feat: add causal parameter to prevent lookahead bias

[sackio]

Summary

The fvg() function uses shift(-1) to look at the next bar's high/low, and swing_highs_lows() uses shift(-(swing_length//2)) to look forward. This creates lookahead bias that makes these indicators unsuitable for backtesting or live trading without adjustment.

This PR adds a causal=False parameter to both functions:

• When causal=True, fvg() shifts all outputs forward by 1 bar
• When causal=True, swing_highs_lows() shifts outputs forward by swing_length bars

This ensures signals only appear when they would realistically be known, making the indicators suitable for causal backtesting.

Usage

# Default behavior (with lookahead - for analysis/visualization)
fvg_result = smc.fvg(ohlc)

# Causal mode (no lookahead - for backtesting/trading)
fvg_result = smc.fvg(ohlc, causal=True)
swing_result = smc.swing_highs_lows(ohlc, swing_length=50, causal=True)

Note

This PR also includes the read-only buffer fix from #94.

Test plan

• Verified causal shift delays signals appropriately
• Existing unit tests should pass (default behavior unchanged)