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>

types.ts

@@ -12,6 +12,7 @@ export interface AccountConfig {
     maxPositionSize: number;  // 0 = no limit; positive = max contracts per trade
     targetSameEquity: boolean;   // if true, reduce profitTarget by priorProfit after withdrawal
     splitEnabled: boolean;    // false = big days trade as one unsplit leg instead of random ≥$800 pieces
+    combineCmeHolidays: boolean;  // true = CME holiday sessions count with the next full trading day (Apex-style)
     withdrawalStages: { profit: number; consistency: number; minTradingDays: number }[];  // per-stage fresh profit + consistency (empty = use base values)
 }