add get_targeted_long

[dpaiton]

addresses #775

The solution first attempts to directly compute targeted reserve levels:
For some target rate, $r_t$, the pool share reserves, $z_t$, must be:

$$ z_t = \frac{1}{\mu} \left( \frac{k}{\frac{c}{\mu} + \left( (r_t t + 1)^{\frac{1}{T}} \right)^{1 - T}} \right)^{\tfrac{1}{1 - T}} $$

and the pool bond reserves, $y_t$, must be:

$$ y_t = \left( \frac{k}{ \frac{c}{\mu} + \left( \left( r_t t + 1 \right)^{\frac{1}{T}} \right)^{1-T}} \right)^{1-T} \left( r_t t + 1 \right)^{\frac{1}{T}} $$

where $c$ is the vault share price, $\mu$ is the initial vault share price, $t$ is the annualized position duration, and $T$ is the time stretch constant. The corresponding deltas are then:

$$ \Delta x = c * (z_t - z_e) $$

$$ \Delta y = y - y_t - c(\Delta x) $$

If that is not successful, then it performs newtons method to minimize

$$ l(x) = r(x) - r_t $$

for some realized fixed rate, $r(x) = (1 - p(x)) / (p(x) t)$ after a long was opened with $x$ base, where $p(x)$ is the spot price after the long was opened.

[dpaiton]

A detailed derivation of the solution can be found in section 2 of the attached document.
get_targeted_long.pdf