Trading-strategy

- Add: `wrangle.normalise_volume` to deal with different volume formats of Uniswap v2 and v3
- Add: Support for Coingecko data loading and metadata cross referencing. See `tradingstrategy.alternative_data.coingecko`.
- Add: `tradingstrategy.alternative_data.coingecko.categorise_pairs()` to tag trading pair data with their CoinGecko category
- Add: `deduplicate_pairs_by_volume()` to make it easier to construct trading pair baskets from open-ended universes
- Add: `Client.fetch_top_pairs(TopPairMethod.by_token_addresses)` - query the best trading pairs and token tax for given token addresses

- Fix: Allow to run without Jupyter notebook/IPython installed. Make sure you use `Client.create_live_client()` instead of `Client.create_jupyter_client()`
- Fix: Python version pindown `<3.13` instead of `<=3.12` as the pip did not allow minor versions like `3.12.7`

- Fix: Bad import line in `tradingstrategty.utils.wrangle` making the library not to import properly

- Add: `Client.fetch_top_pairs()` - create a helper function to create always expanding trading universe for external signal providers
- Add: `forward_fill(forward_fill_until)`. The default behavior is to forward fill gaps between first and last candle. However the last candle might not be updated if we load live sparse data and there has been no trades (no candles). Force the forward fill to go until a certain timestamp.
- Fix: Remove `eth_defi` imports, an optional dependency, in the core library

- Dependencies: Upgrade to Pandas 2.x. [NumPy 2.x is still incompatible](https://stackoverflow.com/questions/78634235/numpy-dtype-size-changed-may-indicate-binary-incompatibility-expected-96-from).
- Add: `aggregate_ohlcv_across_pairs()`: Aggregate volumen-weighted open/high/low/close/volume/liquidity across multiple trading pairs to create unified view of volume and liquidity for a single base token
- Add: `Client.fetch_tvl_by_pair_ids()` to allow TVL/liquidity data loading for selected trading pairs
- Add: `examine_price_between_time_anomalies()`- anomaly examination if open/close between days is a strange value
- Add: `fix_prices_in_between_time_frames()`- to heal broken open/close entries caused by MEV bots
- Add: `remove_min_max_price()`: Remove candles where open value is outside the floating point range
- Add: `Client.fetch_clmm_liquidity_provision_candles_by_pair_ids()` - CLMM candle fetching, needed for Demeter based LP backtests

- Add: `fix_dex_price_data` for wrangling DEX price feeds and separate reusable `wrangle` module
- Add: `resample_dataframe` utility function. Useful for resampling dataframes with multiple columns that are not candlestick data
- Add: `fix_bad_wicks(bad_open_close_threshold)` to massage the data - There are ~60 broken open price data points for U/ni v3 price feeds, cause unknown
- Add: `filter_for_blacklisted_tokens`
- Add: `DEXPair.from_series` helper
- Add: `filter_pairs_default()` that will remove known bad tokens from the trading pair universe with multiple heurestics rules
- Add: `build_liquidity_summary()` for creating trading universes based on the available liquidity
- Internal change: Move trading pair filtering logic to its own module