feat: strategy data access, sharpe ratio, and correctness fixes

- Trade.pnl now stores net pnl (after exit commission) so per-trade stats are accurate
- Position pyclass uses from_py_object to fix deprecation warning
- Removed dead AttributeError swallow in engine.rs
- Strategy gains self.data, self.index, self.cash, self.equity properties
- Broker.cash exposed to Python via pyo3(get)
- Sharpe ratio added to Stats (unannualized)
- Added examples/sma_cross.py and examples/compare_bt.py
- Logic verified against backtesting.py: 34 trades, 29.4% win rate match

examples/sma_cross.py

@@ -0,0 +1,36 @@
+import pandas as pd
+from backtestingfx import Backtest, Strategy
+
+
+class SmaCross(Strategy):
+    fast = 10
+    slow = 50
+
+    def next(self):
+        if self.index < self.slow:
+            return
+
+        closes = [b.close for b in self.data[-self.slow :]]
+        fast_sma = sum(closes[-self.fast :]) / self.fast
+        slow_sma = sum(closes) / self.slow
+
+        if not self.positions:
+            if fast_sma > slow_sma:
+                self.buy(0.1)
+        else:
+            if fast_sma < slow_sma:
+                self.close_all()
+
+
+df = pd.read_csv("data/EURUSD_1H.csv")
+
+stats = Backtest(
+    df,
+    SmaCross,
+    cash=10_000,
+    commission=3.5,
+    spread=0.00002,
+    contract_size=100_000,
+).run()
+
+print(stats)