v0.2.0 - Causal Walk-Forward, Stress Labelling & Official VIX Sourcing

Highlights v0.2.0

• Causal walk-forward fix: each fold now labels only the interval strictly after its own training window, (r_k, r_{k+1}], filtering the full history from the stationary distribution with frozen parameters — the previous model's posterior is no longer carried forward.
• Stress labelling (breaking): HMM and Hamilton models rank states by signed stress features via RankingMethod.STRESS; the positive-drift guardrail no longer applies under STRESS. Signs are configurable with ModelSettings.stress_signs.
• Official volatility sourcing: ^VIX and ^VIX3M are read from CBOE first, then FRED, with the configured provider as fallback (volatility_source="official").
• Data-quality telemetry: TelemetryPayload gains session_date, observation_date, is_stale and populated warnings (non-session as-of dates reported separately from stale data).
• Signal vs. investable universes: DataSettings.correlation_assets decouples the correlation features from risk_assets, which now only drives allocation and the backtest.
• Live signal = backtest signal (breaking): run_single_asof defaults to refit_policy="walkforward", reproducing the walk-forward posterior exactly (train_end = last refit strictly before the observation date); refit_policy="daily" keeps the previous behaviour.

Full details in the CHANGELOG.