Backtrader

- Fix regression introduced with 8f537a1c2c271eb5cfc592b373697732597d26d6
which voids the count of lost trades
- Allow rollover to distinguish between no values temporarily (with None)
and no values permanently (with False)
- Avoid math domain error for negative returns in logarithmic calculations
- Fix local variable declaration for compound returns
- Fix typo in date2num tz conversion which shows up in direct usage

- Fix commission info assigment and orderref seeking in OandaStore (PR367)
- Add strategy type to OptReturn (PR364)
- Fix prepend_constant for OLS_Transformation (PR368)
- Fix LogReturnsRolling compression when not specified (PR369)
- Have ints instead of bools in some values with 1 Trade in TradeAnalyzer

- Avoid stage2 comparison using [0] in API methods
- Support plotname, if given, as name of indicator in csv output

- Add optimization callbacks when running with 1 Core
- Correct sell_bracket by removing old append code
- Correct typo in store.py
- Pass period from RateOfChange100 to underlying ROC

- Correct PSAR acceleration capping
- Enable PandasData line extension without the need to extend datafields

- Add `_skipnan` to plotlines to allow joining two points with a line
- buy_bracket/sell_bracket allow suppressing stop/limit orders
- Add stop-loss approaches sample
- Correct codes for minutes compression