feat(news): 6h cache, politics-only, max 5/cycle, 2s sleep between calls

- CACHE_TTL: 4h → 6h (≤36 req/day with ≤9 politics markets)
- GNews only called for is_politics markets (BTC/F&G cover crypto/macro)
- MAX_NEWS_QUERIES_PER_CYCLE=5: BayesianStrategy.reset_cycle() called each
  iteration; counter increments only on actual API call (cache hits free)
- 2s asyncio.sleep in news.py finally block after each real HTTP request
- main.py sorts markets: politics first by end_date ascending, so soonest-
  resolving markets consume the 5-query budget before others

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

bot/main.py

@@ -1,11 +1,12 @@
 """
 Polymarket Trading Bot — Main Entry Point
-# ci-test: 2026-04-13
+# ci-test: 2026-04-14
 """
 import asyncio
 import logging
 import os
 from contextlib import asynccontextmanager
+from datetime import datetime, timezone
 
 from bot.data.polymarket import PolymarketClient
 from bot.data.external import ExternalDataClient
@@ -42,6 +43,19 @@ async def run_trading_loop(
             # 1. Fetch active crypto/finance markets
             markets = await poly.get_active_markets()
             log.info("Found %d active markets", len(markets))
+
+            # Sort: politics markets first (soonest-resolving → highest GNews priority),
+            # then all others.  This ensures the 5-query-per-cycle cap hits the most
+            # time-sensitive political markets before the budget runs out.
+            def _sort_key(m):
+                is_pol = m.category == "politics"
+                try:
+                    dt = datetime.fromisoformat(m.end_date.replace("Z", "+00:00"))
+                except Exception:
+                    dt = datetime(9999, 12, 31, tzinfo=timezone.utc)
+                return (0 if is_pol else 1, dt)
+
+            markets = sorted(markets, key=_sort_key)
             for _m in markets:
                 log.info("  [market] %s | ends: %s | yes_price: %.3f",
                          _m.question, _m.end_date, _m.yes_price)
@@ -49,6 +63,9 @@ async def run_trading_loop(
             # 2. Get external signals
             ext_data = await external.get_all_signals()
 
+            # Reset per-cycle GNews counter so the limit applies fresh each cycle
+            strategy.reset_cycle()
+
             for market in markets:
                 # 3. Estimate true probability
                 signal = await strategy.evaluate(market, ext_data)