Create a backtester

[kevb10]

A backtest is the application of trading strategy rules to a set of historical pricing data.
That is, if we define a set of mechanisms for entry and exit into a portfolio of assets, and apply those rules to historical pricing data of those assets, we can attempt to understand the performance of this "trading strategy" that might have been attained in the past.

We have something in place right now in a Jupyter notebook and it's good enough but some things that can be improved are:

• Mid-day open/close (swing)
• Test script
• Dashboard or some kind of front-end