class_docstr: This analyzer reports the transactions occurred with each an every data in
  the system
  
  It looks at the order execution bits to create a ``Position`` starting from
  0 during each ``next`` cycle.
  
  The result is used during next to record the transactions
  
  Params:
  
    - headers (default: ``True``)
  
      Add an initial key to the dictionary holding the results with the names
      of the datas
  
      This analyzer was modeled to facilitate the integration with
      ``pyfolio`` and the header names are taken from the samples used for
      it::
  
        'date', 'amount', 'price', 'sid', 'symbol', 'value'
  
  Methods:
  
    - get_analysis
  
      Returns a dictionary with returns as values and the datetime points for
      each return as keys
code: def next(self):
      # super(Transactions, self).next()  # let dtkey update
      entries = []
      for i, dname in self._idnames:
          pos = self._positions.get(dname, None)
          if pos is not None:
              size, price = pos.size, pos.price
              if size:
                  entries.append([size, price, i, dname, -size * price])
  
      if entries:
          self.rets[self.strategy.datetime.datetime()] = entries
  
      self._positions.clear()
  
file_path: backtrader/backtrader/analyzers/transactions.py
imports: from __future__ import absolute_import, division, print_function, unicode_literals
  import collections
  import backtrader
  from backtrader import Order, Position
label_desc: Use image node_id 3 for calling the Transactions obj's underlying member method code with example usage: obj.next() without return types