Remove bottleneck caused by unnecessary check of the position index.

Instead of checking the positions indexes every time either
`_position_amounts` or `_position_last_sale_prices` is updated, check
and grow the individual Series on each update.

This gain with this patch is by reducing the following bottlenecks:
- Checking both vectors when only one is updated.
- Using try/except to trigger the growth, instead of incurring the cost
of checking the Index contains on every update.

In testing this change results in about a 33% speedup of the
`update_last_sale` algorithm when run with a buy and hold algorithm with
160 equities, resulting in a 20% speedup overall.

## Further Context

The eventual goal here is to collapse the two position Series into a DataFrame, as prototyped here https://github.com/quantopian/zipline/tree/vectorize-positions, but the gain from this patch had a big enough gain to parts changed that it is worth pulling in before doing more volatile changes.

Is the bottleneck here the appending?  If so, we'd honestly probably be better off just using a Python dict.  `Series` is **really** not optimized for size-mutability.