Add session filter + auto-toggle, extend trade journal diagnostics

Session filter restricts trades to a UTC hour window (default 07-16,
London + NY) — opt-in via --session-filter, with --session-start /
--session-end overrides. Wired into both the backtester (cheap hour
check next to the regime gate) and live mode (downgrades signal to
NEUTRAL/F when current UTC hour is outside the window).

Auto-toggle (--auto-session-filter) tracks rolling mean pnl_pct over
the last N closed trades; when it falls below threshold, the session
filter activates, releasing once expectancy recovers. Default lookback
10 trades, threshold -0.3%.

Trade dataclass extended with diagnostic fields captured at entry:
entry_hour, entry_dow, ADX, ATR%, market_regime, volatility_regime,
mtf_agreement. These let --journal-csv exports surface loss-pattern
clusters when a window underperforms.

Validated on 2024 trend / 2023 chop / 2026 recent windows. Auto-toggle
preserves ~50% of trend edge while still cutting ~25% of recent-regime
losses — pure regime filter is still best on cumulative, so both
session flags ship default-off.

metrics.py

@@ -30,6 +30,15 @@ class Trade:
     grade: str                # signal grade at entry
     score_at_entry: float
     confidence_at_entry: float
+    # Diagnostic fields captured at entry — used to mine for loss-pattern
+    # filters when a window underperforms.
+    entry_hour: int = -1            # UTC hour 0-23
+    entry_dow: int = -1             # 0=Mon, 6=Sun
+    adx_at_entry: float = 0.0
+    atr_pct_at_entry: float = 0.0
+    market_regime: str = ""         # trending_up / trending_down / ranging
+    volatility_regime: str = ""     # low / medium / high
+    mtf_agreement: bool = False
 
 
 @dataclass