Hold CEX model positions to their declared prediction horizon

[proerror77]

Change

A model predicting an h-second return could previously close or resize its position every second. Bind a cost-aware holding policy to the prediction horizon: one episode per instrument, fixed entry quantity, ignore new signals while holding, and close before another entry. The signal clock determines t+h; both IOC legs retain the frozen arrival-latency rule. Actual fill-to-fill duration and incomplete exits are derived from the accounting trace and independently checked on readback.

The same policy now governs supervised validation, frozen-model evaluation, portable FormulaStrategy behavior and native event replay. The quantity ledger charges executable entry/exit quotes and fill-notional costs without double-counting spread. Incomplete tails and gaps fail explicitly. Entry thresholds and costs remain unchanged; this does not claim holding caused historical zero trades.

Preparation reuse #1180 is merged. Ridge-only three-arm execution and the full workflow integration follow under the active research task; no real H1 run has started.

Issue relationship

Refs #1182

Validation

• Shared state and target tests cover 5/10/30 seconds, ignored signals, unchanged entry gate, no same-tick re-entry, gaps and incomplete tails.
• Long/short quantity ledgers match explicit cash round trips and both fees; interim prices cannot create rebalancing costs.
• All 53 backtest library tests pass, including both-leg arrival latency, actual holding duration, zero-fill retry on a fresh signal clock, and partial-exit cleanup followed by a later non-overlapping entry.
• Native Ridge evaluation and independent model-ledger readback pass with the holding policy; renderer/terminal identity rejects horizon or policy drift.
• FormulaStrategy matches terminal receipts to its own pending IOC before resetting an unfilled entry. Holding exceptions block the replay gate, fixed comparisons stop learning without changing the entry policy, and controller completion recovery does not redispatch. Scoped Clippy passes. No real-data fixtures replace research evidence.

Runtime impact and rollback

Merge may publish research and strategy artifacts through existing automation; this change does not activate live trading or bypass runtime gates. Roll back the source/image identity and retain existing immutable research evidence. New H1 experiments require merged prerequisites and genuine signed budget authority; the prior six-group budget remains exhausted.

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Review	Status	Commit	Review trigger
📝 Code Review	✅ Completed 2026-09-14T08:01:44.212017Z	1cdf5af	PR opened

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