Tradingstrategy

- Correct resampling/replaying behavior for calculating the delivery with
configured compression fator for timeframes ticks and days or larger.
Addresses 47, 77, 78
- Adapt resample/replay tests to improved resampling/replaying code which
delivers the bar 1 tick earlier
- Sample for bidask data to OHLC. Closes 78

- Fix broken data-multitimeframe sample
- Address 72 by improving _getsizing method which not also takes data as
parameter
- Fixes 77 by correctly calculating when the current session ends for the
last bar (when next session data is already in)

- Fixes 67 by having the Buy Sell Observer be displayed for all datas in the
system
- Improve support of live data feed resampling/replaying. Addresses comments
in 69 and 44
- Support safe division by zero RSI calculations. Closes 68
- Fixes 71. Single Lines (LineOperations in this case) don't get added to
the indicator mix for writers

- Improved detection in cerebro.resampledata of existing datas before cloning
- Added detection in cerebro.replaydata of existing datas before cloning

- Add samples following 'Close' order corrections/improvements for
testing. Addresses 62
- Improve 'Close' execution support and correct conflicting behavior
with method checksubmit. Addresses 62
- Correct method close of strategy by using kwargs which was not
taking into account the existence of a plimit parameter in methods
buy/sell and would pass the execution type as plimit
- PandasData extension sample and data supporting discussion in
ticket 65
- If datas have been passed to cerebro, ensure cerebro has a
strategy to run against (which can get indicators, analyzers,
observers and other through the appropriate interface)
- Addresses 64 by auto-cloning datas in resampledata if the data
was already in the system
- Return a list in case cerebro.run is not run due to missing datas

- Update of bidask sample
- SessionFiller correction to avoid moving the evaluated bar too early into
the stack and avoid the previous session to fill into new session