ENH: Align daily/minute bar lookbacks by default.

When EQUITY_DAILY_BAR_SOURCE_FROM_MINUTE is set, use
EQUITY_MINUTE_BAR_LOOKBACK_DAYS as the default value for
EQUITY_DAILY_BAR_LOOKBACK_DAYS.

Without this, trying to run a minutely backtest in a test setting only
EQUITY_MINUTE_BAR_LOOKBACK_DAYS and EQUITY_DAILY_BAR_SOURCE_FROM_MINUTE
fails because the benchmark creation process makes a daily history call
for the entire period of the backtest, which then fails because the
equity daily bar calendar is shorter than the equity minute bar
calendar.

I can't imagine a circumstance in which you'd want the daily bar
calendar to be shorter than the minute bar calendar when you're sourcing
daily bars from minutes, so this change makes that the default behavior
unless it's explicitly overridden.

zipline/testing/fixtures.py

@@ -685,15 +685,25 @@ class WithEquityDailyBarData(WithTradingEnvironment):
     WithEquityMinuteBarData
     zipline.testing.create_daily_bar_data
     """
-    EQUITY_DAILY_BAR_LOOKBACK_DAYS = 0
-
     EQUITY_DAILY_BAR_USE_FULL_CALENDAR = False
     EQUITY_DAILY_BAR_START_DATE = alias('START_DATE')
     EQUITY_DAILY_BAR_END_DATE = alias('END_DATE')
     EQUITY_DAILY_BAR_SOURCE_FROM_MINUTE = None
 
+    @classproperty
+    def EQUITY_DAILY_BAR_LOOKBACK_DAYS(cls):
+        # If we're sourcing from minute data, then we almost certainly want the
+        # minute bar calendar to be aligned with the daily bar calendar, so
+        # re-use the same lookback parameter.
+        if cls.EQUITY_DAILY_BAR_SOURCE_FROM_MINUTE:
+            return cls.EQUITY_MINUTE_BAR_LOOKBACK_DAYS
+        else:
+            return 0
+
     @classmethod
     def _make_equity_daily_bar_from_minute(cls):
+        assert issubclass(cls, WithEquityMinuteBarData), \
+            "Can't source daily data from minute without minute data!"
         assets = cls.asset_finder.retrieve_all(cls.asset_finder.equities_sids)
         minute_data = dict(cls.make_equity_minute_bar_data())
         for asset in assets: