perf: reduce Python callback overhead and verify matched benchmarks

Reuse the Python callback method-name string and expose constant-time position count and presence. Preserve dynamic callbacks, Bar identity, and snapshot behavior with regression tests.

Add isolated callback measurements and replace approximate cross-library comparisons with matched trades and equity assertions, separate setup/run timings, and reproducible reports. Track the remaining ingestion bottleneck in #53.

Refs #48, #38, #39, #53

Codex 🤖, On behalf of Khizar

src/broker.rs

@@ -286,6 +286,16 @@ impl Broker {
         self.positions()
     }
 
+    #[getter]
+    fn position_count(&self) -> usize {
+        self.positions.len()
+    }
+
+    #[getter]
+    fn has_positions(&self) -> bool {
+        !self.positions.is_empty()
+    }
+
     #[pyo3(name = "buy")]
     fn py_buy(
         &mut self,

src/engine.rs

@@ -70,6 +70,12 @@ impl Strategy for SmaCross {
     }
 }
 
+struct Noop;
+
+impl Strategy for Noop {
+    fn next(&mut self, _bar: &Bar, _broker: &mut Broker) {}
+}
+
 impl Engine {
     pub fn new(
         data: Vec<Bar>,
@@ -128,6 +134,7 @@ impl Engine {
             ),
         )?;
 
+        let next_name = pyo3::intern!(py, "next");
         for bar in &self.data {
             {
                 let mut b = broker_py.borrow_mut(py);
@@ -135,7 +142,7 @@ impl Engine {
             }
             strategy
                 .bind(py)
-                .call_method("next", (bar.clone(), broker_py.clone_ref(py)), None)?;
+                .call_method1(next_name, (bar.clone(), broker_py.clone_ref(py)))?;
             let equity = broker_py.borrow(py).equity(bar.close);
             self.equity_curve.push(equity);
         }
@@ -164,6 +171,11 @@ impl Engine {
         };
         Ok(self.run(&mut strat))
     }
+
+    // Benchmark baseline with the same broker, equity, statistics, and finalization paths.
+    fn _run_native_noop(&mut self) -> Stats {
+        self.run(&mut Noop)
+    }
 }
 
 #[cfg(test)]