Added Shorting + Tweaks

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+# VSCode
+.history/

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+<a href="url"><img src="https://i.ibb.co/qWCSkr9/Picture1.png" align="center" width="200px"></a>
+[![Build Status](https://travis-ci.com/finlab-python/finlab_crypto.svg?branch=master)](https://travis-ci.com/finlab-python/finlab_crypto) [![PyPI version](https://badge.fury.io/py/finlab-crypto.svg)](https://badge.fury.io/py/finlab-crypto) [![codecov](https://codecov.io/gh/finlab-python/finlab_crypto/branch/master/graph/badge.svg?token=POS648UJ10)](https://codecov.io/gh/finlab-python/finlab_crypto)
+
+Develop and verify crypto trading strategies at a glance.
+
+## Key Features
+* Pandas vectorize backtest
+* Talib wrapper to composite strategies easily
+* Backtest visualization and analysis (uses [vectorbt](https://github.com/polakowo/vectorbt/) as backend)
+* Analyze the probability of overfitting ([combinatorially symmetric cross validation](https://www.davidhbailey.com/dhbpapers/backtest-prob.pdf))
+* Easy to deploy strategies on google cloud functions
+* Colab and Jupyter compatable
+* [10 hours trading bot online course](https://hahow.in/cr/crypto-python)
+
+## Installation
+```
+pip install finlab_crypto
+```
+
+## Colab Example
+ * [basic example for backtesting and optimization ![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg) ](https://colab.research.google.com/drive/1l1hylhFY-tzMV1Jca95mv_32hXe0L0M_?usp=sharing)
+
+## Usage
+### Setup Research Environment (Recommend)
+Create directory `./history/` for saving historical data. If Colab notebook is detected, it creates `GoogleDrive/crypto_workspace/history` and link the folder to `./history/`.
+``` python
+import finlab_crypto
+finlab_crypto.setup()
+```
+### Get Historical Price
+``` python
+ohlcv = finlab_crypto.crawler.get_all_binance('BTCUSDT', '4h')
+ohlcv.head()
+```
+!['dataframe'](https://i.ibb.co/YP8Q66m/Screen-Shot-2020-11-23-at-9-33-25-AM.png)
+### Trading Strategy
+``` python
+@finlab_crypto.Strategy(n1=20, n2=60)
+def sma_strategy(ohlcv):
+  n1 = sma_strategy.n1
+  n2 = sma_strategy.n2
+
+  sma1 = ohlcv.close.rolling(int(n1)).mean()
+  sma2 = ohlcv.close.rolling(int(n2)).mean()
+  return (sma1 > sma2), (sma1 < sma2)
+```
+### Backtest
+``` python
+# default fee and slipagge are 0.1% and 0.1%
+
+vars =  {'n1': 20, 'n2': 60}
+portfolio = sma_strategy.backtest(ohlcv, vars, freq='4h', plot=True)
+```
+![image](https://media.giphy.com/media/tv4xpwJ3T1zJGV6Smj/giphy.gif)
+
+### Optimization
+``` python
+import numpy as np
+vars = {
+  'n1': np.arange(10, 100, 5), 
+  'n2': np.arange(10, 100, 5)
+}
+portfolio = sma_strategy.backtest(ohlcv, vars, freq='4h', plot=True)
+```
+![cumulative returns](https://i.ibb.co/vxMV4yG/Screen-Shot-2020-11-23-at-9-49-06-AM.png)
+![parameter performance](https://i.ibb.co/McrKYDc/Screen-Shot-2020-11-23-at-9-49-15-AM.png)
+![parameter range view](https://i.ibb.co/q9d1YHG/Screen-Shot-2020-11-23-at-9-49-28-AM.png)
+
+### Live Trading
+
+To perform live trading of a strategy, the following 3 sections should be executed when any candle is complete.
+
+#### 1. Create TradingMethods
+First, we need to encapsulate a strategy into `TradingMethod`
+```py
+from finlab_crypto.online import TradingMethod, TradingPortfolio, render_html
+
+# create TradingMethod for live trading
+tm_sma = TradingMethod(
+    name='live-strategy-sma'
+    symbols=['ADAUSDT', 'DOTBTC', 'ETHBTC'], freq='4h', lookback=1200,
+    strategy=sma_strategy,
+    variables=dict(n1 = 35, n2 = 105,),
+    weight=5000,
+    weight_unit='USDT',
+    execution_price='close' # trade at close or open price
+)
+```
+
+#### 2. register TradingMethods to TradingPortfolio
+A `TradingPortfolio` can sync the virtual portfolio to your Binance trading account. A `TradingPortfolio` contains many `TradingMethod`s, which should be executed whenever any new candle is (going to) closed. You can decide when to rebalance the portfolio by giving `execute_before_candle_complete` when creating the `TradingPortfolio`:
+* `execute_before_candle_complete=True`: rebalance right *before* a candle is closed (i.e. setting xx:59 for 1h frequency strategy), so you can execute orders faster then others. However, signal hazards may occur due to incomplete candles.
+* `execute_before_candle_complete=False` (default): rebalance right *after* a candle is closed (i.e. setting xx:00 for 1h frequency strategy)
+
+The above information is crucial to help `TradingPortfolio` decide whether to remove incomplete candles when generating trading signals or not. However, `Tradingportfolio` will *not* execute periodically for you. So, you should set up a crontab or cloud function to execute it.
+We recommend you run the code by yourself before setting the crontab or cloud function.
+
+```py
+# setup portftolio
+BINANCE_KEY = '' # Enter your key and secret here!
+BINANCE_SECRET = ''
+
+tp = TradingPortfolio(BINANCE_KEY, BINANCE_SECRET, execute_before_candle_complete=False)
+tp.register(tm0)
+
+# additional trading methods can be registered
+# tp.register(tm1)
+```
+
+#### 3. view and execute orders
+Finally, we could call `tp.get_ohlcvs()` to get history data of all trading assets and call `tp.get_latest_signals` to calculate the trading signals. The aggregate information is created using `tp.calculate_position_size`. All the information can be viewed by `tp.render_html`.
+```py
+ohlcvs = tp.get_ohlcvs()
+signals = tp.get_latest_signals(ohlcvs)
+position, position_btc, new_orders = tp.calculate_position_size(signals)
+
+render_html(signals, position, position_btc, new_orders, order_results)
+```
+
+If the result makes sense, use `tp.execute_orders` to sync the position of your real account. Please make an issue if there is any bug:
+```py
+# (order) mode can be either 'TEST', 'MARKET', 'LIMIT'
+# TEST mode will show orders without real executions.
+order_results = tp.execute_orders(new_orders, mode='TEST') 
+```
+
+### Testing
+
+The following script runs all test cases on your local environment. [Creating an isolated python environment](https://docs.conda.io/projects/conda/en/latest/user-guide/tasks/manage-environments.html#creating-an-environment-with-commands) is recommended. To test crawler functions, please provide Binance API's key and secret by setting environment variables `BINANCE_KEY` and `BINANCE_SECRET`, respectively.
+
+``` bash
+git clone https://github.com/finlab-python/finlab_crypto.git
+cd finlab_crypto
+pip install requirements.txt
+pip install coverage
+BINANCE_KEY=<<YOUR_BINANCE_KEY>> BINANCE_SECRET=<<YOUR_BINANCE_SECRET>> coverage run -m unittest discover --pattern *_test.py
+```
+
+## Updates
+Version 0.2.22
+
+* add shorting capability
+* change init cash to $1,000,000 (Vector BT might have infinity as default)
+* changed default fees to 0.15% because standard taker fees are 0.075% to execute a trade
+
+Version 0.2.21
+
+* fix pyecharts compatibility
+* set the default argument `client` of get_nbars_binance 
+
+Version 0.2.20
+
+* fix get_all_binance last candle not updated
+
+Version 0.2.19
+
+* fix bar color
+
+Verison 0.2.18
+
+* fix stop loss and take profit and add them into tests
+
+Verison 0.2.17
+* update vectorbt version
+
+Version 0.2.16
+* update pandas version
+
+Version 0.2.15
+* fix tp.portfolio_backtest
+
+Version 0.2.14
+* add `execute_before_candle_complete`
+* add `weight` and `weight_unit` for `TradingMethod`
+
+Version 0.2.12
+* fix numba version
+
+Version 0.2.11
+Version 0.2.10
+* fix numpy version
+
+Version 0.2.8
+* merge transactions to reduce fees
+
+Version 0.2.7
+* fix test error (request binance api too fast)
+* add USDC as base stable coin (tp.set_default_stable_coin('USDC'))
+
+Version 0.2.6
+* fix version of pandas==1.1.5, since pandas==1.2.0 is not compatable with vectorbt
+* fix show_parameters function in Strategy and Filter
+
+Version 0.2.5
+* fix weight_btc error
+* fix strategy mutable input
+
+Verison 0.2.4
+* fix entry price online.py
+
+Version 0.2.3
+* fix execution price issue
+
+Version 0.2.2: not stable
+* improve syntax
+* add execution price for the strategy
+
+Version 0.2.1
+* fix vectorbt version
+
+Version 0.2.0
+* update vectorbt to 0.14.4
+
+Version 0.1.19
+* refactor(strategy.py): refactor strategy
+* refactor(cscv.py): refactor cscv
+* add cscv_nbins and cscv_objective to strategy.backtest
+* add bitmex support
+
+Version 0.1.18
+* fix(crawler): get_n_bars
+* fix(TradingPortfolio): get_ohlcv
+* fix(TradingPortfolio): portfolio_backtest
+
+Version 0.1.17
+* fix error for latest_signal asset_btc_value
+* add unittest for latest_signal
+
+Version 0.1.16
+* fix web page error
+* fix error for zero orders
+
+Version 0.1.15
+* fix web page error
+
+Version 0.1.14
+* refine render_html function
+
+Version 0.1.13
+* refine display html for TradingPortfolio
+
+Version 0.1.12
+* add delay when portfolio backtesting
+* fix colab compatability
+* improve interface of TradingPortfolio
+
+Version 0.1.11
+* fix portfolio backtest error
+* add last date equity for backtest
+
+Version 0.1.10
+* add portfolio backtest
+* rename online.py functions
+* refactor error tolerance of different position in online.py functions
+* set usdt to excluded asset when calculate position size
+
+Version 0.1.9
+* set 'filters' as an optional argument on TradingMethod
+* set plot range dynamically
+* portfolio backtest
+
+Version 0.1.8
+* fix talib parameter type incompatable issue
+
+Version 0.1.7
+* fix talib parameter type incompatable issue
+
+Version 0.1.6
+* fix talib-binary compatable issue using talib_strategy or talib_filter
+
+Version 0.1.5
+* add filters to online.py
+* add lambda argument options to talib_filter
+* move talib_filter to finlab_crypto package
+
+Version 0.1.4
+* fix talib filter and strategy pandas import error
+* fix talib import error in indicators, talib_strategy, and talib_filter
+
+Version 0.1.3
+* remove progress bar when only single strategy is backtested
+* adjust online portfolio to support leaverge
+* new theme for overfitting plots
+* fix online order with zero order amount
+* fix SD2 for overfitting plots
+
+Version 0.1.2
+* fix strategy variables
+
+Version 0.1.1
+* fix talib error
+* add filters folder
+* add excluded assets when sync portfolio
+* add filter folder to setup
+* fix variable eval failure
+
+Version 0.1.0
+* add filter interface
+* add talib strategy wrapper
+* add talib filter wrapper
+
+Version 0.0.9.dev1
+* vectorbt heatmap redesign
+* improve optimization plots
+* redesign strategy interface
+* add new function setup, to replace setup_colab
+
+Version 0.0.8.dev1
+* fix transaction duplicate bug
+
+Version 0.0.7.dev1
+* fix bugs of zero transaction
+
+Version 0.0.6.dev1
+* fix latest signal
+* rename strategy.recent_signal
+* restructure rebalance function in online.py
+
+Version 0.0.5.dev1
+* add init module
+* add colab setup function
+* set vectorbt default
+* fix crawler duplicated index
+
+Version 0.0.4.dev1
+* add seaborn to dependencies
+* remove talib-binary from dependencies
+* fix padding style
+
+Version 0.0.3.dev1
+* remove logs when calculating portfolio
+* add render html to show final portfolio changes
+* add button in html to place real trade with google cloud function
+
+Version 0.0.2.dev1
+* skip heatmap if it is broken
+* add portfolio strategies
+* add talib dependency