Count CME holiday sessions as one combined trading day when the type opts in

Account types with the catalog's new combineCmeHolidays flag are read
through a combined-day view: holiday-session P&L entries fold into the
next full trading day (computed from the federal-holiday rules, so any
year works), the day count matches how the firm records it (Apex: Sun/
Mon/Tue around a Monday holiday is ONE day), and on the later sessions
of the stretch the earlier sessions' booked P&L carries into realized —
so day targets, already-traded gates, target-hit status and the panel's
day P&L all treat the stretch as a single day. Off by default; older
masters that don't send the flag behave exactly as before.

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

lib/master-protocol.ts

@@ -86,6 +86,10 @@ export interface CatalogAccountType {
     targetSameEquity: boolean;
     /** False = big days trade as one unsplit leg instead of random ≥$800 pieces. */
     splitEnabled: boolean;
+    /** True = CME holiday sessions count with the next full trading day, the way
+     *  firms that follow CME clearing report them (e.g. Apex: Sun/Mon/Tue around
+     *  a Monday holiday is ONE trading day, recorded on the Tuesday). */
+    combineCmeHolidays: boolean;
     withdrawalStages: { profit: number; consistency: number; minTradingDays: number }[];
     /** ISO. Ties between two matching account types are broken by this. */
     updatedAt: string;