DEV: Add note about running tests to README
DEV: Add notes on dependency installation to README
BUG: Preseve docstring in batch functions

The batch_transform decorator wipes out the doc string of the function
it wraps. Decorate the creator with functools.wraps to preserve function
metadata.
REL: Updates copyright on transforms.utils module.
BUG: Stop intraday performance from emitting all transactions.

The intraday performance results were emitting all transactions
for the entire day up to that point, instead of the desired transaction
list for the current timestamp.

Add a `dt` parameter to the `to_dict` method of PerformancePeriod so
that the transactions are limited to a specific datetime.
When the parameter is `None`, a todays_performance object will
function as previously with returning all transactions for the day.
 # Please enter the commit message for your changes. Lines starting
REL: Update copyright on all files touched since end of 2012.

s/Copyright 2012/Copyright 2013/
ENH: Provide better defaults for load_from_yahoo.

Set the default end date to current date, so that trading on
'fresh' data is the default case.

Set the default begin date at 1/1/1990, since that is when the
treasury benchmark data is first available.
MAINT: Stop including progess field with minute performance result.

As currently implemented, progress doesn't currently make sense with
minutely results. Dropping the field from the results so should help
reduce some noise.
BUG: Fix floored results in trade commission calculations.

When the cost basis was set to an integer the division in the
calculation would floor down to the nearest integer.
Ensuring that the number is a float during PerTrade's init
will ensure that the calculation doesn't use integer division.

Do the conversion to float in init rather than calculate, so that
calling the builtin `float` is not added to any inner loops.
MAINT: Upgrade nose==1.3, numpy==1.7.1
MAINT: Convert per share cost to float during init.

The cost value should always be a float.
The per share calculation shouldn't be changed dramatically by being
a float, (except for potential rounding errors), but change to so
that PerShare and PerTrade are aligned.
 # Please enter the commit message for your changes. Lines starting
BUG: Fix start and end dates of simulation parameters used in tests.

The start and end of the simulation parameters should be 'normalized'
i.e. midnight timestamped.
However, the algorithm tests were using the timestamp of the
first and last trade, which were in market times,
i.e. 9:30 AM and 4:00 PM EST.

Fix passing the sim_params that is used to create the trade_history,
instead of having the sim_params inferred from the source.

(Also may want to consider fixing the logic that infers the date
range from the sources provided.)

Also, add a `num_days` option to `factory.create_simulation_parameters`
so that the a date range that covers the desired number of days is covered.
Since the default sim_params were covering a year, while the test only
supplies 4 values, causing an alignment issue with the record test,
since a years worth of results were returned, but there were only 4 events.
MAINT: Remove parameters from test that tests lack of parameters.

The `test_multi_source_as_input_no_start_end` test is designed
to test for a lack of simulation parameters, so make that they are
not passed.

Was unnoticed because sim_params passed as an arg are dropped.
BUG: Ensure algorithm tests use test simulation parameters.

To pass sim_params to TradingAlgorithm using kwargs is required.
When just passing sim_params as an arg, it was ignored.
MAINT: nit: "nose==1.3.0" instead of "nose==1.3"
BUG: Move minutely performance period end time forward in time.

The end time of the performance period during minutely emission
should move forward with the events' dt, not be static.
BUG: Fix extra minutely performance period during minute performance.

Prevent an extra performance result with the timestamp of the midnight of
the day from being emitted.

Fix by setting the `saved_dt` value with the dt of the first event,
before entering into the main performance loop, otherwise a performance
result with a midnight timestamp and data from just the first event is
emitted.
ENH: Emit a rollup of day's performance in minutely emission mode.

During minute emissions, it is still helpful to have a final daily
performance result, analogous to what would be the final packet in
a daily emitted backtest, so that all transactions, etc. are contained
in one place.
DEV: Allow test_minute_tracker to run by itself.

TradingEnvironment was not set, so this test could not be
run in isolation.
BUG: Ensure that correct dates are emitted during entire minute rate.

Also, fix double emission of performance results with the last minute.

Change the perf tracker unit tests so that it doesn't rely on an
'extra' event triggering emission.
Unlike daily, minute emission now emits at the end of the bar in
the PerformanceTracker.transform instead of waiting for the next event.