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/pipeline/test_engine.py

@@ -893,10 +893,10 @@ class SyntheticBcolzTestCase(WithAdjustmentReader,
         return ret
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         return make_bar_data(
             cls.equity_info,
-            cls.bcolz_daily_bar_days,
+            cls.equity_daily_bar_days,
         )
 
     @classmethod
@@ -905,7 +905,7 @@ class SyntheticBcolzTestCase(WithAdjustmentReader,
         cls.all_asset_ids = cls.asset_finder.sids
         cls.last_asset_end = cls.equity_info['end_date'].max()
         cls.pipeline_loader = USEquityPricingLoader(
-            cls.bcolz_daily_bar_reader,
+            cls.bcolz_equity_daily_bar_reader,
             cls.adjustment_reader,
         )
 

tests/pipeline/test_pipeline_algo.py

@@ -56,7 +56,7 @@ from zipline.testing import (
 )
 from zipline.testing.fixtures import (
     WithAdjustmentReader,
-    WithBcolzDailyBarReaderFromCSVs,
+    WithBcolzEquityDailyBarReaderFromCSVs,
     WithDataPortal,
     ZiplineTestCase,
 )
@@ -120,7 +120,7 @@ class ClosesOnly(WithDataPortal, ZiplineTestCase):
         return ret
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         cls.closes = DataFrame(
             {sid: arange(1, len(cls.dates) + 1) * sid for sid in cls.sids},
             index=cls.dates,
@@ -340,7 +340,7 @@ class MockDailyBarSpotReader(object):
         return 100.0
 
 
-class PipelineAlgorithmTestCase(WithBcolzDailyBarReaderFromCSVs,
+class PipelineAlgorithmTestCase(WithBcolzEquityDailyBarReaderFromCSVs,
                                 WithAdjustmentReader,
                                 ZiplineTestCase):
     AAPL = 1
@@ -352,7 +352,7 @@ class PipelineAlgorithmTestCase(WithBcolzDailyBarReaderFromCSVs,
     END_DATE = Timestamp('2015')
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         resources = {
             cls.AAPL: join(TEST_RESOURCE_PATH, 'AAPL.csv'),
             cls.MSFT: join(TEST_RESOURCE_PATH, 'MSFT.csv'),
@@ -398,7 +398,7 @@ class PipelineAlgorithmTestCase(WithBcolzDailyBarReaderFromCSVs,
     def init_class_fixtures(cls):
         super(PipelineAlgorithmTestCase, cls).init_class_fixtures()
         cls.pipeline_loader = USEquityPricingLoader(
-            cls.bcolz_daily_bar_reader,
+            cls.bcolz_equity_daily_bar_reader,
             cls.adjustment_reader,
         )
         cls.dates = cls.raw_data[cls.AAPL].index.tz_localize('UTC')

tests/pipeline/test_us_equity_pricing_loader.py

@@ -277,14 +277,14 @@ class USEquityPricingLoaderTestCase(WithAdjustmentReader,
         return DIVIDENDS
 
     @classmethod
-    def make_adjustment_writer_daily_bar_reader(cls):
+    def make_adjustment_writer_equity_daily_bar_reader(cls):
         return MockDailyBarReader()
 
     @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
@@ -306,13 +306,13 @@ class USEquityPricingLoaderTestCase(WithAdjustmentReader,
                 self.assertLessEqual(eff_date, asset_end)
 
     def calendar_days_between(self, start_date, end_date, shift=0):
-        slice_ = self.bcolz_daily_bar_days.slice_indexer(start_date, end_date)
+        slice_ = self.equity_daily_bar_days.slice_indexer(start_date, end_date)
         start = slice_.start + shift
         stop = slice_.stop + shift
         if start < 0:
             raise KeyError(start_date, shift)
 
-        return self.bcolz_daily_bar_days[start:stop]
+        return self.equity_daily_bar_days[start:stop]
 
     def expected_adjustments(self, start_date, end_date):
         price_adjustments = {}
@@ -417,7 +417,7 @@ class USEquityPricingLoaderTestCase(WithAdjustmentReader,
         self.assertEqual(adjustments, [{}, {}])
 
         pricing_loader = USEquityPricingLoader(
-            self.bcolz_daily_bar_reader,
+            self.bcolz_equity_daily_bar_reader,
             adjustment_reader,
         )
 
@@ -494,7 +494,7 @@ class USEquityPricingLoaderTestCase(WithAdjustmentReader,
         )
 
         pricing_loader = USEquityPricingLoader(
-            self.bcolz_daily_bar_reader,
+            self.bcolz_equity_daily_bar_reader,
             self.adjustment_reader,
         )