BarValueDataSeries and BarDataSeries where moved from pyalgotrade.dataseries into pyalgotrade.bards.dataseries.
Adding support for bounded dataseries.
Refactored ma technicals to work with bounded dataseries.
Working on a huge refactoring to turn filters into an event based model.
Refactored stats technicals to an event based model.
Removed unused internal functions.
Refactored roc technicals to an event based model.
Refactored ratio technicals to an event based model.
Refactored trend technicals to an event based model.
Refactored vwap technicals to an event based model.
Refactored linebreak technical to an event based model.
Refactored bollinger technical to an event based model.
Renamed DataSeriesFilterEx to EventBasedFilter.
Refactored aligned dataseries to an event based model.
Improved aligned dataseries and added additional testcases.
Refactored cross above and cross below technicals to an event based model.
Fixed comment.
Removed cache classes since they are no longer needed.
Added missing deprecation warnings to the code. Removed warnings from testcases.
Fixed tecnical example.