From 237b42c11e6e5596b80f4d02d6660e2abba9be0c Mon Sep 17 00:00:00 2001
From: fawce <fawce@quantopian.com>
Date: Sun, 8 Apr 2012 13:53:40 -0400
Subject: [PATCH] switched reporting to provide cash, equity, and total
 portfolio value

---
 zipline/finance/performance.py |  1 +
 zipline/protocol.py            | 31 ++++++++++++++++++++-----------
 2 files changed, 21 insertions(+), 11 deletions(-)

diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py
index 56a9ead8..4b674e59 100644
--- a/zipline/finance/performance.py
+++ b/zipline/finance/performance.py
@@ -448,6 +448,7 @@ class PerformancePeriod():
             'starting_value' : self.starting_value,
             'starting_cash'  : self.starting_cash,
             'ending_cash'    : self.ending_cash,
+            'portfolio_value': self.ending_cash + self.ending_value,
             'positions'      : positions,
             'timestamp'      : datetime.datetime.now(),
             'pnl'            : self.pnl,
diff --git a/zipline/protocol.py b/zipline/protocol.py
index 9667c7bd..eb6f7271 100644
--- a/zipline/protocol.py
+++ b/zipline/protocol.py
@@ -634,22 +634,31 @@ def PERF_FRAME(perf):
 
     daily_perf = {
         'date'            : EPOCH(date),
-        'date_string'     : str(date),     
         'returns'         : tp['returns'],
         'pnl'             : tp['pnl'],
-        'portfolio_value' : tp['ending_value']
+        'market_value'    : cp['ending_value'],
+        'portfolio_value' : cp['portfolio_value'],
+        'starting_cash'   : tp['starting_cash'],
+        'ending_cash'     : tp['ending_cash'],
+        'capital_used'    : tp['capital_used']           
     }
 
     cumulative_perf = {
-        'alpha'                : risk['alpha'],
-        'beta'                 : risk['beta'],
-        'sharpe'               : risk['sharpe'],
-        'total_returns'        : cp['returns'],
-        'volatility'           : risk['algo_volatility'],
-        'benchmark_volatility' : risk['benchmark_volatility'],
-        'benchmark_returns'    : risk['benchmark_period_return'],
-        'max_drawdown'         : risk['max_drawdown'],
-        'pnl'                  : cp['pnl']
+        'alpha'                 : risk['alpha'],
+        'beta'                  : risk['beta'],
+        'sharpe'                : risk['sharpe'],
+        'volatility'            : risk['algo_volatility'],
+        'benchmark_volatility'  : risk['benchmark_volatility'],
+        'benchmark_returns'     : risk['benchmark_period_return'],
+        'max_drawdown'          : risk['max_drawdown'],
+        'total_returns'         : cp['returns'],
+        'pnl'                   : cp['pnl'],
+        'market_value'          : cp['ending_value'],
+        'portfolio_value'       : cp['portfolio_value'],
+        'starting_cash'         : cp['starting_cash'],
+        'ending_cash'           : cp['ending_cash'],
+        'capital_used'          : cp['capital_used']
+        
     }
     
     # nest the cumulative performance data in the daily.