BUG: Ensure matched input length to minute writer.

When the dts and length of cols are mismatched the writer behaves in
unintended ways. e.g. in a case where a consumer passed dts which had
minutes with no trades removed, but regular (market minute for day)
sized arrays for the data with `0`'s on minutes without trades, the non
trade minutes from cols are written to slots in the output where a trade
is intended.

Protect against this misuse by checking that all lengths are equal when
using the `write_cols` method.

Make a separate `_write_cols` method for use by both `write_cols` and
`write`, since the `write` method which takes a DataFrame has the
matched input length enforced by the DataFrame.

tests/data/test_minute_bars.py

@@ -42,6 +42,7 @@ from zipline.data.minute_bars import (
     BcolzMinuteBarReader,
     BcolzMinuteOverlappingData,
     US_EQUITIES_MINUTES_PER_DAY,
+    BcolzMinuteWriterColumnMismatch
 )
 from zipline.finance.trading import TradingEnvironment
 
@@ -594,6 +595,20 @@ class BcolzMinuteBarTestCase(TestCase):
 
         self.assertEquals(51.0, volume_price)
 
+    def test_write_cols_mismatch_length(self):
+        dts = date_range(self.market_opens[self.test_calendar_start],
+                         periods=2, freq='min').asi8.astype('datetime64[s]')
+        sid = 1
+        cols = {
+            'open': array([10.0, 11.0, 12.0]),
+            'high': array([20.0, 21.0]),
+            'low': array([30.0, 31.0, 33.0, 34.0]),
+            'close': array([40.0, 41.0]),
+            'volume': array([50.0, 51.0, 52.0])
+        }
+        with self.assertRaises(BcolzMinuteWriterColumnMismatch):
+            self.writer.write_cols(sid, dts, cols)
+
     def test_unadjusted_minutes(self):
         """
         Test unadjusted minutes.