Fix POOC admission and opening margin timing - #220

Ordinary process-on-close long MARKET orders could make the wrong admission decision at a money-rounding boundary, which changed later equity and prevented the expected opening margin event. Admission now uses the recorded signal cost and a tick-built slipped comparison price while preserving quantity sizing. For the covered single-lot position, the money event occurs at the next open before order-fill recalculation, with raw-opening valuation, one slippage charge per fill, and the existing waypoint order.

The rules use financial settings and physical order/position provenance. The new provenance bit is included in the ABI v4 broker-state hash. Existing competitor, fee, FX, risk, streaming, priced/RAW, short and larger-pyramiding paths remain outside this bounded change.

Validation:

• 24 independent TradingView controls, 230 native suites, ABI/hash-coverage/pending-mirror checks, and independent Grok review of the final commit.
• Four-cell Cloud experiment isolates the interaction: both admission and opening timing are required for the conversion.
• Two complete 4,190-probe Cloud sweeps agree on every trade CSV, grade, quantity metric, input/lane identity and matched count. Final result: 4,177 excellent / 13 strong / 0 moderate, with zero canonical regressions.
• Delta EURUSD 15m matches all 3,669 closed trade identities on time, side, quantity and prices. The other 4,189 CSVs and canonical metrics are unchanged, including all 704 hard probes.
• README reflects the final measured head. Grading rules, thresholds, profile selection, input files, reference tapes, feeds and population are unchanged.

Formal Cloud gate pineforge-pr-gate-pvh86: PASS, target score +1, 704 hard probes evaluated, 0 regressions and 0 tolerated exceptions. The PASS receipt is recorded and corroborated in Postgres for this exact head.