Add Strategy Explorer, YAML config exposure, and calendar/drift fixes

[sefaav]

• Add per-instrument native-calendar handling: fix benchmark alignment across mismatched calendars, compute rolling-window features on each symbol's own trading sessions instead of a diluted combined timeline, and model organic weight drift between rebalances (a linear program restores hard risk limits when drift breaches them), replacing the previous constant-weight approximation. Also fixes several review-flagged bugs (trade-log double-counting, diagnostics crashes, calendar auto-detection) and trims long-form docstrings into linked documentation pages.
• Add a Strategies mode to the dashboard: a dedicated, interactive page per strategy combining explanations, math, assumptions, parameter behavior, diagnostics, and its own testing lab.
• Expose strategy, validation, robustness and output settings via YAML.
• Add trigger/adjustment/position-origin trade-reason attribution to the trade log and dashboard (12 -> 21 columns), sourced from real provenance rather than inferred; redesign the Trades tab with a uniform 15-column view.
• Filter bundled demo CSVs to real XNYS trading sessions and fix their default end date.