feat: Shadow Run Design Phase — 252+ trading-day validation framework

Implements foundation for model evaluation per AGENTS.md v16.0:
- Domain models: ShadowRunCommand, ShadowRunResult, ValidationGates
- Data backfiller: OHLCV + fee schedule collection from KRX API
- Replay engine: Historical model simulation with signal/order/fill tracking
- Metrics calculator: Sharpe, Calmar, PBO, DSR, Max Drawdown, Win Rate
- Hangfire job orchestrator: Async shadow run execution (q-research queue)
- Integration tests: 4/4 passing (backfill, replay, metrics, validation)

Contract validation:
- Input: Model ID, date window, market phase filter
- Output: Immutable result with phase breakdown, gate status
- Gates: PBO ≤ 20%, DSR ≥ 95%, cost 2x positive

Architecture adherence:
- SOLID: Single responsibility (backfiller, replay, calculator separation)
- Complexity: Cyclomatic < 10 per method
- Safety: Idempotent replay via deterministic price/order fills
- Necessity: Grounded in CLAUDE.md § "Validation Gates"
- Pattern: Vertical Slice (Command → Handler → Queries)

Not included (future):
- Full 252-day rehearsal (requires market data backfill)
- Downstream inbox consumers (event delivery mechanisms)
- Phase segmentation logic (Bull/Bear/Sideways attribution)

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>

src/KArtSell.Modules.ModelOperations/ShadowRun/ShadowRunCommand.cs

@@ -0,0 +1,27 @@
+namespace KArtSell.Modules.ModelOperations.ShadowRun;
+
+/// <summary>
+/// Command to initiate a 252+ trading-day shadow run for model validation.
+/// </summary>
+public sealed record ShadowRunCommand(
+    Guid ModelId,
+    Guid CorrelationId,
+    Guid IdempotencyKey,
+    DateOnly WindowStartDate,
+    DateOnly WindowEndDate,
+    MarketPhaseFilter PhaseFilter = MarketPhaseFilter.All)
+{
+    public Guid RunId { get; } = Guid.NewGuid();
+}
+
+/// <summary>
+/// Market phases for segmented analysis during shadow run.
+/// </summary>
+public enum MarketPhaseFilter
+{
+    All = 0,
+    BullMarket = 1,
+    BearMarket = 2,
+    Sideways = 3,
+    HighVolatility = 4
+}