BUG: Fix environment minute date range start and volume.

The bar timestamps for day start and finish, for NYSE traded stocks,
should be 9:31 AM EST to 4:00 PM EST, for a total of 390 minutes.

Fix starting at 9:30 AM and the creation of 391 bars.

tests/test_algorithm_gen.py

@@ -108,7 +108,7 @@ class AlgorithmGeneratorTestCase(TestCase):
             # May 7, 2012 was an LSE holiday, confirm the 4th trading
             # day was May 8.
             self.assertEqual(results[4]['daily_perf']['period_open'],
-                             datetime(2012, 5, 8, 8, 30, tzinfo=pytz.utc))
+                             datetime(2012, 5, 8, 8, 31, tzinfo=pytz.utc))
 
     @timed(DEFAULT_TIMEOUT)
     def test_generator_dates(self):

tests/test_perf_tracking.py

@@ -72,7 +72,7 @@ class TestDividendPerformance(unittest.TestCase):
     def test_market_hours_calculations(self):
         with trading.TradingEnvironment():
             # DST in US/Eastern began on Sunday March 14, 2010
-            before = datetime.datetime(2010, 3, 12, 14, 30, tzinfo=pytz.utc)
+            before = datetime.datetime(2010, 3, 12, 14, 31, tzinfo=pytz.utc)
             after = factory.get_next_trading_dt(
                 before,
                 datetime.timedelta(days=1)

zipline/finance/trading.py

@@ -187,7 +187,7 @@ Last successful date: %s" % self.market_open)
         # shift the time between EST and UTC.
         next_open = next_open.replace(
             hour=9,
-            minute=30,
+            minute=31,
             second=0,
             microsecond=0,
             tzinfo=None
@@ -197,7 +197,9 @@ Last successful date: %s" % self.market_open)
         open_utc = self.exchange_dt_in_utc(next_open)
 
         market_open = open_utc
-        market_close = market_open + self.get_trading_day_duration(open_utc)
+        market_close = (market_open
+                        + self.get_trading_day_duration(open_utc)
+                        - datetime.timedelta(minutes=1))
 
         return market_open, market_close