v0.1.0

First tagged release. Paper-trading only, no live execution path.

What it does

Multi-market systematic research and paper-trading engine in Rust. Strategy, risk and
execution are decoupled, so a strategy is a plugin rather than a branch in the engine.

• Markets: US equities, China A-shares, Japan equities, each with its own trading calendar,
  FX conversion, commission, slippage, sell tax and T+1 rules
• Portfolio construction: risk parity and hierarchical risk parity
• Backtesting: walk-forward optimisation, robustness sweeps over parameter grids,
  survivorship-free ingestion with delisting force-liquidation
• Attribution: factor IC and IR, factor attribution reports, run registry and leaderboard
• Plugin SDK: scaffold-plugin, sdk-init, sdk-check, sdk-register for third-party
  strategies without touching the engine
• Reproducibility: every run writes a redacted copy of the config it used, and
  bundle / bundle-verify produce and check a hash-verified run bundle

CI

This release is the first commit where the full pipeline passes end to end: rustfmt,
secret scan, clippy with -D warnings, 116 tests, and 18 end-to-end smoke stages.

Safety

Paper-only by default (broker.paper_only = true). Not a live trading system and
not financial advice.

License: MIT OR Apache-2.0