REF: Use variable type annotation over type comments

Fixes: #161
Closes: #164

Thanks @markwh1te.

Squashed commit of the following:

commit 99ef271
Author: Kernc <kerncece@gmail.com>
Date:   Thu Nov 12 21:22:30 2020 +0100

    Convert some additional type comments

commit a2b718b
Author: Kernc <kerncece@gmail.com>
Date:   Thu Nov 12 21:19:15 2020 +0100

    Revert unrelated changes

commit f69d99b
Merge: b2ff83d 20a76c7
Author: Kernc <kerncece@gmail.com>
Date:   Thu Nov 12 21:05:12 2020 +0100

    Merge branch 'master' into HEAD

commit b2ff83d
Author: MarkWh1te <iamwh1temark@outlook.com>
Date:   Thu Oct 29 11:00:23 2020 +0800

    use variable annotation issue #161

Author: kernc

backtesting/_util.py

@@ -99,9 +99,9 @@ class _Data:
     def __init__(self, df: pd.DataFrame):
         self.__df = df
         self.__i = len(df)
-        self.__pip = None   # type: Optional[float]
-        self.__cache = {}   # type: Dict[str, _Array]
-        self.__arrays = {}  # type: Dict[str, _Array]
+        self.__pip: Optional[float] = None
+        self.__cache: Dict[str, _Array] = {}
+        self.__arrays: Dict[str, _Array] = {}
         self._update()
 
     def __getitem__(self, item):

backtesting/backtesting.py

@@ -49,8 +49,8 @@ class Strategy(metaclass=ABCMeta):
     """
     def __init__(self, broker, data, params):
         self._indicators = []
-        self._broker = broker  # type: _Broker
-        self._data = data   # type: _Data
+        self._broker: _Broker = broker
+        self._data: _Data = data
         self._params = self._check_params(params)
 
     def __repr__(self):
@@ -506,11 +506,11 @@ def __init__(self, broker: '_Broker', size: int, entry_price: float, entry_bar):
         self.__broker = broker
         self.__size = size
         self.__entry_price = entry_price
-        self.__exit_price = None  # type: Optional[float]
-        self.__entry_bar = entry_bar  # type: int
-        self.__exit_bar = None  # type: Optional[int]
-        self.__sl_order = None  # type: Optional[Order]
-        self.__tp_order = None  # type: Optional[Order]
+        self.__exit_price: Optional[float] = None
+        self.__entry_bar: int = entry_bar
+        self.__exit_bar: Optional[int] = None
+        self.__sl_order: Optional[Order] = None
+        self.__tp_order: Optional[Order] = None
 
     def __repr__(self):
         return '<Trade size={} time={}-{} price={}-{} pl={:.0f}>'.format(
@@ -648,7 +648,7 @@ def __set_contingent(self, type, price):
         assert type in ('sl', 'tp')
         assert price is None or 0 < price < np.inf
         attr = '_{}__{}_order'.format(self.__class__.__qualname__, type)
-        order = getattr(self, attr)  # type: Order
+        order: Order = getattr(self, attr)
         if order:
             order.cancel()
         if price:
@@ -663,7 +663,7 @@ def __init__(self, *, data, cash, commission, margin,
         assert 0 < cash, "cash shosuld be >0, is {}".format(cash)
         assert 0 <= commission < .1, "commission should be between 0-10%, is {}".format(commission)
         assert 0 < margin <= 1, "margin should be between 0 and 1, is {}".format(margin)
-        self._data = data  # type: _Data
+        self._data: _Data = data
         self._cash = cash
         self._commission = commission
         self._leverage = 1 / margin
@@ -672,10 +672,10 @@ def __init__(self, *, data, cash, commission, margin,
         self._exclusive_orders = exclusive_orders
 
         self._equity = np.tile(np.nan, len(index))
-        self.orders = []  # type: List[Order]
-        self.trades = []  # type: List[Trade]
+        self.orders: List[Order] = []
+        self.trades: List[Trade] = []
         self.position = Position(self)
-        self.closed_trades = []  # type: List[Trade]
+        self.closed_trades: List[Trade] = []
 
     def __repr__(self):
         return '<Broker: {:.0f}{:+.1f} ({} trades)>'.format(
@@ -1072,7 +1072,7 @@ def __init__(self,
                           'but `pd.DateTimeIndex` is advised.',
                           stacklevel=2)
 
-        self._data = data   # type: pd.DataFrame
+        self._data: pd.DataFrame = data
         self._broker = partial(
             _Broker, cash=cash, commission=commission, margin=margin,
             trade_on_close=trade_on_close, hedging=hedging,
@@ -1119,8 +1119,8 @@ def run(self, **kwargs) -> pd.Series:
             dtype: object
         """
         data = _Data(self._data.copy(deep=False))
-        broker = self._broker(data=data)  # type: _Broker
-        strategy = self._strategy(broker, data, kwargs)  # type: Strategy
+        broker: _Broker = self._broker(data=data)
+        strategy: Strategy = self._strategy(broker, data, kwargs)
 
         strategy.init()
         data._update()  # Strategy.init might have changed/added to data.df
@@ -1328,7 +1328,7 @@ def _mp_task(backtest_uuid, batch_index):
                              for stats in (bt.run(**params)
                                            for params in param_batches[batch_index])]
 
-    _mp_backtests = {}  # type: Dict[float, Tuple[Backtest, List, Callable]]
+    _mp_backtests: Dict[float, Tuple['Backtest', List, Callable]] = {}
 
     @staticmethod
     def _compute_drawdown_duration_peaks(dd: pd.Series):