Merge pull request #29 from quantopian/fawce_sprint1

added transactions to the daily update objects.

zipline/finance/performance.py

@@ -81,6 +81,9 @@ Position Tracking
     | last_sale_date  | datetime of the last trade of the position's       |
     |                 | security on the exchange                           |
     +-----------------+----------------------------------------------------+
+    | transactions    | all the transactions that were acrued into this    |
+    |                 | position.                                          |
+    +-----------------+----------------------------------------------------+
     | timestamp       | System time event occurs in zipilne                |
     +-----------------+----------------------------------------------------+
 
@@ -389,7 +392,7 @@ class Position():
             'cost_basis'      : self.cost_basis,
             'last_sale_price' : self.last_sale_price,
             'last_sale_date'  : self.last_sale_date,
-            'timestamp'       : datetime.datetime.now(),
+            'timestamp'       : datetime.datetime.now()
         }
 
 
@@ -405,6 +408,7 @@ class PerformancePeriod():
         #cash balance at start of period
         self.starting_cash          = starting_cash
         self.ending_cash            = starting_cash
+        self.processed_transactions = []
         
         self.calculate_performance()
 
@@ -426,6 +430,7 @@ class PerformancePeriod():
             self.positions[txn.sid] = Position(txn.sid)
         self.positions[txn.sid].update(txn)
         self.period_capital_used += -1 * txn.price * txn.amount
+        self.processed_transactions.append(txn)
 
     def calculate_positions_value(self):
         mktValue = 0.0
@@ -456,7 +461,8 @@ class PerformancePeriod():
             'positions'      : positions,
             'timestamp'      : datetime.datetime.now(),
             'pnl'            : self.pnl,
-            'returns'        : self.returns
+            'returns'        : self.returns,
+            'transactions'   : self.processed_transactions,
         }
         
     def to_namedict(self):

zipline/protocol.py

@@ -631,6 +631,28 @@ def PERF_FRAME(perf):
     tp   = perf['todays_perf']
     cp   = perf['cumulative_perf']
     risk = perf['cumulative_risk_metrics']
+    
+    # aggregate the day's transactions, which are nested in their 
+    # respsective positions. 
+    transactions = []
+    for txn in tp['transactions']:
+        cur = {
+            'date':EPOCH(txn.dt),
+            'amount': txn.amount,
+            'price': txn.price,
+            'sid':txn.sid
+        }
+        transactions.append(cur)
+        
+    positions = []
+    for sid, pos in tp['positions'].iteritems():
+        cur = {
+            'cost_basis':pos['cost_basis'],
+            'sid'       :pos['sid'],
+            'last_sale' :pos['last_sale_price'],
+            'amount'    :pos['amount']
+        }
+        positions.append(cur)
 
     daily_perf = {
         'date'            : EPOCH(date),
@@ -640,7 +662,9 @@ def PERF_FRAME(perf):
         'portfolio_value' : tp['portfolio_value'],
         'starting_cash'   : tp['starting_cash'],
         'ending_cash'     : tp['ending_cash'],
-        'capital_used'    : tp['capital_used']           
+        'capital_used'    : tp['capital_used'],
+        'transactions'    : transactions,
+        'positions'       : positions                    
     }
 
     cumulative_perf = {

zipline/protocol_utils.py

@@ -60,7 +60,7 @@ class namedict(object):
 
     def __getitem__(self, key):
         return self.__dict__[key]
-
+        
     def keys(self):
         return self.__dict__.keys()