equity: Accept open_price aliases in historicals

Live Agentic get_equity_historicals returns
data.results[].bars[] with open_price/high_price/low_price/close_price.
parseHistoricals only read historicals[].data_points[] with short OHLC
names, so CT113 saw bars_len=30 on the wire but 0 parsed bars and VWAP
stayed 0 all day (insufficient_data mass skip).

Accept results|historicals envelopes, bars|data_points arrays, and
*_price aliases alongside short names. Fixture uses the live shape;
legacy short-name envelope stays covered.

Link: #18

equity/read.go

@@ -594,9 +594,13 @@ func appendQuotes(dst []Quote, rows []quoteRow) ([]Quote, error) {
 type histPointJSON struct {
 	BeginsAt     string `json:"begins_at"`
 	Open         any    `json:"open"`
+	OpenPrice    any    `json:"open_price"`
 	High         any    `json:"high"`
+	HighPrice    any    `json:"high_price"`
 	Low          any    `json:"low"`
+	LowPrice     any    `json:"low_price"`
 	Close        any    `json:"close"`
+	ClosePrice   any    `json:"close_price"`
 	Volume       any    `json:"volume"`
 	Interpolated bool   `json:"interpolated"`
 }
@@ -604,38 +608,43 @@ type histPointJSON struct {
 type histSeriesJSON struct {
 	Symbol     string          `json:"symbol"`
 	DataPoints []histPointJSON `json:"data_points"`
+	Bars       []histPointJSON `json:"bars"`
 }
 
 func parseHistoricals(raw json.RawMessage) ([]Bar, error) {
-	var wrap struct {
-		Historicals []histSeriesJSON `json:"historicals"`
-	}
-	if err := json.Unmarshal(wire.Unwrap(raw), &wrap); err != nil {
+	// Live Agentic wire (CT113): {"data":{"results":[{"symbol","bars":[{open_price,...}]}]}}.
+	// Fixture / older shapes: {"historicals":[{"symbol","data_points":[{open,...}]}]}.
+	rows, _, err := wire.UnmarshalRows[histSeriesJSON](raw, "results", "historicals")
+	if err != nil {
 		return nil, err
 	}
 	var out []Bar
-	for _, series := range wrap.Historicals {
+	for _, series := range rows {
 		if series.Symbol == "" {
 			continue
 		}
-		for _, p := range series.DataPoints {
+		points := series.Bars
+		if len(points) == 0 {
+			points = series.DataPoints
+		}
+		for _, p := range points {
 			ts, err := time.Parse(time.RFC3339, p.BeginsAt)
 			if err != nil {
 				continue
 			}
-			o, err := firstDec(p.Open)
+			o, err := firstDec(p.OpenPrice, p.Open)
 			if err != nil {
 				return nil, err
 			}
-			h, err := firstDec(p.High)
+			h, err := firstDec(p.HighPrice, p.High)
 			if err != nil {
 				return nil, err
 			}
-			l, err := firstDec(p.Low)
+			l, err := firstDec(p.LowPrice, p.Low)
 			if err != nil {
 				return nil, err
 			}
-			cl, err := firstDec(p.Close)
+			cl, err := firstDec(p.ClosePrice, p.Close)
 			if err != nil {
 				return nil, err
 			}

equity/read_test.go

@@ -306,10 +306,11 @@ func TestQuotes_rhntestResultsEnvelope(t *testing.T) {
 func TestHistoricals_rhntest(t *testing.T) {
 	t.Parallel()
 	s := rhntest.New(t)
-	s.Set("get_equity_historicals", json.RawMessage(`{"historicals":[{"symbol":"MU","data_points":[
-		{"begins_at":"2026-08-18T13:30:00Z","open":"10","high":"11","low":"9","close":"10","volume":"100","interpolated":false},
-		{"begins_at":"2026-08-18T13:31:00Z","open":"10","high":"10","low":"10","close":"10","volume":"1","interpolated":true}
-	]}]}`))
+	// Live Agentic shape (Jerry CT113): data.results[].bars[] with *_price fields.
+	s.Set("get_equity_historicals", json.RawMessage(`{"data":{"results":[{"symbol":"MU","bars":[
+		{"begins_at":"2026-08-18T13:30:00Z","open_price":"10","high_price":"11","low_price":"9","close_price":"10","volume":"100","session":"reg","interpolated":false},
+		{"begins_at":"2026-08-18T13:31:00Z","open_price":"10","high_price":"10","low_price":"10","close_price":"10","volume":"1","session":"reg","interpolated":true}
+	]}]}}`))
 	c := equity.New(&client.Client{URL: s.URL})
 	got, err := c.Historicals(context.Background(), equity.HistoricalsRequest{
 		Symbols:   []string{"MU"},
@@ -335,3 +336,27 @@ func TestHistoricals_rhntest(t *testing.T) {
 		t.Fatalf("%+v", got.Bars[1])
 	}
 }
+
+func TestHistoricals_legacyShortNames(t *testing.T) {
+	t.Parallel()
+	s := rhntest.New(t)
+	s.Set("get_equity_historicals", json.RawMessage(`{"historicals":[{"symbol":"MU","data_points":[
+		{"begins_at":"2026-08-18T13:30:00Z","open":"10","high":"11","low":"9","close":"10","volume":"100","interpolated":false},
+		{"begins_at":"2026-08-18T13:31:00Z","open":"10","high":"10","low":"10","close":"10","volume":"1","interpolated":true}
+	]}]}`))
+	c := equity.New(&client.Client{URL: s.URL})
+	got, err := c.Historicals(context.Background(), equity.HistoricalsRequest{
+		Symbols:   []string{"MU"},
+		StartTime: time.Date(2026, 8, 18, 13, 30, 0, 0, time.UTC),
+	})
+	if err != nil {
+		t.Fatal(err)
+	}
+	if len(got.Bars) != 2 {
+		t.Fatalf("bars %d", len(got.Bars))
+	}
+	b0 := got.Bars[0]
+	if !b0.Open.Equal(decimal.RequireFromString("10")) || !b0.High.Equal(decimal.RequireFromString("11")) || !b0.Volume.Equal(decimal.RequireFromString("100")) {
+		t.Fatalf("%+v", b0)
+	}
+}