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>

signal_aggregator.py

@@ -130,8 +130,33 @@ class SignalAggregator:
         if bt.regime_filter:
             self._apply_regime_filter_live(report, dfs)
 
+        if bt.session_filter:
+            self._apply_session_filter_live(report)
+
         return report
 
+    def _apply_session_filter_live(self, report: SignalReport) -> None:
+        """Skip signals outside the configured UTC trading window."""
+        bt = self.config.backtest
+        now_h = datetime.now(timezone.utc).hour
+        if not (bt.session_start_hour <= now_h < bt.session_end_hour):
+            report.warnings.append(
+                f"SESSION FILTER: {now_h:02}:00 UTC outside "
+                f"{bt.session_start_hour:02}:00-{bt.session_end_hour:02}:00 — skipping"
+            )
+            report.final_signal = SignalStrength.NEUTRAL
+            report.signal_quality = "F"
+            report.action_recommendation = (
+                f"NO TRADE — Outside session "
+                f"({bt.session_start_hour:02}-{bt.session_end_hour:02} UTC; now {now_h:02})"
+            )
+            report.trade_setup = None
+        else:
+            report.warnings.append(
+                f"Session: {now_h:02}:00 UTC inside trading window "
+                f"{bt.session_start_hour:02}-{bt.session_end_hour:02}"
+            )
+
     def _apply_regime_filter_live(
         self, report: SignalReport, dfs: Dict[Timeframe, pd.DataFrame]
     ) -> None: