MAINT: Use six for Python 3 compatible names and behavior.

Use the six module to import functions and types that are
consistent between Python 2 and 3, so that one code base can
support both versions.

- Use integer types instead of int and long.
- Use string_types instead of basestring.
- Account for iteritems, itervalues, iterkeys.
- Use six.moves for filter and zip, reduce
- Use compatible bytes for md5 hasher.
- xrange and range

zipline/algorithm.py

@@ -20,7 +20,9 @@ import numpy as np
 
 from datetime import datetime
 
-from itertools import groupby, ifilter
+from itertools import groupby
+from six.moves import filter
+from six import iteritems
 from operator import attrgetter
 
 from zipline.errors import (
@@ -194,7 +196,7 @@ class TradingAlgorithm(object):
         date_sorted = date_sorted_sources(*self.sources)
 
         if source_filter:
-            date_sorted = ifilter(source_filter, date_sorted)
+            date_sorted = filter(source_filter, date_sorted)
 
         with_tnfms = sequential_transforms(date_sorted,
                                            *self.transforms)
@@ -305,7 +307,7 @@ class TradingAlgorithm(object):
 
         # Create transforms by wrapping them into StatefulTransforms
         self.transforms = []
-        for namestring, trans_descr in self.registered_transforms.iteritems():
+        for namestring, trans_descr in iteritems(self.registered_transforms):
             sf = StatefulTransform(
                 trans_descr['class'],
                 *trans_descr['args'],