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/test_algorithm.py

@@ -741,7 +741,7 @@ class TestTransformAlgorithm(WithLogger,
         return pd.DataFrame.from_dict({3: {'multiplier': 10}}, 'index')
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         return trades_by_sid_to_dfs(
             {
                 sid: factory.create_trade_history(
@@ -1010,7 +1010,7 @@ class TestBeforeTradingStart(WithDataPortal,
     END_DATE = pd.Timestamp('2016-01-07', tz='utc')
     SIM_PARAMS_CAPITAL_BASE = 10000
     SIM_PARAMS_DATA_FREQUENCY = 'minute'
-    BCOLZ_DAILY_BAR_LOOKBACK_DAYS = BCOLZ_MINUTE_BAR_LOOKBACK_DAYS = 1
+    EQUITY_DAILY_BAR_LOOKBACK_DAYS = EQUITY_MINUTE_BAR_LOOKBACK_DAYS = 1
 
     data_start = ASSET_FINDER_EQUITY_START_DATE = pd.Timestamp(
         '2016-01-05',
@@ -1021,7 +1021,7 @@ class TestBeforeTradingStart(WithDataPortal,
     ASSET_FINDER_EQUITY_SIDS = 1, 2, SPLIT_ASSET_SID
 
     @classmethod
-    def make_minute_bar_data(cls):
+    def make_equity_minute_bar_data(cls):
         asset_minutes = \
             cls.trading_schedule.execution_minutes_for_days_in_range(
                 cls.data_start,
@@ -1066,7 +1066,7 @@ class TestBeforeTradingStart(WithDataPortal,
         ])
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         for sid in cls.ASSET_FINDER_EQUITY_SIDS:
             yield sid, create_daily_df_for_asset(
                 cls.trading_schedule,
@@ -1357,7 +1357,7 @@ class TestAlgoScript(WithLogger,
     START_DATE = pd.Timestamp('2006-01-03', tz='utc')
     END_DATE = pd.Timestamp('2006-12-31', tz='utc')
     DATA_PORTAL_USE_MINUTE_DATA = False
-    BCOLZ_DAILY_BAR_LOOKBACK_DAYS = 5  # max history window length
+    EQUITY_DAILY_BAR_LOOKBACK_DAYS = 5  # max history window length
 
     ARG_TYPE_TEST_CASES = (
         ('history__assets', (bad_type_history_assets, 'Asset, str', True)),
@@ -1397,8 +1397,8 @@ class TestAlgoScript(WithLogger,
         return data
 
     @classmethod
-    def make_daily_bar_data(cls):
-        days = len(cls.bcolz_daily_bar_days)
+    def make_equity_daily_bar_data(cls):
+        days = len(cls.equity_daily_bar_days)
         return trades_by_sid_to_dfs(
             {
                 0: factory.create_trade_history(
@@ -1416,7 +1416,7 @@ class TestAlgoScript(WithLogger,
                     cls.sim_params,
                     cls.trading_schedule)
             },
-            index=cls.bcolz_daily_bar_days,
+            index=cls.equity_daily_bar_days,
         )
 
     def test_noop(self):
@@ -1942,7 +1942,7 @@ class TestCapitalChanges(WithLogger,
         return data
 
     @classmethod
-    def make_minute_bar_data(cls):
+    def make_equity_minute_bar_data(cls):
         minutes = cls.trading_schedule.execution_minutes_for_days_in_range(
             pd.Timestamp('2006-01-03', tz='UTC'),
             pd.Timestamp('2006-01-09', tz='UTC')
@@ -1961,7 +1961,7 @@ class TestCapitalChanges(WithLogger,
         )
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         days = cls.trading_schedule.execution_days_in_range(
             pd.Timestamp('2006-01-03', tz='UTC'),
             pd.Timestamp('2006-01-09', tz='UTC')
@@ -2904,7 +2904,7 @@ class TestAccountControls(WithDataPortal, WithSimParams, ZiplineTestCase):
     sidint, = ASSET_FINDER_EQUITY_SIDS = (133,)
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         return trades_by_sid_to_dfs(
             {
                 cls.sidint: factory.create_trade_history(
@@ -3051,7 +3051,7 @@ class TestFutureFlip(WithDataPortal, WithSimParams, ZiplineTestCase):
     sid, = ASSET_FINDER_EQUITY_SIDS = (1,)
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         return trades_by_sid_to_dfs(
             {
                 cls.sid: factory.create_trade_history(
@@ -3169,7 +3169,7 @@ class TestOrderCancelation(WithDataPortal,
     )
 
     @classmethod
-    def make_minute_bar_data(cls):
+    def make_equity_minute_bar_data(cls):
         asset_minutes = \
             cls.trading_schedule.execution_minutes_for_days_in_range(
                 cls.sim_params.period_start,
@@ -3192,7 +3192,7 @@ class TestOrderCancelation(WithDataPortal,
         )
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         yield 1, pd.DataFrame(
             {
                 'open': np.full(3, 1),