Generate a strict government-trading delta report using Quiver Quant Tier 1 datasets.

Modes:
- ticker mode: provide `ticker`
- no-ticker mode: omit `ticker` to run global datasets only

Behavior:
- Requires Quiver Quant authentication with stored plan metadata
- Plan metadata must be present and valid for strict local tier gating
- Missing/invalid/stale plan metadata is a hard stop; re-run `opencode auth login` and select `quiver-quant`
- Requires a plan that includes Tier 1 government-trading datasets
- Fetches required global live datasets (congress/senate/house)
- In ticker mode, fetches required per-ticker historical datasets (congress/senate/house)
- Never calls datasets above the locally validated plan tier
- Fails the run if any required dataset fetch fails
- Normalizes events, compares against the most recent prior run baseline, and computes persistence trends
- Writes artifacts under a deterministic run directory:
  - `report.md`
  - `dashboard.md`
  - `assumptions.json`
  - `normalized-events.json`
  - `delta-events.json`
  - `data.json`

Use this tool for `/financial-government-trading` workflows.
