MAINT: Define futures minutes per day.

Define the commonly used minutes per day for futures data as a module
level value.

zipline/data/minute_bars.py

@@ -34,6 +34,7 @@ from zipline.utils.cli import maybe_show_progress
 from zipline.utils.memoize import lazyval
 
 US_EQUITIES_MINUTES_PER_DAY = 390
+FUTURES_MINUTES_PER_DAY = 1440
 
 DEFAULT_EXPECTEDLEN = US_EQUITIES_MINUTES_PER_DAY * 252 * 15
 

zipline/testing/fixtures.py

@@ -26,7 +26,8 @@ from ..data.us_equity_pricing import (
 from ..data.minute_bars import (
     BcolzMinuteBarReader,
     BcolzMinuteBarWriter,
-    US_EQUITIES_MINUTES_PER_DAY
+    US_EQUITIES_MINUTES_PER_DAY,
+    FUTURES_MINUTES_PER_DAY,
 )
 
 from ..finance.trading import TradingEnvironment
@@ -1052,8 +1053,7 @@ class WithBcolzFutureMinuteBarReader(WithFutureMinuteBarData, WithTmpDir):
             p,
             trading_calendar.schedule.market_open.loc[days],
             trading_calendar.schedule.market_close.loc[days],
-            # TODO: Make futures minutes per day.
-            1440,
+            FUTURES_MINUTES_PER_DAY,
         )
         writer.write(cls.make_future_minute_bar_data())