fix(technical): snap missing fib start_date to the date nearest start_date

[Bortlesboat]

Why

When calculate_fib_levels receives a start date outside the price index, it searches for the nearest end_date instead. With a Saturday start and an exact trading-day end, both endpoints collapse to the end date and every Fibonacci level has the same price.

What

Resolve the missing start date against start_date. The regression checks that January 6, 2024 snaps to Friday January 5, preserves the requested end date, and produces a nonzero price span.

Refreshed against the v5 develop tree at bbf1ab20; the regression now lives in tests/test_helpers.py.

Validation

• Regression fails on the current base: the start endpoint becomes March 22 instead of January 5.
• All 588 technical-extension unit tests pass with the fix.
• Extension-wide ruff lint/format and ty checks pass.
• Source distribution and wheel build pass with uv build --no-sources.

Validated locally on Windows / Python 3.11. No live provider calls were required.

[deeleeramone]

Hi @Bortlesboat, thanks for the PR. Can you please check the #7489 to verify if the issue still exists there? The technical extension has been refactored, so lots of the code has changed upstream. Thanks!

[Bortlesboat]

Hi @deeleeramone, thanks for the pointer — just re-checked against current develop (post-#7489).

The bug is still there: calculate_fib_levels stayed in openbb_technical/helpers.py through the refactor, and the start-date branch still does the nearest lookup with end_date:

https://github.com/OpenBB-finance/OpenBB/blob/develop/openbb_platform/extensions/technical/openbb_technical/helpers.py#L569-L571

So any start_date that isn't an exact index entry (weekend/holiday) still collapses the retracement to the end date and every fib level comes back equal. I've updated the branch to current develop — the one-line fix and the regression test apply cleanly.