Execute dated futures rolls and explicit lifecycle boundaries - #168

Summary

Implement dated-contract execution through the existing Broker, AccountState and transactional scheduler:

• Broker.roll_position submits two ordinary non-atomic market legs, preserves causal selection clocks and source facts, and returns original orders on an unchanged ID retry.
• Actual roll projections retain order IDs, every partial fill, fees, execution instants, rejection and completion. Schema 7 persists this ledger with content identity and actual-fill validation; existing schemas 2 through 6 remain readable.
• Opt-in FuturesLifecyclePolicy closes or rolls at a declared physical notice/last-trade/auto-close/expiry boundary. It cancels old pending orders and prevents subsequent exposure increases. It never creates a quote, synthetic fill or terminal liquidation. Missing quotes remain pending; boundaries beyond captured data preserve open holdings.
• Actual Data preparation supplies preceding-session volume choices, publication-aware OI and normalized raw dated prices. Future metric perturbations leave earlier decisions and fills unchanged. Integer source IDs are explicitly namespaced on both sides of the handoff.
• Add a runnable guide and original published Zipline 3.2.0 calendar/volume/expiry capture. Native raw-quote close matches the captured complete fills, cash and NAV. Virtual-chain selection alone does not move a held position. Original data-portal synthetic expiry cleanup and missing native execution quotes remain an explicit method difference.

Closes #159. Advances the cross-workflow acceptance in #156 and #160.

Executed evidence

Reviewed runtime source: f277d8a2c815f3e8d593e3c119344abff7b06396; final evidence/static-check revision: d9eb54379c297f797106a727f8df78c2381602c8. Their package runtime source is identical.

• Actual public Engine failure controls: missing roll API on the earlier account base; artifact roundtrip omitted roll capture before schema 7; a future lifecycle boundary erroneously failed after captured data before corrected binding; missing Pandas timestamps were accepted on naive clocks before the final input repair.
• 78 focused financial/lifecycle/clock/ownership checks pass, including long/short, signed-notional/variation, complete/pending/rejected legs, integer/fractional partial fills, immediate/next-bar mode, exact/between-observation boundaries, rollback, and missing metadata. Combined benchmark/actions/variation/roll artifacts roundtrip with independently reconciled cash and NAV.
• Actual published zipline-reloaded==3.2.0 capture reproduces all three cases; native reference checks pass. The checked capture produces the same retained output as the original capture.
• Wheel and independently installed sdist 0.1.13.dev170+gf277d8a2c: 218 tests pass each under isolated imports and warnings as errors. This includes actual Data 0.2.2.dev21+gc3b9db80a and published Specs 0.2.0, not a reconstructed producer fixture.
• Full source coverage run: 3,138 pass, 87 optional skips, 5 deselected before final evidence/static registration repair. Its 15 failures were stale source evidence and the missing capture-script check registration. Fresh evidence and all 48 affected compatibility/evidence/static checks pass after repair. Global and critical-module branch coverage thresholds pass.
• All required Ruff, formatting and ty checks include the manual reference capture. Dependency audit and final source security scan pass without exceptions. Complete artifact manifests and package metadata checks pass.
• Strict docs build, every installed documentation example, 11,685 rendered links and 47 external destinations pass. No docs were deployed.
• Fresh 66 synthetic and 17 production Backtest pairs pass against hash-verified retained native outputs. No reference timing run or licensed authentication occurred. All 17 measured output identities and every accepted timing record remain unchanged. The bounded default-path source review finds no material performance effect; existing performance claims and samples remain in place.

Final-head hosted source, platform, dependency, package and documentation checks remain mandatory before ordinary guarded merge. This PR makes no release, deployment, arbitrary-chain parity or new speed claim. The preserved 0.1.13 publication candidate is unchanged.

AI assistance

OpenAI Codex assisted with implementation, source/reference inspection, tests and documentation. The implementing maintainer reviewed the financial definitions, complete diff, actual producer/consumer workflows, and retained failing-base/passing-fix evidence.