Fix trailing ATR look-ahead bias

[Jaco-Ren]

Summary

• stop backfilling TrailingStrategy ATR values, which used future volatility during the rolling warmup window
• skip trailing stop updates until ATR is finite instead of setting a stop from unavailable data
• keep set_trailing_pct() stable by averaging only finite close/ATR ratios
• add a regression test proving a trade opened before ATR warmup does not receive a future-derived stop loss

Motivation and Context

Fixes #963.

TrailingStrategy.set_atr_periods() previously used .bfill() after the rolling ATR calculation. That filled the warmup bars with ATR values computed from later bars, so strategies could open early trades whose trailing stop used future information.

With this change, early ATR entries remain NaN. TrailingStrategy.next() ignores those bars for stop updates and starts applying trailing stops once the rolling ATR window is actually available.

Testing

• python -m pytest backtesting/test/_test.py -q
• git diff --check
• python -m py_compile backtesting\lib.py backtesting\test\_test.py