Add Julia Fastback backtest example

[roberttidball]

Summary

This tightens the Julia/Fastback example around the point-in-time behavior a backtest actually needs. Nested revisions are expanded into timestamped events, UTC offsets are normalized, duplicate events are removed, and daily bars cannot consume a release published later that day.

The example remains a consumer of the standalone FXMacroData Julia client; it does not add provider code to Fastback.

Changes

• pin Fastback.jl and FXMacroData.jl to reviewed commits
• treat the Julia directory as an application environment rather than a package
• preserve publication timestamps across initial releases and revisions
• add deterministic parser, FX-bar, and look-ahead tests
• document the supported and unsupported FXMacroData surfaces

Coverage

FXMacroData capability	Fastback use
Catalogue	Available through the Julia client; not used by this fixed example
Macro history	Native point-in-time policy-rate events
Release calendar	Available through the Julia client for event filters
Predictions	Not used by this strategy
Macro news	Not used by this strategy
FX history	Native daily EUR/USD valuation bars
Market sessions	Not applicable to daily bars
COT	Available through the client; not used here
Commodities	Available through the client; not used here
Seasonality	Not used by this strategy

Validation

• Julia 1.12.6: 7 tests passed
• clean dependency resolution from the pinned sources
• git diff --check
• credential and internal-path scan: no findings

I own FXMacroData and am contributing this example directly.