Reverts Numpy requirement to v1 for better compatibility with notebook dependencies.

• Adds YQuery data source for fetching data from Yahoo Finance using the Yahooquery library.
• Sorts execution symbols before backtest to make results deterministic for easier debugging. It is still recommended to use bootstrap metrics to evaluate your strategy.

• Fixes pybroker.param to support non-primitive value types.
• Disables YFinance progress bar if logging is disabled or progress bar is disabled.

Adds return_stops config option for recording stop data per-bar.

Removes all stops for a position when ctx.sell_all_shares or ctx.cover_all_shares is called.

Adds maximum adverse excursion (MAE) and maximum favorable excursion (MFE) metrics to trades.

• Updates to Pandas 2.0.
• Adds subtract_fees config option for subtracting fees from the cash balance after an order is filled.

• Adds return_signals config option. When set to true, return bar data, indicator data, and model predictions per symbol as part of backtest results.
• Adds support for custom fee calculation.
• Add optional Portfolio argument to backtest/walkforward methods.
• Adds round_test_result config option which allows users to disable rounding values in TestResult.
• Adds round_fill_price config option. Rounds fill prices to the nearest cent, enabled by default.
• Updates code for Pandas 2 compatibility.

• Adds support for enable_fractional_shares to calc_target_shares.
• Adds timeframe support to AKShare data source.
• Checks for existing long/short positions before triggering long/short stops.
• Removes "month" timeframe.

Fix uncached_syms in data.py to prevent unnecessary loading of cached data.