Add CodSpeed performance benchmarks (#23676)

Co-authored-by: codspeed-hq[bot] <117304815+codspeed-hq[bot]@users.noreply.github.com>

.github/workflows/codspeed.yml

@@ -0,0 +1,44 @@
+name: CodSpeed Benchmarks
+
+on:
+  push:
+    branches:
+      - main
+  pull_request:
+    branches:
+      - main
+  # Allow CodSpeed to trigger backtest performance analysis
+  # in order to generate initial data
+  workflow_dispatch:
+
+permissions:
+  contents: read
+  id-token: write
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.event.pull_request.number || github.ref }}
+  cancel-in-progress: true
+
+jobs:
+  benchmarks:
+    runs-on: ubuntu-latest
+    timeout-minutes: 15
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: "3.12"
+
+      - name: Install dependencies
+        run: |
+          pip install -e "."
+          pip install pytest pytest-codspeed==4.3.0
+
+      - name: Run benchmarks
+        uses: CodSpeedHQ/action@v4
+        with:
+          mode: simulation
+          run: pytest tests/benchmarks/ --codspeed