chore: prepare v1.1.0 release

Update version numbers across Rust, Python, and documentation files to 1.1.0. Enhance the .gitignore to include macOS dSYM files and plans directory. Introduce new dependencies in the Rust core library and update the README to reflect recent performance benchmarks and backtesting engine capabilities. Add new artifacts to the benchmarks manifest and improve documentation for the backtesting engine API.

crates/ferro_ta_core/src/crypto.rs

@@ -0,0 +1,91 @@
+//! Crypto and 24/7 market helpers.
+//!
+//! - `funding_cumulative_pnl` — cumulative PnL from periodic funding rate payments
+//! - `continuous_bar_labels`  — assign sequential integer labels based on fixed period size
+//! - `mark_session_boundaries` — return indices where a new UTC day begins
+
+/// Compute the cumulative PnL from funding rate payments.
+///
+/// `position_size` and `funding_rate` must have the same length.
+/// PnL at period i = -position_size[i] * funding_rate[i] (longs pay when rate > 0).
+pub fn funding_cumulative_pnl(position_size: &[f64], funding_rate: &[f64]) -> Vec<f64> {
+    let n = position_size.len();
+    let mut out = vec![0.0_f64; n];
+    let mut cumulative = 0.0_f64;
+    for i in 0..n {
+        cumulative += -position_size[i] * funding_rate[i];
+        out[i] = cumulative;
+    }
+    out
+}
+
+/// Assign a sequential integer label per bar based on a fixed-size period.
+///
+/// Bars 0..(period_bars-1) get label 0, bars period_bars..(2*period_bars-1) get label 1, etc.
+/// `period_bars` must be >= 1.
+pub fn continuous_bar_labels(n_bars: usize, period_bars: usize) -> Vec<i64> {
+    (0..n_bars).map(|i| (i / period_bars) as i64).collect()
+}
+
+/// Return bar indices where a new UTC day begins (based on nanosecond timestamps).
+///
+/// Bar 0 is always included as the first boundary.
+pub fn mark_session_boundaries(timestamps_ns: &[i64]) -> Vec<i64> {
+    let n = timestamps_ns.len();
+    if n == 0 {
+        return vec![];
+    }
+    const NS_PER_DAY: i64 = 86_400_000_000_000;
+    let mut out = vec![0i64]; // bar 0 is always a boundary
+    let mut prev_day = timestamps_ns[0].div_euclid(NS_PER_DAY);
+    for (i, &t) in timestamps_ns.iter().enumerate().skip(1) {
+        let day = t.div_euclid(NS_PER_DAY);
+        if day != prev_day {
+            out.push(i as i64);
+            prev_day = day;
+        }
+    }
+    out
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_funding_cumulative_pnl() {
+        let pos = vec![100.0, 100.0, -50.0];
+        let rate = vec![0.001, -0.002, 0.001];
+        let result = funding_cumulative_pnl(&pos, &rate);
+        assert!((result[0] - (-0.1)).abs() < 1e-10);
+        assert!((result[1] - 0.1).abs() < 1e-10); // -0.1 + 0.2 = 0.1
+        assert!((result[2] - 0.15).abs() < 1e-10); // 0.1 + 0.05 = 0.15
+    }
+
+    #[test]
+    fn test_continuous_bar_labels() {
+        let labels = continuous_bar_labels(7, 3);
+        assert_eq!(labels, vec![0, 0, 0, 1, 1, 1, 2]);
+    }
+
+    #[test]
+    fn test_mark_session_boundaries() {
+        let ns_per_day: i64 = 86_400_000_000_000;
+        let ts = vec![
+            0,                         // day 0
+            ns_per_day / 2,            // day 0
+            ns_per_day,                // day 1
+            ns_per_day + ns_per_day / 2, // day 1
+            ns_per_day * 2,            // day 2
+        ];
+        let result = mark_session_boundaries(&ts);
+        assert_eq!(result, vec![0, 2, 4]);
+    }
+
+    #[test]
+    fn test_empty() {
+        assert!(funding_cumulative_pnl(&[], &[]).is_empty());
+        assert!(continuous_bar_labels(0, 1).is_empty());
+        assert!(mark_session_boundaries(&[]).is_empty());
+    }
+}