added transactions to the daily update objects.

zipline/finance/performance.py

@@ -81,6 +81,9 @@ Position Tracking
     | last_sale_date  | datetime of the last trade of the position's       |
     |                 | security on the exchange                           |
     +-----------------+----------------------------------------------------+
+    | transactions    | all the transactions that were acrued into this    |
+    |                 | position.                                          |
+    +-----------------+----------------------------------------------------+
     | timestamp       | System time event occurs in zipilne                |
     +-----------------+----------------------------------------------------+
 
@@ -344,11 +347,13 @@ class Position():
         self.cost_basis = 0.0 ##per share
         self.last_sale_price = None
         self.last_sale_date = None
+        self.transactions = []
 
     def update(self, txn):
         if(self.sid != txn.sid):
             raise NameError('updating position with txn for a different sid')
 
+        self.transactions.append(txn)
          #we're covering a short or closing a position
         if(self.amount + txn.amount == 0):
             self.cost_basis = 0.0
@@ -387,6 +392,7 @@ class Position():
             'last_sale_price' : self.last_sale_price,
             'last_sale_date'  : self.last_sale_date,
             'timestamp'       : datetime.datetime.now(),
+            'transactions'    : self.transactions    
         }
 
 

zipline/protocol.py

@@ -631,6 +631,19 @@ def PERF_FRAME(perf):
     tp   = perf['todays_perf']
     cp   = perf['cumulative_perf']
     risk = perf['cumulative_risk_metrics']
+    
+    # aggregate the day's transactions, which are nested in their 
+    # respsective positions. 
+    transactions = []
+    for sid, position in tp['positions'].iteritems():
+        for txn in position['transactions']:
+            cur = {
+                'date':EPOCH(txn.dt),
+                'amount': txn.amount,
+                'price': txn.price,
+                'sid':txn.sid
+            }
+            transactions.append(cur)
 
     daily_perf = {
         'date'            : EPOCH(date),
@@ -640,7 +653,8 @@ def PERF_FRAME(perf):
         'portfolio_value' : tp['portfolio_value'],
         'starting_cash'   : tp['starting_cash'],
         'ending_cash'     : tp['ending_cash'],
-        'capital_used'    : tp['capital_used']           
+        'capital_used'    : tp['capital_used'],
+        'transactions'    : transactions                
     }
 
     cumulative_perf = {

zipline/protocol_utils.py

@@ -60,7 +60,7 @@ class namedict(object):
 
     def __getitem__(self, key):
         return self.__dict__[key]
-
+        
     def keys(self):
         return self.__dict__.keys()