Pylivetrader

For a while, users have experienced some issues with the performance associated with Polygon's v1 API endpoints. Starting with this release, pylivetrader will now use the v2 API endpoint, which will reportedly perform more consistently on Polygon's side.

This change should be transparent to users, although given that the Polygon API's endpoint parameters changed significantly between v1 and v2, pylivetrader now needs to do a little work to make them match the new format. If you experience any issues running existing algorithms with the new code, please report them in our issues tracker here or in the [Alpaca community Slack's](https://alpaca.markets/slack) #pylivetrader channel.

After the request of a member of our community Slack, we added the parallelization method that is used for handling historical data requests to requests for current data for multiple symbols or fields. There are also minor bugfixes addressing issues that could arise when running multiple scripts at the same time.

This release makes the Alpaca API version configurable. It also makes some preparations for anticipated shorting features - namely, automatic handling long-to-short (or short-to-long) position changes in Quantopian compatibility mode.

This update fixes two issues with order initialization: one where the list was not being retrieved from the API, and another where a race condition might occur between initialization and the stream opening. It also adds support for a redis backend which people might find necessary in an environment like Heroku. Please see the updated readme section on running with redis for more info. Redis support was added by trobrock .

This release is a first step towards addressing some of the issues people have encountered due to delayed updates. In order to avoid spamming the API and performing heavy calculations too frequently, there is some information that pylivetrader only retrieves from the API once a minute. This has caused people to encounter some issues when tracking their order statuses and positions. This update makes it so that the open order list for the Alpaca backend is updated in real time with websocket streaming. In the future, we want to continue to use streaming data to support use cases which rely on realtime data updates in pylivetrader.

* There was an issue where a file with a size of 0 could cause errors when loading the pickle file, which has been resolved.
* Because the context object shares a namespace with the API, setting something like `context.symbol='AAPL'` would overwrite the `symbol()` API method. This created a problem that was particularly difficult to debug because the overwrite was persisted in the pickle file. For now, we're rejecting attempts to set anything on the context object that would share a name with an API method. We may attempt to separate the namespaces at a later time to avoid people running into this error when bringing in Quantopian scripts.