quantwave-backtest 0.7.0

Vectorized portfolio simulation engine for QuantWave (Polars long-format, basic costs/slippage, rich signal struct support foundation).
Documentation 
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[package]
name = "quantwave-backtest"
version.workspace = true
edition.workspace = true
license.workspace = true
authors.workspace = true
description = "Vectorized portfolio simulation engine for QuantWave (Polars long-format, basic costs/slippage, rich signal struct support foundation)."
repository.workspace = true
homepage.workspace = true
readme = "../README.md"
documentation = "https://docs.rs/quantwave-backtest"
categories.workspace = true
keywords.workspace = true

# Stricter than workspace defaults: production paths must not panic (quantwave-5ipk.4).
[lints.rust]
unsafe_code = "forbid"

[lints.clippy]
panic = "deny"
unwrap_used = "deny"
expect_used = "deny"
needless_range_loop = "allow"
type_complexity = "allow"
too_many_arguments = "allow"

[dependencies]
quantwave-core = { workspace = true }
polars = { workspace = true }
thiserror = { workspace = true }
serde = { workspace = true }
chrono = { workspace = true }
rand = { workspace = true }

[dev-dependencies]
proptest = { workspace = true }
approx = { workspace = true }
rand = { workspace = true }
serde_json = { workspace = true }
criterion = { workspace = true }

[[bench]]
name = "backtest_vs_naive"
harness = false