Teach multi-asset signals, rebalancing, and session choices #111

Affected library: backtest
Current version: 0.1.8
Location: tutorials, data-feed and rebalancing guides

Problem

The documentation does not walk a user from multi-asset predictions to target weights, scheduled rebalance, and the resulting orders and fills. Different close times can also make an absent bar look like a zero target.

Required outcome

Teach the cross-sectional workflow with equity and ETF data, then provide runnable futures and FX variants covering their contract, currency, calendar, and session settings. Compare exact-timestamp and session-level decisions without retroactive fills.

Acceptance criteria

• Every asset variant executes from its documented input and exposes target and fill records.
• An absent asset is not silently treated as an instruction to close it.
• Session decisions use only bars available by decision time, and any resulting fills use eligible later bars.
• Installed-wheel checks and the strict MkDocs build pass.

Depends on session-level decisions and the tutorial input checks.