fix: compute Roll spread from covariance within the current window #84

Engineer 0.1.6 calculates Roll spread by averaging products demeaned with different trailing means. That is not the serial covariance of the current window and delays usable output.

Through roll_spread_estimator('close', period=4), use closes [100,101,100,101,100,101,100,101,102,101]. Compare each valid window against 2sqrt(max(-(mean(changelagged_change)-mean(change)*mean(lagged_change)),0)). Base a441fb4 disagrees; b6ad633 agrees. Lookback metadata must match the corrected warm-up.

The public-expression test_roll_spread_matches_window_covariance fails on the base and passes on the focused fix. Microstructure plus registry-lookback suites pass 133 tests. This splits the confirmed covariance defect from #69 and #71. Output and warm-up change and require a patch release. Cursor Agent source-fix authorship is retained. Codex assisted reproduction, metadata verification, review, checks, and submission preparation.