Prevents entire data panel being collapsed when a stock stops trading.

The call to `Panel.dropna` after the fillna was deleting all values,
if a stock stopped trading mid run and thus provided volume 0.

i.e. if any sid had 0 non-null values the entire panel of frames
would be truncated.

It's possible to avoid the collapse via by adding the `how='all'` flag
to `dropna`, however with the current tick based creation of the panel,
the `dropna` with `how='all'` should be functionally equivalent to
not dropping at all.

The dropna has been dropped in favor of leaving the drop to algorithm
code.

zipline/transforms/utils.py

@@ -493,10 +493,6 @@ class BatchTransform(EventWindow):
             # minute data because of illiquidity of one stock
             data = data.fillna(method='ffill')
 
-            # Drop any empty rows after the fill.
-            # This will drop a leading row of N/A
-            data = data.dropna(axis=1)
-
         # Hold on to a reference to the data,
         # so that it's easier to find the current data when stepping
         # through with a debugger