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.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

config.py

@@ -170,6 +170,22 @@ class BacktestConfig:
     regime_filter_timeframe: Timeframe = Timeframe.H4
     regime_filter_min_adx: float = 25.0
 
+    # Session gate — only trade during a specified UTC hour window.
+    # 2026 diagnostic backtest showed 07-15 UTC (London + NY) had
+    # 47% WR / +127 pips while off-hours were 0% WR / -571 pips.
+    session_filter: bool = False
+    session_start_hour: int = 7   # UTC, inclusive
+    session_end_hour: int = 16    # UTC, exclusive — so trades fire on 07..15
+
+    # Auto-toggle: enable session filter ONLY when recent realised trades
+    # show adverse expectancy (mean pnl_pct over the last N closed trades
+    # below threshold). Releases automatically once expectancy recovers.
+    # Designed so trending regimes keep all hours, while adverse/chop
+    # regimes auto-restrict to liquid sessions.
+    auto_session_filter: bool = False
+    auto_session_lookback_trades: int = 10
+    auto_session_threshold_pct: float = -0.3
+
     # Parallelism (used by Optimizer; single-run backtest is sequential)
     parallel_workers: int = field(default_factory=lambda: os.cpu_count() or 4)