ENH: Improve headline Sharpe risk calculations.

This could perhaps be labelled BUG, as well.

Change the Sharpe (and algorithm volatiilty) value used to compare
algorithms/backtests so that it is annualized and uses daily returns.

Previously, the Sharpe metric was using the same calculation style
as the fixed size periods, i.e. 3 Month, 6 Month, etc., which can
use the geometric mean when comparing against the risk free.

Change the Sharpe calculation to use the arithmetic mean differenc
against the risk free rate, using daily (non-compounded) values.
Use annualized mean returns.

To squash.
Merge remote-tracking branch 'origin/cumulative-uses-arithmetic'

Conflicts:
	tests/risk/answer_key.py
	tests/risk/risk-answer-key-checksums
	tests/risk/test_risk_cumulative.py
	tests/test_events_through_risk.py
	zipline/finance/risk/cumulative.py
	zipline/finance/risk/period.py