PERF: Optimize session close lookups in resample bar reader (#1749)

Optimize session close lookups in MinuteResampleSessionBarReader:

- Adds `session_closes_in_range` method (along with
  `session_opens_in_range`) to TradingCalendar to allow vectorized
  retrieval of all values in a range of sessions.
- Improves code path for resampling a single session's worth of data (as
  is the case when calling `get_value`), since we don't actually need to
  look up the close minute.

tests/calendars/test_trading_calendar.py

@@ -34,6 +34,7 @@ from zipline.errors import (
     InvalidCalendarName,
 )
 
+from zipline.testing.predicates import assert_equal
 from zipline.utils.calendars import(
     register_calendar,
     deregister_calendar,
@@ -683,6 +684,22 @@ class ExchangeCalendarTestBase(object):
             self.assertEqual(open_answer, found_open)
             self.assertEqual(close_answer, found_close)
 
+    def test_session_opens_in_range(self):
+        found_opens = self.calendar.session_opens_in_range(
+            self.answers.index[0],
+            self.answers.index[-1],
+        )
+
+        assert_equal(found_opens, self.answers['market_open'])
+
+    def test_session_closes_in_range(self):
+        found_closes = self.calendar.session_closes_in_range(
+            self.answers.index[0],
+            self.answers.index[-1],
+        )
+
+        assert_equal(found_closes, self.answers['market_close'])
+
     def test_daylight_savings(self):
         # 2004 daylight savings switches:
         # Sunday 2004-04-04 and Sunday 2004-10-31