made distinction between cumulative behavior and daily behavior a bit more clear.

zipline/finance/performance.py

@@ -56,9 +56,6 @@ Position Tracking
     +-----------------+----------------------------------------------------+
     | last_sale_price | price at last sale of the security on the exchange |
     +-----------------+----------------------------------------------------+
-    | transactions    | all the transactions that were acrued into this    |
-    |                 | position.                                          |
-    +-----------------+----------------------------------------------------+
 
 
 Performance Period
@@ -104,7 +101,9 @@ Performance Period
     | period_open   | The first open of the market in period. datetime in  |
     |               | pytz.utc timezone.                                   |
     +---------------+------------------------------------------------------+
-    
+    | transactions  | all the transactions that were acrued during this    |
+    |               | period. Unset/missing for cumulative periods.        |
+    +---------------+------------------------------------------------------+
 
 
 """
@@ -471,7 +470,7 @@ class PerformancePeriod():
         positions = self.get_positions_list()
         transactions = [x.as_dict() for x in self.processed_transactions]
 
-        return {
+        rval = {
             'ending_value'              : self.ending_value,
             'capital_used'              : self.period_capital_used,
             'starting_value'            : self.starting_value,
@@ -489,6 +488,12 @@ class PerformancePeriod():
             'period_close'              : self.period_close
         }
         
+        # we want the key to be absent, not just empty
+        if not self.keep_transactions:
+            del(rval['transactions'])
+        
+        return rval
+        
     def to_namedict(self):
         """
         Creates a namedict representing the state of this perfomance period.

zipline/finance/risk.py

@@ -292,7 +292,7 @@ class RiskMetrics():
         curve = None
         # in case end date is not a trading day, search for the next market
         # day for an interest rate
-        for i in range(7):
+        for i in xrange(7):
             if(self.treasury_curves.has_key(self.end_date + i * one_day)):
                 curve = self.treasury_curves[self.end_date + i * one_day]
                 break

zipline/protocol.py

@@ -636,7 +636,9 @@ def PERF_FRAME(perf):
     cp   = perf['cumulative_perf']
     
     assert isinstance(tp['transactions'], list)
-    assert isinstance(cp['transactions'], list)
+    # we never want to send transactions for the cumulative period. 
+    # performance.py should never send them, but just to be safe:
+    assert not cp.has_key('transactions')
     assert isinstance(tp['positions'], list)
     assert isinstance(cp['positions'], list)
     assert isinstance(tp['period_close'], datetime.datetime)
@@ -652,9 +654,8 @@ def PERF_FRAME(perf):
     cp['period_close']   = EPOCH(cp['period_close'])
     cp['period_open']    = EPOCH(cp['period_open'])
     
-    tp['transactions']  = convert_transactions(tp['transactions'])
-    cp['transactions']  = convert_transactions(cp['transactions']) 
-    
+    tp['transactions']   = convert_transactions(tp['transactions'])
+
     return BT_UPDATE_FRAME('PERF', perf)
     
 def convert_transactions(transactions):