MAINT: Add equity to naming of bar data classes.

In preparation of adding futures, add equity to the names of both the
classes and methods for writing bcolz data. Futures data will use a
different minutes per day with a separate reader. This change will allow
both equity and futures fixtures to be side by side.

Also, break out the method which generates the dataframes and trading
days member into fixtures (`EquityMinuteBarData` and
`EquityDailyBarData`) on which the `*BarReader` fixture depends.  This
fixture is separated out to enable reader/writers in different formats
to use the same data setup. (There is internal code which needs to write
minute and daily bar data in a database format.)

tests/data/bundles/test_core.py

@@ -176,7 +176,7 @@ class BundleCoreTestCase(WithInstanceTmpDir, ZiplineTestCase):
 
         columns = 'open', 'high', 'low', 'close', 'volume'
 
-        actual = bundle.minute_bar_reader.load_raw_arrays(
+        actual = bundle.equity_minute_bar_reader.load_raw_arrays(
             columns,
             minutes[0],
             minutes[-1],
@@ -190,7 +190,7 @@ class BundleCoreTestCase(WithInstanceTmpDir, ZiplineTestCase):
                 msg=colname,
             )
 
-        actual = bundle.daily_bar_reader.load_raw_arrays(
+        actual = bundle.equity_daily_bar_reader.load_raw_arrays(
             columns,
             calendar[0],
             calendar[-1],

tests/data/bundles/test_quandl.py

@@ -216,7 +216,7 @@ class QuandlBundleTestCase(ZiplineTestCase):
             assert_equal(equity.end_date, self.asset_end, msg=equity)
 
         cal = self.calendar
-        actual = bundle.daily_bar_reader.load_raw_arrays(
+        actual = bundle.equity_daily_bar_reader.load_raw_arrays(
             self.columns,
             cal[cal.get_loc(self.asset_start, 'bfill')],
             cal[cal.get_loc(self.asset_end, 'ffill')],

tests/data/bundles/test_yahoo.py

@@ -177,7 +177,7 @@ class YahooBundleTestCase(WithResponses, ZiplineTestCase):
             assert_equal(equity.start_date, self.asset_start, msg=equity)
             assert_equal(equity.end_date, self.asset_end, msg=equity)
 
-        actual = bundle.daily_bar_reader.load_raw_arrays(
+        actual = bundle.equity_daily_bar_reader.load_raw_arrays(
             self.columns,
             cal[cal.get_loc(self.asset_start, 'bfill')],
             cal[cal.get_loc(self.asset_end, 'ffill')],

tests/data/test_us_equity_pricing.py

@@ -43,7 +43,7 @@ from zipline.pipeline.loaders.synthetic import (
 )
 from zipline.testing import seconds_to_timestamp
 from zipline.testing.fixtures import (
-    WithBcolzDailyBarReader,
+    WithBcolzEquityDailyBarReader,
     ZiplineTestCase,
 )
 from zipline.utils.calendars import get_calendar
@@ -79,19 +79,19 @@ EQUITY_INFO = DataFrame(
 TEST_QUERY_ASSETS = EQUITY_INFO.index
 
 
-class BcolzDailyBarTestCase(WithBcolzDailyBarReader, ZiplineTestCase):
-    BCOLZ_DAILY_BAR_START_DATE = TEST_CALENDAR_START
-    BCOLZ_DAILY_BAR_END_DATE = TEST_CALENDAR_STOP
+class BcolzDailyBarTestCase(WithBcolzEquityDailyBarReader, ZiplineTestCase):
+    EQUITY_DAILY_BAR_START_DATE = TEST_CALENDAR_START
+    EQUITY_DAILY_BAR_END_DATE = TEST_CALENDAR_STOP
 
     @classmethod
     def make_equity_info(cls):
         return EQUITY_INFO
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         return make_bar_data(
             EQUITY_INFO,
-            cls.bcolz_daily_bar_days,
+            cls.equity_daily_bar_days,
         )
 
     @classmethod
@@ -187,12 +187,12 @@ class BcolzDailyBarTestCase(WithBcolzDailyBarReader, ZiplineTestCase):
 
     def test_read_first_trading_day(self):
         self.assertEqual(
-            self.bcolz_daily_bar_reader.first_trading_day,
+            self.bcolz_equity_daily_bar_reader.first_trading_day,
             self.trading_days[0],
         )
 
     def _check_read_results(self, columns, assets, start_date, end_date):
-        results = self.bcolz_daily_bar_reader.load_raw_arrays(
+        results = self.bcolz_equity_daily_bar_reader.load_raw_arrays(
             columns,
             start_date,
             end_date,
@@ -280,7 +280,7 @@ class BcolzDailyBarTestCase(WithBcolzDailyBarReader, ZiplineTestCase):
             )
 
     def test_unadjusted_spot_price(self):
-        reader = self.bcolz_daily_bar_reader
+        reader = self.bcolz_equity_daily_bar_reader
         # At beginning
         price = reader.spot_price(1, Timestamp('2015-06-01', tz='UTC'),
                                   'close')
@@ -318,7 +318,7 @@ class BcolzDailyBarTestCase(WithBcolzDailyBarReader, ZiplineTestCase):
             reader.spot_price(4, Timestamp('2015-06-16', tz='UTC'), 'close')
 
     def test_unadjusted_spot_price_empty_value(self):
-        reader = self.bcolz_daily_bar_reader
+        reader = self.bcolz_equity_daily_bar_reader
 
         # A sid, day and corresponding index into which to overwrite a zero.
         zero_sid = 1