Trim pre-trade flat period from stats

[Whning0513]

Summary

• trim the leading flat price segment before the first transaction when computing backtest stats
• keep the full underlying strategy price series intact for other consumers
• add a regression test for RunAfterDate delaying the first trade

Testing

• python -m pytest -q tests/test_backtest.py -k "run_after_date_stats_start_on_first_transaction or nested_strategy_backtest_handles_initial_paper_trade_value"
• python -m pytest -q tests/test_core.py -k "fail_if_0_base_in_return_calc or test_strategy_children_paper_trade"
• python -m pytest -q tests/test_backtest.py -k "Results_helper_functions or Results_helper_functions_fi or run_after_date_stats_start_on_first_transaction or nested_strategy_backtest_handles_initial_paper_trade_value"

Closes #398

[Copilot]

Copilot was unable to review this pull request because the user who requested the review has reached their quota limit.

[Whning0513]

Updated this branch to current master and removed the nested-strategy regression that had already landed in #519. The conflict resolution now keeps only the pre-trade statistics fix and its RunAfterDate regression.

I also aligned RenormalizedFixedIncomeResult with the trimmed statistics index after the full suite exposed that compatibility case. tests/test_backtest.py reports 23 passed locally, and both the Build Status and Regression and Version Tests workflows are now green.

[Whning0513]

Hi! The PR's checks are all green and it is in a clean state. Could you please take another look and merge it when convenient? Thank you! (^o^)