MAINT: Change repr's so that they are both human and machine readable.

For printability in the repr when debugging algo config and state,
change the repr of TradingAlgorithm and the objects it contains
so that the more closely adhere to the repr interface of being
able to recreate an object instance.
MAINT: Use up-to-date field names in test_source

TRANSACTION member of Event had been removed.
close_price and open_price, are preferred to to close and open
MAINT: Use property for tradesimulation perf_key.
ENH: Allow algorithm to run past end of trading.environment history.

Work towards running an algorithm against 'live' data, which can't
be bound to the available benchmarks and treasuries, since the
benchmarks and treasury curves for that day won't be published
until that night.
BUG: Fix missing and delayed transaction last_sale_price's.

Critical that trade events be last, so that the perf tracker's
position information be updated with both the transaction and
the trade for last_sale.

Without, the first transaction would be recorded with a last_sale
of 0.

With @fawce
ENH: Add intraday risk and performance for minute emission.

Both risk and performance now calculate performance since inception
(cumulative) and since the open. Both periods are updated intraday
and both are reported.

Batch risk for periods starting after the end of the treasury curve
history now use most recent curve.
Merge remote-tracking branch 'quantopian/master' into develop

Conflicts:
	zipline/finance/risk.py
MAINT: Allow the algorithm benchmark returns to be overrideable.

So that test data can be well defined with a short list of benchmarks.

This could also lead to having more customizable benchmarks for
backtests.
MAINT: Use a for loop for main algorithm run loop instead of `list`

So that stepping through a debugger is a little easier, with
respect to having easy access to the algorithm object, and seeing
which step in `self.gen` the interpreter is currently at.
TST: Add tests to verify risk calcualtions from streamed events.

So that we can verify the risk metrics as they are calculated.
Work towards being able to hand verify risk calculations.
MAINT: Tune logging of StateTransform start/end to debug.

These log lines are useful for debugging, but a bit spurious
on every algorithm run.
Merge remote-tracking branch 'quantopian/master' into develop
BUG: Fix missing values from supplemental data in batch transform.

Adapt the supplemental data fill so that it works with the new
shape of the batch transform that was switched to with the rolling
panel optimizations.
MAINT: Refactor check_entry method to also look at np.inf

Also, make the method a module function.
MAINT: Rename perfomances intraday_perf to minute_perf.

minute_perf is more precise than intraday_perf as a naming scheme
for the performance packet type.
BUG: Fix calculation of cumulative risk stats.

- Use current dt instead of market_close.
- Handle intraday close
- Remove zeroing out of sharpe etc.
MAINT: Cleaned up to_dict highlighting daily and minutely difference.

Make the difference between the two emission rates more exact.
BUG: Fix next trading calculation.

If we are in a day beyond the historical data use the last close,
instead. Relevant for trading current data.
Merge fixes for intraday perfomance.

Contains bugs and protocol compatibility changes.
BLD: Exclude test_examples from Travis-CI, also exclude scipy.

scipy build was getting too heavyweight for the Travis-CI build.

Removes test_examples from Travis-CI run, since the examples
depend on scipy and other compiled libraries.

Please, still run test_examples before submitting patches.