Pylivetrader

Starting with v0.0.21, Pylivetrader now runs by default in what will be referred to as Quantopian compatibility mode. Notable changes that were made in response to issue 72 :

* Using the `current()` function to get `'price'` data previously behaved the same way as using `current()` to get `'last_traded'`. Rather than retrieving the last trade update, in Quantopian compatibility mode, using `current()` to get `'price'` will instead return the `'close'` value of the most recently finished bar. This is to reduce confusion for users bringing in scripts from Quantopian, where that is the expected behavior.

* It is now much less likely that price data coming from the `history()` function will be NaN, even when selecting small bar sizes. If any true value is found, it will be forward and backward filled to cover NaN entries. However, if a small number of bars was requested, it was possible that all values seen would be NaN, and therefore there would be nothing to cover them with. In Quantopian compatibility mode, if all values seen are NaN, the query for data will now be repeated (up to three times,) looking farther back each time for non-NaN data.

Quantopian compatibility mode can be disabled to achieve the previous behavior if you specify `-q 0` as an argument when running pylivetrader from the command line.

The default logger level has been changed to "INFO," and can now be set to a different level with a command line argument. We also fixed an issue that could occur when querying the portfolio if Polygon returned nothing for last_trade information on a symbol - now, these cases will be identifiable by a NaN price and NaT timestamp.

Fixing an issue with the timestamp being passed to the trading_calendars library.

get_all_orders()` is now configurable with its `days_back` parameter - it will now return only as many (market) days as are requested. The default behavior is to get all orders, so be sure to limit your calls if possible to get a performance boost. `get_recent_orders` exists as a convenience method to get orders of all types from the last few days, and defaults to 2 days of data.

An issue was also fixed where `get_order` would not return older orders. `get_order` should now return the order regardless of how long ago it was submitted.

Enables easier handling of cases where more orders than the maximum number the server will return are present.

Added some additional info in order logging