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version 1.3.0

This release contains some new features.

The market data server now have a universe_selection_in_time argument
to specify which assets are to be included in a back-test at each point
it time; this is more fundamental than using, for example, time-varying
values in MaxWeight and MinWeight, and causes policies to be recompiled
at each user-defined universe change, and assets to be excluded from all
computations.

The forecast module has got a lot of new work (does not use decorators
and dataclasses any more), forecasters now have a user-facing estimate
method for easier interactive analysis, and they are being prepared
to estimate all quantities by linear regression on user-defined regressors,
end expose their caching interfaces.

The BacktestResult object has been improved, has now a public interface
with MarketSimulator, and user-defined subclasses (for example, with
different analytics) can be provided. It has a new times_plot method
to plot all accounting of execution times of the various parts during
a back-test.

Thanks to the example strategies that we run online every day we have
made a few fixes (especially on the market data servers and Yahoo Finance
interfaces) of issues arising with online usage (e.g., DST change).

The documentation website has many improvements: new sections in the
manual page, links to the source code in the API documentation.

The examples have a lot of new work, more are being shown (along with
their results) in the online documentation, more from the 2017 paper
have been adapted from the original iPython notebooks to run with the
stable API. We also include a user-provided example.

Various other fixes include improved error handling when local cache
files are broken (for example because a Cvxportfolio program is
interrupted manually), exceptions formatting,
better algebraic combinations of costs, convexity checks, and error
reporting, and more.

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