ENH: Rewrite of Zipline to use lazy access pattern

More documentation to follow in release notes.

Based on lazy-mainline branch, see for more details.

Also-By: Jean Bredeche <jean@quantopian.com>
Also-By: Andrew Liang <aliang@quantopian.com>
Also-By: Abhijeet Kalyan <akalyan@quantopian.com>

zipline/utils/sqlite_utils.py

@@ -0,0 +1,24 @@
+# Copyright 2016 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+
+from six.moves import range
+
+SQLITE_MAX_VARIABLE_NUMBER = 998
+
+
+def group_into_chunks(items, chunk_size=SQLITE_MAX_VARIABLE_NUMBER):
+    items = list(items)
+    return [items[x:x+chunk_size]
+            for x in range(0, len(items), chunk_size)]