BUG: Stop intraday performance from emitting all transactions.

The intraday performance results were emitting all transactions
for the entire day up to that point, instead of the desired transaction
list for the current timestamp.

Add a `dt` parameter to the `to_dict` method of PerformancePeriod so
that the transactions are limited to a specific datetime.
When the parameter is `None`, a todays_performance object will
function as previously with returning all transactions for the day.
 # Please enter the commit message for your changes. Lines starting

tests/test_perf_tracking.py

@@ -1069,3 +1069,9 @@ class TestPerformanceTracker(unittest.TestCase):
         messages += tracker.process_event(foo_event_3)
 
         self.assertEquals(2, len(messages))
+
+        self.assertEquals(1, len(messages[0]['intraday_perf']['transactions']),
+                          "The first message should contain one transaction.")
+        # Check that transactions aren't emitted for previous events.
+        self.assertEquals(0, len(messages[1]['intraday_perf']['transactions']),
+                          "The second message should have no transactions.")

zipline/finance/performance.py

@@ -245,7 +245,8 @@ class PerformanceTracker(object):
             # its own configuration down the line.
             # Naming as intraday to make clear that these results are
             # being updated per minute
-            _dict['intraday_perf'] = self.todays_performance.to_dict()
+            _dict['intraday_perf'] = self.todays_performance.to_dict(
+                self.saved_dt)
 
         return _dict
 
@@ -634,10 +635,13 @@ class PerformancePeriod(object):
 
         return rval
 
-    def to_dict(self):
+    def to_dict(self, dt=None):
         """
         Creates a dictionary representing the state of this performance
         period. See header comments for a detailed description.
+
+        Kwargs:
+            dt (datetime): If present, only return transactions for the dt.
         """
         rval = self.__core_dict()
 
@@ -647,7 +651,14 @@ class PerformancePeriod(object):
 
         # we want the key to be absent, not just empty
         if self.keep_transactions:
-            transactions = [x.__dict__ for x in self.processed_transactions]
+            if dt:
+                # Only include transactions for given dt
+                transactions = [x.__dict__
+                                for x in self.processed_transactions
+                                if x.dt == dt]
+            else:
+                transactions = [x.__dict__
+                                for x in self.processed_transactions]
             rval['transactions'] = transactions
 
         return rval