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finance: Replace RMD160 checksums with BLAKE2s checksums

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finance: Remove SHA1 hashes for distfiles

py-backtrader: updated to 1.9.74.123

1.9.74.123:
  - Correct calculation in haDelta indicator
  - Use initial datalabel for non-overlaid volume plot

1.9.73.123:
  - Add utility NonZeroDifference indicator
  - Redefine CrossUp, CrossDown and CrossOver indicators using
    NonZeroDifference to cover the case in which the crossing entities
    converge right before crossing up and down

1.9.72.122:
  - Cover case in which result in high-level overridden operations have
    multiple lines and wer not be taken into account for minimum period
    calculations
  - Add "Int" variants of percentage based sizers to import
  - Trades observer to show net profit instead of brutto, with parameter
    to control behavior

1.9.71.122:
  - Improve on indicator legend plotting to overcome matplotlib legend
    reordering
  - Added PercenSizerInt and AllSizerInt which truncate the returned size
    to an int, suited better for stocks/futures

1.9.70.122:
  - Use opening price for submission check for Market orders when
    cheat-on-open is active
  - Update pnlcomm on all operations and not just profit/loss locking
  - Correct comment for fillalpha and add baralpha for candlestick opacity
  - Use internal dict for data feed presence test and update trade observer

1.9.69.122:
  - Fix offline Yahoo feed by moving the new adjclose line up to the offline
    feed
  - Adapt the yahoodownload tool to the current status (ex: data not reversed)
  - Redownload all yahoo data feeds

1.9.68.122
  - Fix call to _nextday in TradingCalendar
  - Clean up and rework of Yahoo Data. The data feeds seems to be reliable
    again
  - IBStore Support for IND prices

1.9.67.122
  - Fix compression only scenarios when resampling and resampling after
    changes in 1.9.66.122
  - Final correction for rollover fix introduced in 1.9.66.122
  - Cover use case for mininum period calculation when all
    operations/indicators don't use the data feeds directly but lines of it

1.9.66.122
  - Fix regression introduced with 8f537a1c2c271eb5cfc592b373697732597d26d6
    which voids the count of lost trades
  - Allow rollover to distinguish between no values temporarily (with None)
    and no values permanently (with False)
  - Avoid math domain error for negative returns in logarithmic calculations
  - Fix local variable declaration for compound returns
  - Fix typo in date2num tz conversion which shows up in direct usage

1.9.65.122
  - Fix commission info assigment and orderref seeking in OandaStore
  - Add strategy type to OptReturn
  - Fix prepend_constant for OLS_Transformation
  - Fix LogReturnsRolling compression when not specified
  - Have ints instead of bools in some values with 1 Trade in TradeAnalyzer

1.9.64.122
  - Avoid stage2 comparison using [0] in API methods
  - Support plotname, if given, as name of indicator in csv output

1.9.63.122
  - Add optimization callbacks when running with 1 Core
  - Correct sell_bracket by removing old append code
  - Correct typo in store.py
  - Pass period from RateOfChange100 to underlying ROC

1.9.62.122
  - Correct PSAR acceleration capping
  - Enable PandasData line extension without the need to extend datafields

1.9.61.122
  - Add `_skipnan` to plotlines to allow joining two points with a line
  - buy_bracket/sell_bracket allow suppressing stop/limit orders
  - Add stop-loss approaches sample
  - Correct codes for minutes compression

1.9.60.122
  - Remove unused files
  - README update, Docstring corrections, documentation corrections
  - Update travis settings

1.9.58.122
  - Provide default fundmode methods for all brokers
  - Correct order notification if positions exist when starting the broker
    and will be simulated
  - Correct csv values output if object has no length

1.9.57.122
  - Fix set_fundmode in bbroker
  - Synchronize fund history mode with master clock
  - Allow relocation of legend in plotting charts
  - Adapt broker observer to fund mode

1.9.56.122
  - Handle volume as string null in YahooFinanceData
  - Corrections/Improvements to order history support
  - Add fund history support
  - Increase plotting margin of trade observers

finance/py-backtrader: Import version 1.9.58.122

Backtrader is a feature-rich Python framework for backtesting and
trading. It allows you to focus on writing reusable trading
strategies, indicators and analyzers instead of having to spend time
building infrastructure.