feat: expand rust parity, wasm exports, and api conformance

Move several hot Python analysis paths to Rust-backed helpers. This adds Rust implementations for backtest strategy signal generation and the core portfolio loop, options and futures payoff aggregation, Greeks aggregation, ratio calculation, trade extraction, chunked close-only indicator runs, and forward-fill helpers. Wire the Python analysis and data modules to prefer these paths, and add coverage for the new batch fast path.

Expand the WASM package to export WMA, ADX, and MFI from ferro_ta_core, refresh the Node examples, benchmarks, and README, and add a Node-vs-Python conformance test so the browser and node surface stays aligned with the main Python package.

Introduce a generated cross-surface API manifest in docs/, along with scripts to rebuild and verify it from source exports. Enforce manifest freshness in the Python and WASM CI workflows so release candidates catch surface drift before push.

src/attribution/mod.rs

@@ -191,6 +191,54 @@ pub fn signal_attribution<'py>(
     Ok((labels.into_pyarray(py), contributions.into_pyarray(py)))
 }
 
+// ---------------------------------------------------------------------------
+// extract_trades
+// ---------------------------------------------------------------------------
+
+/// Extract trade-level pnl and hold durations from positions and strategy returns.
+///
+/// A trade is a maximal contiguous run of non-zero position values.
+#[pyfunction]
+#[allow(clippy::type_complexity)]
+pub fn extract_trades<'py>(
+    py: Python<'py>,
+    positions: PyReadonlyArray1<'py, f64>,
+    strategy_returns: PyReadonlyArray1<'py, f64>,
+) -> PyResult<(Bound<'py, PyArray1<f64>>, Bound<'py, PyArray1<f64>>)> {
+    let pos = positions.as_slice()?;
+    let ret = strategy_returns.as_slice()?;
+    let n = pos.len();
+    if n != ret.len() {
+        return Err(PyValueError::new_err(
+            "positions and strategy_returns must have the same length",
+        ));
+    }
+
+    let mut pnl = Vec::<f64>::new();
+    let mut hold = Vec::<f64>::new();
+
+    let mut i = 0usize;
+    while i < n {
+        if pos[i] == 0.0 {
+            i += 1;
+            continue;
+        }
+        let mut j = i + 1;
+        while j < n && pos[j] == pos[i] {
+            j += 1;
+        }
+        let mut trade_pnl = 0.0_f64;
+        for v in ret.iter().take(j).skip(i) {
+            trade_pnl += *v;
+        }
+        pnl.push(trade_pnl);
+        hold.push((j - i) as f64);
+        i = j;
+    }
+
+    Ok((pnl.into_pyarray(py), hold.into_pyarray(py)))
+}
+
 // ---------------------------------------------------------------------------
 // Register
 // ---------------------------------------------------------------------------
@@ -199,5 +247,6 @@ pub fn register(m: &Bound<'_, PyModule>) -> PyResult<()> {
     m.add_function(wrap_pyfunction!(trade_stats, m)?)?;
     m.add_function(wrap_pyfunction!(monthly_contribution, m)?)?;
     m.add_function(wrap_pyfunction!(signal_attribution, m)?)?;
+    m.add_function(wrap_pyfunction!(extract_trades, m)?)?;
     Ok(())
 }