Dynamic leverage / ability to adjust margin while backtest is running

I want to request the ability to adjust the margin while backtesting.

**Why is this important?**
When implementing a strategy, there are periods where we want to have less or more leverage based on some market fundamentals. This will enable a better backtest where we can be more aggressive in bullish periods and conservative in bearish periods.

The issue names no files, tests, or entry points. Start by locating the backtesting engine and strategy execution path, then determine how margin and leverage are represented during a run. Done means a strategy can adjust margin while backtesting and the resulting position sizing and performance reflect those changes.

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