feat: model endogenous liquidation cascades

[RichaShiny]

Adds an endogenous liquidation-cascade layer to RiskForge so stress testing continues beyond first-order liquidation exposure.

What this adds:

• iterative partial liquidations using a configurable close factor and liquidation bonus
• asset-level market depth that converts collateral sales into endogenous price impact
• repeated liquidation rounds so sell pressure can push previously healthy positions into liquidation
• explicit tracking of initial versus cascade-created liquidations
• debt-repayment, collateral-sale, bad-debt, price-impact, and convergence telemetry
• per-asset cascade attribution and final position-level state
• deterministic regression coverage, including a constructed shallow-liquidity case that produces a genuine secondary liquidation cascade
• a dedicated Streamlit Liquidation Cascade Lab for varying shocks, market depth, close factor, bonus, impact strength, and round limits
• a GitHub Actions pytest quality gate for future pull requests

The price-impact model is deliberately transparent and stress-test oriented. It uses an exponential depth curve rather than presenting the cascade output as a prediction of realized execution.

Please review and merge manually.