TST: Ensure that test bars and events use midnight for daily data.

Daily data should be using midnight as the timestamp,
ensure that test data created by data_gen use midnight, so that
upcoming implementations that rely on the timestamp will be compatible.
BUG: Fix examples with regards to simulation parameters.

Fix bug where algorithms that lack sim_params do not pass the source
derived created sim_params through the generator creation logic.
TST: Ensure that create_trade_history uses midnight for daily trades.

Prepare for implementation of backtest loop that depends on daily
trades being grouped by midnight.
MAINT: Use a fake progress value for minute performance.

Eventually should to either return None or remove
progress completely, but in the meantime, return a
constant of 1.0 for progress of minute emissions.

Also, factor out the daily calculation into a property
instead of calculating during process.
MAINT: Use sim_params for risk metrics init.

Prepare for adding emission_rate in risk metrics logic.
TST: Prevent dividend test from using non-trading day.

Use the next events' datetime for the transaction instead of
incrementing by a calendar day.
TST: Factor out the running events through a test performance tracker.

Based on @fawce's work for changing the simulate loop.
MAINT: Improve message for return mismatch by including current dt.

Based on work from @fawce's simulation loop work.
ENH: Add basis for minute rate emission of performance.

- Create different benchmark containers in performance
  depending on emission rate.
- Add a minute close method which updates algorithm and
  benchmark returns, and calculates the risk metrics
  depending on those methods.
- Provide fake 0.0 values for annualized metrics like
  sharpe, sortino, and information, until we figure out
  how they should be treated in the context of minutely
  calculation.

*NOTE* This does not fully work without the changes to the
simulation loop by @fawce
ENH: Change simulation loop to use benchmarks as simulation 'clock'.

Refactor PerformanceTracker, Blotter, and AlgorithmSimulator to
work with handling the end of a bar at the AlgorithmSimulator level
instead of within PerformanceTracker.

- PerforamnceTracker and Blotter are longer generators,
  both provide functions to process events instead.
- AlgorithmSimulator calls each from within the loop running
  over the data generator.
- Change test_perf_tracker utility to be compatible with change
  away from PerformanceTracker as a generator.

Has the effect of:
- Fixing the timing of order emission.
- Allow minutely emission of benchmarks, which was prevented
  by the extra grouping previously caused by Blotter.

Minutely emission also depends on work for streaming benchmarks
through performance and risk at a minute granularity.
ENH: Emit minute benchmarks, refactor event loop, fix order timing.

Note, in a somewhat Catch-22 situation, the refactoring of
the simulation loop and streaming of minutely benchmarks enable
each other, since the benchmarks fall over because of doubled
date groupings, which is fixed by the change of the simulation loop,
but the simulation loop depends on using the benchmarks as a clock,
so pull the two changes in together, though the two changes do not
work independently of each other.
MAINT: Remove TradeSimulationClient class layer.

In favor of directly using the AlgorithmSimulator class.
TST: Ensure holiday edge case is covered in dividend performance test.

Add a test suite of dividend performance that ensures a holiday
is covered, needed because tests usually go over a random test range,
so holiday coverage isn't covered in basic test.

From @fawce.
MAINT: Use a distinct object for minute/day data instead of ndict.

Continue removing ndict usage, instead use a BarData object.
MAINT: Remove ndict class.

Now that ndict is no longer used in any part of the system during
a backtest, remove all remaining references in tests, etc.
MAINT: refactoring for orders api

- moved Order and Blotter to zipline.finance.blotter
- moved order method from AlgoSimulator to Blotter
- eliminated the set_order method in algorithm
- moved blotter to the algorithm
ENH: added cancel function

- removed vestigial methods
- removed code that drops filled orders from memory
ENH: new order management methods:

- get_open_orders
- get_order
- cancel
Merge pull request #146 from quantopian/orders_m1d

Orders m1d
MAINT: flake8 error