REL: v0.5.7

Highlights, with thanks to contributors inline:

- Runtime performance improvements
- Fixed the omission of peformance messages on days with no trades
- Changes to batch_transform implementation
-- supports sid filtering
-- performance improvements using pandas
-- added an option for only computating when there is a window length's
   worth of data
- Added new risk metrics
-- Sortino
-- information ration
  (Ryan Day, ryanday2@gmail.com @rday)
- Added stop and limit orders
  (Tony Worm, verdverm@gmail.com @verdverm)
- Added variable recording
- Deprecated market_aware and delta kwargs to EventWindow
- Fixes to trading calendars for missing holidays
- Added TradingEnviorment context manager
- Added support for streaming through dividends
- Yahoo source now has OHLC
- Updates downloaded benchmark and treasury data when new data is available.
  (Ryan Day, ryanday2@gmail.com @rday)
- Added optional adjustment of Yahoo data
  (Jeremiah Lowin, jlowin@lowindata.com @jlowin)

setup.py

@@ -1,6 +1,6 @@
 #!/usr/bin/env python
 #
-# Copyright 2012 Quantopian, Inc.
+# Copyright 2013 Quantopian, Inc.
 #
 # Licensed under the Apache License, Version 2.0 (the "License");
 # you may not use this file except in compliance with the License.
@@ -37,7 +37,7 @@ except ImportError:
 
 setup(
     name='zipline',
-    version='0.5.6',
+    version='0.5.7',
     description='A backtester for financial algorithms.',
     author='Quantopian Inc.',
     author_email='opensource@quantopian.com',