fix: address review backlog

[stefan-jansen]

Summary

• wire risk liquidation through broker flattening and make liquidation updates idempotent
• simplify affordability partial-fill logic by delegating cash validation to the gatekeeper
• clean up stale docs-theme overrides, install docs, DataFeed timestamp indexing, and review-thread docstrings
• add regression coverage for commission aliases, minimum-commission partial fills, DataFeed mixed slices, and liquidation flattening

Verification

• pre-commit run --all-files
• uv run ty check
• uv run pytest tests/ -q
• uv run mkdocs build --strict

[Copilot]

Pull request overview

This PR addresses a review backlog across the backtesting engine by tightening risk-liquidation behavior (broker flattening + idempotent application), simplifying partial-fill affordability via Gatekeeper validation, improving DataFeed timestamp indexing behavior, and cleaning up docs theme overrides—while adding regression tests around these areas.

Changes:

• Route portfolio risk liquidations through Broker.flatten_all_positions() and make repeated liquidation updates idempotent (RiskManager).
• Rework partial-fill affordability to delegate cash/commission validation to Gatekeeper.validate_order() (incl. minimum-commission coverage).
• Normalize/strengthen DataFeed timestamp indexing and update docs/theme + installation instructions; add regression tests.

Reviewed changes

Copilot reviewed 20 out of 20 changed files in this pull request and generated 1 comment.

Show a summary per file

File	Description
tests/test_datafeed_memory.py	Adds regression coverage for signal-only timestamps and mixed slice-length iteration.
tests/test_config_wiring.py	Adds tests for minimum-commission partial fills and per_contract commission alias; simplifies default-parity assertion.
tests/test_broker.py	Refactors flattening test setup and adds a noop flattening regression test.
tests/risk/test_portfolio_manager.py	Adds idempotent liquidation regression test and uses broker-driven position creation helpers.
src/ml4t/backtest/types.py	Updates cost_drag docstring wording for clarity.
src/ml4t/backtest/risk/portfolio/manager.py	Adds broker typing, idempotent liquidation guard, and resets guard on initialize/reset.
src/ml4t/backtest/result.py	Documents and supports exporting spec.yaml via to_parquet(include=...).
src/ml4t/backtest/execution/rebalancer.py	Updates FeedSpec typing import path and clarifies leverage/short weight semantics in docstrings.
src/ml4t/backtest/execution/fill_executor.py	Adjusts slippage attribution for flipped positions to use per-unit slippage consistently.
src/ml4t/backtest/engine.py	Makes OHLC fallbacks explicit per-asset using close/price base selection.
src/ml4t/backtest/datafeed.py	Renames internal indices to entity terminology and replaces timestamp indexing implementation.
src/ml4t/backtest/core/shared.py	Refines liquidation keyword matching via regex for exit-reason mapping.
src/ml4t/backtest/core/fill_engine.py	Replaces affordability math with Gatekeeper-driven validation and bisection search.
src/ml4t/backtest/config.py	Adds CommissionType._missing_ aliasing for "per_contract" and makes enum defaults use .value.
src/ml4t/backtest/accounting/policy.py	Updates short-cash policy docs to include credit_proceeds.
mkdocs.yml	Updates docs hub/library/chapter URLs to absolute production URLs.
docs/overrides/main.html	Removes custom theme JS injection block.
docs/overrides/assets/stylesheets/ml4t-docs-theme.css	Aligns overrides with updated MkDocs theme class names and comments.
docs/overrides/assets/javascripts/ml4t-docs-theme.js	Removes stale theme JS file.
docs/getting-started/installation.md	Updates clone instructions to the new repository path and trims dependency list.

Comments suppressed due to low confidence (1)

src/ml4t/backtest/datafeed.py:344

• open/high/low currently fall back to close when those columns are missing, which leaves them as None when a feed provides price but no close. That propagates None values into the per-bar dict and can break downstream consumers that expect OHLC to be usable whenever price is present.

                close = row[price_close_idx] if price_close_idx >= 0 else None
                price = row[price_price_idx] if price_price_idx >= 0 else close
                open_ = row[price_open_idx] if price_open_idx >= 0 else close
                high = row[price_high_idx] if price_high_idx >= 0 else close
                low = row[price_low_idx] if price_low_idx >= 0 else close

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