fix: drawdown metrics do not match portfolio snapshot data

[MDUYN]

Summary

Fixes #407 — drawdown metrics were inconsistent with the total_value series in portfolio_snapshots.

Changes

Bug 1: get_max_daily_drawdown computed peak-to-trough instead of worst single-day decline

• The function was resampling to daily frequency then computing peak-to-trough drawdown — identical logic to get_max_drawdown
• Fix: Rewritten to use pct_change() on the daily series and return the worst negative single-day return
• Only negative returns are considered (all-positive returns correctly yield 0)

Bug 2: get_max_drawdown_duration counted snapshots instead of calendar days

• The function incremented a counter per snapshot, but snapshots may not be daily
• Fix: Now tracks drawdown entry/exit timestamps and computes elapsed calendar days

Bug 3: get_equity_curve didn't sort by timestamp

• Snapshots were iterated in whatever order they were passed, causing incorrect peak tracking
• Fix: Output is now sorted by created_at

Tests

• 15 new tests across 4 test classes added to tests/services/metrics/test_drawdowns.py
• All 18 tests pass (3 existing + 15 new)

Class	Tests	Coverage
TestGetMaxDailyDrawdown	6	Worst decline, all-positive, flat, single snapshot, intraday resampling
TestGetMaxDrawdownDuration	6	Daily/weekly snapshots, no drawdown, multiple periods, extends to end
TestDrawdownConsistency	3	Unsorted snapshots, manual computation match, timestamp alignment