MAINT: Factor out column conversion in HistoryContainer.

We can't be sure that security identifiers can be converted
to int. In fact, most of the times they are strings. This
adds an identity function that can be overwritten if such
a conversion is necessary (as on Quantopian).

zipline/history/history_container.py

@@ -246,6 +246,13 @@ class HistoryContainer(object):
         )
         return rp
 
+    def convert_columns(self, values):
+        """
+        If columns have a specific type you want to enforce, overwrite this
+        method and return the transformed values.
+        """
+        return values
+
     def create_return_frames(self, algo_dt):
         """
         Populates the return frame cache.
@@ -257,7 +264,8 @@ class HistoryContainer(object):
             index = pd.to_datetime(index_at_dt(history_spec, algo_dt))
             frame = pd.DataFrame(
                 index=index,
-                columns=map(int, self.buffer_panel.minor_axis.values),
+                columns=self.convert_columns(
+                    self.buffer_panel.minor_axis.values),
                 dtype=np.float64)
             self.return_frames[spec_key] = frame