EXCLUSIVE; request tomorrow so today's row is included
+    # when curr_date is the current day (#986). Look-ahead is still prevented by
+    # the curr_date filter below.
+    end_str = (today_date + pd.Timedelta(days=1)).strftime("%Y-%m-%d")
 
     os.makedirs(config["data_cache_dir"], exist_ok=True)
     data_file = os.path.join(