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_history.py

@@ -25,7 +25,7 @@ from zipline.testing import (
     MockDailyBarReader,
 )
 from zipline.testing.fixtures import (
-    WithBcolzMinuteBarReader,
+    WithBcolzEquityMinuteBarReader,
     WithDataPortal,
     ZiplineTestCase,
     alias,
@@ -223,7 +223,7 @@ class WithHistory(WithDataPortal):
         )
 
     @classmethod
-    def make_adjustment_writer_daily_bar_reader(cls):
+    def make_adjustment_writer_equity_daily_bar_reader(cls):
         return MockDailyBarReader()
 
     def verify_regular_dt(self, idx, dt, mode, fields=None, assets=None):
@@ -447,11 +447,11 @@ MINUTE_FIELD_INFO = {
 
 class MinuteEquityHistoryTestCase(WithHistory, ZiplineTestCase):
 
-    BCOLZ_DAILY_BAR_SOURCE_FROM_MINUTE = True
+    EQUITY_DAILY_BAR_SOURCE_FROM_MINUTE = True
     DATA_PORTAL_FIRST_TRADING_DAY = alias('TRADING_START_DT')
 
     @classmethod
-    def make_minute_bar_data(cls):
+    def make_equity_minute_bar_data(cls):
         data = {}
         sids = {2, 5, cls.SHORT_ASSET_SID, cls.HALF_DAY_TEST_ASSET_SID}
         for sid in sids:
@@ -1314,7 +1314,7 @@ class MinuteEquityHistoryTestCase(WithHistory, ZiplineTestCase):
 
 class DailyEquityHistoryTestCase(WithHistory, ZiplineTestCase):
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         yield 1, cls.create_df_for_asset(
             cls.START_DATE,
             pd.Timestamp('2016-01-30', tz='UTC')
@@ -1715,7 +1715,7 @@ class DailyEquityHistoryTestCase(WithHistory, ZiplineTestCase):
                                        window_2[self.ASSET2].values)
 
 
-class MinuteToDailyAggregationTestCase(WithBcolzMinuteBarReader,
+class MinuteToDailyAggregationTestCase(WithBcolzEquityMinuteBarReader,
                                        ZiplineTestCase):
 
     #    March 2016
@@ -1740,7 +1740,7 @@ class MinuteToDailyAggregationTestCase(WithBcolzMinuteBarReader,
                             tz='US/Eastern').tz_convert('UTC')
 
     @classmethod
-    def make_minute_bar_data(cls):
+    def make_equity_minute_bar_data(cls):
         # sid data is created so that at least one high is lower than a
         # previous high, and the inverse for low
         yield 1, pd.DataFrame(
@@ -1804,7 +1804,7 @@ class MinuteToDailyAggregationTestCase(WithBcolzMinuteBarReader,
         # needs to be tested.
         self.equity_daily_aggregator = DailyHistoryAggregator(
             self.trading_schedule.schedule.market_open,
-            self.bcolz_minute_bar_reader,
+            self.bcolz_equity_minute_bar_reader,
         )
 
     @parameterized.expand([