Fix ATR look-ahead bias #1230
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Fix ATR look-ahead bias #1230
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Fixes #963
The issue is fixed by doing a ffill prior to the bfill so that bfill will only be applied to leading NAs, this way makes it possible to compute holding period return (HPR) from p[0] if needed. The ffill and bfill were moved prior to the rolling step to make sure there are no NAs and therefore adding the min_period=1 to the rolling function is unnecessary.