Backtrader-paperswithbacktest

- Separate resampling from replaying for synchronization purposes
- Modernize sample to better check 169

- Further use cases coverage for new synchronizatio method and
resample/replay
- PR 173 - SharpeRatio returns None if it cannot be calculated
- PR 173 - SQN returns 0 (instead of raising exception) if no trades have
been made
- Cover replay case for cheat-on-close
- Extra analyzers in VWR Sample and modernized PivotPoint sample
- Reworked of plotting for datas of different length by matching date indexes
- Removed old mlen accounting for plotting different timeframes
- 172 cover extra unwinding of linebuffer and add extra size to qbuffer

- Correct RSI_EMA, RSI_SMA subclassing
- Add cheat-on-close to the broker
- Correct own operation bug directly on lines (was fine on line
actions/operations)
- Add support for __neg__ operator (-) to lines
- Adresses 170 by forcing a bool as return
- Extend signal trigger detection to inverse and any values
- Support for embedding in a line non-line types
- Closes 171. Make safepow the default
- Use DataTrades only if several datas are in place

- Workaround IbPy not converting bytes by passing strings in Python3
- safepow parameter for StandardDeviation

- Closes 156 by adding LinePlotterIndicator
- Closes 154 by providing hollow candlesticks
- Ensure unique name for analyzers to get all printed out by writers
- Fix installation instructions for plotting

- Allow defining the datetime format string for the x axis and data points.
Closes 148
- Rework plotting to account for datas with different lengths and work with
auto locators/formatters
- Improve signals to handle multiple datas and wrap LineIterators (Indicators)
- Use excess returns for the standard deviation in Sharpe Ratio