ENH: Add current chain for continuous futures.

Add `chain`field to current, as well as supporting methods in DataPortal
and OrderedContracts.

Enables the following example:

```
from zipline.api import continuous_future

def initialize(context):
    context.primary_cl = continuous_future('CL', offset=0, roll='calendar')
    schedule_function(print_current_chain)

def print_current_chain(context, data):
    chain = data.current_chain(context.primary_cl)
    print 'datetime={0}'.format(get_datetime())
    print 'primary={0}'.format(chain[0])
    print 'secondary={0}'.format(chain[1])
    print 'tertiary={0}'.format(chain[2])
```

```
datetime=2015-12-23 14:31:00+00:00
primary=Future(1058201602 [CLG16])
secondary=Future(1058201603 [CLH16])
tertiary=Future(1058201604 [CLJ16])
```

Also:
- make return types of OrderedContracts methods compatible across
architectures. (Noticed while adding `active_chain` method.)
- Add year suffix to future contract names in test data.

zipline/data/data_portal.py

@@ -1239,6 +1239,27 @@ class DataPortal(object):
 
             return ret
 
+    def get_current_future_chain(self, continuous_future, dt):
+        """
+        Retrieves the future chain for the contract at the given `dt` according
+        the `continuous_future` specification.
+
+        Returns:
+        future_chain : list[Future]
+            A list of active futures, where the first index is the current
+            contract specified by the continuous future definition, the second
+            is the next upcoming contract and so on.
+        """
+        rf = self._roll_finders[continuous_future.roll_style]
+        session = self.trading_calendar.minute_to_session_label(dt)
+        contract_center = rf.get_contract_center(
+            continuous_future.root_symbol, session,
+            continuous_future.offset)
+        oc = self.asset_finder.get_ordered_contracts(
+            continuous_future.root_symbol)
+        chain = oc.active_chain(contract_center, session.value)
+        return self.asset_finder.retrieve_all(chain)
+
     def _get_current_contract(self, continuous_future, dt):
         rf = self._roll_finders[continuous_future.roll_style]
         return self.asset_finder.retrieve_asset(