Use returns for correlations in hcorr

[stkerr]

Description

This PR adds a new flag, -t r, to the hcorr command to cause it to do correlations based on daily returns calculated from adjusted close data. This is useful because correlations of returns can be more useful than correlations between candlestick price values in some cases.

How has this been tested?

Pytests all pass and several different tickers were tried. Hand verification was done to ensure that the correlation was correctly being calculated from the right offsets.

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[stkerr]

@DidierRLopes @jmaslek this PR adds a new flag to hcorr to calculate correlations based off of daily return percentages from adjusted close. Can you review? Thanks!

[DidierRLopes]

Nice feature! Thank you @stkerr 🙌