* removed iteration over dataframe and now convert daily tick dataframe to 3 separate lists and iterate of that instead
- dailytick.py: get_curr_tick/get_prev_tick now return a dictionary instead of a pandas Series
- futuresdatabase.py: check existence of dataframe and immediately convert index to US/Central time
- order.py: reference date of backtest.tick as a dictionary instead of .name from Series & do not change time to us/central (already done upstream)
- rangebar.py: reference date of bt.tick as a dictioniary instead of .name
- strategies.py: do not change time to us/central (already done upstream)
- trades.py: do not change time to us/central (already done upstream)
- transitions.py: added time log to monitor order/indicator/strategy times

* current time for 30 strategies from 9/10/13 to 11/30/14 is 1500 seconds
- Order time: 56.57
- Indicator time: 533.72
- Strategy time: 7.29
* added Diff indicator to speed up indicator time
* default fetch of data to have UTC date
* calculate p value using binomial test
* tested ZB Range 4, FT_QUICKY_BASE
- optimized for PL4, offset3, FTthresh2.5, FTper25, FTdthresh0.1, maxBars1