Clarify corporate-action and futures cash migration boundaries #153

Problem

The data tutorial calls its perpetual-contract example a "futures accounting convention" without naming the cash model. The migration/account references need to distinguish that model from variation-cash settlement and from processing raw corporate actions.

Public Engine probes on current main e74bed7 and the calendar branch 391cc8a reproduce the distinction. With $100,000 initial cash, a 4,000 entry price and multiplier 50, leveraged long cash becomes -$100,000. A later 4,010 mark produces $100,500 equity. The corresponding short cash is $300,000 and equity $99,500. Fixed margin changes buying-power requirements; it does not select a settlement ledger. This behavior is internally consistent, and matching final equity does not establish cash parity with Zipline or exchange settlement.

Extra split_ratio/cash_dividend discovery columns leave shares/cash unchanged. These are not advertised event APIs, so their names do not establish a supported-API defect. Adjusted-input comparisons do not establish raw dividend-entitlement/payment or split-share ledger parity.

Requested change

Clarify the existing migration, accounts and data pages. State supported input preparation, the notional cash method, missing variation/corporate-action workflows, and the independent CME continuous-root chain/roll-map limitation. Retain the runnable migration example. No new engine mode, default, performance claim or universal replacement claim.

Reference definition: https://www.cftc.gov/LearnAndProtect/AdvisoriesAndArticles/CFTCGlossary/index.htm. Zipline's futures cash updates occur during portfolio valuation; that alone does not establish identical daily exchange-settlement timing.

Evidence and AI assistance

Codex inspected source and primary references and executed public Engine workflows on both revisions. A focused documentation correction will include executable examples, strict docs, destination/link checks and ordinary CI. Codex assisted the analysis and prose. This issue corrects the documented method; it does not claim that documenting a missing capability implements it.