MAINT: Remove references to minute risk.

The minutely calculation of risk metrics had been removed with a
previous patch, remove vestigial references.

Remove a test which tested the behavior of updating the second minute of
a day.

Remove the logic that changed the datetime index of the risk metrics
depending on emission rate, now only trading_days are needed.

Remove `returns_frequency` parameter since both minute and daily
data frequency always use daily returns.

tests/risk/test_minute_risk.py

@@ -1,58 +0,0 @@
-#
-# Copyright 2013 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.
-
-import unittest
-import datetime
-import pytz
-
-from zipline.finance.trading import SimulationParameters
-from zipline.finance import risk
-
-
-class TestMinuteRisk(unittest.TestCase):
-
-    def setUp(self):
-
-        start_date = datetime.datetime(
-            year=2006,
-            month=1,
-            day=3,
-            hour=0,
-            minute=0,
-            tzinfo=pytz.utc)
-        end_date = datetime.datetime(
-            year=2006, month=1, day=3, tzinfo=pytz.utc)
-
-        self.sim_params = SimulationParameters(
-            period_start=start_date,
-            period_end=end_date
-        )
-        self.sim_params.emission_rate = 'minute'
-
-    def test_minute_risk(self):
-
-        risk_metrics = risk.RiskMetricsCumulative(self.sim_params)
-
-        first_dt = self.sim_params.first_open
-        second_dt = self.sim_params.first_open + datetime.timedelta(minutes=1)
-        account = {'leverage': 0.0}
-
-        risk_metrics.update(first_dt, 1.0, 2.0, account)
-
-        self.assertEquals(1, len(risk_metrics.metrics.alpha.valid()))
-
-        risk_metrics.update(second_dt, 3.0, 4.0, account)
-
-        self.assertEquals(2, len(risk_metrics.metrics.alpha.valid()))