feat: add causal runtime services and Zipline migration workflows - #164

Summary

Add opt-in causal market/history, prepared inputs and calendar callbacks to the existing Engine and Strategy, with a Zipline callback and BarData adapter. Native orders, execution limits, account state and results remain authoritative.

• Read-only native current/history/session/staleness and instrument views preserve physical clocks, warmup, publication cutoffs and prepared adjustment perspective. Native history remains Polars; legacy Pandas shapes are projected at the adapter boundary.
• Original callback bodies and idiomatic native ports cover moving-average, OLMAR, minute scheduling, prepared Pipeline panels, registered CSV sources and declared benchmark returns.
• Native quantity/value/percent orders, conditional orders, partial fills, incremental fees, per-asset costs, volume budgets, trading controls, account controls and session cancellation have explicit methods and full order/account traces.
• Dated futures metadata, costs, causal volatility-volume inputs and the explicitly selected legacy execution window use native contracts. The existing signed-notional account default is preserved.
• Documentation examples execute against the built package. Zipline is a reference/preparation dependency, not a production dependency of the migrated run.

Advances #156. Raw corporate-action accounting (#157), variation-cash settlement (#158), dated roll execution (#159) and the final installed migration/Diagnostic closure (#160) remain separate accounting and integration work. Split/roll interaction acceptance is retained until those owning changes are qualified. This PR does not establish full Zipline replacement or change the preserved 0.1.13 release candidate.

Financial and compatibility review

Reference fixtures pin published Zipline Reloaded 3.2.0. The pre-existing performance comparisons retain their own immutable framework versions, including Zipline 3.1.1. These identities are intentionally distinct.

Material differences are documented and tested: pre-session reads do not reproduce demonstrated reference lookahead; total consumed volume cannot exceed actual bar volume; all orders eligible for session-end cancellation expire together; native signed-notional futures cash is distinct from reference variation cash. Original Pipeline expressions and chunked factor computation move to the prepared Engineer route rather than being accepted and ignored.

Verification

Reviewed head: 8f3e5466153f516c37dfa70e56920a8baa8938b5.

• Complete source suite: 2,947 passed, 55 optional dependency/in-process comparison skips, five benchmark tests deselected. Global and every critical module coverage gate pass, including fill execution at 98.13% statements and result reading at 88.08% branches.
• Fresh correctness: all 66 synthetic and 17 production comparisons pass with published Specs 0.2.0 against hash-verified immutable reference outputs. All 17 current production output identity sets match the newly measured Backtest outputs.
• Material runtime changes were measured at b56e5cf with one warmup and ten fresh measured processes for each of the 17 Backtest configurations. Original reference samples are unchanged. Subsequent convenience-constructor, capture-only metadata, validator/docs and packaging repairs have a separate impact review supported by unchanged timed-method ASTs and fresh correctness. No licensed authentication or reference timing rerun occurred.
• Ruff across source/tests/release scripts, type checks, compatibility snapshot, generated claims/changelog checks and all hooks pass.
• Pinned dependency and source security scans pass without findings or exceptions.
• Both distribution formats pass exact contents, reproducible rebuilds and metadata checks. The sdist retains its required fixtures, native examples and original-source attribution.
• Source and installed-wheel guide examples execute. Strict documentation build, version/source identity and 11,098 rendered content links plus 44 external destinations pass.
• Final installed wheel: 405 runtime, migration and execution-contract tests pass. Producer workflows use the actual Data c3b9db80 and Engineer 093b72d6 artifacts with published Specs 0.2.0. The isolated production environment has neither Zipline nor PyArrow.
• Real failing-base/passing-fix evidence covers nanosecond clocks, fee quote state, affordability, history/publication boundaries, contract units and the final three runtime defects. Seven producing-code fault controls also fail the execution/account-export safeguards while the correct version passes.

Hosted supported-platform and package qualification runs on this PR head before ordinary merge. Local passing checks are not a substitute for those required checks.

AI assistance

OpenAI Codex assisted with implementation, tests, documentation and qualification orchestration. The maintainer remains responsible for reviewing the source, independent accounting/timing oracles, real reference workflows, regression evidence and final checks. Historical tests, current tests, retained references and new measurements are recorded separately.