Custom parsers and client functionality

[Arkoniak]

Contributing guides recommend PR against dev, I am not sure though... Can reopen it vs master.

Despite the size, this PR consists of a relatively small number of features. I am pushing them all since I use them in practice and it would be inconvenient for me to not use them.

Features:

1. AlphaVantage client. All functions now accept client as an argument and also there is a global client that is used by default. This approach lets the user define credentials not only through the ENV variable, but also read them from the file or by any other means, which can be convenient. Also, the usage of entry field makes it possible to use Alpha Vantage from behind the proxy.
2. Custom parser. All functions now accept parser as an argument. It can be either AbstractString in this case parser is chosen from the predefined set, or it can be a function or any function like object. This makes possible to use construction like parser = x -> JSON3.read(x.body) and json datatype is parsed by JSON3 instead of JSON. Or, user can apply any parser to process the resulting data, so data can be transformed to DataFrame, StructArray, or any other structure, that the user wants. It is possible to collect some variety of these parsers and add them to the predefined set, thus simplifying function calls.
3. All tests are wrapped in modules, it helps to isolate all intermediate structures and imports that are necessary for tests.

[ellisvalentiner]

It looks like the dev branch hasn't been updated in over 2 years, so we should probably remove that guidance from the contributing guide.

@Arkoniak I changed the base to master

[dm13450]

This is great and a real value add. Thanks for your time on this

[Arkoniak]

As an additional example, how custom parsers can be used, here is user-sideTimeSeries transformation of the data

using AlphaVantage
using CSV
using TimeSeries
using Tables

taparser(x) = TimeArray(Tables.columntable(CSV.File(x.body)), timestamp = :timestamp)

julia> spy = time_series_daily("SPY", datatype="csv", parser = taparser)
100×5 TimeArray{Float64, 2, Date, Matrix{Float64}} 2020-08-19 to 2021-01-11
│            │ open   │ high     │ low      │ close  │ volume       │
├────────────┼────────┼──────────┼──────────┼────────┼──────────────┤
│ 2020-08-19 │ 339.05 │ 339.61   │ 336.62   │ 337.23 │ 6.8054244e7  │
│ 2020-08-20 │ 335.36 │ 338.8    │ 335.22   │ 338.28 │ 4.2207826e7  │
│ 2020-08-21 │ 337.92 │ 339.72   │ 337.55   │ 339.48 │ 5.5106628e7  │
│ 2020-08-24 │ 342.12 │ 343.0    │ 339.4504 │ 342.92 │ 4.8588662e7  │
│ 2020-08-25 │ 343.53 │ 344.21   │ 342.27   │ 344.12 │ 3.8463381e7  │
   ⋮

[dm13450]

Merged and tested locally, everything passes, so thanks once again!