feat(logging): log prior/estimate/edge/reason for every evaluated market

Every market now emits an INFO line:
  TRADE/SKIP <question> | cat=... | prior=... | est=... | edge=... | conf=... | dir=... | signals=... [| reason=...]
Unsupported-category and no-external-signals early exits also log at INFO
so the full evaluation funnel is visible without changing log level.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

bot/strategy/bayesian.py

@@ -95,10 +95,17 @@ class BayesianStrategy:
             or is_politics or is_tech or is_events
         )
         if not is_any_supported:
-            log.debug("Skipping unsupported market: %s", market.question[:60])
+            log.info(
+                "SKIP  %-50s | reason=unsupported category=%r",
+                market.question[:50], category,
+            )
             return None
 
         if not ext.valid:
+            log.info(
+                "SKIP  %-50s | reason=no external signals",
+                market.question[:50],
+            )
             return None  # Can't reason without external data
 
         # --- Bayesian probability estimation ---
@@ -179,12 +186,33 @@ class BayesianStrategy:
         agreement = sum(1 for a in adjustments if (a > 0) == (total_adj > 0))
         confidence = min(confidence_cap, 0.4 + (agreement / max(len(adjustments), 1)) * 0.5)
 
+        # Log evaluation result for every market
+        action = "TRADE" if (abs_edge >= MIN_EDGE and confidence >= MIN_CONFIDENCE) else "SKIP"
+        skip_reason = ""
+        if action == "SKIP":
+            reasons = []
+            if abs_edge < MIN_EDGE:
+                reasons.append(f"edge={abs_edge:.3f}<{MIN_EDGE}")
+            if confidence < MIN_CONFIDENCE:
+                reasons.append(f"conf={confidence:.2f}<{MIN_CONFIDENCE}")
+            skip_reason = " | reason=" + ",".join(reasons)
+
+        log.info(
+            "%-5s %-50s | cat=%-12s | prior=%.3f | est=%.3f | edge=%+.3f | conf=%.2f | dir=%-8s | signals=%s%s",
+            action,
+            market.question[:50],
+            category,
+            prior,
+            estimated_prob,
+            edge,
+            confidence,
+            direction,
+            ", ".join(sources[1:]) or "none",
+            skip_reason,
+        )
+
         # Filter: only trade if edge and confidence thresholds met
         if abs_edge < MIN_EDGE or confidence < MIN_CONFIDENCE:
-            log.debug(
-                "No signal: edge=%.3f confidence=%.2f market=%s",
-                abs_edge, confidence, market.question[:40]
-            )
             return None
 
         reasoning = (