refactor(market): extract pure price-series math to data/market_series.h + tests

Move the no-I/O, no-ImGui series helpers (resampleHistory, bucketBySeconds,
sparklineSeries, chartSeries) out of market_tab.cpp into an inline header under
data/ (mirroring data/portfolio.h) and cover them with a testMarketSeries()
group in test_phase4.cpp (resample block averaging + partial blocks, window
bucketing + guards, sparkline fallback, chart time-window filtering + live
timestamp synthesis). market_tab now calls data::sparklineSeries/chartSeries.
No behavior change.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

src/data/market_series.h

@@ -0,0 +1,99 @@
+// DragonX Wallet - ImGui Edition
+// Copyright 2024-2026 The Hush Developers
+// Released under the GPLv3
+
+#pragma once
+
+#include <vector>
+#include <utility>
+#include <ctime>
+
+#include "wallet_state.h"   // MarketInfo
+
+// Pure (no-I/O, no-ImGui) price-series math backing the market chart and the portfolio-group
+// sparklines. Kept header-only + inline so it can be unit-tested without the GUI (see
+// tests/test_phase4.cpp), mirroring data/portfolio.h.
+namespace dragonx {
+namespace data {
+
+// Resample a ~1-sample/minute price history to the given interval by averaging each block of K
+// minute-samples into one point. interval: 0=min 1=hour 2=day 3=week 4=month.
+inline std::vector<double> resampleHistory(const std::vector<double>& hist, int interval)
+{
+    static const int kMins[5] = {1, 60, 1440, 10080, 43200};
+    int k = kMins[(interval >= 0 && interval < 5) ? interval : 0];
+    if (k <= 1) return hist;
+    std::vector<double> out;
+    for (size_t i = 0; i < hist.size(); i += (size_t)k) {
+        double sum = 0.0; size_t cnt = 0;
+        for (size_t j = i; j < hist.size() && j < i + (size_t)k; ++j) { sum += hist[j]; ++cnt; }
+        if (cnt) out.push_back(sum / (double)cnt);
+    }
+    return out;
+}
+
+// Bucket a timestamped (unix-seconds, price) series into fixed-width time windows, averaging the
+// samples in each window into one point. Input is oldest->newest; output preserves that order.
+inline std::vector<double> bucketBySeconds(
+    const std::vector<std::pair<std::time_t, double>>& series, long windowSec)
+{
+    std::vector<double> out;
+    if (series.empty() || windowSec <= 0) return out;
+    long curBucket = 0; double sum = 0.0; int cnt = 0;
+    for (const auto& sample : series) {
+        long b = (long)(sample.first / windowSec);
+        if (cnt > 0 && b != curBucket) { out.push_back(sum / cnt); sum = 0.0; cnt = 0; }
+        curBucket = b;
+        sum += sample.second; ++cnt;
+    }
+    if (cnt > 0) out.push_back(sum / cnt);
+    return out;
+}
+
+// Resolve the price series backing a group's sparkline for the chosen interval:
+//   0=minute -> the live in-session buffer; 1=hour -> intraday (5-min) data bucketed to hours;
+//   2=day / 3=week / 4=month -> the ~1yr daily series bucketed accordingly.
+// Falls back to the in-session buffer when the historical fetch hasn't populated yet.
+inline std::vector<double> sparklineSeries(const MarketInfo& m, int interval)
+{
+    const long kDay = 86400;
+    switch (interval) {
+        case 1: { auto v = bucketBySeconds(m.price_chart_intraday, 3600);   if (v.size() >= 2) return v; break; }
+        case 2: { auto v = bucketBySeconds(m.price_chart_daily, kDay);      if (v.size() >= 2) return v; break; }
+        case 3: { auto v = bucketBySeconds(m.price_chart_daily, 7 * kDay);  if (v.size() >= 2) return v; break; }
+        case 4: { auto v = bucketBySeconds(m.price_chart_daily, 30 * kDay); if (v.size() >= 2) return v; break; }
+        default: break;  // minute interval, or no historical data yet -> live buffer below
+    }
+    return resampleHistory(m.price_history, interval);
+}
+
+// Timestamped price series backing the main chart for the selected RANGE (Live/1H/1D/1W/1M),
+// ending at `now`. The interval buttons select a time window ending at `now`: 1H = last hour,
+// 1D = last 24h, 1W = last 7 days, 1M = last 30 days. 1H/1D come from the 5-minute intraday
+// series; 1W/1M from the daily series. Live (or an un-fetched/empty range) uses the minute buffer.
+inline std::vector<std::pair<std::time_t, double>> chartSeries(const MarketInfo& m, int interval,
+                                                               std::time_t now)
+{
+    const long kDay = 86400;
+    auto lastWindow = [now](const std::vector<std::pair<std::time_t, double>>& src, long rangeSec) {
+        std::vector<std::pair<std::time_t, double>> out;
+        std::time_t cutoff = now - (std::time_t)rangeSec;
+        for (const auto& s : src) if (s.first >= cutoff) out.push_back(s);
+        return out;
+    };
+    switch (interval) {
+        case 1: { auto v = lastWindow(m.price_chart_intraday, 3600);   if (v.size() >= 2) return v; break; }  // 1H
+        case 2: { auto v = lastWindow(m.price_chart_intraday, kDay);   if (v.size() >= 2) return v; break; }  // 1D
+        case 3: { auto v = lastWindow(m.price_chart_daily, 7 * kDay);  if (v.size() >= 2) return v; break; }  // 1W
+        case 4: { auto v = lastWindow(m.price_chart_daily, 30 * kDay); if (v.size() >= 2) return v; break; }  // 1M
+        default: break;
+    }
+    std::vector<std::pair<std::time_t, double>> out;
+    const auto& h = m.price_history;
+    for (size_t i = 0; i < h.size(); i++)
+        out.push_back({ now - (std::time_t)((h.size() - 1 - i) * 60), h[i] });
+    return out;
+}
+
+} // namespace data
+} // namespace dragonx