BUG: Fix updating treasury curves.

A transpose back to the serialization shape was left out.

Also, fixes empty return from update.

zipline/data/loader.py

@@ -108,9 +108,11 @@ def update_treasury_curves(last_date):
     updated_curves = curves.T
 
     datafile = get_datafile('treasury_curves.csv', mode='wb')
-    updated_curves.to_csv(datafile)
+    updated_curves.T.to_csv(datafile)
     datafile.close()
 
+    return updated_curves
+
 
 def update_benchmarks(symbol, last_date):
     """