PERF: Only update the portfolio once per dt.

So that each reference to `.portfolio` in the algoscript,
cache the value of the portfolio, and mark the need for a new
value at the end of each dt in the tradesimulation loop.

zipline/algorithm.py

@@ -130,6 +130,9 @@ class TradingAlgorithm(object):
         if not self.blotter:
             self.blotter = Blotter()
 
+        self.portfolio_needs_update = True
+        self._portfolio = None
+
         # an algorithm subclass needs to set initialized to True when
         # it is fully initialized.
         self.initialized = False
@@ -397,7 +400,10 @@ class TradingAlgorithm(object):
     def updated_portfolio(self):
         # internally this will cause a refresh of the
         # period performance calculations.
-        return self.perf_tracker.get_portfolio()
+        if self.portfolio_needs_update:
+            self._portfolio = self.perf_tracker.get_portfolio()
+            self.portfolio_needs_update = False
+        return self._portfolio
 
     def set_logger(self, logger):
         self.logger = logger

zipline/gens/tradesimulation.py

@@ -195,6 +195,8 @@ class AlgorithmSimulator(object):
                                     )
                                 self.algo.perf_tracker.handle_intraday_close()
 
+                    self.portfolio_needs_update = True
+
             risk_message = self.algo.perf_tracker.handle_simulation_end()
             yield risk_message