feat(trade-executor): defer outside_market_hours signals to next open

Kevin's signals are mid-long term (weeks/months) and he uploads almost
exclusively pre-market or evenings. Before this change, every such
signal hit RiskManager.outside_market_hours, got consumed off the
Redis stream, and was lost. End result: 71 emitted signals, 0 trades.

New behaviour: when RiskManager rejects with outside_market_hours,
push the signal into a Redis sorted-set keyed by next_market_open
(via Alpaca's clock API — handles weekends + holidays). A background
drain task polls the set every kevin_defer_drain_interval_s (60s);
any signal whose target <= now gets re-run through process_signal.

Safety:
  - kevin_max_defer_hours (default 72h) caps signal staleness so we
    don't trade on week-old views.
  - Other RiskManager rejections (cooldown, kill-switch, drawdown
    halt) fall through to the existing drop path.
  - kevin_defer_outside_market_hours toggle defaults True; flip to
    false for legacy behaviour.

Slack: new notify_deferred() emits "🕒 Meet Kevin: DEFERRED
NVDA until Mon 13:30 UTC (market closed; conviction 0.85)" instead
of the noisy outside_market_hours rejection spam.

Tests: 5 queue + 4 integration = 9 new, all 32 trade-executor tests
GREEN.

services/trade_executor/config.py

@@ -30,4 +30,14 @@ class TradeExecutorConfig(BaseConfig):
     slack_bot_token: str = ""
     slack_channel: str = ""
 
+    # Kevin v2: defer signals that arrive outside US market hours into a
+    # Redis sorted-set and drain at next market open. Kevin's signals are
+    # mid/long-term — a Sunday-evening signal should turn into a Monday
+    # paper trade, not get dropped. Cap to 72h so we don't replay
+    # week-stale signals.
+    kevin_defer_outside_market_hours: bool = True
+    kevin_max_defer_hours: float = 72.0
+    # Drain task polls the deferred queue every kevin_defer_drain_interval_s.
+    kevin_defer_drain_interval_s: int = 60
+
     model_config = {"env_prefix": "TRADING_"}