Generic multi-sleeve portfolio construction

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portfolio_backtester.sleeve_portfolio turns upstream-scored candidates into target positions. It owns generic portfolio mechanics; strategy names, research assumptions, and model versions remain with the upstream strategy owner.

The public interface includes:

from portfolio_backtester.sleeve_portfolio import (
    QuotaSleeveSpec,
    RankBufferedSleeveSpec,
    SleevePortfolioSpec,
    build_sleeve_positions,
    compute_position_changes,
    compute_position_exposure,
)

Use QuotaSleeveSpec for group-based quotas such as themes or industries. Use RankBufferedSleeveSpec for entry and exit ranks, optional group caps, and a daily replacement limit. SleevePortfolioSpec combines these mechanisms with overlap and weight rules.

Strategy owners freeze their own parameters upstream and convert them explicitly into these generic specifications. The shared module must not embed strategy identities or their parameter constants.

The output follows the core positions_by_rebalance fields: rebalance_date, entry_date, symbol, weight, and side. It also carries leg, signal, rank, and score/group description columns used by the input specifications.

compute_position_changes and compute_position_exposure describe positions already constructed; they do not calculate alpha. Execution capacity, orders, fills, and the daily ledger remain with execution_sim and position replay.