fixed some bugs that prevented a late-starting ensemble from being plotted correctly
i realized that a late starting ensemble WON'T tend to the background distribution, since fundamentalists don't (in this model) care about the gap between market price and fundamental price; i tried to fix this by changing the fundamentalist strategy, but came a cross a few problems: (1) a simple linear function of the gap results in increasingly large price oscillations as fundamentalists and chartists bid higher and higher in opposite directions, (2) bounding (with exponential cdf) only the fundamentalists lets chartists drive the price to infinity, (3) bounding both destroys the desired effects (leptokurtosis, clustered volatility) and the true price series is so volatile that it obscures the isopleths in the plot (this last problem is exhibited in the plots committed); also changed fundamental price random walk from bernoulli-ish to normal