Feature/ta4j backtesting

[MarcDahlem]

Added an adapter which allows to backtest a strategy with ta4j given a recorded ta4j baseseries as json.

Some remarks/limitations:

• The simulation adapter is based on a current "tick", which is increased every time the "getTicker" is called
  • This means especially, that a strategy must call getTicker in its execute phase at all
  • This means especially, that a strategy most not call getTicker multiple times in the same execution phase
• JSON handling
  • It is assumed, that the recorded base series (and stored as json) added every ticker update from the real market in an own "bar"
  • Furthermore it is assumed, that the getHigh of each bar contains the ask-price
  • Furthermore it is assumed, that the getLow of each bar contains the bid-price
  • An example on how to capture a barseries and how to store it to json will be added in an example strategy
• ta4j can't differentiate costs for sell and buy orders, thats why only one fee can be configured
• one can configure if the recorded and backtested orders should be printed to a graph. This needs a display (x11) to be available for the java runtime
• For comparison reasons, a rudimentary "optimal order" calculation is added
• As the backend cannot be stopped normaly (as far as I saw), the ta4j-simulation adapter throws a tradingApiException as soon as the end of the available barseries is reached
• Orders are "recorded" in ta4j rules as execution indexes for buy and sell order. This concept only works, if a strategy places only at least one order at a execution phase
  • Only one open order is allowed at a time tick. Normal flow: place BUY order, wait for BUY to fulfill, place SELL order, wait for SELL order to fulfill
• As the gradle build was very slow, I added the following as suggested by many answers on stack overflow and co. https://docs.spring.io/dependency-management-plugin/docs/current/reference/html/#maven-exclusions-disabling