MAINT: Refactor performance tracker as part of algorithm.

Instead of having the performance tracker as part of the
tradesimulation class, hold on to it inside of the algorithm
object, so that the perf_tracker is more easily accessed for
reset behavior, etc.

zipline/algorithm.py

@@ -29,6 +29,7 @@ from zipline.errors import (
     UnsupportedCommissionModel,
     OverrideCommissionPostInit
 )
+from zipline.finance.performance import PerformanceTracker
 from zipline.sources import DataFrameSource, DataPanelSource
 from zipline.utils.factory import create_simulation_parameters
 from zipline.transforms.utils import StatefulTransform
@@ -171,7 +172,7 @@ class TradingAlgorithm(object):
         skipped.
         """
         self.data_gen = self._create_data_generator(source_filter, sim_params)
-
+        self.perf_tracker = PerformanceTracker(sim_params)
         self.trading_client = AlgorithmSimulator(self, sim_params)
 
         transact_method = transact_partial(self.slippage, self.commission)