ENH: Remove unused minute risk containers.

The risk containers that are actually used for reports use the
'cumulative' style container which has an index of days, not minutes.

The minute containers and copying of data etc. were causing an expanding
memory footprint.

zipline/finance/performance/tracker.py

@@ -116,7 +116,6 @@ class PerformanceTracker(object):
         if self.emission_rate == 'daily':
             self.all_benchmark_returns = pd.Series(
                 index=self.trading_days)
-            self.intraday_risk_metrics = None
             self.cumulative_risk_metrics = \
                 risk.RiskMetricsCumulative(self.sim_params)
 
@@ -124,8 +123,6 @@ class PerformanceTracker(object):
             self.all_benchmark_returns = pd.Series(index=pd.date_range(
                 self.sim_params.first_open, self.sim_params.last_close,
                 freq='Min'))
-            self.intraday_risk_metrics = \
-                risk.RiskMetricsCumulative(self.sim_params)
 
             self.cumulative_risk_metrics = \
                 risk.RiskMetricsCumulative(self.sim_params,
@@ -281,7 +278,6 @@ class PerformanceTracker(object):
             _dict.update({'daily_perf': self.todays_performance.to_dict()})
         elif emission_type == 'minute':
             _dict.update({
-                'intraday_risk_metrics': self.intraday_risk_metrics.to_dict(),
                 'minute_perf': self.todays_performance.to_dict(self.saved_dt)
             })
 
@@ -401,22 +397,10 @@ class PerformanceTracker(object):
         todays_date = normalize_date(dt)
         account = self.get_account(True)
 
-        minute_returns = self.minute_performance.returns
         self.minute_performance.rollover()
-        # the intraday risk is calculated on top of minute performance
-        # returns for the bench and the algo
-        self.intraday_risk_metrics.update(dt,
-                                          minute_returns,
-                                          self.all_benchmark_returns[dt],
-                                          account)
 
-        # Duplicate intraday_risk_metrics work of calculating the benchmark
-        # returns since open.
-        # intraday_risk_metrics is marked for removal.
-        #
-        # This redundant work is in anticipation of no longer being able to
-        # depend on the 'since open' calculations in intraday_risk_metrics.
         bench_returns = self.all_benchmark_returns.loc[todays_date:dt]
+        # cumulative returns
         bench_since_open = (1. + bench_returns).prod() - 1
 
         self.cumulative_risk_metrics.update(todays_date,
@@ -436,10 +420,6 @@ class PerformanceTracker(object):
         Function called at market close only when emitting at minutely
         frequency.
         """
-        # update_performance should have been called in handle_minute_close
-        # so it is not repeated here.
-        self.intraday_risk_metrics = \
-            risk.RiskMetricsCumulative(self.sim_params)
         # increment the day counter before we move markers forward.
         self.day_count += 1.0
         self.market_open = new_mkt_open