BUG: Fixed random dips in returns as shown to user.

Previously the last sale price was not correctly being set on
positions when the transaction arrived before the trade event.
The last sale price was defaulted to zero and never updated. This resulted
in one holding stocks that were bough >>0 and now had value 0 from
the perspective of returns. The returns would display correctly again
when the next trade of that security happened. For most securities trading is
frequent enough that there's no issue, but for some illiquid ones it took
hours to fix itself.

Updated test_perf_tracking:TestPerformanceTracker.test_minute_tracker
This test was based on assuming that last_sale_price was zero,
allowing the sharpe ratio to be calculated. The sharpe ratio can no longer
be calculated for this specific tested scenario and the test has been changed
accordingly.
Merge pull request #378 from quantopian/fixed-zero-last-sale-price

BUG: Fixed random dips in returns as shown to user.
Created 0.7.1 release notes
DOC: Updated dual moving average example to use symbol lookup.
MAINT: Factor talib tests out to separate file.
MAINT: Make talib an optional dependency. Fixes #362.
MAINT: Log more information on history update failure.

Log the field and algo datetime when the update of the return frame
fails; re-raise the error until the when and why of the value error is
understood.
Merge pull request #382 from quantopian/talib_optional

Make talib an optional dependency.
ENH: Add new order statuses for broker integration
BUG: Clean up handling of reject() and hold() orders
TST: Add tests for behavior of rejected/held orders.

Also made a tweak to the handling of Order.status
for when a held order is filled (partial or full).
ENH: Re-work the usage of _status on Order
Merge pull request #380 from quantopian/broker_order_statuses

ENH: Add new order statuses for broker integration
MAINT: Adds `symbol` to the list of api_methods.
Merge pull request #383 from quantopian/welcome-to-the-family

symbol as an api_method
BUG: Fix crash in transforms on malformed CUSTOM events.

Fixes a crash in various transforms when providing CUSTOM events whose fields
don't match the fields required for the transform.

This is fixed by requiring all `EventWindow` subclasses to supply a `fields`
property, which returns a list of strings that are required keys for any event
that can be processed by the window.  Any CUSTOM events the don't supply the
required fields for a transform window are ignored by that window.
MAINT: Remove unused methods from `TradingAlgorithm`.

Removes unused method `raw_positions` and `raw_orders` from `TradingAlgorithm`.
These methods existed to help support features in the Quantopian codebase,
which no longer use the existing interface.
MAINT: Move call to `updated_portfolio` in `AlgorithmSimulator`.

We guarantee that `TradingAlgorithm.updated_portfolio` is called at least once
between each perf message emission.  This change moves that guaranteed call
into `AlgorithmSimulator.get_message` and adds a comment to make it clear why
updated_portfolio is being called.
ENH: Adds a new `api_method` called `get_environment` so that users may
check if their algorithm is running in zipline or on Quantopian.
Merge pull request #384 from quantopian/q-or-zipline

get_environment api_method