Data management

[untoreh]

Currently we only consider the executor under the pingpong model. That is that the strategy has to deal with its own data feeds.

If the pingpong model also accounted for data updates, a pong! call within the strategy could branch into a Watcher instance in live mode and a prefetched dataframe in sim mode.

However since a strategy has always carte blanche, the benefits of managing data for the strategy are very small (we can't manage every piece of data, so managing only a few doesn't improve the status quo).

Moreover the main ping! function works with a timestamp as primary input, so there is never any ambiguity on the time context of execution and whatever data the strategy uses, should already be time context aware because of this.