providing default behavior for positions dictionary. non-existent positions are

returned as zero size/value positions.

zipline/finance/performance.py

@@ -544,21 +544,16 @@ class PerformancePeriod(object):
         del(portfolio['max_leverage'])
         del(portfolio['max_capital_used'])
 
-        portfolio['positions'] = self.get_positions(ndicted=True)
+        portfolio['positions'] = self.get_positions()
         return zp.ndict(portfolio)
 
-    def get_positions(self, ndicted=False):
-        if ndicted:
-            positions = zp.ndict({})
-        else:
-            positions = {}
+    def get_positions(self):
+
+        positions = zp.ndict(internal=position_ndict())
 
         for sid, pos in self.positions.iteritems():
             cur = pos.to_dict()
-            if ndicted:
-                positions[sid] = zp.ndict(cur)
-            else:
-                positions[sid] = cur
+            positions[sid] = zp.ndict(cur)
 
         return positions
 
@@ -576,3 +571,11 @@ class positiondict(dict):
         pos = Position(key)
         self[key] = pos
         return pos
+
+
+class position_ndict(dict):
+
+    def __missing__(self, key):
+        pos = Position(key)
+        self[key] = zp.ndict(pos.to_dict())
+        return pos

zipline/gens/tradesimulation.py

@@ -15,6 +15,7 @@
 
 
 from logbook import Logger, Processor
+from collections import defaultdict
 
 from datetime import datetime
 from itertools import groupby
@@ -146,7 +147,7 @@ class AlgorithmSimulator(object):
         # The algorithm's universe as of our most recent event.
         # We want an ndict that will have empty ndicts as default
         # values on missing keys.
-        self.universe = ndict(default=ndict)
+        self.universe = ndict(internal=defaultdict(ndict))
 
         # We don't have a datetime for the current snapshot until we
         # receive a message.

zipline/utils/protocol_utils.py

@@ -1,7 +1,7 @@
 import copy
 import pandas
 from ctypes import Structure, c_ubyte
-from collections import MutableMapping, defaultdict
+from collections import MutableMapping
 
 
 def Enum(*options):
@@ -45,9 +45,9 @@ class ndict(MutableMapping):
     cls = None
     __slots__ = ['cls', '__internal']
 
-    def __init__(self, dct=None, default=None):
-        if default is not None:
-            self.__internal = defaultdict(default)
+    def __init__(self, dct=None, internal=None):
+        if internal is not None:
+            self.__internal = internal
         else:
             self.__internal = dict()