quantopian/zipline — pull request #51 by ehebert (2012-12-28 16:09:20+00:00)
Title: Enables performance messages on days that have no trades.

Previously, on days that were trading days, but there with no
event data to process for that day, performance metrics were
not emitted, since the handling was based on having an event
trigger the daily performance metric.

Handled by grouping together performance messages, on market open,
for all days since the last market close.

Also, changes perf_tracker unit test to simulate missing data.

Taken from @richafrank's branch handling the same case.