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Merge pull request #126 from cvxgrp/improved_forecasters_logic

Improved forecasters logic; big PR that includes a partial rewriting of the forecast.py module (forecasters now take optional rolling and half_life parameters, in timedeltas), and adaptation of the rest of the library to use the improved forecasters. That is mostly relevant for the costs, in particular TransactionCost that was partially rewritten. It now more closely matches the model from the paper and the original implementation (also relevant for the restoration of the original examples). A new base estimator class (SimulatorEstimator) was added to enhance the behavior of objects that are used as part of a market simulator back-test loop, in particular trading costs. Also other objects have been adapted to use the new forecasters, like the MarketBenchmark policy and MarketNeutral constraint.

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