quantwave-backtest 0.6.0

Vectorized portfolio simulation engine for QuantWave (Polars long-format, basic costs/slippage, rich signal struct support foundation).
Documentation
{
  "description": "20-bar zero-cost long-only flip strategy: trade 1 +6, trade 2 -8",
  "input": {
    "initial_cash": 100000.0,
    "closes": [
      100.0, 100.0, 100.0, 102.0, 104.0, 106.0, 106.0, 106.0, 106.0, 106.0, 100.0,
      98.0, 96.0, 94.0, 92.0, 92.0, 92.0, 92.0, 92.0, 92.0
    ],
    "signals": [
      0.0, 0.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 0.0, 0.0,
      0.0, 0.0, 0.0, 0.0
    ]
  },
  "expected": {
    "num_trades": 2.0,
    "win_rate": 0.5,
    "profit_factor": 0.75,
    "max_drawdown_pct": 7.999520028798273e-5,
    "total_return": -2e-5,
    "final_equity": 99998.0,
    "avg_trade_pnl": -1.0
  }
}