MAINT: Add data frequency to simulation parameters.

Working towards performance and risk logic being aware of
data frequency, as different handling of order of events based
on the data frequency is needed.

zipline/finance/trading.py

@@ -240,8 +240,8 @@ Last successful date: %s" % self.last_trading_day)
 class SimulationParameters(object):
     def __init__(self, period_start, period_end,
                  capital_base=10e3,
-                 emission_rate='daily'):
-
+                 emission_rate='daily',
+                 data_frequency='daily'):
         global environment
         if not environment:
             # This is the global environment for trading simulation.
@@ -252,6 +252,7 @@ class SimulationParameters(object):
         self.capital_base = capital_base
 
         self.emission_rate = emission_rate
+        self.data_frequency = data_frequency
 
         assert self.period_start <= self.period_end, \
             "Period start falls after period end."