Features/src notebooks update

[phuo-nv]

Summary

This PR fixes cumulative portfolio value/backtest curves so they begin at the requested regime/trading start date with an initial value of 1.0.

Previously, return computation dropped the first price row because the first return is undefined, and cumulative returns were built directly from the first realized return. As a result, cumulative value plots began on the first return date and at 1 + first_return, rather than at the selected start date and 100% portfolio value.

Changes

• Add explicit cumulative-date anchoring in portfolio_backtester

  • prepends the regime start date when it precedes the first return date
  • prepends cumulative value 1.0
  • exposes cumulative_dates for consumers

• Update rebalancing cumulative series assembly

  • uses anchored cumulative dates from the backtester
  • avoids duplicating boundary dates between rolling backtest windows

• Add regression coverage

  • verifies cumulative returns start at the regime start date
  • verifies the first cumulative value is exactly 1.0

• Preserve existing KDE helper compatibility

  • allows generate_samples_kde to accept dict-style KDE settings used by existing tests

Validation

• uv run --extra dev pytest
• uv run --extra dev ruff check src/backtest.py src/rebalance.py src/cvar_utils.py tests/test_core.py

Notes

This fixes the library/source behavior. Demo-specific progressive plotting changes are handled separately where needed.