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
- 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
Khizar Imran