wip: v9 dual-engine work + event-engine per-window isolation fix

- Recovered notebooks 01-05 and framework WIP work (study/universe
  restructuring, trade metadata, trade_hooks, metrics additions) from
  an earlier uncommitted stash.
- Fixed event backtest engine cumulative state leak: each
  (algorithm, window) run now resets portfolio/order/trade/position
  state and LAST_SNAPSHOT_DATETIME before running, matching the
  vector engine's per-window isolation.
- Fixed BacktestRun.get_all() portfolio filter key (portfolio ->
  portfolio_id) so trades/orders are correctly scoped per portfolio.
- Updated combine_backtests.py and ascii.py to source
  symbols/trading_symbol from Study.universe / Trade instead of the
  removed BacktestRun.trading_symbol/symbols fields.
- Updated affected tests to match.