Julia callbacks

[amontoison]

I open a PR to not forget that I have a branch for the Julia callbacks.
It is not ready yet.

[codecov-commenter]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 44.04%. Comparing base (3f0298c) to head (ca7722b).
⚠️ Report is 6 commits behind head on master.

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #488      +/-   ##
==========================================
- Coverage   44.07%   44.04%   -0.04%     
==========================================
  Files         319      319              
  Lines      164817   165169     +352     
  Branches    57023    57174     +151     
==========================================
+ Hits        72647    72747     +100     
- Misses      74001    74249     +248     
- Partials    18169    18173       +4     

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