MAINT: Make commission methods coarse.

In preparation for removal of widespread events, change the commission
methods to use params for sid and cost, instead of an event, for
compatibility with lazy branch.

co-author: @jbredeche <jean@quantopian.com>

zipline/finance/performance/period.py

@@ -198,9 +198,9 @@ class PerformancePeriod(object):
     def handle_cash_payment(self, payment_amount):
         self.adjust_cash(payment_amount)
 
-    def handle_commission(self, commission):
+    def handle_commission(self, cost):
         # Deduct from our total cash pool.
-        self.adjust_cash(-commission.cost)
+        self.adjust_cash(-cost)
 
     def adjust_cash(self, amount):
         self.period_cash_flow += amount

zipline/finance/performance/position.py

@@ -165,7 +165,7 @@ class Position(object):
 
         self.amount = total_shares
 
-    def adjust_commission_cost_basis(self, commission):
+    def adjust_commission_cost_basis(self, sid, cost):
         """
         A note about cost-basis in zipline: all positions are considered
         to share a cost basis, even if they were executed in different
@@ -176,9 +176,9 @@ class Position(object):
         all shares in a position.
         """
 
-        if commission.sid != self.sid:
+        if sid != self.sid:
             raise Exception('Updating a commission for a different sid?')
-        if commission.cost == 0.0:
+        if cost == 0.0:
             return
 
         # If we no longer hold this position, there is no cost basis to
@@ -187,7 +187,7 @@ class Position(object):
             return
 
         prev_cost = self.cost_basis * self.amount
-        new_cost = prev_cost + commission.cost
+        new_cost = prev_cost + cost
         self.cost_basis = new_cost / self.amount
 
     def __repr__(self):

zipline/finance/performance/position_tracker.py

@@ -317,11 +317,10 @@ class PositionTracker(object):
         position.update(txn)
         self._update_asset(sid)
 
-    def handle_commission(self, commission):
+    def handle_commission(self, sid, cost):
         # Adjust the cost basis of the stock if we own it
-        if commission.sid in self.positions:
-            self.positions[commission.sid].\
-                adjust_commission_cost_basis(commission)
+        if sid in self.positions:
+            self.positions[sid].adjust_commission_cost_basis(sid, cost)
 
     def handle_split(self, split):
         if split.sid in self.positions:

zipline/finance/performance/tracker.py

@@ -314,11 +314,13 @@ class PerformanceTracker(object):
         self.cumulative_performance.record_order(event)
         self.todays_performance.record_order(event)
 
-    def process_commission(self, event):
+    def process_commission(self, commission):
+        sid = commission.sid
+        cost = commission.cost
 
-        self.position_tracker.handle_commission(event)
-        self.cumulative_performance.handle_commission(event)
-        self.todays_performance.handle_commission(event)
+        self.position_tracker.handle_commission(sid, cost)
+        self.cumulative_performance.handle_commission(cost)
+        self.todays_performance.handle_commission(cost)
 
     def process_benchmark(self, event):
         if self.sim_params.data_frequency == 'minute' and \