quantopian/zipline — pull request #34 by twiecki (2012-12-03 16:51:57+00:00)
Title: ENH: batch_transform now adds arbitrary keys to datapanel.

While trying to port another algorithm I wanted to add new, arbitrary fields to the batch_transform. This wasn't possible as we by default only add price and volume. It is quite trivial to just add everything we find in the event frame.

A user could, for example could now do:
```
for sid in sids:
data[sid]['val'] = value
my_batch_transform(data)
```

And access the column 'val' inside of the data panel.