Adding an integration test for pricing stages

[artalvpes]

I started this to reproduce a bug but there was no bug. I was not using the api correctly. These tests also serve as examples of api use.

[codecov]

Codecov Report

Base: 86.55% // Head: 86.61% // Increases project coverage by +0.05% 🎉

Coverage data is based on head (a3121bf) compared to base (719e87c).
Patch has no changes to coverable lines.

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #736      +/-   ##
==========================================
+ Coverage   86.55%   86.61%   +0.05%     
==========================================
  Files          59       59              
  Lines        5385     5385              
==========================================
+ Hits         4661     4664       +3     
+ Misses        724      721       -3     

Impacted Files	Coverage Δ
src/Algorithm/colgen.jl	82.58% <0.00%> (+0.61%)	⬆️

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[guimarqu]

Thanks Artur! I think it should be moved to documentation. I'll do it later.