The strategy_* examples were only syntax-smoked in CI, never run, which hid two
classes of problem:
1. Python strategy_macd_adx / strategy_bollinger_squeeze passed three separate
arguments to the candle indicators ADX/ATR, whose .update() takes a single
candle — a TypeError at runtime — and read the ADX tuple at index 0 (plus_di)
instead of 2 (adx). Both fixed.
2. The Go / C# / R / Java strategies defaulted to synthetic data and used a
different (annualised) one-line summary, so they printed wildly different
numbers from the Rust/Python/Node/C/WASM suite. Rewrite them to the shared
per-trade backtest (load the bundled BTCUSDT CSV by default, same entry/exit
logic, same print_summary output).
All nine runnable bindings now print byte-identical backtest summaries on the
same data (MACD+ADX 246 trades / -47.19%, RSI 37 / -17.84%, Bollinger 1 / -7.82%),
verified by diffing each language's output against the Python reference. WASM
shares the same logic and bundled dataset (browser-rendered).
