0.7.0 — Margin simulation (margin_long/margin_short)

Added

• Margin simulation (margin_long / margin_short), modeled from
  TradingView's public margin documentation (design record:
  dev-docs/margin-plan.md; broker doc: docs/strategy-broker.md §9):
  • Order gating — an exposure-increasing fill whose resulting position
    would require more equity than is available at the fill price is rejected
    outright (never reduced), per the v6 migration guide. Closes, exit
    brackets, and the reducing leg of a netting order are never gated.
  • Margin calls — walking the bar's assumed intrabar path, the broker
    force-closes 4× the quantity needed to cover a margin deficit (TV's rule
    for "preventing constant Margin Call events"), capped at the whole
    position, booked through the normal FIFO close path. Not a halt: pending
    orders and exit brackets survive.
  • strategy.margin_liquidation_price now reports the live liquidation
    level (was a hardcoded na): na while flat, when the side's margin is 0,
    or for a fully-funded long.
  • StrategyReport.marginCalls — TradingView's "Margin Calls" Performance
    Summary count.

Changed

• BREAKING (behavior): margin defaults are now the Pine v6 100/100
  (was: no margin model, i.e. the v5 0/0). Strategies that open positions
  larger than their equity — or shorts that lose enough — now get rejected
  entries and margin-call liquidations, exactly as on TradingView v6. To keep
  the old unlimited-buying-power behavior, declare
  strategy(..., margin_long = 0, margin_short = 0) (the migration guide's
  own escape hatch).