fix: marketable entries price from live last + time-of-day rvol arms fast path

Day-22 forensic (BIYA session): 6 entry submissions, 0 fills — IREX missed
+1.7R, IRE +1.65R by one cent. Two root causes fixed:

1. Slow-path limit rested AT the trigger while price ran 2% past it, and
   retries reused the same stale price. Marketable model now prices from
   max(trigger, live last) via price_provider; the anti-chase extension
   gate gets the live ref too (was an entry_ref==trigger no-op on this
   path). TRADING_ENTRY_FILL_MODEL flipped to marketable.

2. Fast trigger path armed nothing all day: legacy rvol (cum-so-far /
   full-day MEAN) is ~0.1-0.3 minutes after the open for a normal heavy
   name and its mean is poisoned by reverse-split/prior-squeeze days
   (BIYA legacy 1.27 vs real activity 481x median). New rvol_tod =
   cum / (MEDIAN(20d) * elapsed-session fraction) drives arm eligibility
   and the scanner keep-filter; legacy rvol untouched for validated
   boundaries (gap-squeeze rvol>=5).

Also: stagnation time-stop (TRADING_EXIT_STAGNATION_MIN/_R, default OFF)
in simulate_exit + manage_live with sweep_exits.py variants for
validation before any live enable.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

run_live_paper.py

@@ -960,6 +960,7 @@ def main(argv: list[str] | None = None) -> int:
                 "gap_pct": g.gap_pct,
                 "gap_open_pct": gap_open_pct,
                 "rvol": g.relative_volume,
+                "rvol_tod": g.relative_volume_tod,
                 "trigger": hi,
                 "stop": stop,
                 "range_pct": ((hi - lo) / hi) if (hi and lo and hi > 0) else 0.0,